# EDGAR Filing Document

**Accession Number:** 0001100663
**File Stem:** 0001410368-25-043458
**Filing Date:** 2025-12
**Character Count:** 193116
**Document Hash:** 2a9594fbfed162069785594fbeeedcb7
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-043458.hdr.sgml**: 20251229

**ACCESSION NUMBER**: 0001410368-25-043458

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251229

**DATE AS OF CHANGE**: 20251229

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** iSHARES TRUST
- **CENTRAL INDEX KEY:** 0001100663

**ORGANIZATION NAME:**
- **EIN:** 943351276
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09729
- **FILM NUMBER:** 251606877

**BUSINESS ADDRESS:**
- **STREET 1:** 400 HOWARD STREET
- **CITY:** SAN FRANCISCO
- **STATE:** CA
- **ZIP:** 94105
- **BUSINESS PHONE:** (415) 670-2000

**MAIL ADDRESS:**
- **STREET 1:** 400 HOWARD STREET
- **CITY:** SAN FRANCISCO
- **STATE:** CA
- **ZIP:** 94105

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ISHARES TRUST
- **DATE OF NAME CHANGE:** 19991213

## Series and Classes Contracts Data

### iShares Floating Rate Bond ETF (Series ID: S000033136)

| Class ID   | Class Name                     | Ticker Symbol   |
|:---|:---|:---|
| C000102031 | iShares Floating Rate Bond ETF | FLOT            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** iShares Trust

- **b. Investment Company Act file number:** 811-09729

- **c. CIK number of Registrant:** 0001100663

- **d. LEI of Registrant:** 5493000860OXIC4B5K91

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

  - **Street Address 1:** 400 Howard Street

  - **City:** San Francisco

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 94105

  - **Telephone number:** 800-474-2737

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

- **a. Name of Series:** iShares Floating Rate Bond ETF

- **b. EDGAR series identifier (if any):** S000033136

- **c. LEI of Series:** 549300G2T0MQ0NCEG317

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

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-10-31

**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:** $9451539176.62

**Total Liabilities:** $416092819.42

**Net Assets:** $9035446357.20

**Delayed Delivery Securities:** $41400000.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 32988.70000000 | **1-Year:** 843793.03000000 | **5-Year:** 672909.92000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

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

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000102031 | 0.40%                | 0.45%                | 0.40%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $70356.28                | $636138.18                                 |
| Month 2  | $1103395.02              | $632854.38                                 |
| Month 3  | $217299.68               | $-389183.32                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ABN AMRO BANK NV                               | ABN AMRO Bank NV                                      | CUSIP: 00084DBB5<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |  22425000 | PA      | $22630276.88  | 0.25%             | 2027-09-18      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                               | ABN AMRO Bank NV                                      | CUSIP: 00084DBE9<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |  15830000 | PA      | $15867673.34  | 0.18%             | 2028-12-03      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                               | ABN AMRO Bank NV                                      | CUSIP: 00084DBJ8<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   9700000 | PA      | $9722868.14   | 0.11%             | 2028-07-07      | Floating      | 4.86%                 | No            |                  2 | On Loan: —       |
| COREBRIDGE GLOB FUNDING                        | Corebridge Global Funding                             | CUSIP: 00138CAW8<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |  22703000 | PA      | $22853844.18  | 0.25%             | 2026-09-25      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                        | Corebridge Global Funding                             | CUSIP: 00138CBE7<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |  10075000 | PA      | $10069865.38  | 0.11%             | 2028-01-07      | Floating      | 4.86%                 | No            |                  2 | On Loan: —       |
| ASB BANK LIMITED                               | ASB Bank Ltd                                          | CUSIP: 00216LAJ2<br>LEI: 549300IBZWZL1KTPF918 | Long             | DBT              | CORP              | NZ        |   6450000 | PA      | $6500045.23   | 0.07%             | 2030-10-29      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                          | Svensk Exportkredit AB                                | CUSIP: 01021NAC6<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |  20000000 | PA      | $20208651.80  | 0.22%             | 2027-05-05      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                            | American Express Co                                   | CUSIP: 025816CL1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  19244000 | PA      | $19301802.63  | 0.21%             | 2026-11-04      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                            | American Express Co                                   | CUSIP: 025816DD8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  17362000 | PA      | $17376059.05  | 0.19%             | 2026-02-13      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                            | American Express Co                                   | CUSIP: 025816DJ5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  17391000 | PA      | $17418756.56  | 0.19%             | 2027-07-28      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                            | American Express Co                                   | CUSIP: 025816DQ9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  16646000 | PA      | $16723929.41  | 0.19%             | 2028-02-16      | Floating      | 5.26%                 | No            |                  2 | On Loan: —       |
| AMERICAN EXPRESS CO                            | American Express Co                                   | CUSIP: 025816DS5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  11355000 | PA      | $11370247.15  | 0.13%             | 2027-04-23      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                            | American Express Co                                   | CUSIP: 025816DX4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  18567000 | PA      | $18652221.79  | 0.21%             | 2028-07-26      | Floating      | 5.01%                 | No            |                  2 | On Loan: —       |
| AMERICAN EXPRESS CO                            | American Express Co                                   | CUSIP: 025816EE5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  10450000 | PA      | $10576806.36  | 0.12%             | 2029-04-25      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                            | American Express Co                                   | CUSIP: 025816EL9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  15200000 | PA      | $15215755.41  | 0.17%             | 2029-07-20      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                           | CUSIP: 02665WEE7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |  13321000 | PA      | $13331450.59  | 0.15%             | 2026-01-12      | Floating      | 5.02%                 | No            |                  2 | On Loan: —       |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                           | CUSIP: 02665WEX5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |  21067000 | PA      | $21078564.52  | 0.23%             | 2026-01-09      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                           | CUSIP: 02665WFC0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |  13686000 | PA      | $13713524.60  | 0.15%             | 2027-03-12      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                           | CUSIP: 02665WFJ5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |  12248000 | PA      | $12253901.33  | 0.14%             | 2027-07-09      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                           | CUSIP: 02665WFM8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   3587000 | PA      | $3587679.81   | 0.04%             | 2026-01-12      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                           | CUSIP: 02665WFN6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |  16788000 | PA      | $16823995.99  | 0.19%             | 2026-10-05      | Floating      | 4.83%                 | No            |                  2 | On Loan: —       |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                           | CUSIP: 02665WFR7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100047.88    | 0.00%             | 2026-05-11      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                           | CUSIP: 02665WFS5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |  12527000 | PA      | $12534997.86  | 0.14%             | 2027-10-22      | Floating      | 4.80%                 | No            |                  2 | On Loan: —       |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                           | CUSIP: 02665WFV8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1250789.75   | 0.01%             | 2026-05-21      | Floating      | 4.79%                 | No            |                  2 | On Loan: —       |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                           | CUSIP: 02665WFW6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |  20688000 | PA      | $20695522.16  | 0.23%             | 2028-03-03      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                           | CUSIP: 02665WGA3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |  26350000 | PA      | $26383398.10  | 0.29%             | 2026-12-11      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                           | CUSIP: 02665WGE5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |  12425000 | PA      | $12462310.78  | 0.14%             | 2027-07-09      | Floating      | 4.97%                 | No            |                  2 | On Loan: —       |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                           | CUSIP: 02665WGG0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    400000 | PA      | $400639.01    | 0.00%             | 2027-01-15      | Floating      | 4.85%                 | No            |                  2 | On Loan: —       |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                           | CUSIP: 02665WGH8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5007865.60   | 0.06%             | 2027-08-13      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                           | CUSIP: 02665WGJ4<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   8525000 | PA      | $8544257.98   | 0.09%             | 2028-09-01      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                           | CUSIP: 02665WGM7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    550000 | PA      | $550935.24    | 0.01%             | 2027-03-08      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                  | Amphenol Corp                                         | CUSIP: 032095AV3<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   7050000 | PA      | $7062153.28   | 0.08%             | 2027-11-15      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                         | Asian Development Bank                                | CUSIP: 04517PBE1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |  65955000 | PA      | $66310219.78  | 0.73%             | 2026-06-16      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                         | Asian Development Bank                                | CUSIP: 04517PBG6<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |  53455000 | PA      | $53822911.52  | 0.60%             | 2026-08-27      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                         | Asian Development Bank                                | CUSIP: 04517PBK7<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |  51837000 | PA      | $52411858.33  | 0.58%             | 2027-04-06      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                         | Asian Development Bank                                | CUSIP: 04517PBZ4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |  48066000 | PA      | $48099871.15  | 0.53%             | 2028-06-20      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                       | Asian Infrastructure Investment Bank/The              | CUSIP: 04522KAG1<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |  12450000 | PA      | $12532013.63  | 0.14%             | 2027-08-16      | Floating      | 4.90%                 | No            |                  2 | On Loan: —       |
| ASIAN INFRASTRUCTURE INV                       | Asian Infrastructure Investment Bank/The              | CUSIP: 04522N2A7<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |   4575000 | PA      | $4577053.40   | 0.05%             | 2026-04-15      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                          | Athene Global Funding                                 | CUSIP: 04685A3U3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  12563000 | PA      | $12652806.86  | 0.14%             | 2027-03-25      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                          | Athene Global Funding                                 | CUSIP: 04685A3W9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  10866000 | PA      | $10885270.85  | 0.12%             | 2026-05-08      | Floating      | 5.13%                 | No            |                  2 | On Loan: —       |
| ATHENE GLOBAL FUNDING                          | Athene Global Funding                                 | CUSIP: 04685A4B4<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  11575000 | PA      | $11623146.21  | 0.13%             | 2026-08-27      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                          | Athene Global Funding                                 | CUSIP: 04685A4F5<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  12575000 | PA      | $12608506.09  | 0.14%             | 2027-01-07      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                          | Athene Global Funding                                 | CUSIP: 04685A4J7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   2850000 | PA      | $2854457.00   | 0.03%             | 2026-07-16      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                          | Athene Global Funding                                 | CUSIP: 04685A4M0<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  18900000 | PA      | $18900953.88  | 0.21%             | 2028-03-06      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                          | Athene Global Funding                                 | CUSIP: 04685A4T5<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  11000000 | PA      | $11009860.07  | 0.12%             | 2028-09-18      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                        | Australia & New Zealand Banking Group Ltd             | CUSIP: 05252ADJ7<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |  29625000 | PA      | $29783068.93  | 0.33%             | 2027-01-18      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                        | Australia & New Zealand Banking Group Ltd             | CUSIP: 05252ADK4<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |  28765000 | PA      | $28796030.53  | 0.32%             | 2026-03-18      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                        | Australia & New Zealand Banking Group Ltd             | CUSIP: 05252ADL2<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |  43190000 | PA      | $43401025.48  | 0.48%             | 2027-07-16      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                        | Australia & New Zealand Banking Group Ltd             | CUSIP: 05252ADM0<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |  20165000 | PA      | $20255730.20  | 0.22%             | 2027-09-30      | Floating      | 4.91%                 | No            |                  2 | On Loan: —       |
| AUST & NZ BANKING GROUP                        | Australia & New Zealand Banking Group Ltd             | CUSIP: 05252ADN8<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |  25850000 | PA      | $26138042.16  | 0.29%             | 2029-12-16      | Floating      | 5.11%                 | No            |                  2 | On Loan: —       |
| AUST & NZ BANKING GROUP                        | Australia & New Zealand Banking Group Ltd             | CUSIP: 05252ADP3<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |  14440000 | PA      | $14457912.24  | 0.16%             | 2026-12-16      | Floating      | 4.73%                 | No            |                  2 | On Loan: —       |
| AUST & NZ BANKING GROUP                        | Australia & New Zealand Banking Group Ltd             | CUSIP: 05252ADS7<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |  15900000 | PA      | $15962952.87  | 0.18%             | 2028-06-18      | Floating      | 4.88%                 | No            |                  2 | On Loan: —       |
| BMW US CAPITAL LLC                             | BMW US Capital LLC                                    | CUSIP: 05565ECL7<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |  26242000 | PA      | $26264887.49  | 0.29%             | 2026-04-02      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                             | BMW US Capital LLC                                    | CUSIP: 05565ECN3<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |  22445000 | PA      | $22505843.46  | 0.25%             | 2026-08-13      | Floating      | 5.07%                 | No            |                  2 | On Loan: —       |
| BMW US CAPITAL LLC                             | BMW US Capital LLC                                    | CUSIP: 05565ECT0<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |  10627000 | PA      | $10657754.86  | 0.12%             | 2027-08-13      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                             | BMW US Capital LLC                                    | CUSIP: 05565ECV5<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |  21125000 | PA      | $21195132.47  | 0.23%             | 2027-03-19      | Floating      | 4.91%                 | No            |                  2 | On Loan: —       |
| BMW US CAPITAL LLC                             | BMW US Capital LLC                                    | CUSIP: 05565ECX1<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |  22400000 | PA      | $22514692.93  | 0.25%             | 2028-03-21      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                             | BMW US Capital LLC                                    | CUSIP: 05565EDE2<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   6400000 | PA      | $6413083.52   | 0.07%             | 2027-08-11      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                        | BPCE SA                                               | CUSIP: 05571AAP0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |  11781000 | PA      | $11921282.26  | 0.13%             | 2027-10-19      | Floating      | 6.07%                 | No            |                  2 | On Loan: —       |
| BNG BANK NV                                    | BNG Bank NV                                           | CUSIP: 05591F2L3<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |   1800000 | PA      | $1810556.10   | 0.02%             | 2026-08-05      | Floating      | 5.31%                 | No            |                  2 | On Loan: —       |
| BNG BANK NV                                    | BNG Bank NV                                           | CUSIP: 05591F3B4<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |   4000000 | PA      | $4059595.92   | 0.04%             | 2028-03-17      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander SA                                    | CUSIP: 05964HBC8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |  17403000 | PA      | $17523991.22  | 0.19%             | 2028-03-14      | Floating      | 5.55%                 | No            |                  2 | On Loan: —       |
| BANCO SANTANDER SA                             | Banco Santander SA                                    | CUSIP: 05964HBE4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |  32015000 | PA      | $32201475.21  | 0.36%             | 2028-07-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: —       |
| BANCO SANTANDER SA                             | Banco Santander SA                                    | CUSIP: 05971KAT6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |  10000000 | PA      | $10004381.60  | 0.11%             | 2030-11-06      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                  | CUSIP: 06051GJV2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  21466000 | PA      | $21538617.55  | 0.24%             | 2027-07-22      | Floating      | 5.05%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORP                           | Bank of America Corp                                  | CUSIP: 06051GKH1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  18645000 | PA      | $18754752.86  | 0.21%             | 2028-02-04      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                  | CUSIP: 06051GLX5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  10846000 | PA      | $10920703.02  | 0.12%             | 2027-09-15      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                  | CUSIP: 06051GMN6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  31180000 | PA      | $31214057.91  | 0.35%             | 2029-01-24      | Floating      | 4.91%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORP                           | Bank of America Corp                                  | CUSIP: 06051GMU0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  18300000 | PA      | $18435792.41  | 0.20%             | 2029-05-09      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                               | Bank of Montreal                                      | CUSIP: 06368FAD1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |  12782000 | PA      | $12810529.30  | 0.14%             | 2026-09-15      | Floating      | 4.78%                 | No            |                  2 | On Loan: —       |
| BANK OF MONTREAL                               | Bank of Montreal                                      | CUSIP: 06368L3M6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |  15347000 | PA      | $15410170.86  | 0.17%             | 2027-06-04      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                               | Bank of Montreal                                      | CUSIP: 06368L8M1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |  27450000 | PA      | $27547103.55  | 0.30%             | 2027-09-10      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                               | Bank of Montreal                                      | CUSIP: 06368LC61<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |  12475000 | PA      | $12579733.24  | 0.14%             | 2026-12-11      | Floating      | 5.33%                 | No            |                  2 | On Loan: —       |
| BANK OF MONTREAL                               | Bank of Montreal                                      | CUSIP: 06368LNU6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |  16809000 | PA      | $16905079.74  | 0.19%             | 2026-06-05      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                               | Bank of Montreal                                      | CUSIP: 06368MJH8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   9800000 | PA      | $9820055.99   | 0.11%             | 2029-01-27      | Floating      | 4.94%                 | No            |                  2 | On Loan: —       |
| BANK OF MONTREAL                               | Bank of Montreal                                      | CUSIP: 06368MXW9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   5750000 | PA      | $5750827.48   | 0.06%             | 2028-09-22      | Floating      | 4.88%                 | No            |                  2 | On Loan: —       |
| BANK OF NEW YORK MELLON                        | Bank of New York Mellon/The                           | CUSIP: 06405LAG6<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |   2075000 | PA      | $2077901.95   | 0.02%             | 2027-04-20      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                      | CUSIP: 06406RBY2<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |  11921000 | PA      | $11950214.68  | 0.13%             | 2028-07-21      | Floating      | 4.92%                 | No            |                  2 | On Loan: —       |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                      | CUSIP: 06406RCD7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   9700000 | PA      | $9702609.01   | 0.11%             | 2028-06-09      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW ZEALAND                            | Bank of New Zealand                                   | CUSIP: 06407EAD7<br>LEI: N7LGVZM7X4UQ66T7LT74 | Long             | DBT              | CORP              | NZ        |  13285000 | PA      | $13321426.67  | 0.15%             | 2027-01-27      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                               | CUSIP: 0641593V6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |  14679000 | PA      | $14693285.90  | 0.16%             | 2026-03-02      | Floating      | 4.75%                 | No            |                  2 | On Loan: —       |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                               | CUSIP: 0641598M1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   9534000 | PA      | $9554653.89   | 0.11%             | 2026-09-15      | Floating      | 4.77%                 | No            |                  2 | On Loan: —       |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                               | CUSIP: 06418GAG2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |  21287000 | PA      | $21376326.21  | 0.24%             | 2027-06-04      | Floating      | 4.97%                 | No            |                  2 | On Loan: —       |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                               | CUSIP: 06418GAJ6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |  14900000 | PA      | $15014649.09  | 0.17%             | 2029-08-01      | Floating      | 5.14%                 | No            |                  2 | On Loan: —       |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                               | CUSIP: 06418GAM9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   8012000 | PA      | $8046151.71   | 0.09%             | 2028-09-08      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                               | CUSIP: 06418GAR8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |  13300000 | PA      | $13310962.39  | 0.15%             | 2029-02-14      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                               | CUSIP: 06418GAT4<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   6325000 | PA      | $6325323.65   | 0.07%             | 2028-09-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA NA                             | Bank of America NA                                    | CUSIP: 06428CAB0<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DBT              | CORP              | US        |  27355000 | PA      | $27502726.03  | 0.30%             | 2026-08-18      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                         | Banque Federative du Credit Mutuel SA                 | CUSIP: 06675DCG5<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |  15975000 | PA      | $16081620.82  | 0.18%             | 2026-07-13      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                         | Banque Federative du Credit Mutuel SA                 | CUSIP: 06675DCH3<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |  14582000 | PA      | $14675615.71  | 0.16%             | 2027-01-23      | Floating      | 5.21%                 | No            |                  2 | On Loan: —       |
| BANQUE FED CRED MUTUEL                         | Banque Federative du Credit Mutuel SA                 | CUSIP: 06675DCL4<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |  12260000 | PA      | $12331677.60  | 0.14%             | 2028-02-16      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                         | Banque Federative du Credit Mutuel SA                 | CUSIP: 06675DCP5<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |  10285000 | PA      | $10348259.95  | 0.11%             | 2030-01-22      | Floating      | 5.31%                 | No            |                  2 | On Loan: —       |
| BANQUE FED CRED MUTUEL                         | Banque Federative du Credit Mutuel SA                 | CUSIP: 06675DCQ3<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |  15650000 | PA      | $15705090.82  | 0.17%             | 2028-10-16      | Floating      | 5.08%                 | No            |                  2 | On Loan: —       |
| BARCLAYS PLC                                   | Barclays PLC                                          | CUSIP: 06738ECM5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  13165000 | PA      | $13302832.28  | 0.15%             | 2027-09-13      | Floating      | 6.04%                 | No            |                  2 | On Loan: —       |
| BARCLAYS PLC                                   | Barclays PLC                                          | CUSIP: 06738ECQ6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  19900000 | PA      | $20097643.42  | 0.22%             | 2028-03-12      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                   | Barclays PLC                                          | CUSIP: 06738EDF9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  10600000 | PA      | $10628985.38  | 0.12%             | 2029-11-11      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | BNP Paribas SA                                        | CUSIP: 09659W3B8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |  11050000 | PA      | $11138984.55  | 0.12%             | 2029-05-09      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                        | Bristol-Myers Squibb Co                               | CUSIP: 110122EM6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |  23603000 | PA      | $23621872.96  | 0.26%             | 2026-02-20      | Floating      | 4.73%                 | No            |                  2 | On Loan: —       |
| CANADIAN IMPERIAL BANK                         | Canadian Imperial Bank of Commerce                    | CUSIP: 13607L8D8<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |  15055000 | PA      | $15161443.52  | 0.17%             | 2027-06-28      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                         | Canadian Imperial Bank of Commerce                    | CUSIP: 13607LWU3<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |  19895000 | PA      | $20051228.47  | 0.22%             | 2026-10-02      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                         | Canadian Imperial Bank of Commerce                    | CUSIP: 13607PHU1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |  16625000 | PA      | $16680314.70  | 0.18%             | 2027-09-11      | Floating      | 5.10%                 | No            |                  2 | On Loan: —       |
| CANADIAN IMPERIAL BANK                         | Canadian Imperial Bank of Commerce                    | CUSIP: 13607PJ21<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |  10475000 | PA      | $10522912.13  | 0.12%             | 2029-03-30      | Floating      | 5.15%                 | No            |                  2 | On Loan: —       |
| CANADIAN IMPERIAL BANK                         | Canadian Imperial Bank of Commerce                    | CUSIP: 13607PVR2<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |  18127000 | PA      | $18136584.47  | 0.20%             | 2028-01-13      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                         | Canadian Imperial Bank of Commerce                    | CUSIP: 13607QFC1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   5500000 | PA      | $5503479.58   | 0.06%             | 2028-09-08      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                    | Cargill Inc                                           | CUSIP: 141781CC6<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |  11150000 | PA      | $11159071.75  | 0.12%             | 2028-02-11      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                       | Caterpillar Financial Services Corp                   | CUSIP: 14913UAK6<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |  25484000 | PA      | $25502471.82  | 0.28%             | 2026-02-27      | Floating      | 4.68%                 | No            |                  2 | On Loan: —       |
| CATERPILLAR FINL SERVICE                       | Caterpillar Financial Services Corp                   | CUSIP: 14913UAM2<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |  18894000 | PA      | $18939433.46  | 0.21%             | 2027-05-14      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                       | Caterpillar Financial Services Corp                   | CUSIP: 14913UAP5<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |  13529000 | PA      | $13583633.48  | 0.15%             | 2026-10-16      | Floating      | 4.78%                 | No            |                  2 | On Loan: —       |
| CATERPILLAR FINL SERVICE                       | Caterpillar Financial Services Corp                   | CUSIP: 14913UAT7<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |  14780000 | PA      | $14813195.73  | 0.16%             | 2027-11-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: —       |
| CATERPILLAR FINL SERVICE                       | Caterpillar Financial Services Corp                   | CUSIP: 14913UAW0<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |  13580000 | PA      | $13589645.60  | 0.15%             | 2027-01-07      | Floating      | 4.49%                 | No            |                  2 | On Loan: —       |
| CATERPILLAR FINL SERVICE                       | Caterpillar Financial Services Corp                   | CUSIP: 14913UAZ3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |  13530000 | PA      | $13545531.90  | 0.15%             | 2028-03-03      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                       | Caterpillar Financial Services Corp                   | CUSIP: 14913UBC3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10045593.20  | 0.11%             | 2028-08-15      | Floating      | 4.90%                 | No            |                  2 | On Loan: —       |
| CHEVRON USA INC                                | Chevron USA Inc                                       | CUSIP: 166756BA3<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |  13070000 | PA      | $13101186.33  | 0.14%             | 2027-02-26      | Floating      | 4.59%                 | No            |                  2 | On Loan: —       |
| CHEVRON USA INC                                | Chevron USA Inc                                       | CUSIP: 166756BC9<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |  10116000 | PA      | $10135386.50  | 0.11%             | 2028-02-26      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                | Chevron USA Inc                                       | CUSIP: 166756BM7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10039001.30  | 0.11%             | 2028-08-13      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                | Chevron USA Inc                                       | CUSIP: 166756BN5<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10003961.20  | 0.11%             | 2030-10-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                         | CUSIP: 172967MZ1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  23410000 | PA      | $23439104.72  | 0.26%             | 2027-06-09      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                         | CUSIP: 172967NH0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  21045000 | PA      | $21202696.71  | 0.23%             | 2028-02-24      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                         | CUSIP: 172967PY1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  12700000 | PA      | $12779984.35  | 0.14%             | 2028-05-07      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                    | Citibank NA                                           | CUSIP: 17325FBD9<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |  20810000 | PA      | $20940249.79  | 0.23%             | 2026-12-04      | Floating      | 5.25%                 | No            |                  2 | On Loan: —       |
| CITIBANK NA                                    | Citibank NA                                           | CUSIP: 17325FBE7<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |  24895000 | PA      | $24919546.47  | 0.28%             | 2026-04-30      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                    | Citibank NA                                           | CUSIP: 17325FBH0<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |  33255000 | PA      | $33338758.70  | 0.37%             | 2026-08-06      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                    | Citibank NA                                           | CUSIP: 17325FBM9<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |  25955000 | PA      | $25996957.30  | 0.29%             | 2027-11-19      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                    | Citibank NA                                           | CUSIP: 17325FBQ0<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |  29100000 | PA      | $29234001.72  | 0.32%             | 2027-05-29      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                    | Citibank NA                                           | CUSIP: 17325FBR8<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |  16800000 | PA      | $17018251.49  | 0.19%             | 2030-05-29      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                         | CUSIP: 17327CAX1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  25950000 | PA      | $25959292.70  | 0.29%             | 2029-03-04      | Floating      | 5.06%                 | No            |                  2 | On Loan: —       |
| COMMONWEALTH BANK AUST                         | Commonwealth Bank of Australia                        | CUSIP: 2027A0KE8<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |  21731000 | PA      | $21754540.32  | 0.24%             | 2026-06-15      | Floating      | 4.78%                 | No            |                  2 | On Loan: —       |
| COMMONWEALTH BANK AUST                         | Commonwealth Bank of Australia                        | CUSIP: 2027A0KL2<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   8425000 | PA      | $8481373.19   | 0.09%             | 2027-03-14      | Floating      | 5.23%                 | No            |                  2 | On Loan: —       |
| COMMONWEALTH BANK AUST                         | Commonwealth Bank of Australia                        | CUSIP: 2027A0KQ1<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |  14555000 | PA      | $14576590.60  | 0.16%             | 2026-03-13      | Floating      | 5.01%                 | No            |                  2 | On Loan: —       |
| COMMONWEALTH BANK AUST                         | Commonwealth Bank of Australia                        | CUSIP: 2027A0KV0<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |  22650000 | PA      | $22675203.33  | 0.25%             | 2026-11-27      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                         | Commonwealth Bank of Australia                        | CUSIP: 2027A0KW8<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |  22275000 | PA      | $22373790.96  | 0.25%             | 2028-03-14      | Floating      | 4.90%                 | No            |                  2 | On Loan: —       |
| COMMONWEALTH BANK AUST                         | Commonwealth Bank of Australia                        | CUSIP: 2027A0KY4<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |  47825000 | PA      | $48160828.11  | 0.53%             | 2030-03-14      | Floating      | 5.07%                 | No            |                  2 | On Loan: —       |
| COMMONWEALTH BANK AUST                         | Commonwealth Bank of Australia                        | CUSIP: 2027A0KZ1<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   5405000 | PA      | $5438980.37   | 0.06%             | 2030-10-01      | Floating      | 5.05%                 | No            |                  2 | On Loan: —       |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                | CUSIP: 209111GL1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |  13634000 | PA      | $13647105.41  | 0.15%             | 2027-11-18      | Floating      | 4.78%                 | No            |                  2 | On Loan: —       |
| COOPERAT RABOBANK UA/NY                        | Cooperatieve Rabobank UA/NY                           | CUSIP: 21688AAZ5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |  19422000 | PA      | $19524724.51  | 0.22%             | 2026-10-05      | Floating      | 5.01%                 | No            |                  2 | On Loan: —       |
| COOPERAT RABOBANK UA/NY                        | Cooperatieve Rabobank UA/NY                           | CUSIP: 21688ABB7<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |  15300000 | PA      | $15312137.03  | 0.17%             | 2026-01-09      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY                        | Cooperatieve Rabobank UA/NY                           | CUSIP: 21688ABE1<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |  27780000 | PA      | $27909459.24  | 0.31%             | 2027-03-05      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY                        | Cooperatieve Rabobank UA/NY                           | CUSIP: 21688ABG6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |  18100000 | PA      | $18143652.86  | 0.20%             | 2026-08-28      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY                        | Cooperatieve Rabobank UA/NY                           | CUSIP: 21688ABJ0<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |  16420000 | PA      | $16508579.99  | 0.18%             | 2029-10-17      | Floating      | 4.98%                 | No            |                  2 | On Loan: —       |
| COOPERAT RABOBANK UA/NY                        | Cooperatieve Rabobank UA/NY                           | CUSIP: 21688ABL5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |  17280000 | PA      | $17303116.15  | 0.19%             | 2028-01-21      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY                        | Cooperatieve Rabobank UA/NY                           | CUSIP: 21688ABN1<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |  12950000 | PA      | $12978020.04  | 0.14%             | 2027-05-27      | Floating      | 4.81%                 | No            |                  2 | On Loan: —       |
| COOPERAT RABOBANK UA/NY                        | Cooperatieve Rabobank UA/NY                           | CUSIP: 21688ABQ4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   6400000 | PA      | $6403923.71   | 0.07%             | 2028-10-17      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                              | CPPIB Capital Inc                                     | CUSIP: 22411VAS7<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |  23950000 | PA      | $24047788.09  | 0.27%             | 2026-03-11      | Floating      | 5.44%                 | No            |                  2 | On Loan: —       |
| CREDIT AGRICOLE SA                             | Credit Agricole SA                                    | CUSIP: 22534PAF0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |  17525000 | PA      | $17623222.37  | 0.20%             | 2026-07-05      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                             | Credit Agricole SA                                    | CUSIP: 22534PAJ2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |  15320000 | PA      | $15375720.22  | 0.17%             | 2027-03-11      | Floating      | 5.04%                 | No            |                  2 | On Loan: —       |
| CREDIT AGRICOLE SA                             | Credit Agricole SA                                    | CUSIP: 22535WAM9<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |  20135000 | PA      | $20247408.67  | 0.22%             | 2028-09-11      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                             | Credit Agricole SA                                    | CUSIP: 22535WAQ0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |  14630000 | PA      | $14680966.24  | 0.16%             | 2029-01-09      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                   | UBS Group AG                                          | CUSIP: 225401BL1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  15750000 | PA      | $15732473.56  | 0.17%             | 2029-12-23      | Floating      | 4.97%                 | No            |                  2 | On Loan: —       |
| DAIMLER TRUCK FINAN NA                         | Daimler Truck Finance North America LLC               | CUSIP: 233853AX8<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |  13725000 | PA      | $13772306.23  | 0.15%             | 2027-09-25      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                         | Daimler Truck Finance North America LLC               | CUSIP: 233853BB5<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |  10100000 | PA      | $10106977.08  | 0.11%             | 2028-01-13      | Floating      | 4.94%                 | No            |                  2 | On Loan: —       |
| DBS GROUP HOLDINGS LTD                         | DBS Group Holdings Ltd                                | CUSIP: 24023KAM0<br>LEI: 5493007FKT78NKPM5V55 | Long             | DBT              | CORP              | SG        |  31685000 | PA      | $31787059.29  | 0.35%             | 2028-03-21      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| DBS GROUP HOLDINGS LTD                         | DBS Group Holdings Ltd                                | CUSIP: 24023KAP3<br>LEI: 5493007FKT78NKPM5V55 | Long             | DBT              | CORP              | SG        |  15350000 | PA      | $15394873.73  | 0.17%             | 2030-03-21      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                               | CUSIP: 24422EWU9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |  13093000 | PA      | $13108236.19  | 0.15%             | 2026-03-03      | Floating      | 4.79%                 | No            |                  2 | On Loan: —       |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                               | CUSIP: 24422EWY1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |  13648000 | PA      | $13692665.95  | 0.15%             | 2026-06-08      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                               | CUSIP: 24422EXL8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |  13864000 | PA      | $13869104.59  | 0.15%             | 2026-03-06      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                               | CUSIP: 24422EXQ7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |  17604000 | PA      | $17660683.47  | 0.20%             | 2027-04-19      | Floating      | 4.70%                 | No            |                  2 | On Loan: —       |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                               | CUSIP: 24422EXS3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |  16907000 | PA      | $16931735.28  | 0.19%             | 2027-06-11      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                               | CUSIP: 24422EXW4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |  12250000 | PA      | $12340953.56  | 0.14%             | 2027-07-15      | Floating      | 4.78%                 | No            |                  2 | On Loan: —       |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                               | CUSIP: 24422EYA1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |  11505000 | PA      | $11519552.21  | 0.13%             | 2028-03-06      | Floating      | 4.70%                 | No            |                  2 | On Loan: —       |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                               | CUSIP: 24422EYB9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |  11100000 | PA      | $11118796.63  | 0.12%             | 2027-01-05      | Floating      | 4.52%                 | No            |                  2 | On Loan: —       |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                               | CUSIP: 24422EYG8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    400000 | PA      | $400417.33    | 0.00%             | 2028-09-11      | Floating      | 4.77%                 | No            |                  2 | On Loan: —       |
| DEUTSCHE BANK NY                               | Deutsche Bank AG/New York NY                          | CUSIP: 251526CN7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   9759000 | PA      | $9786660.03   | 0.11%             | 2027-11-16      | Floating      | 5.48%                 | No            |                  2 | On Loan: —       |
| DEUTSCHE BANK NY                               | Deutsche Bank AG/New York NY                          | CUSIP: 25160PAP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |  16515000 | PA      | $16591811.27  | 0.18%             | 2029-01-10      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                        | European Bank for Reconstruction & Development        | CUSIP: 29874QEN0<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |  90715000 | PA      | $90739610.98  | 1.00%             | 2026-04-14      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                        | European Bank for Reconstruction & Development        | CUSIP: 29874QEU4<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |  82689000 | PA      | $82684820.90  | 0.92%             | 2029-02-16      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                        | European Bank for Reconstruction & Development        | CUSIP: 29875BAK2<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |  97720000 | PA      | $97841611.56  | 1.08%             | 2028-02-20      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                        | European Bank for Reconstruction & Development        | CUSIP: 29875BAM8<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |  47450000 | PA      | $47530181.01  | 0.53%             | 2030-07-22      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                       | European Investment Bank                              | CUSIP: 298785KD7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |  34460000 | PA      | $34504220.80  | 0.38%             | 2029-08-14      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                       | European Investment Bank                              | CUSIP: 29878TFC3<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |  51370000 | PA      | $51466460.02  | 0.57%             | 2026-01-21      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                       | European Investment Bank                              | CUSIP: 29878TFE9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |  35790000 | PA      | $36433296.98  | 0.40%             | 2028-05-21      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                       | Export-Import Bank of Korea                           | CUSIP: 302154EF2<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |  21320000 | PA      | $21578864.24  | 0.24%             | 2029-09-11      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                       | Export-Import Bank of Korea                           | CUSIP: 302154EH8<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |  17745000 | PA      | $17761314.75  | 0.20%             | 2028-01-14      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                       | Export-Import Bank of Korea                           | CUSIP: 302154EN5<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |   4600000 | PA      | $4605184.89   | 0.05%             | 2028-09-22      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                       | Export Development Canada                             | CUSIP: 30216BKG6<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |  19710000 | PA      | $19752017.58  | 0.22%             | 2028-08-01      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                             | F&G Global Funding                                    | CUSIP: 30321L2L5<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |   5300000 | PA      | $5328102.83   | 0.06%             | 2028-09-08      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                         | Federation des Caisses Desjardins du Quebec           | CUSIP: 31429KAN3<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |   2600000 | PA      | $2604409.76   | 0.03%             | 2027-01-27      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANK NA                            | Fifth Third Bank NA                                   | CUSIP: 31677QBV0<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |  11880000 | PA      | $11885154.49  | 0.13%             | 2028-01-28      | Floating      | 4.89%                 | No            |                  2 | On Loan: —       |
| FORD MOTOR CREDIT CO LLC                       | Ford Motor Credit Co LLC                              | CUSIP: 345397F99<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  12930000 | PA      | $12927523.78  | 0.14%             | 2026-11-05      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                       | Ford Motor Credit Co LLC                              | CUSIP: 345397G80<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  11175000 | PA      | $11212114.19  | 0.12%             | 2028-03-20      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                            | General Electric Co                                   | CUSIP: 36962GW75<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |  31551000 | PA      | $31596053.25  | 0.35%             | 2026-05-05      | Floating      | 4.96%                 | No            |                  2 | On Loan: —       |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                       | CUSIP: 37045XDQ6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   5528000 | PA      | $5532556.90   | 0.06%             | 2027-02-26      | Floating      | 5.27%                 | No            |                  2 | On Loan: —       |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                       | CUSIP: 37045XES1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  13611000 | PA      | $13677400.17  | 0.15%             | 2027-05-08      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                       | CUSIP: 37045XEW2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  13135000 | PA      | $13147288.58  | 0.15%             | 2027-07-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: —       |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                       | CUSIP: 37045XFD3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  10541000 | PA      | $10517713.24  | 0.12%             | 2030-01-07      | Floating      | 5.40%                 | No            |                  2 | On Loan: —       |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                       | CUSIP: 37045XFF8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   8284000 | PA      | $8286552.55   | 0.09%             | 2028-04-04      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                               | Georgia Power Co                                      | CUSIP: 373334KZ3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |  13700000 | PA      | $13693538.67  | 0.15%             | 2026-09-15      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL                        | GlaxoSmithKline Capital PLC                           | CUSIP: 377373AN5<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |  10260000 | PA      | $10299370.90  | 0.11%             | 2027-03-12      | Floating      | 4.66%                 | No            |                  2 | On Loan: —       |
| GLENCORE FUNDING LLC                           | Glencore Funding LLC                                  | CUSIP: 378272BW7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |  12095000 | PA      | $12145574.64  | 0.13%             | 2027-04-04      | Floating      | 5.17%                 | No            |                  2 | On Loan: —       |
| GLENCORE FUNDING LLC                           | Glencore Funding LLC                                  | CUSIP: 378272BX5<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   5800000 | PA      | $5805323.94   | 0.06%             | 2026-10-01      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                           | CUSIP: 38141GC85<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  11475000 | PA      | $11569129.08  | 0.13%             | 2028-04-23      | Floating      | 5.37%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                           | CUSIP: 38141GD50<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10003059.50  | 0.11%             | 2029-10-21      | Floating      | 5.01%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                           | CUSIP: 38141GVX9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  30772000 | PA      | $31177966.38  | 0.35%             | 2027-10-28      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                           | CUSIP: 38141GXN9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  11577000 | PA      | $11582156.74  | 0.13%             | 2026-12-09      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                           | CUSIP: 38141GXX7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  22356000 | PA      | $22381834.15  | 0.25%             | 2027-03-09      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                           | CUSIP: 38141GYH1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   8188000 | PA      | $8202889.88   | 0.09%             | 2027-09-10      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                           | CUSIP: 38141GYR9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  16595000 | PA      | $16644159.70  | 0.18%             | 2027-10-21      | Floating      | 5.01%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                           | CUSIP: 38141GZL1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  16142000 | PA      | $16230774.38  | 0.18%             | 2028-02-24      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                           | CUSIP: 38141GZS6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  14020000 | PA      | $14237234.99  | 0.16%             | 2028-03-15      | Floating      | 6.01%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS BANK USA                         | Goldman Sachs Bank USA/New York NY                    | CUSIP: 38151LAE0<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |  15865000 | PA      | $15889622.96  | 0.18%             | 2027-03-18      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                         | Goldman Sachs Bank USA/New York NY                    | CUSIP: 38151LAH3<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |  24850000 | PA      | $24894441.49  | 0.28%             | 2027-05-21      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| HCA INC                                        | HCA Inc                                               | CUSIP: 404119CX5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |  11450000 | PA      | $11499566.59  | 0.13%             | 2028-03-01      | Floating      | 5.08%                 | No            |                  2 | On Loan: —       |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                     | CUSIP: 404280DY2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  27390000 | PA      | $27596925.15  | 0.31%             | 2027-08-14      | Floating      | 5.85%                 | No            |                  2 | On Loan: —       |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                     | CUSIP: 404280EK1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  12571000 | PA      | $12616232.72  | 0.14%             | 2028-11-19      | Floating      | 5.30%                 | No            |                  2 | On Loan: —       |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                     | CUSIP: 404280EP0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   9510000 | PA      | $9580928.53   | 0.11%             | 2030-11-19      | Floating      | 5.55%                 | No            |                  2 | On Loan: —       |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                     | CUSIP: 404280ET2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  16265000 | PA      | $16317089.48  | 0.18%             | 2029-03-03      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| HSBC USA INC                                   | HSBC USA Inc                                          | CUSIP: 40428HA51<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |  21025000 | PA      | $21145742.16  | 0.23%             | 2027-03-04      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| HSBC USA INC                                   | HSBC USA Inc                                          | CUSIP: 40428HS29<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |   7100000 | PA      | $7149738.84   | 0.08%             | 2028-06-03      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                               | Hewlett Packard Enterprise Co                         | CUSIP: 42824CBY4<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100320.41    | 0.00%             | 2028-09-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: —       |
| HUNTINGTON NATIONAL BANK                       | Huntington National Bank/The                          | CUSIP: 44644MAL5<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |  17575000 | PA      | $17568231.87  | 0.19%             | 2028-04-12      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                        | Hyundai Capital America                               | CUSIP: 44891ACS4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   9965000 | PA      | $9965000.00   | 0.11%             | 2025-11-03      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                        | Hyundai Capital America                               | CUSIP: 44891ACW5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |  13862000 | PA      | $13988195.21  | 0.15%             | 2027-01-08      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                        | Hyundai Capital America                               | CUSIP: 44891ACZ8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |  16226000 | PA      | $16288123.03  | 0.18%             | 2027-03-19      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                        | Hyundai Capital America                               | CUSIP: 44891ADE4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |  27249000 | PA      | $27337926.29  | 0.30%             | 2027-06-24      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                        | Hyundai Capital America                               | CUSIP: 44891ADJ3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |  17382000 | PA      | $17437751.03  | 0.19%             | 2027-09-24      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                        | Hyundai Capital America                               | CUSIP: 44891ADN4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |  10166000 | PA      | $10173496.51  | 0.11%             | 2028-01-07      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                        | Hyundai Capital America                               | CUSIP: 44891ADS3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |  15400000 | PA      | $15445466.04  | 0.17%             | 2027-03-25      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                        | Hyundai Capital America                               | CUSIP: 44891ADT1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |  15975000 | PA      | $16109522.28  | 0.18%             | 2030-03-27      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                        | Hyundai Capital America                               | CUSIP: 44891ADY0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |  12600000 | PA      | $12672092.03  | 0.14%             | 2027-06-23      | Floating      | 5.25%                 | No            |                  2 | On Loan: —       |
| HYUNDAI CAPITAL AMERICA                        | Hyundai Capital America                               | CUSIP: 44891AEB9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   6025000 | PA      | $6055128.49   | 0.07%             | 2028-09-18      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                        | Hyundai Capital America                               | CUSIP: 44891AEC7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |  10200000 | PA      | $10264065.28  | 0.11%             | 2030-09-18      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| INDUSTRIAL BANK OF KOREA                       | Industrial Bank of Korea                              | CUSIP: 45604HAR8<br>LEI: 988400RBIWE3YA18PK12 | Long             | DBT              | NUSS              | KR        |  10825000 | PA      | $10859425.45  | 0.12%             | 2027-09-30      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| INDUSTRIAL BANK OF KOREA                       | Industrial Bank of Korea                              | CUSIP: 45604HAT4<br>LEI: 988400RBIWE3YA18PK12 | Long             | DBT              | NUSS              | KR        |   7600000 | PA      | $7621528.44   | 0.08%             | 2028-06-24      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                   | ING Groep NV                                          | CUSIP: 456837AX1<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |  19540000 | PA      | $19586055.58  | 0.22%             | 2027-04-01      | Floating      | 5.13%                 | No            |                  2 | On Loan: —       |
| ING GROEP NV                                   | ING Groep NV                                          | CUSIP: 456837BJ1<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |  23120000 | PA      | $23309885.02  | 0.26%             | 2027-09-11      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                   | ING Groep NV                                          | CUSIP: 456837BP7<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |  17850000 | PA      | $17898527.37  | 0.20%             | 2029-03-25      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                        | Inter-American Development Bank                       | CUSIP: 4581X0DT2<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |  57419000 | PA      | $57428710.13  | 0.64%             | 2026-02-10      | Floating      | 4.49%                 | No            |                  2 | On Loan: —       |
| INTER-AMERICAN DEVEL BK                        | Inter-American Development Bank                       | CUSIP: 4581X0DU9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |  68340000 | PA      | $68347887.12  | 0.76%             | 2028-03-20      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                        | Inter-American Development Bank                       | CUSIP: 4581X0DY1<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |  70392000 | PA      | $70395841.29  | 0.78%             | 2026-09-16      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                        | Inter-American Development Bank                       | CUSIP: 4581X0EC8<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |  68748000 | PA      | $68734365.90  | 0.76%             | 2029-02-15      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                        | Inter-American Development Bank                       | CUSIP: 4581X0ED6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |  61278000 | PA      | $61340412.87  | 0.68%             | 2027-04-12      | Floating      | 4.38%                 | No            |                  2 | On Loan: —       |
| INTER-AMERICAN DEVEL BK                        | Inter-American Development Bank                       | CUSIP: 4581X0EG9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |  68902000 | PA      | $69042263.80  | 0.76%             | 2027-10-04      | Floating      | 4.47%                 | No            |                  2 | On Loan: —       |
| INTER-AMERICAN DEVEL BK                        | Inter-American Development Bank                       | CUSIP: 4581X0EQ7<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |  64666000 | PA      | $64743564.28  | 0.72%             | 2029-08-01      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                        | Inter-American Development Bank                       | CUSIP: 4581X0ET1<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |  41375000 | PA      | $41398093.04  | 0.46%             | 2030-03-13      | Floating      | 4.56%                 | No            |                  2 | On Loan: —       |
| INTER-AMERICAN DEVEL BK                        | Inter-American Development Bank                       | CUSIP: 45828RAA3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |  53146000 | PA      | $53225866.21  | 0.59%             | 2028-10-05      | Floating      | 4.47%                 | No            |                  2 | On Loan: —       |
| INTL BK RECON & DEVELOP                        | International Bank for Reconstruction & Development   | CUSIP: 459058JF1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        | 106094000 | PA      | $106518691.10 | 1.18%             | 2027-08-19      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                        | International Bank for Reconstruction & Development   | CUSIP: 459058KD4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |  73995000 | PA      | $74062683.97  | 0.82%             | 2028-11-22      | Floating      | 4.54%                 | No            |                  2 | On Loan: —       |
| INTL BK RECON & DEVELOP                        | International Bank for Reconstruction & Development   | CUSIP: 459058KG7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |  36110000 | PA      | $36120358.51  | 0.40%             | 2026-06-15      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                        | International Bank for Reconstruction & Development   | CUSIP: 459058KH5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |  76797000 | PA      | $76834824.06  | 0.85%             | 2029-01-24      | Floating      | 4.39%                 | No            |                  2 | On Loan: —       |
| INTL BK RECON & DEVELOP                        | International Bank for Reconstruction & Development   | CUSIP: 459058KK8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |  80549000 | PA      | $80664987.34  | 0.89%             | 2026-09-23      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                        | International Bank for Reconstruction & Development   | CUSIP: 459058KN2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |  92943000 | PA      | $93153251.01  | 1.03%             | 2027-01-12      | Floating      | 4.47%                 | No            |                  2 | On Loan: —       |
| INTL BK RECON & DEVELOP                        | International Bank for Reconstruction & Development   | CUSIP: 459058KX0<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   7000000 | PA      | $7029117.76   | 0.08%             | 2030-10-04      | Floating      | 4.58%                 | No            |                  2 | On Loan: —       |
| INTL BK RECON & DEVELOP                        | International Bank for Reconstruction & Development   | CUSIP: 459058LD3<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |  15880000 | PA      | $15901336.37  | 0.18%             | 2027-02-23      | Floating      | 4.53%                 | No            |                  2 | On Loan: —       |
| INTL BK RECON & DEVELOP                        | International Bank for Reconstruction & Development   | CUSIP: 459058LG6<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |  65175000 | PA      | $65264236.31  | 0.72%             | 2028-05-15      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                        | International Bank for Reconstruction & Development   | CUSIP: 459058LH4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |  72845000 | PA      | $72954303.92  | 0.81%             | 2027-06-15      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                        | International Bank for Reconstruction & Development   | CUSIP: 459058LP6<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |  30150000 | PA      | $30184096.33  | 0.33%             | 2027-11-18      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                              | International Finance Corp                            | CUSIP: 45950KDB3<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |  41167000 | PA      | $41188641.08  | 0.46%             | 2026-03-16      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                              | International Finance Corp                            | CUSIP: 45950KDJ6<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |  83722000 | PA      | $83829745.19  | 0.93%             | 2028-08-28      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                              | International Finance Corp                            | CUSIP: 45950KDL1<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |  41375000 | PA      | $41434451.74  | 0.46%             | 2029-08-28      | Floating      | 4.60%                 | No            |                  2 | On Loan: —       |
| INTL FINANCE CORP                              | International Finance Corp                            | CUSIP: 45950KDM9<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |    650000 | PA      | $650647.28    | 0.01%             | 2027-07-30      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                              | International Finance Corp                            | CUSIP: 45950KDN7<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |   5000000 | PA      | $5003828.10   | 0.06%             | 2030-10-22      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK NA                        | JPMorgan Chase Bank NA                                | CUSIP: 46632FTV7<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | DBT              | CORP              | US        |   2705000 | PA      | $2706508.71   | 0.03%             | 2026-04-29      | Floating      | 4.69%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                   | CUSIP: 46647PCF1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  26067000 | PA      | $26129670.02  | 0.29%             | 2027-04-22      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                   | CUSIP: 46647PCQ7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  16893000 | PA      | $16933863.15  | 0.19%             | 2027-09-22      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                   | CUSIP: 46647PCY0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  24885000 | PA      | $25081278.20  | 0.28%             | 2028-02-24      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                   | CUSIP: 46647PDZ6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  22246000 | PA      | $22420524.10  | 0.25%             | 2028-01-23      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                   | CUSIP: 46647PEF9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  30893000 | PA      | $31043938.56  | 0.34%             | 2028-04-22      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                   | CUSIP: 46647PEM4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  25745000 | PA      | $25892234.37  | 0.29%             | 2028-07-22      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                   | CUSIP: 46647PEN2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  18972000 | PA      | $19053096.95  | 0.21%             | 2028-10-22      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                   | CUSIP: 46647PET9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  25798000 | PA      | $25830306.84  | 0.29%             | 2029-01-24      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                       | Jackson National Life Global Funding                  | CUSIP: 46849CJN2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |  13230000 | PA      | $13276027.30  | 0.15%             | 2028-01-14      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                       | Jackson National Life Global Funding                  | CUSIP: 46849CJR3<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200622.89    | 0.00%             | 2027-06-09      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                       | Jackson National Life Global Funding                  | CUSIP: 46849CJS1<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10054490.80  | 0.11%             | 2028-09-12      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK NA                        | JPMorgan Chase Bank NA                                | CUSIP: 48125LRV6<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | DBT              | CORP              | US        |  25426000 | PA      | $25608096.44  | 0.28%             | 2026-12-08      | Floating      | 5.19%                 | No            |                  2 | On Loan: —       |
| KEURIG DR PEPPER INC                           | Keurig Dr Pepper Inc                                  | CUSIP: 49271VAS9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |  16058000 | PA      | $16062762.32  | 0.18%             | 2027-03-15      | Floating      | 5.04%                 | No            |                  2 | On Loan: —       |
| KEURIG DR PEPPER INC                           | Keurig Dr Pepper Inc                                  | CUSIP: 49271VAY6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1374241.66   | 0.02%             | 2026-11-15      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS                              | Kommunalbanken AS                                     | CUSIP: 50047JAP3<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |  67925000 | PA      | $68032157.12  | 0.75%             | 2028-03-03      | Floating      | 4.62%                 | No            |                  2 | On Loan: —       |
| KOMMUNALBANKEN AS                              | Kommunalbanken AS                                     | CUSIP: 50047JAR9<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |  53100000 | PA      | $53157779.17  | 0.59%             | 2029-04-09      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS                              | Kommunalbanken AS                                     | CUSIP: 50048MDE7<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |  60670000 | PA      | $60956615.39  | 0.67%             | 2026-06-17      | Floating      | 5.16%                 | No            |                  2 | On Loan: —       |
| KOREA DEVELOPMENT BANK                         | Korea Development Bank/The                            | CUSIP: 500630DY1<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |  11500000 | PA      | $11534026.89  | 0.13%             | 2026-10-23      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                         | Korea Development Bank/The                            | CUSIP: 500630EJ3<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |  33975000 | PA      | $34255275.74  | 0.38%             | 2030-02-03      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                 | Eli Lilly & Co                                        | CUSIP: 532457DA3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |  12100000 | PA      | $12130715.61  | 0.13%             | 2028-10-15      | Floating      | 4.72%                 | No            |                  2 | On Loan: —       |
| LLOYDS BANKING GROUP PLC                       | Lloyds Banking Group PLC                              | CUSIP: 539439BB4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |  22968000 | PA      | $23069243.40  | 0.26%             | 2028-11-26      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                       | Lloyds Banking Group PLC                              | CUSIP: 539439BC2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   8200000 | PA      | $8225328.08   | 0.09%             | 2029-06-13      | Floating      | 5.23%                 | No            |                  2 | On Loan: —       |
| LLOYDS BANKING GROUP PLC                       | Lloyds Banking Group PLC                              | CUSIP: 53944YAW3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |  21130000 | PA      | $21296101.66  | 0.24%             | 2027-08-07      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                       | Lloyds Banking Group PLC                              | CUSIP: 53944YAY9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |  15940000 | PA      | $16100333.92  | 0.18%             | 2028-01-05      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                            | Macquarie Group Ltd                                   | CUSIP: 55607PAE5<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |  20145000 | PA      | $20193605.86  | 0.22%             | 2027-09-23      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                             | Macquarie Bank Ltd                                    | CUSIP: 55608PBN3<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |  14994000 | PA      | $15068036.92  | 0.17%             | 2026-06-15      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                             | Macquarie Bank Ltd                                    | CUSIP: 55608PBS2<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |  16968000 | PA      | $17089726.57  | 0.19%             | 2026-12-07      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                             | Macquarie Bank Ltd                                    | CUSIP: 55608PBU7<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |  19950000 | PA      | $20073543.17  | 0.22%             | 2027-07-02      | Floating      | 5.19%                 | No            |                  2 | On Loan: —       |
| MACQUARIE BANK LTD                             | Macquarie Bank Ltd                                    | CUSIP: 55608PBY9<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |  16900000 | PA      | $16976082.62  | 0.19%             | 2028-06-12      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                       | Marsh & McLennan Cos Inc                              | CUSIP: 571748BZ4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |  11831000 | PA      | $11869245.96  | 0.13%             | 2027-11-08      | Floating      | 4.98%                 | No            |                  2 | On Loan: —       |
| MASSMUTUAL GLOBAL FUNDIN                       | MassMutual Global Funding II                          | CUSIP: 57629TBQ9<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |  19037000 | PA      | $19125748.97  | 0.21%             | 2026-07-10      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDIN                       | MassMutual Global Funding II                          | CUSIP: 57629TBR7<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |  20883000 | PA      | $20972240.79  | 0.23%             | 2027-01-29      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDIN                       | MassMutual Global Funding II                          | CUSIP: 57629TBS5<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |  17550000 | PA      | $17619047.67  | 0.19%             | 2027-04-09      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                 | Mastercard Inc                                        | CUSIP: 57636QBE3<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |  10448000 | PA      | $10466548.13  | 0.12%             | 2028-03-15      | Floating      | 4.60%                 | No            |                  2 | On Loan: —       |
| MERCEDES-BENZ FIN NA                           | Mercedes-Benz Finance North America LLC               | CUSIP: 58769JAN7<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |  28905000 | PA      | $28922633.50  | 0.32%             | 2026-01-09      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                           | Mercedes-Benz Finance North America LLC               | CUSIP: 58769JAV9<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |  22738000 | PA      | $22765848.82  | 0.25%             | 2026-07-31      | Floating      | 4.71%                 | No            |                  2 | On Loan: —       |
| MERCEDES-BENZ FIN NA                           | Mercedes-Benz Finance North America LLC               | CUSIP: 58769JAY3<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |  15850000 | PA      | $15904047.55  | 0.18%             | 2027-11-15      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                           | Mercedes-Benz Finance North America LLC               | CUSIP: 58769JBD8<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |  21100000 | PA      | $21188025.61  | 0.23%             | 2027-04-01      | Floating      | 4.89%                 | No            |                  2 | On Loan: —       |
| MERCEDES-BENZ FIN NA                           | Mercedes-Benz Finance North America LLC               | CUSIP: 58769JBF3<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |  15275000 | PA      | $15333343.93  | 0.17%             | 2028-03-31      | Floating      | 5.05%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORP                           | Bank of America Corp                                  | CUSIP: 59022CAA1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   9164000 | PA      | $9193579.01   | 0.10%             | 2026-09-15      | Floating      | 5.06%                 | No            |                  2 | On Loan: —       |
| MET LIFE GLOB FUNDING I                        | Metropolitan Life Global Funding I                    | CUSIP: 592179KK0<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |  16090000 | PA      | $16106174.63  | 0.18%             | 2026-04-09      | Floating      | 4.67%                 | No            |                  2 | On Loan: —       |
| MET LIFE GLOB FUNDING I                        | Metropolitan Life Global Funding I                    | CUSIP: 592179KM6<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |  15850000 | PA      | $15902742.62  | 0.18%             | 2027-06-11      | Floating      | 4.87%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY BANK NA                         | Morgan Stanley Bank NA                                | CUSIP: 61690DK64<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |  17300000 | PA      | $17357642.22  | 0.19%             | 2029-01-12      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                         | Morgan Stanley Bank NA                                | CUSIP: 61690U7X2<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |  16056000 | PA      | $16172915.94  | 0.18%             | 2026-10-30      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                         | Morgan Stanley Bank NA                                | CUSIP: 61690U7Z7<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |  23485000 | PA      | $23629815.56  | 0.26%             | 2028-01-14      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                         | Morgan Stanley Bank NA                                | CUSIP: 61690U8C7<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |  28960000 | PA      | $29051742.67  | 0.32%             | 2028-05-26      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                         | Morgan Stanley Bank NA                                | CUSIP: 61690U8D5<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |  35635000 | PA      | $35813551.31  | 0.40%             | 2028-07-14      | Floating      | 5.03%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY BANK NA                         | Morgan Stanley Bank NA                                | CUSIP: 61690U8F0<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |  30850000 | PA      | $30928032.30  | 0.34%             | 2027-10-15      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                        | CUSIP: 61747YFN0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  36373000 | PA      | $36560230.38  | 0.40%             | 2028-04-13      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                        | CUSIP: 61747YFW0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  16700000 | PA      | $16921210.04  | 0.19%             | 2029-04-12      | Floating      | 5.47%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY                                 | Morgan Stanley                                        | CUSIP: 61748UAJ1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10011698.40  | 0.11%             | 2029-10-18      | Floating      | 5.00%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY PVT BANK                        | Morgan Stanley Private Bank NA                        | CUSIP: 61776NVF7<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |  10800000 | PA      | $10822727.74  | 0.12%             | 2028-07-06      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| KUNTARAHOITUS OYJ                              | Kuntarahoitus Oyj                                     | CUSIP: 62628PAH9<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |  10600000 | PA      | $10798237.81  | 0.12%             | 2029-02-02      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                               | NTT Finance Corp                                      | CUSIP: 62954WAR6<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   9600000 | PA      | $9696630.82   | 0.11%             | 2028-07-16      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                               | NTT Finance Corp                                      | CUSIP: 62954WAT2<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |  14800000 | PA      | $15074820.46  | 0.17%             | 2030-07-16      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                        | National Australia Bank Ltd                           | CUSIP: 632525BM2<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |  17867000 | PA      | $17874564.35  | 0.20%             | 2025-12-10      | Floating      | 4.92%                 | No            |                  2 | On Loan: —       |
| NATIONAL AUSTRALIA BANK                        | National Australia Bank Ltd                           | CUSIP: 632525BP5<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |  12175000 | PA      | $12181385.67  | 0.13%             | 2026-01-29      | Floating      | 4.84%                 | No            |                  2 | On Loan: —       |
| NATIONAL AUSTRALIA BANK                        | National Australia Bank Ltd                           | CUSIP: 632525BQ3<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |  30840000 | PA      | $30946989.20  | 0.34%             | 2027-06-11      | Floating      | 4.89%                 | No            |                  2 | On Loan: —       |
| NATIONAL AUSTRALIA BANK                        | National Australia Bank Ltd                           | CUSIP: 632525BW0<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |  25900000 | PA      | $26031134.29  | 0.29%             | 2027-10-26      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                        | National Australia Bank Ltd                           | CUSIP: 632525CC3<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |  20350000 | PA      | $20522566.37  | 0.23%             | 2030-01-14      | Floating      | 5.07%                 | No            |                  2 | On Loan: —       |
| NATIONAL AUSTRALIA BANK                        | National Australia Bank Ltd                           | CUSIP: 632525CG4<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |  10860000 | PA      | $10861010.63  | 0.12%             | 2028-03-06      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                        | National Australia Bank Ltd                           | CUSIP: 632525CL3<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |  17800000 | PA      | $17882922.90  | 0.20%             | 2028-06-13      | Floating      | 4.91%                 | No            |                  2 | On Loan: —       |
| NATIONAL AUSTRALIA BANK                        | National Australia Bank Ltd                           | CUSIP: 6325C0EC1<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |  17560000 | PA      | $17618986.50  | 0.19%             | 2027-01-12      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                        | National Bank of Canada                               | CUSIP: 63307A2Z7<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |  10685000 | PA      | $10707118.27  | 0.12%             | 2027-07-02      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                       | National Rural Utilities Cooperative Finance Corp     | CUSIP: 63743HFQ0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |  12460000 | PA      | $12513469.10  | 0.14%             | 2027-02-05      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                       | National Rural Utilities Cooperative Finance Corp     | CUSIP: 63743HFU1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |  10335000 | PA      | $10392159.16  | 0.12%             | 2027-09-16      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                        | Nationwide Building Society                           | CUSIP: 63861VAG2<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |  13578000 | PA      | $13660738.63  | 0.15%             | 2028-02-16      | Floating      | 5.55%                 | No            |                  2 | On Loan: —       |
| NATIONWIDE BLDG SOCIETY                        | Nationwide Building Society                           | CUSIP: 63861VAL1<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |  10200000 | PA      | $10213023.97  | 0.11%             | 2029-07-14      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                        | Nationwide Building Society                           | CUSIP: 63861VAQ0<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |  10900000 | PA      | $10902242.78  | 0.12%             | 2030-09-30      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                              | NatWest Group PLC                                     | CUSIP: 639057AM0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |  14305000 | PA      | $14388729.45  | 0.16%             | 2028-03-01      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                              | NatWest Group PLC                                     | CUSIP: 639057AR9<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |  13100000 | PA      | $13212632.75  | 0.15%             | 2028-11-15      | Floating      | 5.58%                 | No            |                  2 | On Loan: —       |
| NATWEST GROUP PLC                              | NatWest Group PLC                                     | CUSIP: 639057AU2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |  11200000 | PA      | $11242649.49  | 0.12%             | 2029-05-23      | Floating      | 5.34%                 | No            |                  2 | On Loan: —       |
| NATWEST MARKETS PLC                            | NatWest Markets PLC                                   | CUSIP: 63906YAE8<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |  14160000 | PA      | $14201883.01  | 0.16%             | 2026-09-29      | Floating      | 4.88%                 | No            |                  2 | On Loan: —       |
| NATWEST MARKETS PLC                            | NatWest Markets PLC                                   | CUSIP: 63906YAK4<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |  11957000 | PA      | $12015298.15  | 0.13%             | 2027-05-17      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                            | NatWest Markets PLC                                   | CUSIP: 63906YAL2<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |  17095000 | PA      | $17243537.09  | 0.19%             | 2029-05-17      | Floating      | 5.40%                 | No            |                  2 | On Loan: —       |
| NATWEST MARKETS PLC                            | NatWest Markets PLC                                   | CUSIP: 63906YAN8<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |  12600000 | PA      | $12652197.52  | 0.14%             | 2028-03-21      | Floating      | 5.08%                 | No            |                  2 | On Loan: —       |
| NATWEST MARKETS PLC                            | NatWest Markets PLC                                   | CUSIP: 63906YAQ1<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |  10200000 | PA      | $10287201.33  | 0.11%             | 2030-03-21      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                       | New York Life Global Funding                          | CUSIP: 64952WEE9<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |  20295000 | PA      | $20319173.37  | 0.22%             | 2026-06-09      | Floating      | 4.66%                 | No            |                  2 | On Loan: —       |
| NEW YORK LIFE GLOBAL FDG                       | New York Life Global Funding                          | CUSIP: 64953BBA5<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |  12481000 | PA      | $12514995.62  | 0.14%             | 2026-04-02      | Floating      | 5.04%                 | No            |                  2 | On Loan: —       |
| NEW YORK LIFE GLOBAL FDG                       | New York Life Global Funding                          | CUSIP: 64953BBK3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |  23075000 | PA      | $23091166.35  | 0.26%             | 2026-01-16      | Floating      | 4.67%                 | No            |                  2 | On Loan: —       |
| NEW YORK LIFE GLOBAL FDG                       | New York Life Global Funding                          | CUSIP: 64953BBL1<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |  20690000 | PA      | $20759458.40  | 0.23%             | 2027-04-02      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                       | New York Life Global Funding                          | CUSIP: 64953BBQ0<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |  13820000 | PA      | $13845097.12  | 0.15%             | 2026-08-28      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                       | New York Life Global Funding                          | CUSIP: 64953BBU1<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |  16775000 | PA      | $16774777.06  | 0.19%             | 2027-02-05      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                       | New York Life Global Funding                          | CUSIP: 64953BBV9<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |  13225000 | PA      | $13311665.41  | 0.15%             | 2028-04-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                       | New York Life Global Funding                          | CUSIP: 64953BBY3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1601478.13   | 0.02%             | 2027-06-11      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                       | New York Life Global Funding                          | CUSIP: 64953BCA4<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |  11400000 | PA      | $11412271.76  | 0.13%             | 2028-07-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: —       |
| NEXTERA ENERGY CAPITAL                         | NextEra Energy Capital Holdings Inc                   | CUSIP: 65339KCR9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |  27780000 | PA      | $27807785.28  | 0.31%             | 2026-01-29      | Floating      | 4.83%                 | No            |                  2 | On Loan: —       |
| NEXTERA ENERGY CAPITAL                         | NextEra Energy Capital Holdings Inc                   | CUSIP: 65339KDH0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |  13510000 | PA      | $13585507.12  | 0.15%             | 2028-02-04      | Floating      | 5.10%                 | No            |                  2 | On Loan: —       |
| NOMURA HOLDINGS INC                            | Nomura Holdings Inc                                   | CUSIP: 65535HBQ1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |  18197000 | PA      | $18336921.28  | 0.20%             | 2027-07-02      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                | Nordea Bank Abp                                       | CUSIP: 65558RAF6<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   9770000 | PA      | $9813472.98   | 0.11%             | 2027-03-19      | Floating      | 4.87%                 | No            |                  2 | On Loan: —       |
| NORDEA BANK ABP                                | Nordea Bank Abp                                       | CUSIP: 65558RAH2<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |  17775000 | PA      | $17997257.71  | 0.20%             | 2029-09-10      | Floating      | 5.19%                 | No            |                  2 | On Loan: —       |
| NORDEA BANK ABP                                | Nordea Bank Abp                                       | CUSIP: 65558RAM1<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   9215000 | PA      | $9253409.04   | 0.10%             | 2028-03-17      | Floating      | 4.84%                 | No            |                  2 | On Loan: —       |
| NORDEA BANK ABP                                | Nordea Bank Abp                                       | CUSIP: 65558RAP4<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |  10200000 | PA      | $10199774.68  | 0.11%             | 2030-08-28      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| NORDIC INVESTMENT BANK                         | Nordic Investment Bank                                | CUSIP: 65562QBR5<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |  57548000 | PA      | $57801262.42  | 0.64%             | 2026-05-12      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| NORDIC INVESTMENT BANK                         | Nordic Investment Bank                                | CUSIP: 65562YAL2<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |   3481000 | PA      | $3484834.67   | 0.04%             | 2027-10-04      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLBL                       | Northwestern Mutual Global Funding                    | CUSIP: 66815L2Y4<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |   4900000 | PA      | $4903216.61   | 0.05%             | 2028-08-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: —       |
| ORACLE CORP                                    | Oracle Corp                                           | CUSIP: 68389XCX1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  13580000 | PA      | $13632023.62  | 0.15%             | 2028-08-03      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                    | PNC Bank NA                                           | CUSIP: 69353RFW3<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |  10605000 | PA      | $10606236.76  | 0.12%             | 2027-01-15      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                    | PNC Bank NA                                           | CUSIP: 69353RGA0<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   9800000 | PA      | $9816096.01   | 0.11%             | 2028-07-21      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| PSP CAPITAL INC                                | PSP Capital Inc                                       | CUSIP: 69363TAU6<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | NUSS              | CA        |   2000000 | PA      | $2002900.54   | 0.02%             | 2027-12-01      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GF II                             | Pacific Life Global Funding II                        | CUSIP: 6944PL2G3<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |  15262000 | PA      | $15287170.24  | 0.17%             | 2026-06-04      | Floating      | 4.81%                 | No            |                  2 | On Loan: —       |
| PACIFIC LIFE GF II                             | Pacific Life Global Funding II                        | CUSIP: 6944PL2V0<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |  21347000 | PA      | $21444516.72  | 0.24%             | 2026-07-28      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GF II                             | Pacific Life Global Funding II                        | CUSIP: 6944PL3A5<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |  20620000 | PA      | $20716794.82  | 0.23%             | 2027-02-05      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GF II                             | Pacific Life Global Funding II                        | CUSIP: 6944PL3B3<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |  12446000 | PA      | $12450643.73  | 0.14%             | 2026-03-27      | Floating      | 4.72%                 | No            |                  2 | On Loan: —       |
| PACIFIC LIFE GF II                             | Pacific Life Global Funding II                        | CUSIP: 6944PL3D9<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |  14100000 | PA      | $14098569.13  | 0.16%             | 2027-12-20      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GF II                             | Pacific Life Global Funding II                        | CUSIP: 6944PL3E7<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |   5400000 | PA      | $5399685.77   | 0.06%             | 2028-01-27      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GF II                             | Pacific Life Global Funding II                        | CUSIP: 6944PL3G2<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1250257.53   | 0.01%             | 2027-02-04      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GF II                             | Pacific Life Global Funding II                        | CUSIP: 6944PL3K3<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10029364.50  | 0.11%             | 2028-07-10      | Floating      | 4.85%                 | No            |                  2 | On Loan: —       |
| PAYPAL HOLDINGS INC                            | PayPal Holdings Inc                                   | CUSIP: 70450YAR4<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |  13030000 | PA      | $13057027.22  | 0.14%             | 2028-03-06      | Floating      | 4.86%                 | No            |                  2 | On Loan: —       |
| PEPSICO INC                                    | PepsiCo Inc                                           | CUSIP: 713448FP8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |  13411000 | PA      | $13416790.33  | 0.15%             | 2026-02-13      | Floating      | 4.67%                 | No            |                  2 | On Loan: —       |
| PEPSICO SINGAPORE FIN                          | Pepsico Singapore Financing I Pte Ltd                 | CUSIP: 713466AE0<br>LEI: 254900DOMTCMUFROFJ76 | Long             | DBT              | CORP              | SG        |  20191000 | PA      | $20231162.52  | 0.22%             | 2027-02-16      | Floating      | 4.85%                 | No            |                  2 | On Loan: —       |
| PHILIP MORRIS INTL INC                         | Philip Morris International Inc                       | CUSIP: 718172DS5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |  10600000 | PA      | $10660125.21  | 0.12%             | 2028-04-28      | Floating      | 4.90%                 | No            |                  2 | On Loan: —       |
| PHILIP MORRIS INTL INC                         | Philip Morris International Inc                       | CUSIP: 718172EB1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   9675000 | PA      | $9681295.43   | 0.11%             | 2028-10-27      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL                          | Pinnacle West Capital Corp                            | CUSIP: 723484AL5<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |  17471000 | PA      | $17504928.16  | 0.19%             | 2026-06-10      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                       | Principal Life Global Funding II                      | CUSIP: 7425APAC9<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10002714.30  | 0.11%             | 2028-08-18      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL                         | Protective Life Global Funding                        | CUSIP: 743672AE7<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |  10285000 | PA      | $10295728.28  | 0.11%             | 2026-04-10      | Floating      | 4.80%                 | No            |                  2 | On Loan: —       |
| PROTECTIVE LIFE GLOBAL                         | Protective Life Global Funding                        | CUSIP: 743672AJ6<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15034719.60  | 0.17%             | 2028-09-11      | Floating      | 5.02%                 | No            |                  2 | On Loan: —       |
| PUBLIC STORAGE OP CO                           | Public Storage Operating Co                           | CUSIP: 74464AAA9<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |  29873000 | PA      | $29936935.69  | 0.33%             | 2027-04-16      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                          | Rio Tinto Finance USA PLC                             | CUSIP: 76720AAY2<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |  15055000 | PA      | $15182985.42  | 0.17%             | 2028-03-14      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                             | Roche Holdings Inc                                    | CUSIP: 771196CD2<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |  11825000 | PA      | $11881958.54  | 0.13%             | 2026-11-13      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                  | CUSIP: 78016EYD3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  15300000 | PA      | $15332217.52  | 0.17%             | 2026-11-02      | Floating      | 4.65%                 | No            |                  2 | On Loan: —       |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                  | CUSIP: 78016EYZ4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  13448000 | PA      | $13491311.84  | 0.15%             | 2027-01-21      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                  | CUSIP: 78016EZP5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  15800000 | PA      | $15809872.31  | 0.17%             | 2026-01-20      | Floating      | 4.62%                 | No            |                  2 | On Loan: —       |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                  | CUSIP: 78016EZR1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  16458000 | PA      | $16482693.09  | 0.18%             | 2026-04-27      | Floating      | 4.65%                 | No            |                  2 | On Loan: —       |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                  | CUSIP: 78016FZV9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   5176000 | PA      | $5184228.49   | 0.06%             | 2026-01-12      | Floating      | 5.18%                 | No            |                  2 | On Loan: —       |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                  | CUSIP: 78016HZR4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  16075000 | PA      | $16164086.36  | 0.18%             | 2026-07-20      | Floating      | 5.17%                 | No            |                  2 | On Loan: —       |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                  | CUSIP: 78016HZU7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  19807000 | PA      | $19932287.59  | 0.22%             | 2027-01-19      | Floating      | 5.04%                 | No            |                  2 | On Loan: —       |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                  | CUSIP: 78016HZY9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  19875000 | PA      | $19923042.45  | 0.22%             | 2027-07-23      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                  | CUSIP: 78017DAB4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  19675000 | PA      | $19688128.54  | 0.22%             | 2029-01-24      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                  | CUSIP: 78017DAG3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  21450000 | PA      | $21500138.73  | 0.24%             | 2028-03-27      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                  | CUSIP: 78017DAL2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   4800000 | PA      | $4805539.78   | 0.05%             | 2029-08-06      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                  | CUSIP: 78017DAP3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   5000000 | PA      | $5002585.50   | 0.06%             | 2028-11-03      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                  | CUSIP: 78017FZR7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  22600000 | PA      | $22644844.28  | 0.25%             | 2027-10-18      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                  | CUSIP: 78017FZU0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  15259000 | PA      | $15302127.58  | 0.17%             | 2028-10-18      | Floating      | 4.95%                 | No            |                  2 | On Loan: —       |
| SANOFI SA                                      | Sanofi SA                                             | CUSIP: 801060AF1<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |   9675000 | PA      | $9713773.05   | 0.11%             | 2027-11-03      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| SANOFI SA                                      | Sanofi SA                                             | CUSIP: 801060AH7<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |   9675000 | PA      | $9708913.87   | 0.11%             | 2028-11-03      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                       | Santander UK Group Holdings PLC                       | CUSIP: 80281LAW5<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |  11000000 | PA      | $11001849.76  | 0.12%             | 2029-09-22      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                         | Santander Holdings USA Inc                            | CUSIP: 80282KBP0<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |  11725000 | PA      | $11849622.80  | 0.13%             | 2029-03-20      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                            | Charles Schwab Corp/The                               | CUSIP: 808513BQ7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |  16662000 | PA      | $16669998.59  | 0.18%             | 2026-05-13      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                            | Charles Schwab Corp/The                               | CUSIP: 808513BZ7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |  14468000 | PA      | $14571980.07  | 0.16%             | 2027-03-03      | Floating      | 5.25%                 | No            |                  2 | On Loan: —       |
| SIEMENS FUNDING BV                             | Siemens Funding BV                                    | CUSIP: 82622RAB2<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |  16550000 | PA      | $16603792.47  | 0.18%             | 2028-05-26      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                         | Skandinaviska Enskilda Banken AB                      | CUSIP: 830505BA0<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |  15197000 | PA      | $15293923.27  | 0.17%             | 2027-03-05      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                         | Skandinaviska Enskilda Banken AB                      | CUSIP: 830505BC6<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |   8800000 | PA      | $8838535.64   | 0.10%             | 2028-06-02      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                         | Skandinaviska Enskilda Banken AB                      | CUSIP: 830505BL6<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |  10900000 | PA      | $10901814.31  | 0.12%             | 2030-09-03      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                               | Societe Generale SA                                   | CUSIP: 83368RBU5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |  12655000 | PA      | $12765639.88  | 0.14%             | 2028-01-19      | Floating      | 5.75%                 | No            |                  2 | On Loan: —       |
| SOCIETE GENERALE                               | Societe Generale SA                                   | CUSIP: 83368RCA8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   8000000 | PA      | $8022923.76   | 0.09%             | 2027-02-19      | Floating      | 5.35%                 | No            |                  2 | On Loan: —       |
| SOCIETE GENERALE                               | Societe Generale SA                                   | CUSIP: 83368RCB6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |  14425000 | PA      | $14498115.28  | 0.16%             | 2029-04-13      | Floating      | 5.51%                 | No            |                  2 | On Loan: —       |
| SOCIETE GENERALE                               | Societe Generale SA                                   | CUSIP: 83368RCJ9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |  15700000 | PA      | $15774554.28  | 0.17%             | 2029-05-22      | Floating      | 5.66%                 | No            |                  2 | On Loan: —       |
| STANDARD CHARTERED PLC                         | Standard Chartered PLC                                | CUSIP: 853254CV0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |  24440000 | PA      | $24660051.65  | 0.27%             | 2027-07-06      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                         | Standard Chartered PLC                                | CUSIP: 853254CY4<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |  15725000 | PA      | $15962651.14  | 0.18%             | 2028-02-08      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                         | Standard Chartered PLC                                | CUSIP: 853254DD9<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |  18435000 | PA      | $18538610.97  | 0.21%             | 2028-05-14      | Floating      | 5.43%                 | No            |                  2 | On Loan: —       |
| STANDARD CHARTERED PLC                         | Standard Chartered PLC                                | CUSIP: 85325C2F8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   9275000 | PA      | $9333310.26   | 0.10%             | 2029-01-21      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BK/NY                       | Standard Chartered Bank/New York                      | CUSIP: 85325X2A3<br>LEI: RILFO74KP1CM8P6PCT96 | Long             | DBT              | CORP              | GB        |   1325000 | PA      | $1327709.29   | 0.01%             | 2026-10-08      | Floating      | 4.75%                 | No            |                  2 | On Loan: —       |
| STATE STREET BANK & TR                         | State Street Bank & Trust Co                          | CUSIP: 857449AD4<br>LEI: 571474TGEMMWANRLN572 | Long             | DBT              | CORP              | US        |   6515000 | PA      | $6524008.10   | 0.07%             | 2026-11-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                              | State Street Corp                                     | CUSIP: 857477CE1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |  13117000 | PA      | $13165625.24  | 0.15%             | 2026-08-03      | Floating      | 4.91%                 | No            |                  2 | On Loan: —       |
| STATE STREET CORP                              | State Street Corp                                     | CUSIP: 857477CQ4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |  10805000 | PA      | $10826136.31  | 0.12%             | 2027-10-22      | Floating      | 4.72%                 | No            |                  2 | On Loan: —       |
| STATE STREET CORP                              | State Street Corp                                     | CUSIP: 857477CZ4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   9370000 | PA      | $9414447.81   | 0.10%             | 2028-04-24      | Floating      | 5.03%                 | No            |                  2 | On Loan: —       |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                   | CUSIP: 86562MCL2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |  22445000 | PA      | $22562992.47  | 0.25%             | 2027-01-14      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                   | CUSIP: 86562MCU2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |  14200000 | PA      | $14230362.72  | 0.16%             | 2026-01-13      | Floating      | 5.71%                 | No            |                  2 | On Loan: —       |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                   | CUSIP: 86562MCZ1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |  16660000 | PA      | $16763988.22  | 0.19%             | 2026-07-13      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                   | CUSIP: 86562MDL1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |  23485000 | PA      | $23736849.15  | 0.26%             | 2029-07-09      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                   | CUSIP: 86562MDR8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |  18500000 | PA      | $18545957.70  | 0.21%             | 2030-04-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: —       |
| SUMITOMO MITSUI TR BK LT                       | Sumitomo Mitsui Trust Bank Ltd                        | CUSIP: 86563VBF5<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |  20015000 | PA      | $20068917.41  | 0.22%             | 2026-03-09      | Floating      | 5.40%                 | No            |                  2 | On Loan: —       |
| SUMITOMO MITSUI TR BK LT                       | Sumitomo Mitsui Trust Bank Ltd                        | CUSIP: 86563VBL2<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |  16245000 | PA      | $16356330.07  | 0.18%             | 2026-09-14      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                       | Sumitomo Mitsui Trust Bank Ltd                        | CUSIP: 86563VBW8<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |  28915000 | PA      | $29199844.85  | 0.32%             | 2027-09-10      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                       | Sumitomo Mitsui Trust Bank Ltd                        | CUSIP: 86563VCA5<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |  29000000 | PA      | $29340057.77  | 0.32%             | 2030-03-13      | Floating      | 5.26%                 | No            |                  2 | On Loan: —       |
| SUMITOMO MITSUI TR BK LT                       | Sumitomo Mitsui Trust Bank Ltd                        | CUSIP: 86563VCC1<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |  11300000 | PA      | $11325175.27  | 0.13%             | 2028-09-11      | Floating      | 5.03%                 | No            |                  2 | On Loan: —       |
| SVENSKA HANDELSBANKEN AB                       | Svenska Handelsbanken AB                              | CUSIP: 86959LAN3<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |  21100000 | PA      | $21213475.59  | 0.23%             | 2026-06-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                       | Svenska Handelsbanken AB                              | CUSIP: 86959LAR4<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |  17377000 | PA      | $17438246.28  | 0.19%             | 2027-05-28      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                       | Svenska Handelsbanken AB                              | CUSIP: 86959LAT0<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |   8950000 | PA      | $8994880.49   | 0.10%             | 2028-05-23      | Floating      | 4.97%                 | No            |                  2 | On Loan: —       |
| SWEDBANK AB                                    | Swedbank AB                                           | CUSIP: 870195AA2<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |  19825000 | PA      | $19920056.91  | 0.22%             | 2026-06-15      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                    | Swedbank AB                                           | CUSIP: 870195AD6<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |  10816000 | PA      | $10940354.04  | 0.12%             | 2029-11-20      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                          | Svensk Exportkredit AB                                | CUSIP: 87031CAF0<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |  49760000 | PA      | $50052647.02  | 0.55%             | 2026-08-03      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| TEMASEK FINANCIAL I LTD                        | Temasek Financial I Ltd                               | CUSIP: 87976EAD8<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | SG        |   2550000 | PA      | $2551858.34   | 0.03%             | 2027-08-20      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                             | CUSIP: 89114TZH8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  11987000 | PA      | $12013472.45  | 0.13%             | 2026-09-10      | Floating      | 4.76%                 | No            |                  2 | On Loan: —       |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                             | CUSIP: 89115A2T8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  13803000 | PA      | $13877073.66  | 0.15%             | 2026-07-17      | Floating      | 5.17%                 | No            |                  2 | On Loan: —       |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                             | CUSIP: 89115A2X9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  20754000 | PA      | $20829236.78  | 0.23%             | 2027-04-05      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                             | CUSIP: 89115A3B6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  14139000 | PA      | $14179348.18  | 0.16%             | 2026-12-17      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                             | CUSIP: 89115A3D2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  15740000 | PA      | $15830607.62  | 0.18%             | 2029-12-17      | Floating      | 5.17%                 | No            |                  2 | On Loan: —       |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                             | CUSIP: 89115A3F7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  15265000 | PA      | $15323409.69  | 0.17%             | 2028-01-31      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                             | CUSIP: 89115KAA8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   9750000 | PA      | $9794982.99   | 0.11%             | 2028-06-02      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                             | CUSIP: 89115KAF7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   5500000 | PA      | $5504910.90   | 0.06%             | 2028-10-13      | Floating      | 4.85%                 | No            |                  2 | On Loan: —       |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                              | CUSIP: 89236TKV6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |  12170000 | PA      | $12209221.48  | 0.14%             | 2026-05-18      | Floating      | 5.15%                 | No            |                  2 | On Loan: —       |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                              | CUSIP: 89236TLK9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |  19534000 | PA      | $19548775.32  | 0.22%             | 2026-01-05      | Floating      | 4.76%                 | No            |                  2 | On Loan: —       |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                              | CUSIP: 89236TMA0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |  20907000 | PA      | $20953562.19  | 0.23%             | 2027-03-19      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                              | CUSIP: 89236TME2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |  23616000 | PA      | $23633836.22  | 0.26%             | 2026-05-15      | Floating      | 4.71%                 | No            |                  2 | On Loan: —       |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                              | CUSIP: 89236TML6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |  28750000 | PA      | $28850683.36  | 0.32%             | 2026-08-07      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                              | CUSIP: 89236TMR3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1100797.71   | 0.01%             | 2026-04-10      | Floating      | 4.55%                 | No            |                  2 | On Loan: —       |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                              | CUSIP: 89236TMZ5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |  13912000 | PA      | $13915050.35  | 0.15%             | 2027-01-08      | Floating      | 4.57%                 | No            |                  2 | On Loan: —       |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                              | CUSIP: 89236TNH4<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |  20100000 | PA      | $20152842.70  | 0.22%             | 2027-05-14      | Floating      | 4.97%                 | No            |                  2 | On Loan: —       |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                              | CUSIP: 89236TNS0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1712090.88   | 0.02%             | 2028-09-05      | Floating      | 4.91%                 | No            |                  2 | On Loan: —       |
| US BANK NA CINCINNATI                          | US Bank NA/Cincinnati OH                              | CUSIP: 90331HPQ0<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |  21570000 | PA      | $21592254.20  | 0.24%             | 2027-10-22      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD                       | United Overseas Bank Ltd                              | CUSIP: 91127KAL6<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |  19250000 | PA      | $19304455.75  | 0.21%             | 2028-04-02      | Floating      | 4.84%                 | No            |                  2 | On Loan: —       |
| UNITED OVERSEAS BANK LTD                       | United Overseas Bank Ltd                              | CUSIP: 91127KAM4<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |   2300000 | PA      | $2305497.09   | 0.03%             | 2030-04-02      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                | CUSIP: 91324PFE7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |  16383000 | PA      | $16395002.51  | 0.18%             | 2026-07-15      | Floating      | 4.60%                 | No            |                  2 | On Loan: —       |
| VOLKSWAGEN GROUP AMERICA                       | Volkswagen Group of America Finance LLC               | CUSIP: 928668CD2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   6690000 | PA      | $6694717.12   | 0.07%             | 2026-03-20      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                       | Volkswagen Group of America Finance LLC               | CUSIP: 928668CJ9<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |  21782000 | PA      | $21826452.71  | 0.24%             | 2026-08-14      | Floating      | 5.32%                 | No            |                  2 | On Loan: —       |
| VOLKSWAGEN GROUP AMERICA                       | Volkswagen Group of America Finance LLC               | CUSIP: 928668CT7<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |  11225000 | PA      | $11244953.78  | 0.12%             | 2027-03-25      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                    | Walmart Inc                                           | CUSIP: 931142FM0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |  23325000 | PA      | $23396576.49  | 0.26%             | 2027-04-28      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK NA                            | Wells Fargo Bank NA                                   | CUSIP: 94988J6E2<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |  18770000 | PA      | $18867486.88  | 0.21%             | 2026-08-07      | Floating      | 5.35%                 | No            |                  2 | On Loan: —       |
| WELLS FARGO BANK NA                            | Wells Fargo Bank NA                                   | CUSIP: 94988J6G7<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |  19395000 | PA      | $19574238.12  | 0.22%             | 2026-12-11      | Floating      | 5.24%                 | No            |                  2 | On Loan: —       |
| WELLS FARGO BANK NA                            | Wells Fargo Bank NA                                   | CUSIP: 94988J6J1<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |  25245000 | PA      | $25252836.81  | 0.28%             | 2026-01-15      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                      | CUSIP: 95000U3M3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  35868000 | PA      | $36084758.57  | 0.40%             | 2028-04-22      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                      | CUSIP: 95000U3S0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  24315000 | PA      | $24372772.68  | 0.27%             | 2028-01-24      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                      | CUSIP: 95000U3U5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  11500000 | PA      | $11651667.29  | 0.13%             | 2029-04-23      | Floating      | 5.45%                 | No            |                  2 | On Loan: —       |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                      | CUSIP: 95000U3Z4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  20150000 | PA      | $20168889.42  | 0.22%             | 2029-09-15      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                           | Westpac Banking Corp                                  | CUSIP: 961214ES8<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |  13096000 | PA      | $13111851.40  | 0.15%             | 2026-06-03      | Floating      | 4.80%                 | No            |                  2 | On Loan: —       |
| WESTPAC BANKING CORP                           | Westpac Banking Corp                                  | CUSIP: 961214FM0<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |  23205000 | PA      | $23209372.05  | 0.26%             | 2025-11-17      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                           | Westpac Banking Corp                                  | CUSIP: 961214FS7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |  13675000 | PA      | $13684189.05  | 0.15%             | 2026-04-16      | Floating      | 4.71%                 | No            |                  2 | On Loan: —       |
| WESTPAC BANKING CORP                           | Westpac Banking Corp                                  | CUSIP: 961214FU2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |  28701000 | PA      | $28937503.13  | 0.32%             | 2029-04-16      | Floating      | 5.10%                 | No            |                  2 | On Loan: —       |
| WESTPAC BANKING CORP                           | Westpac Banking Corp                                  | CUSIP: 961214FX6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |  24115000 | PA      | $24147824.37  | 0.27%             | 2026-10-20      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                           | Westpac Banking Corp                                  | CUSIP: 961214GD9<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |  21700000 | PA      | $21885218.83  | 0.24%             | 2030-07-01      | Floating      | 5.09%                 | No            |                  2 | On Loan: —       |
| WESTPAC BANKING CORP                           | Westpac Banking Corp                                  | CUSIP: 9612E0DK0<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   6200000 | PA      | $6203470.64   | 0.07%             | 2026-01-29      | Floating      | 4.84%                 | No            |                  2 | On Loan: —       |
| WESTPAC BANKING CORP                           | Westpac Banking Corp                                  | CUSIP: 9612E0DL8<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |  13005000 | PA      | $12992821.99  | 0.14%             | 2028-03-06      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| BlackRock Funds III                            | BlackRock Cash Funds: Institutional, SL Agency Shares | CUSIP: 066922519<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        | 186255092 | NS      | $186348219.26 | 2.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK CASH FUNDS TREASURY SL AGENCY SHARES | BlackRock Cash Funds: Treasury, SL Agency Shares      | CUSIP: 066922477<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        |  57480000 | NS      | $57480000.00  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| KOREA HOUSING FINANCE CO                       | Korea Housing Finance Corp                            | CUSIP: 000000000<br>LEI: 9884002AAOBT56QW9B80 | Long             | DBT              | NUSS              | KR        |  10800000 | PA      | $10905685.78  | 0.12%             | 2030-01-21      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| KOREA GAS CORP                                 | Korea Gas Corp                                        | CUSIP: 000000000<br>LEI: 988400TFZILHBD5M3R71 | Long             | DBT              | NUSS              | KR        |   2200000 | PA      | $2205922.60   | 0.02%             | 2028-07-10      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| KOREA NATIONAL OIL CORP                        | Korea National Oil Corp                               | CUSIP: 000000000<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | NUSS              | KR        |   9670000 | PA      | $9721694.95   | 0.11%             | 2026-11-14      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| KOREA NATIONAL OIL CORP                        | Korea National Oil Corp                               | CUSIP: 000000000<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | NUSS              | KR        |   5400000 | PA      | $5421181.82   | 0.06%             | 2027-04-03      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| KOREA NATIONAL OIL CORP                        | Korea National Oil Corp                               | CUSIP: 000000000<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | NUSS              | KR        |  15000000 | PA      | $15089935.95  | 0.17%             | 2027-09-30      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| KOREA NATIONAL OIL CORP                        | Korea National Oil Corp                               | CUSIP: 000000000<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | NUSS              | KR        |   7500000 | PA      | $7526227.65   | 0.08%             | 2028-03-31      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| LGENERGYSOLUTION                               | LG Energy Solution Ltd                                | CUSIP: 000000000<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |   9300000 | PA      | $9478087.56   | 0.10%             | 2030-04-02      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| NONGHYUP BANK                                  | NongHyup Bank                                         | CUSIP: 000000000<br>LEI: 988400GSDJCW3LKJBD20 | Long             | DBT              | CORP              | KR        |   5500000 | PA      | $5526896.98   | 0.06%             | 2027-07-22      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| NONGHYUP BANK                                  | NongHyup Bank                                         | CUSIP: 000000000<br>LEI: 988400GSDJCW3LKJBD20 | Long             | DBT              | CORP              | KR        |  10000000 | PA      | $10016534.70  | 0.11%             | 2029-01-21      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** iShares Trust

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer