# EDGAR Filing Document

**Accession Number:** 0001005942
**File Stem:** 0002071691-26-014404
**Filing Date:** 2026-6
**Character Count:** 255156
**Document Hash:** bbf0ac8de760da2500af406e978d78c2
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-014404.hdr.sgml**: 20260624

**ACCESSION NUMBER**: 0002071691-26-014404

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260624

**DATE AS OF CHANGE**: 20260624

**PERIOD START**: 20260731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PUTNAM FUNDS TRUST
- **CENTRAL INDEX KEY:** 0001005942

**ORGANIZATION NAME:**
- **EIN:** 043299786
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07513
- **FILM NUMBER:** 261113754

**BUSINESS ADDRESS:**
- **STREET 1:** 100 FEDERAL STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02110
- **BUSINESS PHONE:** 6177601000

**MAIL ADDRESS:**
- **STREET 1:** 100 FEDERAL STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02110

## Series and Classes Contracts Data

### Putnam Ultra Short Duration Income Fund (Series ID: S000034192)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000105375 | Class A        |  |
| C000105377 | Class C        |  |
| C000105379 | Class R        |  |
| C000105380 | Class Y        |  |
| C000118012 | Class R6       |  |
| C000207666 | Class N Shares |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Putnam Funds Trust

- **b. Investment Company Act file number:** 811-07513

- **c. CIK number of Registrant:** 0001005942

- **d. LEI of Registrant:** 549300S9JYWEMKQCLW53

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

  - **Street Address 1:** 100 Federal Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02110

  - **Telephone number:** 617-292-1000

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

- **a. Name of Series:** Putnam Ultra Short Duration Income Fund

- **b. EDGAR series identifier (if any):** S000034192

- **c. LEI of Series:** 549300AUL3M7GYSCX444

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

- **a. Date of fiscal year-end:** 2026-07-31

- **b. Date as of which information is reported:** 2026-04-30

**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:** $12551212059.60

**Total Liabilities:** $58292539.33

**Net Assets:** $12492919520.27

**Delayed Delivery Securities:** $10365000.00

**Cash Not Reported:** $402757.39

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -101099.85000000 | **1-Year:** -1010122.63000000 | **5-Year:** -413433.54000000 | **10-Year:** -1350.46000000 | **30-Year:** -23713.66000000

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

- **3-Month:** -3624.91000000 | **1-Year:** -4361.41000000 | **5-Year:** -20.36000000 | **10-Year:** -799.48000000 | **30-Year:** -666.13000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000105375 | 0.31%                | 0.04%                | 0.34%                |
| Class ID C000105377 | 0.28%                | 0.01%                | 0.30%                |
| Class ID C000105379 | 0.28%                | -0.09%               | 0.40%                |
| Class ID C000105380 | 0.42%                | -0.05%               | 0.34%                |
| Class ID C000118012 | 0.32%                | -0.05%               | 0.44%                |
| Class ID C000207666 | 0.30%                | 0.03%                | 0.32%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $559513.61               | $1494612.68                                |
| Month 2  | $447652.18               | $-44165896.85                              |
| Month 3  | $639119.84               | $3858111.12                                |

### 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: 00084DBA7<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |  44220000 | PA      | $44530813.98  | 0.36%             | 2027-09-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                          | ABN AMRO Bank NV                                                             | CUSIP: 00084DBB5<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   9300000 | PA      | $9343539.72   | 0.07%             | 2027-09-18      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                          | ABN AMRO Bank NV                                                             | CUSIP: 00084DBD1<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |  32107000 | PA      | $32333839.81  | 0.26%             | 2028-12-03      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                          | ABN AMRO Bank NV                                                             | CUSIP: 00084DBJ8<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |  22340000 | PA      | $22394419.12  | 0.18%             | 2028-07-07      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                 | Corebridge Global Funding                                                    | CUSIP: 00138CAW8<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |  42912000 | PA      | $43052771.10  | 0.34%             | 2026-09-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                 | Corebridge Global Funding                                                    | CUSIP: 00138CAY4<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |  23645000 | PA      | $23687884.46  | 0.19%             | 2026-06-24      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ANZ New Zealand Int'l Ltd.                                | ANZ New Zealand Int'l Ltd.                                                   | CUSIP: 00182EBW8<br>LEI: 213800VD256NU2D97H12 | Long             | DBT              | CORP              | NZ        |  25885000 | PA      | $25922587.35  | 0.21%             | 2029-01-22      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                | AT&T, Inc.                                                                   | CUSIP: 00206RDQ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |  37606000 | PA      | $37609742.93  | 0.30%             | 2027-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                | AT&T, Inc.                                                                   | CUSIP: 00206RHW5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |  23776000 | PA      | $23715077.57  | 0.19%             | 2027-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                | AT&T, Inc.                                                                   | CUSIP: 00206RJX1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |  24793000 | PA      | $24269997.86  | 0.19%             | 2027-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                              | AbbVie, Inc.                                                                 | CUSIP: 00287YEC9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |  13140000 | PA      | $13162322.36  | 0.11%             | 2028-03-03      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                              | AbbVie, Inc.                                                                 | CUSIP: 00287YED7<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |  30660000 | PA      | $30462156.85  | 0.24%             | 2028-03-03      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                    | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |  38416000 | PA      | $38109157.19  | 0.31%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                    | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |  37572000 | PA      | $36214338.03  | 0.29%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                    | CUSIP: 00774MBN4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |  36926000 | PA      | $37155001.76  | 0.30%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                    | CUSIP: 00774MBT1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |  20035000 | PA      | $19791610.41  | 0.16%             | 2029-02-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AEGON Funding Co. LLC                                     | AEGON Funding Co. LLC                                                        | CUSIP: 00775VAA2<br>LEI: KEIOKM01PSK5VZ5CCI74 | Long             | DBT              | CORP              | US        |  52996000 | PA      | $53449625.09  | 0.43%             | 2027-04-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AES Corp. (The)                                           | AES Corp. (The)                                                              | CUSIP: 00809KE12<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | STIV             | CORP              | US        |  75210000 | PA      | $75201599.04  | 0.60%             | 2026-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Agree LP                                                  | Agree LP                                                                     | CUSIP: 00852XE10<br>LEI: 549300DXY3G299V1BO77 | Long             | STIV             | CORP              | US        |  40000000 | PA      | $39995400.00  | 0.32%             | 2026-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Airbnb, Inc.                                              | Airbnb, Inc.                                                                 | CUSIP: 009066AC5<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |  11896000 | PA      | $11881760.73  | 0.10%             | 2029-03-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Sumisho Air Lease Corp.                                   | Sumisho Air Lease Corp.                                                      | CUSIP: 00914AAW2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |  36850000 | PA      | $36897977.59  | 0.30%             | 2026-06-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                     | Alexandria Real Estate Equities, Inc.                                        | CUSIP: 01527ME17<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | STIV             | CORP              | US        |  58415000 | PA      | $58408702.86  | 0.47%             | 2026-05-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard, Inc.                            | Alimentation Couche-Tard, Inc.                                               | CUSIP: 01626PAW6<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |  30740000 | PA      | $30549984.07  | 0.24%             | 2028-09-29      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard, Inc.                            | Alimentation Couche-Tard, Inc.                                               | CUSIP: 01626VEM1<br>LEI: 549300OSW32RVX8CCZ87 | Long             | STIV             | CORP              | CA        |  27810000 | PA      | $27744657.62  | 0.22%             | 2026-05-21      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                          | Amazon.com, Inc.                                                             | CUSIP: 023135DA1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |  30430000 | PA      | $30505613.99  | 0.24%             | 2029-03-13      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                          | Amazon.com, Inc.                                                             | CUSIP: 023135DB9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |  43470000 | PA      | $43285883.68  | 0.35%             | 2028-03-13      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Ameren Corp.                                              | Ameren Corp.                                                                 | CUSIP: 023608AP7<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |  26150000 | PA      | $26346868.18  | 0.21%             | 2026-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                      | American Express Co.                                                         | CUSIP: 025816DQ9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  28255000 | PA      | $28364353.35  | 0.23%             | 2028-02-16      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                      | American Express Co.                                                         | CUSIP: 025816DX4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  18958000 | PA      | $19049389.69  | 0.15%             | 2028-07-26      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                      | American Express Co.                                                         | CUSIP: 025816EE5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  25343000 | PA      | $25627830.23  | 0.21%             | 2029-04-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                      | American Express Co.                                                         | CUSIP: 025816EJ4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  34727000 | PA      | $34665540.16  | 0.28%             | 2029-07-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                      | American Express Co.                                                         | CUSIP: 025816EN5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  17510000 | PA      | $17394697.35  | 0.14%             | 2029-02-09      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                      | American Express Co.                                                         | CUSIP: 025816EQ8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  17510000 | PA      | $17540823.03  | 0.14%             | 2029-02-09      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                      | American Express Co.                                                         | CUSIP: 025816ET2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  10365000 | PA      | $10346569.48  | 0.08%             | 2030-05-03      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust              | American Express Credit Account Master Trust, Series 2023-3, Class A         | CUSIP: 02582JKD1<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |  30741000 | PA      | $30896036.09  | 0.25%             | 2028-09-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                              | American Honda Finance Corp.                                                 | CUSIP: 02665WFS5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |  24840000 | PA      | $24836133.65  | 0.20%             | 2027-10-22      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                              | American Honda Finance Corp.                                                 | CUSIP: 02665WFW6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |  36865000 | PA      | $36868222.37  | 0.30%             | 2028-03-03      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                              | American Honda Finance Corp.                                                 | CUSIP: 02665WGA3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |  18335000 | PA      | $18351349.87  | 0.15%             | 2026-12-11      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                              | American Honda Finance Corp., Series A                                       | CUSIP: 02665WGB1<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |  31945000 | PA      | $31951107.88  | 0.26%             | 2026-05-20      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                              | American Honda Finance Corp.                                                 | CUSIP: 02665WGH8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |  26500000 | PA      | $26517610.84  | 0.21%             | 2027-08-13      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                      | American Tower Corp.                                                         | CUSIP: 03027XAK6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   9406000 | PA      | $9370336.21   | 0.08%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                      | American Tower Corp.                                                         | CUSIP: 03027XAX8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9902857.60   | 0.08%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                      | American Tower Corp.                                                         | CUSIP: 03027XBV1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |  34559000 | PA      | $34373333.15  | 0.28%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Ameriquest Mortgage Securities, Inc.                      | Ameriquest Mortgage Securities, Inc., Series 2005-R9, Class M1               | CUSIP: 03072SQ32<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1105223 | PA      | $1099458.53   | 0.01%             | 2035-11-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                            | Amphenol Corp.                                                               | CUSIP: 032095AT8<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |  31515000 | PA      | $31593210.78  | 0.25%             | 2028-06-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                            | Amphenol Corp.                                                               | CUSIP: 032095AV3<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   6110000 | PA      | $6104635.97   | 0.05%             | 2027-11-15      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                            | Amphenol Corp.                                                               | CUSIP: 032095AW1<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |  17405000 | PA      | $17308396.33  | 0.14%             | 2027-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                  | Angel Oak Mortgage Trust, Series 2019-5, Class A1                            | CUSIP: 03464KAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    123184 | PA      | $122351.40    | 0.00%             | 2049-10-25      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                  | Angel Oak Mortgage Trust, Series 2020-3, Class A1                            | CUSIP: 03465LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4733009 | PA      | $4555924.77   | 0.04%             | 2065-04-25      | Variable      | 1.69%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust                                     | Arroyo Mortgage Trust, Series 2019-2, Class A1                               | CUSIP: 042858AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1539072 | PA      | $1500315.84   | 0.01%             | 2049-04-25      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust                                     | Arroyo Mortgage Trust, Series 2019-3, Class A1                               | CUSIP: 04285AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2363544 | PA      | $2270273.14   | 0.02%             | 2048-10-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co.                                  | Arthur J Gallagher & Co.                                                     | CUSIP: 04316JAK5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |  32386000 | PA      | $32491080.26  | 0.26%             | 2027-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                     | Athene Global Funding                                                        | CUSIP: 04685A3X7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  26457000 | PA      | $26604857.33  | 0.21%             | 2027-07-09      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                     | Athene Global Funding                                                        | CUSIP: 04685A4A6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  28083000 | PA      | $28125918.69  | 0.23%             | 2026-08-27      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                     | Athene Global Funding                                                        | CUSIP: 04685A4E8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  35576000 | PA      | $35705450.04  | 0.29%             | 2027-01-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                     | Athene Global Funding                                                        | CUSIP: 04685A4M0<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  42007000 | PA      | $41942835.99  | 0.34%             | 2028-03-06      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                     | Athene Global Funding                                                        | CUSIP: 04685A4T5<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  22450000 | PA      | $22294913.38  | 0.18%             | 2028-09-18      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                | Australia & New Zealand Banking Group Ltd.                                   | CUSIP: 052528AK2<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |  34697000 | PA      | $34705069.83  | 0.28%             | 2026-05-19      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                | Australia & New Zealand Banking Group Ltd.                                   | CUSIP: 05252ADL2<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |  36314000 | PA      | $36462135.34  | 0.29%             | 2027-07-16      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                | Australia & New Zealand Banking Group Ltd.                                   | CUSIP: 05252ADM0<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |  29090000 | PA      | $29197349.37  | 0.23%             | 2027-09-30      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                | Australia & New Zealand Banking Group Ltd.                                   | CUSIP: 05252ADS7<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |  28125000 | PA      | $28220613.75  | 0.23%             | 2028-06-18      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                | Australia & New Zealand Banking Group Ltd.                                   | CUSIP: 05252ADV0<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |  10430000 | PA      | $10460156.57  | 0.08%             | 2028-12-08      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| AutoNation, Inc.                                          | AutoNation, Inc.                                                             | CUSIP: 05330NE13<br>LEI: N/A                  | Long             | STIV             | CORP              | US        | 116115000 | PA      | $116101937.06 | 0.93%             | 2026-05-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities, Inc.                               | AvalonBay Communities, Inc.                                                  | CUSIP: 05348BE50<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | STIV             | CORP              | US        |  15565000 | PA      | $15556448.59  | 0.12%             | 2026-05-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities, Inc.                               | AvalonBay Communities, Inc.                                                  | CUSIP: 05348BE68<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | STIV             | CORP              | US        |  20815000 | PA      | $20801251.69  | 0.17%             | 2026-05-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BAE Systems plc                                           | BAE Systems plc                                                              | CUSIP: 05523RAH0<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |  13395000 | PA      | $13491251.65  | 0.11%             | 2027-03-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                         | BAT Capital Corp.                                                            | CUSIP: 05526DBJ3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |  21935000 | PA      | $21870929.84  | 0.18%             | 2026-09-06      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                         | BAT Capital Corp.                                                            | CUSIP: 05526DBP9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |  17277000 | PA      | $17345884.61  | 0.14%             | 2027-04-02      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                        | BMW US Capital LLC                                                           | CUSIP: 05565ECN3<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |  14079000 | PA      | $14102666.94  | 0.11%             | 2026-08-13      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                        | BMW US Capital LLC                                                           | CUSIP: 05565ECT0<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |  36601000 | PA      | $36764605.74  | 0.29%             | 2027-08-13      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                        | BMW US Capital LLC                                                           | CUSIP: 05565ECU7<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |  27726000 | PA      | $27861311.75  | 0.22%             | 2027-03-19      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                        | BMW US Capital LLC                                                           | CUSIP: 05565ECX1<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |  46685000 | PA      | $46920551.50  | 0.38%             | 2028-03-21      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                        | BMW US Capital LLC                                                           | CUSIP: 05565EDL6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |  34800000 | PA      | $34869966.10  | 0.28%             | 2028-03-17      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                      | CUSIP: 05571AAQ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |  28110000 | PA      | $28397761.79  | 0.23%             | 2027-10-19      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                      | CUSIP: 05571AAR6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |  17133000 | PA      | $17932277.75  | 0.14%             | 2029-10-19      | Fixed         | 6.71%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                      | CUSIP: 05583JAC6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |  34557000 | PA      | $34088604.40  | 0.27%             | 2027-10-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BofA Auto Trust                                           | BofA Auto Trust, Series 2025-1A, Class A2B                                   | CUSIP: 05594BAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1308061 | PA      | $1308540.91   | 0.01%             | 2027-11-22      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| BofA Auto Trust                                           | BofA Auto Trust, Series 2026-1A, Class A2B                                   | CUSIP: 05620EAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15950000 | PA      | $15959651.61  | 0.13%             | 2028-11-15      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                        | Banco Bilbao Vizcaya Argentaria SA                                           | CUSIP: 05946KAL5<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |  28638000 | PA      | $29276523.16  | 0.23%             | 2028-09-14      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                        | Banco Bilbao Vizcaya Argentaria SA                                           | CUSIP: 05946KAT8<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |  21850000 | PA      | $21600348.89  | 0.17%             | 2029-03-03      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                        | Banco Bilbao Vizcaya Argentaria SA                                           | CUSIP: 05946KAV3<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |  26220000 | PA      | $26209380.11  | 0.21%             | 2029-03-03      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                        | Banco Santander SA                                                           | CUSIP: 05964HBA2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |  33516000 | PA      | $33797902.07  | 0.27%             | 2028-03-14      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                        | Banco Santander SA                                                           | CUSIP: 05964HBE4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |  37800000 | PA      | $37968241.75  | 0.30%             | 2028-07-15      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                        | Banco Santander SA                                                           | CUSIP: 05971KAU3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |  39265000 | PA      | $39287808.65  | 0.31%             | 2029-04-15      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria                           | Banco Bilbao Vizcaya Argentaria                                              | CUSIP: 05971MFZ3<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | STIV             | CORP              | ES        |  26140000 | PA      | $26159218.13  | 0.21%             | 2027-03-23      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                     | Bank of America Corp.                                                        | CUSIP: 06051GFL8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  15085000 | PA      | $15088917.57  | 0.12%             | 2026-10-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                     | Bank of America Corp.                                                        | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  17500000 | PA      | $17245348.05  | 0.14%             | 2030-02-07      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                     | Bank of America Corp.                                                        | CUSIP: 06051GLV9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  12476000 | PA      | $12541821.50  | 0.10%             | 2027-09-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                     | Bank of America Corp.                                                        | CUSIP: 06051GMN6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  47787000 | PA      | $47870579.94  | 0.38%             | 2029-01-24      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                     | Bank of America Corp.                                                        | CUSIP: 06051GMU0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  27300000 | PA      | $27499122.11  | 0.22%             | 2029-05-09      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                     | Bank of America Corp., Series N                                              | CUSIP: 06051GMZ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  25972000 | PA      | $25960080.41  | 0.21%             | 2030-04-23      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                          | Bank of Montreal                                                             | CUSIP: 06368L8M1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |  34121000 | PA      | $34171312.10  | 0.27%             | 2027-09-10      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                          | Bank of Montreal, Series J                                                   | CUSIP: 06368MC69<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |  21775000 | PA      | $21738451.10  | 0.17%             | 2027-12-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                          | Bank of Montreal                                                             | CUSIP: 06368MJH8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |  35432000 | PA      | $35513468.80  | 0.28%             | 2029-01-27      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                          | Bank of Montreal, Series J                                                   | CUSIP: 06368MK78<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |  21750000 | PA      | $21639988.50  | 0.17%             | 2030-03-19      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                          | Bank of Montreal                                                             | CUSIP: 06368MXW9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |  49550000 | PA      | $49627920.84  | 0.40%             | 2028-09-22      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                       | Bank of New York Mellon Corp. (The)                                          | CUSIP: 06406RBY2<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   9714000 | PA      | $9728482.12   | 0.08%             | 2028-07-21      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                       | Bank of New York Mellon Corp. (The)                                          | CUSIP: 06406RCD7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |  22475000 | PA      | $22512870.38  | 0.18%             | 2028-06-09      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                       | Bank of New York Mellon Corp. (The)                                          | CUSIP: 06406RCH8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |  13485000 | PA      | $13515808.10  | 0.11%             | 2028-06-09      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                       | Bank of New York Mellon Corp. (The)                                          | CUSIP: 06406RCK1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |  56335000 | PA      | $56316966.60  | 0.45%             | 2030-01-22      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                 | Bank of Nova Scotia (The)                                                    | CUSIP: 06418GAG2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |  37930000 | PA      | $38083328.61  | 0.30%             | 2027-06-04      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                 | Bank of Nova Scotia (The)                                                    | CUSIP: 06418GAM9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |  37442000 | PA      | $37606186.17  | 0.30%             | 2028-09-08      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                 | Bank of Nova Scotia (The)                                                    | CUSIP: 06418GAR8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |  27545000 | PA      | $27597499.94  | 0.22%             | 2029-02-14      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                 | Bank of Nova Scotia (The), Series I                                          | CUSIP: 06418GAT4<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |  26540000 | PA      | $26559670.12  | 0.21%             | 2028-09-15      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                 | Bank of Nova Scotia (The)                                                    | CUSIP: 06418GAX5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |  26030000 | PA      | $25990886.02  | 0.21%             | 2030-02-02      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | Bank of America NA                                                           | CUSIP: 06428CAA2<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DBT              | CORP              | US        |  11626000 | PA      | $11665679.07  | 0.09%             | 2026-08-18      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                     | Banque Federative du Credit Mutuel SA                                        | CUSIP: 06675DCL4<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |  43971000 | PA      | $44227497.35  | 0.35%             | 2028-02-16      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                     | Banque Federative du Credit Mutuel SA                                        | CUSIP: 06675DCQ3<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |  26682000 | PA      | $26830342.31  | 0.21%             | 2028-10-16      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                     | Banque Federative du Credit Mutuel SA                                        | CUSIP: 06675DCR1<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |  20026000 | PA      | $20045450.25  | 0.16%             | 2028-10-16      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                     | Banque Federative du Credit Mutuel SA                                        | CUSIP: 06675FBA4<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |  23865000 | PA      | $23947671.22  | 0.19%             | 2026-07-13      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                              | Barclays plc                                                                 | CUSIP: 06738EBY0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  31151000 | PA      | $31494041.98  | 0.25%             | 2028-08-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                              | Barclays plc                                                                 | CUSIP: 06738ECF0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  35825000 | PA      | $35833692.22  | 0.29%             | 2027-05-09      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                              | Barclays plc                                                                 | CUSIP: 06738ECJ2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  26815000 | PA      | $27012104.73  | 0.22%             | 2027-09-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                              | Barclays plc                                                                 | CUSIP: 06738ECQ6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   7754000 | PA      | $7807392.11   | 0.06%             | 2028-03-12      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Bayer Corp.                                               | Bayer Corp.                                                                  | CUSIP: 07273MM94<br>LEI: 54930050NR9YMICYZM28 | Long             | STIV             | CORP              | US        |  25140000 | PA      | $24496840.87  | 0.20%             | 2026-12-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | BNP Paribas SA                                                               | CUSIP: 09659W2C7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |  59143000 | PA      | $58329457.28  | 0.47%             | 2027-11-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | BNP Paribas SA                                                               | CUSIP: 09659W2F0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   6535000 | PA      | $6519255.22   | 0.05%             | 2028-08-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | BNP Paribas SA                                                               | CUSIP: 09659W2V5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |  13800000 | PA      | $13938503.01  | 0.11%             | 2029-01-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                          | Boeing Co. (The)                                                             | CUSIP: 097023BR5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  16003000 | PA      | $15952348.26  | 0.13%             | 2026-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                          | Boeing Co. (The)                                                             | CUSIP: 097023CH6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  37977000 | PA      | $37977000.00  | 0.30%             | 2026-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                          | Boeing Co. (The)                                                             | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  37386000 | PA      | $36957643.18  | 0.30%             | 2027-02-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                          | Boeing Co. (The)                                                             | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  23317000 | PA      | $23450438.76  | 0.19%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                      | Boston Properties LP                                                         | CUSIP: 10112RAY0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |  32844000 | PA      | $32632598.61  | 0.26%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                           | BRAVO Residential Funding Trust, Series 2021-NQM2, Class A1                  | CUSIP: 10569EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    705971 | PA      | $697747.52    | 0.01%             | 2060-03-25      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                           | BRAVO Residential Funding Trust, Series 2021-NQM1, Class A1                  | CUSIP: 10569TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1566203 | PA      | $1487796.97   | 0.01%             | 2049-02-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                           | BRAVO Residential Funding Trust, Series 2023-NQM4, Class A1                  | CUSIP: 10569YAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8386886 | PA      | $8381607.59   | 0.07%             | 2063-05-25      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                           | BRAVO Residential Funding Trust, Series 2024-NQM5, Class A1                  | CUSIP: 105925AA9<br>LEI: 254900RBHU9OC1RNXD92 | Long             | ABS-MBS          | CORP              | US        |   6592590 | PA      | $6637979.14   | 0.05%             | 2064-06-25      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                            | Broadcom, Inc.                                                               | CUSIP: 11135FBZ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   8157000 | PA      | $8248503.43   | 0.07%             | 2027-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                            | Broadcom, Inc.                                                               | CUSIP: 11135FCE9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |  13762000 | PA      | $13921618.97  | 0.11%             | 2028-04-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Brown & Brown, Inc.                                       | Brown & Brown, Inc.                                                          | CUSIP: 115236AH4<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |  30542000 | PA      | $30608084.03  | 0.25%             | 2026-12-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd. Finance Corp.                                  | Bunge Ltd. Finance Corp.                                                     | CUSIP: 12057BEB4<br>LEI: 549300QHC068L40NNM71 | Long             | STIV             | CORP              | US        |  20720000 | PA      | $20694618.00  | 0.17%             | 2026-05-11      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CSMC Trust                                                | CSMC Trust, Series 2020-AFC1, Class A1                                       | CUSIP: 12597MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4554046 | PA      | $4374366.25   | 0.04%             | 2050-02-25      | Variable      | 3.24%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                          | CVS Health Corp.                                                             | CUSIP: 126650CU2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |  28549000 | PA      | $28512928.62  | 0.23%             | 2026-06-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                          | CVS Health Corp.                                                             | CUSIP: 126650DF4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |  40000000 | PA      | $39852312.00  | 0.32%             | 2026-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                              | CaixaBank SA                                                                 | CUSIP: 12803RAA2<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |  44427000 | PA      | $45605340.43  | 0.37%             | 2029-01-18      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                              | CaixaBank SA                                                                 | CUSIP: 12803RAB0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |  59860000 | PA      | $60350644.29  | 0.48%             | 2027-09-13      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                              | CaixaBank SA                                                                 | CUSIP: 12803RAK0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |  57915000 | PA      | $57978516.54  | 0.46%             | 2029-07-03      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                                     | Camden Property Trust                                                        | CUSIP: 133131BA9<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |  41027000 | PA      | $41319383.43  | 0.33%             | 2026-11-03      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                        | Canadian Imperial Bank of Commerce                                           | CUSIP: 13607L8D8<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |  32980000 | PA      | $33152220.24  | 0.27%             | 2027-06-28      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                        | Canadian Imperial Bank of Commerce                                           | CUSIP: 13607PHT4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |  11700000 | PA      | $11702422.49  | 0.09%             | 2027-09-11      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                        | Canadian Imperial Bank of Commerce                                           | CUSIP: 13607PHU1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |  37442000 | PA      | $37500968.53  | 0.30%             | 2027-09-11      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                        | Canadian Imperial Bank of Commerce                                           | CUSIP: 13607PJ21<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |  36270000 | PA      | $36461857.06  | 0.29%             | 2029-03-30      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co.                              | Canadian Pacific Railway Co.                                                 | CUSIP: 13645RBP8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |  10940000 | PA      | $10818878.45  | 0.09%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                               | Capital One Financial Corp.                                                  | CUSIP: 14040HBN4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |  23725000 | PA      | $23636876.10  | 0.19%             | 2027-03-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                               | Capital One Financial Corp.                                                  | CUSIP: 14040HCS2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |  32804000 | PA      | $32952190.43  | 0.26%             | 2028-05-10      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                               | Capital One Financial Corp.                                                  | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |  26958000 | PA      | $27880184.93  | 0.22%             | 2029-06-08      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                               | Capital One Financial Corp.                                                  | CUSIP: 14040HDB8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |  46765000 | PA      | $47365731.97  | 0.38%             | 2027-10-29      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| Capital One Multi-Asset Execution Trust                   | Capital One Multi-Asset Execution Trust, Series 2019-A3, Class A3            | CUSIP: 14041NFV8<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-O            | CORP              | US        |  28683000 | PA      | $28535612.40  | 0.23%             | 2028-08-15      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust                  | Capital One Prime Auto Receivables Trust, Series 2023-1, Class A3            | CUSIP: 14043KAH8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2160845 | PA      | $2166095.98   | 0.02%             | 2028-02-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust                  | Capital One Prime Auto Receivables Trust, Series 2024-1, Class A2A           | CUSIP: 14043NAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    579216 | PA      | $579410.80    | 0.00%             | 2027-10-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust                  | Capital One Prime Auto Receivables Trust, Series 2025-1, Class A2B           | CUSIP: 14043YAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  56968827 | PA      | $56987939.94  | 0.46%             | 2029-01-16      | Floating      | 3.97%                 | No            |                  2 | On Loan: No      |
| Cargill, Inc.                                             | Cargill, Inc.                                                                | CUSIP: 141781CC6<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |  31820000 | PA      | $31888490.96  | 0.26%             | 2028-02-11      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| Carrington Mortgage Loan Trust                            | Carrington Mortgage Loan Trust, Series 2007-HE1, Class A3                    | CUSIP: 14454EAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    638703 | PA      | $635684.83    | 0.01%             | 2037-06-25      | Floating      | 3.96%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                      | Caterpillar Financial Services Corp.                                         | CUSIP: 14913UAP5<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |  14073000 | PA      | $14102116.19  | 0.11%             | 2026-10-16      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                      | Caterpillar Financial Services Corp.                                         | CUSIP: 14913UAT7<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |  36989000 | PA      | $37114179.28  | 0.30%             | 2027-11-15      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                      | Caterpillar Financial Services Corp.                                         | CUSIP: 14913UBE9<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |  34856000 | PA      | $34876540.64  | 0.28%             | 2028-11-14      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                      | Caterpillar Financial Services Corp.                                         | CUSIP: 14913UBK5<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |  24940000 | PA      | $24923125.10  | 0.20%             | 2029-02-23      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| Chevron USA, Inc.                                         | Chevron USA, Inc.                                                            | CUSIP: 166756BC9<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |  18155000 | PA      | $18195148.33  | 0.15%             | 2028-02-26      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| Chevron USA, Inc.                                         | Chevron USA, Inc.                                                            | CUSIP: 166756BM7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |  22140000 | PA      | $22209532.44  | 0.18%             | 2028-08-13      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                           | Citigroup, Inc.                                                              | CUSIP: 172967MZ1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  26360000 | PA      | $26374691.22  | 0.21%             | 2027-06-09      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                           | Citigroup, Inc.                                                              | CUSIP: 172967PY1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  28535000 | PA      | $28666223.62  | 0.23%             | 2028-05-07      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                               | Citibank NA                                                                  | CUSIP: 17325FBL1<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |  42217000 | PA      | $42364302.29  | 0.34%             | 2027-11-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                           | Citigroup, Inc.                                                              | CUSIP: 17327CAX1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  60088000 | PA      | $60175605.90  | 0.48%             | 2029-03-04      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| CNO Global Funding                                        | CNO Global Funding                                                           | CUSIP: 18977W2A7<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |  50396000 | PA      | $49853004.27  | 0.40%             | 2026-10-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CNO Global Funding                                        | CNO Global Funding                                                           | CUSIP: 18977W2G4<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |  11296000 | PA      | $11335753.45  | 0.09%             | 2027-12-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                          | COLT Funding LLC, Series 2021-3R, Class A1                                   | CUSIP: 19688DAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1273635 | PA      | $1182755.08   | 0.01%             | 2064-12-25      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                            | Commonwealth Bank of Australia                                               | CUSIP: 2027A0KV0<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |  17540000 | PA      | $17557498.08  | 0.14%             | 2026-11-27      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                            | Commonwealth Bank of Australia                                               | CUSIP: 2027A0KW8<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |  24908000 | PA      | $25001047.57  | 0.20%             | 2028-03-14      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                            | Commonwealth Bank of Australia                                               | CUSIP: 2027A0LB3<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |  19110000 | PA      | $19163601.07  | 0.15%             | 2029-03-27      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| FNMA                                                      | FNMA Connecticut Avenue Securities Trust, Series 2025-R04, Class 1A1         | CUSIP: 20755TAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1903069 | PA      | $1906289.09   | 0.02%             | 2045-05-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                       | Constellation Energy Generation LLC                                          | CUSIP: 210385AN0<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |  13020000 | PA      | $13009103.17  | 0.10%             | 2028-01-08      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                       | Constellation Energy Generation LLC                                          | CUSIP: 210385AP5<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |  12400000 | PA      | $12305476.41  | 0.10%             | 2028-01-08      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                  | Cooperatieve Rabobank UA                                                     | CUSIP: 21684AAF3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |  43023000 | PA      | $42946393.25  | 0.34%             | 2026-07-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                  | Cooperatieve Rabobank UA                                                     | CUSIP: 21688ABG6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |  18730000 | PA      | $18753429.73  | 0.15%             | 2026-08-28      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                  | Cooperatieve Rabobank UA                                                     | CUSIP: 21688ABK7<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |  18165000 | PA      | $18421119.78  | 0.15%             | 2028-01-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                  | Cooperatieve Rabobank UA                                                     | CUSIP: 21688ABS0<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |  17385000 | PA      | $17409086.92  | 0.14%             | 2028-01-14      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                        | Credit Agricole SA                                                           | CUSIP: 22534PAE3<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |  33415000 | PA      | $33509878.89  | 0.27%             | 2026-07-05      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                        | Credit Agricole SA                                                           | CUSIP: 22534PAH6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |  33674000 | PA      | $33963513.56  | 0.27%             | 2027-03-11      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                        | Credit Agricole SA                                                           | CUSIP: 22534PAJ2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   2750000 | PA      | $2761697.10   | 0.02%             | 2027-03-11      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                        | Credit Agricole SA                                                           | CUSIP: 22535WAL1<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |  31688000 | PA      | $31708902.67  | 0.25%             | 2028-09-11      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                        | Credit Agricole SA                                                           | CUSIP: 22535WAM9<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |  17672000 | PA      | $17767374.55  | 0.14%             | 2028-09-11      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                              | UBS Group AG                                                                 | CUSIP: 225401AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  56815000 | PA      | $56683852.23  | 0.45%             | 2028-01-09      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                              | UBS Group AG                                                                 | CUSIP: 225401AF5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  18890000 | PA      | $18682764.42  | 0.15%             | 2029-01-12      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                              | UBS Group AG                                                                 | CUSIP: 225401AV0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  16825000 | PA      | $17224819.21  | 0.14%             | 2028-08-11      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                              | UBS Group AG                                                                 | CUSIP: 225401BC1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   9435000 | PA      | $9548036.30   | 0.08%             | 2027-12-22      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                            | DTE Energy Co.                                                               | CUSIP: 233331BJ5<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |  11905000 | PA      | $12000925.97  | 0.10%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                            | DTE Energy Co.                                                               | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |  32598000 | PA      | $32806066.51  | 0.26%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                   | Daimler Truck Finance North America LLC                                      | CUSIP: 233853AV2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |  15725000 | PA      | $15812097.16  | 0.13%             | 2027-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                   | Daimler Truck Finance North America LLC                                      | CUSIP: 233853AX8<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |  24088000 | PA      | $24158974.09  | 0.19%             | 2027-09-25      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                   | Daimler Truck Finance North America LLC                                      | CUSIP: 233853BB5<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |  13552000 | PA      | $13571102.49  | 0.11%             | 2028-01-13      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                   | Daimler Truck Finance North America LLC                                      | CUSIP: 233853BG4<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |  16805000 | PA      | $16778465.58  | 0.13%             | 2027-08-12      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                   | Daimler Truck Finance North America LLC                                      | CUSIP: 233853BK5<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   8670000 | PA      | $8561433.57   | 0.07%             | 2029-01-12      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                           | Danske Bank A/S                                                              | CUSIP: 23636AAR2<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |  25156000 | PA      | $25088702.67  | 0.20%             | 2028-06-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                           | Danske Bank A/S                                                              | CUSIP: 23636ABC4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |  44240000 | PA      | $44193044.55  | 0.35%             | 2028-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                           | Danske Bank A/S                                                              | CUSIP: 23636ABG5<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |  45505000 | PA      | $45898556.36  | 0.37%             | 2028-03-01      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                           | Danske Bank A/S                                                              | CUSIP: 23636ABM2<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |  17505000 | PA      | $17527527.88  | 0.14%             | 2029-03-27      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                  | John Deere Capital Corp.                                                     | CUSIP: 24422EXS3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |  41230000 | PA      | $41338779.58  | 0.33%             | 2027-06-11      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                  | John Deere Capital Corp.                                                     | CUSIP: 24422EYA1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |  37895000 | PA      | $37979746.10  | 0.30%             | 2028-03-06      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                  | John Deere Capital Corp.                                                     | CUSIP: 24422EYG8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |  26565000 | PA      | $26588127.22  | 0.21%             | 2028-09-11      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                  | John Deere Capital Corp., Series I                                           | CUSIP: 24422EYJ2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |  26250000 | PA      | $26264957.25  | 0.21%             | 2029-03-09      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | Deutsche Bank AG                                                             | CUSIP: 25160PAH0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |  35100000 | PA      | $34621451.16  | 0.28%             | 2028-01-07      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | Deutsche Bank AG                                                             | CUSIP: 25160PAN7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |  51419000 | PA      | $51675270.24  | 0.41%             | 2027-07-13      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | Deutsche Bank AG                                                             | CUSIP: 25160PAP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |  39085000 | PA      | $39250893.55  | 0.31%             | 2029-01-10      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | Deutsche Bank AG                                                             | CUSIP: 25160PAQ0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |  13120000 | PA      | $13270680.58  | 0.11%             | 2029-01-10      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                               | Capital One Financial Corp.                                                  | CUSIP: 254709AM0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |  17505000 | PA      | $17491290.96  | 0.14%             | 2027-02-09      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                     | Dominion Energy, Inc.                                                        | CUSIP: 25746UDY2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |  11840000 | PA      | $11882455.75  | 0.10%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                         | Duke Energy Corp.                                                            | CUSIP: 26441CCB9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |  23835000 | PA      | $23949177.99  | 0.19%             | 2027-01-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                        | Ellington Financial Mortgage Trust, Series 2024-INV1, Class A1A              | CUSIP: 268434AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2346262 | PA      | $2373386.08   | 0.02%             | 2069-03-25      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| Eaton Corp.                                               | Eaton Corp.                                                                  | CUSIP: 278058DW9<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |  15670000 | PA      | $15515332.40  | 0.12%             | 2029-03-06      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                        | Energy Transfer LP                                                           | CUSIP: 292480AK6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   5277000 | PA      | $5281413.05   | 0.04%             | 2027-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                        | Energy Transfer LP                                                           | CUSIP: 29277FE15<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | STIV             | CORP              | US        |  19415000 | PA      | $19412846.88  | 0.16%             | 2026-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                             | Enel Finance International NV                                                | CUSIP: 29278GBF4<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   6555000 | PA      | $6489898.30   | 0.05%             | 2028-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                         | Enterprise Products Operating LLC                                            | CUSIP: 29379VCJ0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |  10893000 | PA      | $10901953.61  | 0.09%             | 2028-06-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                        | Essex Portfolio LP                                                           | CUSIP: 29717FE54<br>LEI: 5493003GN3O58H286O74 | Long             | STIV             | CORP              | US        |  12500000 | PA      | $12493047.50  | 0.10%             | 2026-05-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                        | Essex Portfolio LP                                                           | CUSIP: 29717FEC9<br>LEI: 5493003GN3O58H286O74 | Long             | STIV             | CORP              | US        |  18750000 | PA      | $18724710.00  | 0.15%             | 2026-05-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                         | Eversource Energy                                                            | CUSIP: 30040WAQ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   2152000 | PA      | $2126884.50   | 0.02%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                         | Eversource Energy                                                            | CUSIP: 30040WAV0<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |  33260000 | PA      | $33267075.73  | 0.27%             | 2026-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                      | Meta Platforms, Inc.                                                         | CUSIP: 30303M8G0<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   6865000 | PA      | $6819752.92   | 0.05%             | 2027-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                     | FHLMC, Series 3724, Class CM                                                 | CUSIP: 3137A1Z30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     38521 | PA      | $39600.99     | 0.00%             | 2037-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                      | FNMA, Series 2005-63, Class FC                                               | CUSIP: 31394EGS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    115688 | PA      | $114851.97    | 0.00%             | 2031-10-25      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| FNMA                                                      | FNMA, Series 2006-74, Class FL                                               | CUSIP: 31396KMG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49464 | PA      | $49017.04     | 0.00%             | 2036-08-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                     | FHLMC, Series 3316, Class CD                                                 | CUSIP: 31397HJC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15218 | PA      | $15692.93     | 0.00%             | 2037-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                      | FNMA, Series 2011-60, Class PA                                               | CUSIP: 31397U3J6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2745 | PA      | $2573.89      | 0.00%             | 2039-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                     | FHLMC, Series 3539, Class PM                                                 | CUSIP: 31398EHW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3509 | PA      | $3337.52      | 0.00%             | 2037-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                     | FHLMC, Series 3611                                                           | CUSIP: 31398LSE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10398 | PA      | $9287.24      | 0.00%             | 2034-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                      | FNMA, Series 2010-81, Class AP                                               | CUSIP: 31398TH53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8106 | PA      | $7804.89      | 0.00%             | 2040-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                      | FNMA, Series 2010-90, Class GF                                               | CUSIP: 31398TXE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    133421 | PA      | $132533.41    | 0.00%             | 2040-08-25      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                        | Ellington Financial Mortgage Trust, Series 2019-2, Class A1                  | CUSIP: 31573TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    987477 | PA      | $963609.65    | 0.01%             | 2059-11-25      | Variable      | 2.74%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                        | Ellington Financial Mortgage Trust, Series 2020-2, Class A1                  | CUSIP: 31573WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    614289 | PA      | $586069.71    | 0.00%             | 2065-10-25      | Variable      | 1.18%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                       | Fifth Third Bancorp                                                          | CUSIP: 316773DJ6<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   8607000 | PA      | $8835104.69   | 0.07%             | 2028-10-27      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bank NA                                       | Fifth Third Bank NA                                                          | CUSIP: 31677QBU2<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |  17664000 | PA      | $17718736.50  | 0.14%             | 2028-01-28      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bank NA                                       | Fifth Third Bank NA                                                          | CUSIP: 31677QBV0<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |  20900000 | PA      | $20906452.88  | 0.17%             | 2028-01-28      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| First Franklin Mortgage Loan Trust                        | First Franklin Mortgage Loan Trust, Series 2006-FF7, Class 1A                | CUSIP: 320277AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    129580 | PA      | $129510.96    | 0.00%             | 2036-05-25      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                              | Ford Credit Auto Owner Trust, Series 2025-B, Class A2B                       | CUSIP: 34532BAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  21511317 | PA      | $21505540.95  | 0.17%             | 2028-06-15      | Floating      | 3.94%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                              | Ford Credit Auto Owner Trust, Series 2026-A, Class A2B                       | CUSIP: 34532WAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9079000 | PA      | $9090624.75   | 0.07%             | 2029-01-15      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                     | FHLMC STACR REMIC Trust, Series 2025-DNA3, Class A1                          | CUSIP: 35564UAQ0<br>LEI: 5299009HC4IGFM6RXF30 | Long             | ABS-MBS          | CORP              | US        |  10410550 | PA      | $10426227.25  | 0.08%             | 2045-09-25      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                   | GA Global Funding Trust                                                      | CUSIP: 36143L2N4<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |  30700000 | PA      | $30542400.94  | 0.24%             | 2027-09-23      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GCAT Trust                                                | GCAT Trust, Series 2019-NQM3, Class A1                                       | CUSIP: 36167VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    790556 | PA      | $777918.60    | 0.01%             | 2059-11-25      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust        | GM Financial Consumer Automobile Receivables Trust, Series 2023-2, Class A3  | CUSIP: 362583AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5114809 | PA      | $5121213.81   | 0.04%             | 2028-02-16      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                       | GS Mortgage-Backed Securities Trust, Series 2020-NQM1, Class A1              | CUSIP: 36259WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    641227 | PA      | $613500.92    | 0.00%             | 2060-09-27      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| Haleon US Capital LLC                                     | Haleon US Capital LLC                                                        | CUSIP: 36264FAK7<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |  17854000 | PA      | $17708817.70  | 0.14%             | 2027-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies, Inc.                          | GE HealthCare Technologies, Inc.                                             | CUSIP: 36266GAD9<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   6100000 | PA      | $6062363.43   | 0.05%             | 2028-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust        | GM Financial Consumer Automobile Receivables Trust, Series 2024-1, Class A3  | CUSIP: 36268GAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6509247 | PA      | $6536157.77   | 0.05%             | 2028-12-18      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Galton Funding Mortgage Trust                             | Galton Funding Mortgage Trust, Series 2019-2, Class A22                      | CUSIP: 36418AAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1273692 | PA      | $1159667.63   | 0.01%             | 2059-06-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                        | General Motors Financial Co., Inc.                                           | CUSIP: 37045XDK9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  12966000 | PA      | $12926210.33  | 0.10%             | 2026-06-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                        | General Motors Financial Co., Inc.                                           | CUSIP: 37045XES1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1858406.16   | 0.01%             | 2027-05-08      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                        | General Motors Financial Co., Inc.                                           | CUSIP: 37045XEW2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  21495000 | PA      | $21506839.88  | 0.17%             | 2027-07-15      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                        | General Motors Financial Co., Inc.                                           | CUSIP: 37046UE56<br>LEI: 5493008B6JBRUJ90QL97 | Long             | STIV             | CORP              | US        |   7925000 | PA      | $7920743.48   | 0.06%             | 2026-05-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                        | General Motors Financial Co., Inc.                                           | CUSIP: 37046UF30<br>LEI: 5493008B6JBRUJ90QL97 | Long             | STIV             | CORP              | US        |  21950000 | PA      | $21867285.82  | 0.18%             | 2026-06-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                        | General Motors Financial Co., Inc.                                           | CUSIP: 37046UGH8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | STIV             | CORP              | US        |   9020000 | PA      | $8939169.07   | 0.07%             | 2026-07-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                       | Georgia-Pacific LLC                                                          | CUSIP: 37331NAN1<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |   7773000 | PA      | $7763396.77   | 0.06%             | 2026-05-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                       | Georgia-Pacific LLC                                                          | CUSIP: 37331NAR2<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |   7815000 | PA      | $7823830.56   | 0.06%             | 2028-06-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co.                                         | Georgia Power Co.                                                            | CUSIP: 373334KZ3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |  13615000 | PA      | $13601548.38  | 0.11%             | 2026-09-15      | Floating      | 3.96%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                      | Glencore Funding LLC                                                         | CUSIP: 378272BW7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |  19308000 | PA      | $19383741.62  | 0.16%             | 2027-04-04      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                      | Glencore Funding LLC                                                         | CUSIP: 378272BX5<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |  18325000 | PA      | $18351367.48  | 0.15%             | 2026-10-01      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust        | GM Financial Consumer Automobile Receivables Trust, Series 2026-2, Class A2B | CUSIP: 380143AC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  19441000 | PA      | $19459846.11  | 0.16%             | 2029-05-16      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust        | GM Financial Consumer Automobile Receivables Trust, Series 2024-4, Class A2B | CUSIP: 38014AAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    491326 | PA      | $491349.55    | 0.00%             | 2027-10-18      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust        | GM Financial Consumer Automobile Receivables Trust, Series 2024-4, Class A3  | CUSIP: 38014AAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13031000 | PA      | $13067935.07  | 0.10%             | 2029-08-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                           | Goldman Sachs Group, Inc. (The)                                              | CUSIP: 38141GC85<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  22575000 | PA      | $22722448.84  | 0.18%             | 2028-04-23      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                           | Goldman Sachs Group, Inc. (The)                                              | CUSIP: 38141GD50<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  30490000 | PA      | $30537638.49  | 0.24%             | 2029-10-21      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                           | Goldman Sachs Group, Inc. (The)                                              | CUSIP: 38141GD76<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  25940000 | PA      | $25897152.05  | 0.21%             | 2029-01-21      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                           | Goldman Sachs Group, Inc. (The)                                              | CUSIP: 38141GE91<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  30305000 | PA      | $30367260.41  | 0.24%             | 2030-04-20      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                           | Goldman Sachs Group, Inc. (The)                                              | CUSIP: 38141GVX9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1029000 | PA      | $1036226.65   | 0.01%             | 2027-10-28      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                           | Goldman Sachs Group, Inc. (The)                                              | CUSIP: 38145GAP5<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  12970000 | PA      | $12876349.99  | 0.10%             | 2029-01-21      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | Goldman Sachs Bank USA                                                       | CUSIP: 38151LAG5<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |  21870000 | PA      | $21881411.77  | 0.18%             | 2027-05-21      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | Goldman Sachs Bank USA                                                       | CUSIP: 38151LAH3<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |  25272000 | PA      | $25277719.56  | 0.20%             | 2027-05-21      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| GNMA                                                      | GNMA, Series 2009-32, Class AB                                               | CUSIP: 38374UBP5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2632 | PA      | $2597.46      | 0.00%             | 2039-05-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Trust                          | Harley-Davidson Motorcycle Trust, Series 2025-A, Class A2B                   | CUSIP: 41284XAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8160137 | PA      | $8163731.50   | 0.07%             | 2028-07-17      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                    | Home Depot, Inc. (The)                                                       | CUSIP: 437076DH2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   8840000 | PA      | $8783132.72   | 0.07%             | 2028-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner Trust                        | Honda Auto Receivables Owner Trust, Series 2024-1, Class A3                  | CUSIP: 437918AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4449620 | PA      | $4476721.92   | 0.04%             | 2028-08-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner Trust                        | Honda Auto Receivables Owner Trust, Series 2025-4, Class A2A                 | CUSIP: 43814XAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  50983000 | PA      | $51008047.95  | 0.41%             | 2028-06-15      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner Trust                        | Honda Auto Receivables Owner Trust, Series 2023-1, Class A3                  | CUSIP: 43815JAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    435164 | PA      | $435580.46    | 0.00%             | 2027-04-21      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Honeywell Aerospace, Inc.                                 | Honeywell Aerospace, Inc.                                                    | CUSIP: 43849RAA3<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |  34775000 | PA      | $34526773.27  | 0.28%             | 2028-03-16      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Honeywell Aerospace, Inc.                                 | Honeywell Aerospace, Inc.                                                    | CUSIP: 43849RAD7<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |  37675000 | PA      | $37577440.59  | 0.30%             | 2029-03-16      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares, Inc.                               | Huntington Bancshares, Inc.                                                  | CUSIP: 446150BB9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   7315000 | PA      | $7307878.34   | 0.06%             | 2028-08-04      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank (The)                            | Huntington National Bank (The)                                               | CUSIP: 44644MAK7<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |  15335000 | PA      | $15390775.54  | 0.12%             | 2028-04-12      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank (The)                            | Huntington National Bank (The)                                               | CUSIP: 44644MAL5<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |  45485000 | PA      | $45511026.06  | 0.36%             | 2028-04-12      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp.                                        | Hyatt Hotels Corp.                                                           | CUSIP: 448579AQ5<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |  44899000 | PA      | $45302049.79  | 0.36%             | 2027-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                   | Hyundai Capital America                                                      | CUSIP: 44891ACX3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |  32399000 | PA      | $32662167.68  | 0.26%             | 2027-03-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                   | Hyundai Capital America                                                      | CUSIP: 44891ACZ8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |  30094000 | PA      | $30202297.17  | 0.24%             | 2027-03-19      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                   | Hyundai Capital America                                                      | CUSIP: 44891ADE4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |  19614000 | PA      | $19690515.39  | 0.16%             | 2027-06-24      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                   | Hyundai Capital America                                                      | CUSIP: 44891ADJ3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |  23376000 | PA      | $23474900.12  | 0.19%             | 2027-09-24      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                   | Hyundai Capital America                                                      | CUSIP: 44891ADP9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   9811000 | PA      | $9854263.08   | 0.08%             | 2027-03-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                   | Hyundai Capital America                                                      | CUSIP: 44891AEJ2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |  26135000 | PA      | $26142457.62  | 0.21%             | 2028-04-06      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                            | Hyundai Auto Receivables Trust, Series 2024-C, Class A2B                     | CUSIP: 448976AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1395061 | PA      | $1395246.04   | 0.01%             | 2027-09-15      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                            | Hyundai Auto Receivables Trust, Series 2026-A, Class A2B                     | CUSIP: 448981AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15566000 | PA      | $15559555.68  | 0.12%             | 2029-02-15      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                            | Hyundai Auto Receivables Trust, Series 2023-B, Class A3                      | CUSIP: 44933XAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12812864 | PA      | $12874565.78  | 0.10%             | 2028-04-17      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                            | Hyundai Auto Receivables Trust, Series 2025-B, Class A2A                     | CUSIP: 44935XAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1972702 | PA      | $1976289.35   | 0.02%             | 2028-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                            | Hyundai Auto Receivables Trust, Series 2025-B, Class A2B                     | CUSIP: 44935XAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8966828 | PA      | $8969604.27   | 0.07%             | 2028-08-15      | Floating      | 4.02%                 | No            |                  2 | On Loan: No      |
| Illumina, Inc.                                            | Illumina, Inc.                                                               | CUSIP: 452327AQ2<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |  18540000 | PA      | $18552516.17  | 0.15%             | 2026-09-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Imperial Fund Mortgage Trust                              | Imperial Fund Mortgage Trust, Series 2022-NQM2, Class A1                     | CUSIP: 45276PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6099576 | PA      | $5825270.53   | 0.05%             | 2067-03-25      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Imperial Fund Mortgage Trust                              | Imperial Fund Mortgage Trust, Series 2023-NQM1, Class A1                     | CUSIP: 45290BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6956339 | PA      | $6969610.67   | 0.06%             | 2068-02-25      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                              | ING Groep NV                                                                 | CUSIP: 456837AH6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   5000000 | PA      | $4992262.25   | 0.04%             | 2027-03-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                              | ING Groep NV                                                                 | CUSIP: 456837BF9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |  30778000 | PA      | $30947792.68  | 0.25%             | 2027-09-11      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                              | ING Groep NV                                                                 | CUSIP: 456837BJ1<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |  41064000 | PA      | $41212919.83  | 0.33%             | 2027-09-11      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                              | ING Groep NV                                                                 | CUSIP: 456837BP7<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |  19540000 | PA      | $19602760.14  | 0.16%             | 2029-03-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                              | ING Groep NV                                                                 | CUSIP: 456837BQ5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |  13480000 | PA      | $13581486.34  | 0.11%             | 2029-03-25      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Intercontinental Exchange, Inc.                                              | CUSIP: 45856XE60<br>LEI: 5493000F4ZO33MV32P92 | Long             | STIV             | CORP              | US        |  20545000 | PA      | $20531101.31  | 0.16%             | 2026-05-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Intercontinental Exchange, Inc.                                              | CUSIP: 45856XEN3<br>LEI: 5493000F4ZO33MV32P92 | Long             | STIV             | CORP              | US        |  12190000 | PA      | $12159829.75  | 0.10%             | 2026-05-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Intercontinental Exchange, Inc.                                              | CUSIP: 45865VAA8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |  11530000 | PA      | $11437040.53  | 0.09%             | 2028-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                       | Intesa Sanpaolo SpA                                                          | CUSIP: 46115HBD8<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   8705000 | PA      | $8619200.91   | 0.07%             | 2028-01-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                       | Intesa Sanpaolo SpA                                                          | CUSIP: 46115K5Z9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | STIV             | CORP              | IT        |  44205000 | PA      | $44243803.15  | 0.35%             | 2026-08-19      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                       | Intesa Sanpaolo SpA                                                          | CUSIP: 46115K6D7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | STIV             | CORP              | IT        |  23500000 | PA      | $23489333.35  | 0.19%             | 2026-10-09      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                       | Intesa Sanpaolo SpA                                                          | CUSIP: 46115K6X3<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | STIV             | CORP              | IT        |  46645000 | PA      | $46586992.28  | 0.37%             | 2027-01-14      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                | J.P. Morgan Mortgage Trust, Series 2025-NQM2, Class A1                       | CUSIP: 46590SAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11874255 | PA      | $11939029.53  | 0.10%             | 2065-09-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                      | JPMorgan Chase & Co.                                                         | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  42001000 | PA      | $42474521.79  | 0.34%             | 2028-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                      | JPMorgan Chase & Co.                                                         | CUSIP: 46647PEN2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  16719000 | PA      | $16785793.58  | 0.13%             | 2028-10-22      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                      | JPMorgan Chase & Co.                                                         | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  35384000 | PA      | $35431142.10  | 0.28%             | 2028-10-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                      | JPMorgan Chase & Co.                                                         | CUSIP: 46647PET9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  39824000 | PA      | $39922167.75  | 0.32%             | 2029-01-24      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                      | JPMorgan Chase & Co.                                                         | CUSIP: 46647PFN1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  43300000 | PA      | $43335411.17  | 0.35%             | 2030-04-23      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group, Inc.                           | Jefferies Financial Group, Inc.                                              | CUSIP: 47233WKS7<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |  48535000 | PA      | $48566390.50  | 0.39%             | 2026-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Keurig Dr. Pepper, Inc.                                   | Keurig Dr. Pepper, Inc.                                                      | CUSIP: 49271KE59<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | STIV             | CORP              | US        |  33415000 | PA      | $33395879.94  | 0.27%             | 2026-05-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Keurig Dr. Pepper, Inc.                                   | Keurig Dr. Pepper, Inc.                                                      | CUSIP: 49271VAW0<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   6190000 | PA      | $6223804.58   | 0.05%             | 2027-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Kroger Co. (The)                                          | Kroger Co. (The)                                                             | CUSIP: 501044DE8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |  11223000 | PA      | $11149694.17  | 0.09%             | 2026-10-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Kroger Co. (The)                                          | Kroger Co. (The)                                                             | CUSIP: 501044DJ7<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   5966000 | PA      | $5922587.74   | 0.05%             | 2027-08-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Lennar Corp.                                              | Lennar Corp.                                                                 | CUSIP: 526057CT9<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |  21737000 | PA      | $21749387.05  | 0.17%             | 2026-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                           | Eli Lilly & Co.                                                              | CUSIP: 532457DA3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |  44240000 | PA      | $44371410.05  | 0.36%             | 2028-10-15      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                           | Eli Lilly & Co.                                                              | CUSIP: 532457DB1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |  17690000 | PA      | $17668510.72  | 0.14%             | 2028-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                  | Lloyds Banking Group plc                                                     | CUSIP: 539439AY5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |  29107000 | PA      | $29216340.15  | 0.23%             | 2027-08-07      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                  | Lloyds Banking Group plc                                                     | CUSIP: 539439BB4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   8775000 | PA      | $8820893.69   | 0.07%             | 2028-11-26      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                  | Lloyds Banking Group plc                                                     | CUSIP: 539439BC2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |  18045000 | PA      | $18188962.29  | 0.15%             | 2029-06-13      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                  | Lloyds Banking Group plc                                                     | CUSIP: 539439BD0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |  13085000 | PA      | $13167896.88  | 0.11%             | 2029-06-13      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                  | Lloyds Banking Group plc                                                     | CUSIP: 53944YAW3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |  17173000 | PA      | $17224770.76  | 0.14%             | 2027-08-07      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                  | Lloyds Banking Group plc                                                     | CUSIP: 53944YAZ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |  30443000 | PA      | $30649781.03  | 0.25%             | 2028-01-05      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                  | Lloyds Banking Group plc                                                     | CUSIP: 53944YBC6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |  10658000 | PA      | $10753016.92  | 0.09%             | 2028-11-26      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                  | Lloyds Banking Group plc                                                     | CUSIP: 53944YBH5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |  30785000 | PA      | $30696584.86  | 0.25%             | 2030-02-10      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                            | Long Beach Mortgage Loan Trust, Series 2004-1, Class M1                      | CUSIP: 542514EU4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    149960 | PA      | $148878.91    | 0.00%             | 2034-02-25      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                            | Long Beach Mortgage Loan Trust, Series 2005-2, Class M5                      | CUSIP: 542514KV5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     19430 | PA      | $19434.40     | 0.00%             | 2035-04-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                         | Lowe's Cos., Inc.                                                            | CUSIP: 548661ET0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |  24226000 | PA      | $24173810.41  | 0.19%             | 2027-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                         | Lowe's Cos., Inc.                                                            | CUSIP: 548661EU7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |  30403000 | PA      | $30175131.04  | 0.24%             | 2028-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MFA Trust                                                 | MFA Trust, Series 2020-NQM1, Class A1                                        | CUSIP: 552754AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    422278 | PA      | $413100.13    | 0.00%             | 2065-03-25      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| MFA Trust                                                 | MFA Trust, Series 2021-NQM1, Class A1                                        | CUSIP: 55283FAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2888885 | PA      | $2724672.61   | 0.02%             | 2065-04-25      | Variable      | 1.15%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd.                                       | Macquarie Bank Ltd.                                                          | CUSIP: 55607NB58<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | STIV             | CORP              | AU        |  15730000 | PA      | $15731808.95  | 0.13%             | 2026-05-14      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd.                                       | Macquarie Bank Ltd.                                                          | CUSIP: 55607NB66<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | STIV             | CORP              | AU        |  13267000 | PA      | $13269032.50  | 0.11%             | 2026-05-20      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd.                                       | Macquarie Bank Ltd.                                                          | CUSIP: 55608PBQ6<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |  14358000 | PA      | $14471779.83  | 0.12%             | 2026-12-07      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd.                                       | Macquarie Bank Ltd.                                                          | CUSIP: 55608PBY9<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |  36035000 | PA      | $36196151.76  | 0.29%             | 2028-06-12      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd.                                       | Macquarie Bank Ltd.                                                          | CUSIP: 55608PCA0<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |  44005000 | PA      | $43986121.86  | 0.35%             | 2028-02-03      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd.                                      | Macquarie Group Ltd.                                                         | CUSIP: 55608VME8<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | STIV             | CORP              | AU        |  27880000 | PA      | $27155108.85  | 0.22%             | 2026-12-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                | Mars, Inc.                                                                   | CUSIP: 571676AW5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |  31738000 | PA      | $31856932.12  | 0.25%             | 2027-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                               | Marsh & McLennan Cos., Inc.                                                  | CUSIP: 571748BZ4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |  20499000 | PA      | $20521711.25  | 0.16%             | 2027-11-08      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                              | Marriott International, Inc., Series R                                       | CUSIP: 571903AS2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |  15266000 | PA      | $15248586.53  | 0.12%             | 2026-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                              | Marriott International, Inc., Series X                                       | CUSIP: 571903AY9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |  13174000 | PA      | $13089547.28  | 0.10%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                              | Marriott International, Inc.                                                 | CUSIP: 571903BM4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   2202000 | PA      | $2209239.23   | 0.02%             | 2026-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                              | Marriott International, Inc.                                                 | CUSIP: 571903BV4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |  27999000 | PA      | $27953301.71  | 0.22%             | 2027-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MassMutual Global Funding II                              | MassMutual Global Funding II                                                 | CUSIP: 57629TBS5<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |  33620000 | PA      | $33716398.63  | 0.27%             | 2027-04-09      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| McCormick & Co., Inc.                                     | McCormick & Co., Inc.                                                        | CUSIP: 579780AV9<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |  12160000 | PA      | $12054937.72  | 0.10%             | 2029-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                   | Mercedes-Benz Finance North America LLC                                      | CUSIP: 58769JAU1<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |  14112000 | PA      | $14192571.05  | 0.11%             | 2027-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                   | Mercedes-Benz Finance North America LLC                                      | CUSIP: 58769JBB2<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |  36948000 | PA      | $37091795.70  | 0.30%             | 2026-11-13      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                   | Mercedes-Benz Finance North America LLC                                      | CUSIP: 58769JBD8<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |  22730000 | PA      | $22787217.32  | 0.18%             | 2027-04-01      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                   | Mercedes-Benz Finance North America LLC                                      | CUSIP: 58769JBK2<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |  13125000 | PA      | $13130473.52  | 0.11%             | 2028-03-10      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                         | Merck & Co., Inc.                                                            | CUSIP: 58933YBV6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |  26235000 | PA      | $26289241.12  | 0.21%             | 2029-03-15      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| Met Tower Global Funding                                  | Met Tower Global Funding                                                     | CUSIP: 58989V2J2<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |  10869000 | PA      | $10828013.76  | 0.09%             | 2027-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Met Tower Global Funding                                  | Met Tower Global Funding                                                     | CUSIP: 58989V2M5<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |  21755000 | PA      | $21517755.85  | 0.17%             | 2029-01-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                        | Metropolitan Life Global Funding I                                           | CUSIP: 592179KM6<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |  30442000 | PA      | $30513742.97  | 0.24%             | 2027-06-11      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                        | Metropolitan Life Global Funding I                                           | CUSIP: 592179KR5<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |  17750000 | PA      | $17680712.34  | 0.14%             | 2028-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                        | Metropolitan Life Global Funding I                                           | CUSIP: 592179KS3<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |  37858000 | PA      | $37875289.37  | 0.30%             | 2028-08-25      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                      | Mitsubishi UFJ Financial Group, Inc.                                         | CUSIP: 606822CE2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   9185000 | PA      | $9160384.20   | 0.07%             | 2028-04-19      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                      | Mitsubishi UFJ Financial Group, Inc.                                         | CUSIP: 606822CL6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |  23380000 | PA      | $23535344.67  | 0.19%             | 2028-07-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                      | Mitsubishi UFJ Financial Group, Inc.                                         | CUSIP: 606822DU5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |  19645000 | PA      | $19648298.98  | 0.16%             | 2030-04-18      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                              | Mizuho Financial Group, Inc.                                                 | CUSIP: 60687YBS7<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |  13700000 | PA      | $13625619.82  | 0.11%             | 2027-07-09      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Mizuho Bank Ltd.                                          | Mizuho Bank Ltd.                                                             | CUSIP: 60688XBS8<br>LEI: RB0PEZSDGCO3JS6CEU02 | Long             | DBT              | CORP              | JP        |  13090000 | PA      | $13158220.89  | 0.11%             | 2029-04-16      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| Mizuho Markets Cayman LP                                  | Mizuho Markets Cayman LP                                                     | CUSIP: 60700JFT7<br>LEI: 549300KHUXLS6Q30KT26 | Long             | DBT              | CORP              | KY        |  35215000 | PA      | $35237638.31  | 0.28%             | 2026-10-09      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| Mizuho Markets Cayman LP                                  | Mizuho Markets Cayman LP                                                     | CUSIP: 60700JFW0<br>LEI: 549300KHUXLS6Q30KT26 | Long             | DBT              | CORP              | KY        |  36585000 | PA      | $36606264.67  | 0.29%             | 2026-11-16      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| Mondelez International, Inc.                              | Mondelez International, Inc.                                                 | CUSIP: 609207AM7<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |   6215000 | PA      | $6183320.96   | 0.05%             | 2028-05-07      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Mondelez International, Inc.                              | Mondelez International, Inc.                                                 | CUSIP: 609207BF1<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |  33355000 | PA      | $33315816.88  | 0.27%             | 2028-05-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                    | Morgan Stanley Bank NA                                                       | CUSIP: 61690DK64<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |  13738000 | PA      | $13791523.39  | 0.11%             | 2029-01-12      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                    | Morgan Stanley Bank NA                                                       | CUSIP: 61690U8D5<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |  41678000 | PA      | $41809980.06  | 0.33%             | 2028-07-14      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                            | Morgan Stanley                                                               | CUSIP: 61747YFN0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  29220000 | PA      | $29330490.46  | 0.23%             | 2028-04-13      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                            | Morgan Stanley                                                               | CUSIP: 61747YFW0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  36625000 | PA      | $37041223.71  | 0.30%             | 2029-04-12      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                            | Morgan Stanley, Series I                                                     | CUSIP: 61748UAJ1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  34870000 | PA      | $34909897.21  | 0.28%             | 2029-10-18      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Mutual of Omaha Cos. Global Funding                       | Mutual of Omaha Cos. Global Funding                                          | CUSIP: 62829D2A7<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |  21220000 | PA      | $21301689.57  | 0.17%             | 2026-07-27      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                              | National Australia Bank Ltd.                                                 | CUSIP: 632525BQ3<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |  18673000 | PA      | $18729112.55  | 0.15%             | 2027-06-11      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                              | National Australia Bank Ltd.                                                 | CUSIP: 632525BW0<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |  22921000 | PA      | $22991680.34  | 0.18%             | 2027-10-26      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                              | National Australia Bank Ltd.                                                 | CUSIP: 632525CG4<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |  13000000 | PA      | $13021448.96  | 0.10%             | 2028-03-06      | Floating      | 4.16%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                              | National Australia Bank Ltd.                                                 | CUSIP: 632525CN9<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |  25825000 | PA      | $25852910.11  | 0.21%             | 2028-12-13      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                              | National Australia Bank Ltd.                                                 | CUSIP: 632525CQ2<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |  26045000 | PA      | $25849576.55  | 0.21%             | 2028-12-13      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                   | National Bank of Canada                                                      | CUSIP: 63307A2Z7<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |  18800000 | PA      | $18819061.51  | 0.15%             | 2027-07-02      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                   | National Bank of Canada                                                      | CUSIP: 63307A3A1<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |  20090000 | PA      | $20130808.82  | 0.16%             | 2027-07-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                   | National Bank of Canada                                                      | CUSIP: 63307A3K9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |  30405000 | PA      | $30256414.41  | 0.24%             | 2029-01-20      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                   | National Bank of Canada                                                      | CUSIP: 63307A3L7<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |  25895000 | PA      | $25893142.29  | 0.21%             | 2029-01-20      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| Nationstar Home Equity Loan Trust                         | Nationstar Home Equity Loan Trust, Series 2007-B, Class 2AV4                 | CUSIP: 63860LAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1618901 | PA      | $1612574.40   | 0.01%             | 2037-04-25      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                               | Nationwide Building Society                                                  | CUSIP: 63861VAG2<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |  20110000 | PA      | $20216637.90  | 0.16%             | 2028-02-16      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                               | Nationwide Building Society                                                  | CUSIP: 63861VAJ6<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |  52821000 | PA      | $53359140.88  | 0.43%             | 2027-10-18      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                               | Nationwide Building Society                                                  | CUSIP: 63861VAL1<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |  27025000 | PA      | $27104914.55  | 0.22%             | 2029-07-14      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                               | Nationwide Building Society                                                  | CUSIP: 63861VAM9<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |  14858000 | PA      | $14882457.16  | 0.12%             | 2029-07-14      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                         | NatWest Group plc                                                            | CUSIP: 639057AL2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |  22308000 | PA      | $22516092.15  | 0.18%             | 2028-03-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                         | NatWest Group plc                                                            | CUSIP: 639057AM0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |  44560000 | PA      | $44797149.21  | 0.36%             | 2028-03-01      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                             | Netflix, Inc.                                                                | CUSIP: 64110LAN6<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   5155000 | PA      | $5164961.11   | 0.04%             | 2026-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                             | Netflix, Inc.                                                                | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |  17849000 | PA      | $18533553.59  | 0.15%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                       | New Residential Mortgage Loan Trust, Series 2019-NQM4, Class A1              | CUSIP: 64828EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1007617 | PA      | $972345.32    | 0.01%             | 2059-09-25      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                       | New Residential Mortgage Loan Trust, Series 2018-4A, Class A1S               | CUSIP: 64828FCQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1825235 | PA      | $1803126.91   | 0.01%             | 2048-01-25      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                       | New Residential Mortgage Loan Trust, Series 2020-NQM1, Class A1              | CUSIP: 64830VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    778715 | PA      | $734986.58    | 0.01%             | 2060-01-26      | Variable      | 2.46%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                              | New York Life Global Funding                                                 | CUSIP: 64953BBL1<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |  47790000 | PA      | $47897308.14  | 0.38%             | 2027-04-02      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                              | New York Life Global Funding                                                 | CUSIP: 64953BBV9<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |  22555000 | PA      | $22722967.99  | 0.18%             | 2028-04-25      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                              | New York Life Global Funding                                                 | CUSIP: 64953BCA4<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |  26585000 | PA      | $26565520.64  | 0.21%             | 2028-07-25      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                     | NextEra Energy Capital Holdings, Inc.                                        | CUSIP: 65339KAT7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   7304000 | PA      | $7254803.25   | 0.06%             | 2027-05-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                     | NextEra Energy Capital Holdings, Inc.                                        | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   6105000 | PA      | $6133848.93   | 0.05%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                     | NextEra Energy Capital Holdings, Inc.                                        | CUSIP: 65339KDG2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   8198000 | PA      | $8269634.62   | 0.07%             | 2028-02-04      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                     | NextEra Energy Capital Holdings, Inc.                                        | CUSIP: 65339KDH0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |  18145000 | PA      | $18221960.93  | 0.15%             | 2028-02-04      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                            | NiSource, Inc.                                                               | CUSIP: 65473QBE2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |  13648000 | PA      | $13540481.47  | 0.11%             | 2027-05-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                            | NiSource, Inc.                                                               | CUSIP: 65478KE72<br>LEI: 549300D8GOWWH0SJB189 | Long             | STIV             | CORP              | US        |  25780000 | PA      | $25760149.40  | 0.21%             | 2026-05-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables Owner Trust                       | Nissan Auto Receivables Owner Trust, Series 2022-B, Class A3                 | CUSIP: 65480JAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    529134 | PA      | $529347.27    | 0.00%             | 2027-05-17      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables Owner Trust                       | Nissan Auto Receivables Owner Trust, Series 2025-A, Class A2B                | CUSIP: 65481GAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13675826 | PA      | $13685013.53  | 0.11%             | 2028-02-15      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables Owner Trust                       | Nissan Auto Receivables Owner Trust, Series 2025-B, Class A2A                | CUSIP: 65490DAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  33989000 | PA      | $33990318.77  | 0.27%             | 2028-07-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                           | Nordea Bank Abp                                                              | CUSIP: 65558RAF6<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |  14242000 | PA      | $14291846.43  | 0.11%             | 2027-03-19      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                           | Nordea Bank Abp                                                              | CUSIP: 65558RAM1<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |  22760000 | PA      | $22852255.61  | 0.18%             | 2028-03-17      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Global Funding                        | Northwestern Mutual Global Funding                                           | CUSIP: 66815L2R9<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |  14344000 | PA      | $14481661.52  | 0.12%             | 2027-03-25      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Global Funding                        | Northwestern Mutual Global Funding                                           | CUSIP: 66815L2Y4<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |  30680000 | PA      | $30731217.50  | 0.25%             | 2028-08-25      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                    | Novartis Capital Corp.                                                       | CUSIP: 66989HBD9<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |  21785000 | PA      | $21875701.41  | 0.18%             | 2028-11-05      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                    | Novartis Capital Corp.                                                       | CUSIP: 66989HBE7<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |  21780000 | PA      | $21906582.09  | 0.18%             | 2029-03-16      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                 | OBX Trust, Series 2020-EXP2, Class A8                                        | CUSIP: 67448VAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    785125 | PA      | $693124.28    | 0.01%             | 2060-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                 | OBX Trust, Series 2020-EXP3, Class 2A1                                       | CUSIP: 67448WBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    138658 | PA      | $138712.58    | 0.00%             | 2060-01-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                               | ONEOK, Inc.                                                                  | CUSIP: 682680BH5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |  31282000 | PA      | $31446300.26  | 0.25%             | 2026-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                               | ONEOK, Inc.                                                                  | CUSIP: 682680BJ1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   2243000 | PA      | $2301568.70   | 0.02%             | 2028-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                              | Oracle Corp.                                                                 | CUSIP: 68389XCX1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  27827000 | PA      | $27328332.09  | 0.22%             | 2028-08-03      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                             | Owens Corning                                                                | CUSIP: 69073VE46<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | STIV             | CORP              | US        |  28020000 | PA      | $28007550.71  | 0.22%             | 2026-05-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                             | Owens Corning                                                                | CUSIP: 690742AF8<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |  31196000 | PA      | $31096819.81  | 0.25%             | 2026-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                             | Owens Corning                                                                | CUSIP: 690742AN1<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |  15428000 | PA      | $15620195.70  | 0.13%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                  | PNC Financial Services Group, Inc. (The)                                     | CUSIP: 693475BY0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |  22288000 | PA      | $22321118.18  | 0.18%             | 2027-07-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                  | PNC Financial Services Group, Inc. (The)                                     | CUSIP: 693475CG8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |  30340000 | PA      | $30187664.07  | 0.24%             | 2029-01-26      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                  | PNC Financial Services Group, Inc. (The)                                     | CUSIP: 693475CH6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |  26005000 | PA      | $25995562.53  | 0.21%             | 2029-01-26      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                               | PNC Bank NA                                                                  | CUSIP: 69353RFZ6<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |  11865000 | PA      | $11872351.67  | 0.10%             | 2028-07-21      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                               | PNC Bank NA                                                                  | CUSIP: 69353RGA0<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |  10295000 | PA      | $10303938.53  | 0.08%             | 2028-07-21      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Pacific Life Global Funding II                            | Pacific Life Global Funding II                                               | CUSIP: 6944PL3A5<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |   2634000 | PA      | $2643065.49   | 0.02%             | 2027-02-05      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings, Inc.                                     | PayPal Holdings, Inc.                                                        | CUSIP: 70450YAR4<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |  22690000 | PA      | $22733619.48  | 0.18%             | 2028-03-06      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                               | Penske Truck Leasing Co. LP                                                  | CUSIP: 70962BEC4<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | STIV             | CORP              | US        |  21440000 | PA      | $21410908.06  | 0.17%             | 2026-05-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                               | Penske Truck Leasing Co. LP                                                  | CUSIP: 70962BEK6<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | STIV             | CORP              | US        |  18075000 | PA      | $18036082.72  | 0.14%             | 2026-05-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                              | Pfizer, Inc.                                                                 | CUSIP: 717081FC2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |  13175000 | PA      | $13213160.07  | 0.11%             | 2027-11-15      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                         | Philip Morris International, Inc.                                            | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |  21927000 | PA      | $22186633.44  | 0.18%             | 2027-11-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                         | Philip Morris International, Inc.                                            | CUSIP: 718172DM8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |  24295000 | PA      | $24357429.65  | 0.19%             | 2027-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                         | Philip Morris International, Inc.                                            | CUSIP: 718172DS5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |  45700000 | PA      | $45859324.37  | 0.37%             | 2028-04-28      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                         | Philip Morris International, Inc.                                            | CUSIP: 718172EB1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |  29984000 | PA      | $29993571.49  | 0.24%             | 2028-10-27      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                         | Philip Morris International, Inc.                                            | CUSIP: 718172EF2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |  17250000 | PA      | $17141560.64  | 0.14%             | 2029-04-27      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co.                                           | Phillips 66 Co.                                                              | CUSIP: 718547AF9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |  10623000 | PA      | $10597482.60  | 0.08%             | 2026-10-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                               | Phillips 66                                                                  | CUSIP: 71855BE16<br>LEI: 5493005JBO5YSIGK1814 | Long             | STIV             | CORP              | US        |  12615000 | PA      | $12613613.61  | 0.10%             | 2026-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Principal Life Global Funding II                          | Principal Life Global Funding II                                             | CUSIP: 74256LFA2<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |   9381000 | PA      | $9407660.90   | 0.08%             | 2027-08-19      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Principal Life Global Funding II                          | Principal Life Global Funding II                                             | CUSIP: 7425APAC9<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |  22125000 | PA      | $22132024.02  | 0.18%             | 2028-08-18      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Protective Life Global Funding                            | Protective Life Global Funding                                               | CUSIP: 74368CBX1<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |  14470000 | PA      | $14562307.75  | 0.12%             | 2027-01-12      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Protective Life Global Funding                            | Protective Life Global Funding                                               | CUSIP: 74368CBZ6<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |  28010000 | PA      | $27986360.40  | 0.22%             | 2027-09-13      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Protective Life Global Funding                            | Protective Life Global Funding                                               | CUSIP: 74368CCD4<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |  30500000 | PA      | $30171419.54  | 0.24%             | 2029-01-15      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co.                              | Public Storage Operating Co.                                                 | CUSIP: 74464AAA9<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |  41947000 | PA      | $42025752.14  | 0.34%             | 2027-04-16      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| Putnam Short Term Investment Fund                         | Putnam Short Term Investment Fund, Class P                                   | CUSIP: 74676P664<br>LEI: 549300S9JYWEMKQCLW53 | Long             |  | RF                | US        |     22914 | NS      | $22914.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RAMP Trust                                                | RAMP Trust, Series 2006-EFC2, Class A4                                       | CUSIP: 749238AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     24408 | PA      | $24399.28     | 0.00%             | 2036-12-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                  | Cooperatieve Rabobank UA                                                     | CUSIP: 74977RDN1<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |  12650000 | PA      | $12557267.02  | 0.10%             | 2028-04-06      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                       | Realty Income Corp.                                                          | CUSIP: 756109BF0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |  40050000 | PA      | $40059063.32  | 0.32%             | 2026-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RASC Trust                                                | RASC Trust, Series 2005-KS1, Class M2                                        | CUSIP: 76110WM45<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    312790 | PA      | $311493.44    | 0.00%             | 2035-02-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| RASC Trust                                                | RASC Trust, Series 2006-KS3, Class M1                                        | CUSIP: 76113ABL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    113964 | PA      | $113810.29    | 0.00%             | 2036-04-25      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA plc                                 | Rio Tinto Finance USA plc                                                    | CUSIP: 76720AAY2<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |  13620000 | PA      | $13670625.13  | 0.11%             | 2028-03-14      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                              | Royal Caribbean Cruises Ltd.                                                 | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   5919000 | PA      | $5939609.72   | 0.05%             | 2027-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                      | Royal Bank of Canada                                                         | CUSIP: 78016HZY9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  42037000 | PA      | $42078762.08  | 0.34%             | 2027-07-23      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                      | Royal Bank of Canada                                                         | CUSIP: 78017DAB4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  36742000 | PA      | $36836666.50  | 0.29%             | 2029-01-24      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                      | Royal Bank of Canada, Series 1                                               | CUSIP: 78017DAP3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  34742000 | PA      | $34772028.90  | 0.28%             | 2028-11-03      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                      | Royal Bank of Canada                                                         | CUSIP: 78017FZR7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  23350000 | PA      | $23379886.37  | 0.19%             | 2027-10-18      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| SG Residential Mortgage Trust                             | SG Residential Mortgage Trust, Series 2022-1, Class A1                       | CUSIP: 78433QAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2171752 | PA      | $2056428.80   | 0.02%             | 2062-03-27      | Variable      | 3.17%                 | No            |                  2 | On Loan: No      |
| Salesforce, Inc.                                          | Salesforce, Inc.                                                             | CUSIP: 79466LAQ7<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |  21750000 | PA      | $21775517.54  | 0.17%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings plc                           | Santander UK Group Holdings plc                                              | CUSIP: 80281LAT2<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |  42000000 | PA      | $43330504.56  | 0.35%             | 2029-01-10      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                | Charles Schwab Corp. (The)                                                   | CUSIP: 8085A3G82<br>LEI: 549300VSGCJ7E698NM85 | Long             | STIV             | CORP              | US        |  37995000 | PA      | $37718780.15  | 0.30%             | 2026-07-08      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                   | Simon Property Group LP                                                      | CUSIP: 828807DE4<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |  18340000 | PA      | $18103867.36  | 0.14%             | 2027-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                   | Simon Property Group LP                                                      | CUSIP: 82880XEJ5<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | STIV             | CORP              | US        |  12460000 | PA      | $12435001.50  | 0.10%             | 2026-05-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                          | Skandinaviska Enskilda Banken AB                                             | CUSIP: 830505AZ6<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |  23865000 | PA      | $24071185.72  | 0.19%             | 2027-03-05      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                          | Skandinaviska Enskilda Banken AB                                             | CUSIP: 830505BA0<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |   7408000 | PA      | $7437540.96   | 0.06%             | 2027-03-05      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                          | Skandinaviska Enskilda Banken AB                                             | CUSIP: 830505BP7<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |  26250000 | PA      | $26246912.74  | 0.21%             | 2029-03-12      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                       | Societe Generale SA                                                          | CUSIP: 83368RAK8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |  10108000 | PA      | $10087497.94  | 0.08%             | 2027-01-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                       | Societe Generale SA                                                          | CUSIP: 83368RBZ4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |  44470000 | PA      | $44801953.43  | 0.36%             | 2027-02-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                       | Societe Generale SA                                                          | CUSIP: 83368RCA8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |  21460000 | PA      | $21562883.32  | 0.17%             | 2027-02-19      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Southern Co. Gas Capital Corp.                            | Southern Co. Gas Capital Corp., Series A                                     | CUSIP: 8426EPAJ7<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |   5710000 | PA      | $5662733.48   | 0.05%             | 2028-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| STAR Trust                                                | STAR Trust, Series 2021-1, Class A1                                          | CUSIP: 85573GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2412316 | PA      | $2277424.03   | 0.02%             | 2065-05-25      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                       | Starwood Mortgage Residential Trust, Series 2021-4, Class A1                 | CUSIP: 85573PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5637819 | PA      | $5040259.02   | 0.04%             | 2056-08-25      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                       | Starwood Mortgage Residential Trust, Series 2022-2, Class A1                 | CUSIP: 85573UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5774732 | PA      | $5550512.64   | 0.04%             | 2067-02-25      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | State Street Bank & Trust Co.                                                | CUSIP: 857449AD4<br>LEI: 571474TGEMMWANRLN572 | Long             | DBT              | CORP              | US        |  13804000 | PA      | $13823945.81  | 0.11%             | 2026-11-25      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                        | State Street Corp.                                                           | CUSIP: 857477CE1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |  19120000 | PA      | $19143859.08  | 0.15%             | 2026-08-03      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                        | State Street Corp.                                                           | CUSIP: 857477CQ4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |  15722000 | PA      | $15750294.73  | 0.13%             | 2027-10-22      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                        | State Street Corp.                                                           | CUSIP: 857477CZ4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |  13530000 | PA      | $13592547.43  | 0.11%             | 2028-04-24      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Station Place Securitization Trust                        | Station Place Securitization Trust, Series 2025-1, Class A                   | CUSIP: 85772UAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  37853000 | PA      | $37876745.19  | 0.30%             | 2026-07-23      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Station Place Securitization Trust                        | Station Place Securitization Trust, Series 2025-3, Class A                   | CUSIP: 85779TAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  37820000 | PA      | $37986113.00  | 0.30%             | 2026-09-23      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Station Place Securitization Trust                        | Station Place Securitization Trust, Series 2025-7, Class A                   | CUSIP: 85779XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  41468000 | PA      | $41701079.19  | 0.33%             | 2026-11-24      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                     | Sumitomo Mitsui Financial Group, Inc.                                        | CUSIP: 86562MCH1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |  15987000 | PA      | $15830775.20  | 0.13%             | 2026-09-17      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                     | Sumitomo Mitsui Financial Group, Inc.                                        | CUSIP: 86562MCR9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |  37249000 | PA      | $37946606.35  | 0.30%             | 2028-01-13      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                     | Sumitomo Mitsui Financial Group, Inc.                                        | CUSIP: 86562MEH9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |  22085000 | PA      | $22034786.44  | 0.18%             | 2029-01-15      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                     | Sumitomo Mitsui Financial Group, Inc.                                        | CUSIP: 86562MEJ5<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |  13055000 | PA      | $12953287.06  | 0.10%             | 2029-01-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd.                           | Sumitomo Mitsui Trust Bank Ltd.                                              | CUSIP: 86563VBK4<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   9670000 | PA      | $9721656.56   | 0.08%             | 2026-09-14      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd.                           | Sumitomo Mitsui Trust Bank Ltd.                                              | CUSIP: 86563VBP3<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |  14741000 | PA      | $14868816.85  | 0.12%             | 2027-03-07      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd.                           | Sumitomo Mitsui Trust Bank Ltd.                                              | CUSIP: 86563VBW8<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |  37899000 | PA      | $38154438.50  | 0.31%             | 2027-09-10      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd.                           | Sumitomo Mitsui Trust Bank Ltd.                                              | CUSIP: 86563VCC1<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |  27750000 | PA      | $27823911.85  | 0.22%             | 2028-09-11      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd.                           | Sumitomo Mitsui Trust Bank Ltd.                                              | CUSIP: 86563VCG2<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |  26385000 | PA      | $26074190.24  | 0.21%             | 2029-03-05      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd.                           | Sumitomo Mitsui Trust Bank Ltd.                                              | CUSIP: 86563VCH0<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |  21950000 | PA      | $21962473.53  | 0.18%             | 2029-03-05      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Banking Corp.                             | Sumitomo Mitsui Banking Corp.                                                | CUSIP: 86564KCU4<br>LEI: 5U0XI89JRFVHWIBS4F54 | Long             | STIV             | CORP              | JP        |  35650000 | PA      | $35719021.29  | 0.29%             | 2026-12-11      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                        | Energy Transfer LP                                                           | CUSIP: 86765BAT6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |  15140000 | PA      | $15133601.53  | 0.12%             | 2026-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                  | Svenska Handelsbanken AB                                                     | CUSIP: 86959LAR4<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |  19115000 | PA      | $19156467.13  | 0.15%             | 2027-05-28      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                               | Swedbank AB                                                                  | CUSIP: 87020PAT4<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |  27947000 | PA      | $28306388.08  | 0.23%             | 2027-09-20      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                               | Swedbank AB                                                                  | CUSIP: 87020PAX5<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |  26255000 | PA      | $26436970.52  | 0.21%             | 2026-09-12      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| Synopsys, Inc.                                            | Synopsys, Inc.                                                               | CUSIP: 871607AA5<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |  12133000 | PA      | $12181260.10  | 0.10%             | 2027-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Target Corp.                                              | Target Corp.                                                                 | CUSIP: 87612EBU9<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |  18850000 | PA      | $18941283.58  | 0.15%             | 2028-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                     | Targa Resources Corp.                                                        | CUSIP: 87613LE13<br>LEI: 5493003QENHHS261UR94 | Long             | STIV             | CORP              | US        |  37690000 | PA      | $37685778.72  | 0.30%             | 2026-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                               | Toronto-Dominion Bank (The)                                                  | CUSIP: 89115A2S0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  19115000 | PA      | $19172095.17  | 0.15%             | 2026-07-17      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                               | Toronto-Dominion Bank (The)                                                  | CUSIP: 89115A2U5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  17710000 | PA      | $18139907.42  | 0.15%             | 2028-07-17      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                               | Toronto-Dominion Bank (The)                                                  | CUSIP: 89115A2V3<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   5030000 | PA      | $5064369.64   | 0.04%             | 2026-12-11      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                               | Toronto-Dominion Bank (The)                                                  | CUSIP: 89115A3F7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  34032000 | PA      | $34179504.22  | 0.27%             | 2028-01-31      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                               | Toronto-Dominion Bank (The)                                                  | CUSIP: 89115KAF7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  35041000 | PA      | $35092119.56  | 0.28%             | 2028-10-13      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                               | Toronto-Dominion Bank (The), Series F                                        | CUSIP: 89115KAL4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  22285000 | PA      | $22303953.84  | 0.18%             | 2028-01-13      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                               | Toronto-Dominion Bank (The)                                                  | CUSIP: 89115KAQ3<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  25972000 | PA      | $25995463.62  | 0.21%             | 2029-04-23      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                 | Towd Point Mortgage Trust, Series 2018-1, Class A1                           | CUSIP: 89176EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    189909 | PA      | $189350.92    | 0.00%             | 2058-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                 | Towd Point Mortgage Trust, Series 2019-HY1, Class A1                         | CUSIP: 89177EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1601512 | PA      | $1605562.78   | 0.01%             | 2048-10-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                 | Towd Point Mortgage Trust, Series 2019-HY2, Class A1                         | CUSIP: 89177HAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    224681 | PA      | $228892.91    | 0.00%             | 2058-05-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                 | Towd Point Mortgage Trust, Series 2022-SJ1, Class A1B                        | CUSIP: 89180GAW9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1865723 | PA      | $1843906.39   | 0.01%             | 2062-03-25      | Variable      | 3.61%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                       | Toyota Auto Receivables Owner Trust, Series 2023-B, Class A3                 | CUSIP: 891941AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3915398 | PA      | $3925189.57   | 0.03%             | 2028-02-15      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                       | Toyota Auto Receivables Owner Trust, Series 2022-C, Class A3                 | CUSIP: 89231CAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     16241 | PA      | $16240.57     | 0.00%             | 2027-04-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                       | Toyota Auto Receivables Owner Trust, Series 2025-D, Class A2B                | CUSIP: 89231GAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  32807638 | PA      | $32818293.77  | 0.26%             | 2028-08-15      | Floating      | 3.96%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                 | Toyota Motor Credit Corp.                                                    | CUSIP: 89236TML6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   9386000 | PA      | $9399385.94   | 0.08%             | 2026-08-07      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                 | Toyota Motor Credit Corp.                                                    | CUSIP: 89236TNS0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |  44422000 | PA      | $44602612.74  | 0.36%             | 2028-09-05      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                 | Toyota Motor Credit Corp.                                                    | CUSIP: 89236TNZ4<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |  35000000 | PA      | $34926261.65  | 0.28%             | 2027-11-18      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                 | Toyota Motor Credit Corp., Series B                                          | CUSIP: 89236TPG4<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |  17400000 | PA      | $17388893.93  | 0.14%             | 2028-01-12      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                       | Toyota Auto Receivables Owner Trust, Series 2024-A, Class A3                 | CUSIP: 89238DAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2065597 | PA      | $2075261.98   | 0.02%             | 2028-10-16      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                       | Toyota Auto Receivables Owner Trust, Series 2025-C, Class A2B                | CUSIP: 89238VAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5485256 | PA      | $5483700.26   | 0.04%             | 2028-06-15      | Floating      | 3.94%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                       | Toyota Auto Receivables Owner Trust, Series 2024-D, Class A2B                | CUSIP: 89239TAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    473632 | PA      | $473680.79    | 0.00%             | 2027-08-16      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                       | Toyota Auto Receivables Owner Trust, Series 2026-A, Class A2A                | CUSIP: 89240KAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  25153000 | PA      | $25124192.27  | 0.20%             | 2028-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                               | Truist Bank                                                                  | CUSIP: 89788JAE9<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |  45853000 | PA      | $45847478.38  | 0.37%             | 2027-05-20      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                               | Truist Bank                                                                  | CUSIP: 89788JAF6<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |  27707000 | PA      | $27688947.23  | 0.22%             | 2028-07-24      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                               | Truist Bank                                                                  | CUSIP: 89788JAG4<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |  33354000 | PA      | $33394151.55  | 0.27%             | 2028-07-24      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                    | Truist Financial Corp.                                                       | CUSIP: 89788MAN2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |  34094000 | PA      | $34146777.17  | 0.27%             | 2027-06-08      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                    | UBS AG                                                                       | CUSIP: 90261AAD4<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |  17235000 | PA      | $17302351.97  | 0.14%             | 2028-01-10      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| US Bank NA                                                | US Bank NA                                                                   | CUSIP: 90331HPP2<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |  47828000 | PA      | $47875865.78  | 0.38%             | 2027-10-22      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| US Bank NA                                                | US Bank NA                                                                   | CUSIP: 90331HPQ0<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |  10550000 | PA      | $10560566.04  | 0.08%             | 2027-10-22      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| US Bank NA                                                | US Bank NA                                                                   | CUSIP: 90331HPS6<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |  27850000 | PA      | $27951831.85  | 0.22%             | 2028-05-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| US Bank NA                                                | US Bank NA                                                                   | CUSIP: 90331HPT4<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |  22440000 | PA      | $22528497.97  | 0.18%             | 2028-05-15      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| USB Auto Owner Trust                                      | USB Auto Owner Trust, Series 2025-1A, Class A2                               | CUSIP: 90367VAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6963348 | PA      | $6973440.28   | 0.06%             | 2028-06-15      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                             | UniCredit SpA                                                                | CUSIP: 904678AB5<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |  12467000 | PA      | $12502564.24  | 0.10%             | 2027-04-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                  | U.S. Treasury Notes                                                          | CUSIP: 91282CQB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 126830000 | PA      | $125727668.47 | 1.01%             | 2028-02-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                  | UnitedHealth Group, Inc.                                                     | CUSIP: 91324PFE7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |  18789000 | PA      | $18799857.60  | 0.15%             | 2026-07-15      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| Veralto Corp.                                             | Veralto Corp.                                                                | CUSIP: 92338CAB9<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |  27009000 | PA      | $27098360.09  | 0.22%             | 2026-09-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                   | Volkswagen Group of America Finance LLC                                      | CUSIP: 928668CK6<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |  26980000 | PA      | $27018096.84  | 0.22%             | 2026-08-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                   | Volkswagen Group of America Finance LLC                                      | CUSIP: 928668CV2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |  19210000 | PA      | $19163543.88  | 0.15%             | 2027-09-11      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced Trust                       | Volkswagen Auto Loan Enhanced Trust, Series 2023-1, Class A3                 | CUSIP: 92867WAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2592728 | PA      | $2604065.99   | 0.02%             | 2028-06-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced Trust                       | Volkswagen Auto Loan Enhanced Trust, Series 2025-1, Class A2B                | CUSIP: 92868MAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5953433 | PA      | $5955621.82   | 0.05%             | 2028-01-20      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced Trust                       | Volkswagen Auto Loan Enhanced Trust, Series 2024-1, Class A2A                | CUSIP: 92868RAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3858633 | PA      | $3864792.02   | 0.03%             | 2027-11-22      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced Trust                       | Volkswagen Auto Loan Enhanced Trust, Series 2025-2, Class A2B                | CUSIP: 92869QAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  24148000 | PA      | $24152409.42  | 0.19%             | 2028-08-21      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group, Inc.                                    | WEC Energy Group, Inc.                                                       | CUSIP: 92939UAM8<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |  13357000 | PA      | $13410742.56  | 0.11%             | 2026-09-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                         | Wells Fargo & Co.                                                            | CUSIP: 95000U2F9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  12349000 | PA      | $12332384.67  | 0.10%             | 2027-06-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                         | Wells Fargo & Co.                                                            | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  17462000 | PA      | $17673091.13  | 0.14%             | 2028-04-22      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                         | Wells Fargo & Co.                                                            | CUSIP: 95000U3M3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  29439000 | PA      | $29574595.15  | 0.24%             | 2028-04-22      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                         | Wells Fargo & Co.                                                            | CUSIP: 95000U3S0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  39394000 | PA      | $39455201.73  | 0.32%             | 2028-01-24      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                         | Wells Fargo & Co.                                                            | CUSIP: 95000U3U5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  55600000 | PA      | $56283285.08  | 0.45%             | 2029-04-23      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                     | Westpac Banking Corp.                                                        | CUSIP: 961214FX6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |  46236000 | PA      | $46279951.48  | 0.37%             | 2026-10-20      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                   | RBC Capital Markets LLC                                                      | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |  25000000 | PA      | $25000000.00  | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Co.                              | Wisconsin Electric Power Co.                                                 | CUSIP: 976656CV8<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |  10460000 | PA      | $10367710.79  | 0.08%             | 2029-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                         | World Omni Auto Receivables Trust, Series 2024-A, Class A3                   | CUSIP: 98164RAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8217697 | PA      | $8255809.55   | 0.07%             | 2029-03-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                         | World Omni Auto Receivables Trust, Series 2026-A, Class A2B                  | CUSIP: 98190AAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  16000000 | PA      | $16009292.80  | 0.13%             | 2029-04-16      | Floating      | 3.95%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                              | UBS Group AG                                                                 | CUSIP: 225401AF5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  11373000 | PA      | $11248230.80  | 0.09%             | 2029-01-12      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                              | UBS Group AG                                                                 | CUSIP: 225401BC1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   8865000 | PA      | $8971207.40   | 0.07%             | 2027-12-22      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                               | Swedbank AB                                                                  | CUSIP: 87020PAT4<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |   7285000 | PA      | $7378682.40   | 0.06%             | 2027-09-20      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                              | UBS Group AG                                                                 | CUSIP: 225401AV0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   9217000 | PA      | $9436027.26   | 0.08%             | 2028-08-11      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                      | Mitsubishi UFJ Financial Group, Inc.                                         | CUSIP: 606822CL6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   9590000 | PA      | $9653719.22   | 0.08%             | 2028-07-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                               | Nationwide Building Society                                                  | CUSIP: 63861VAG2<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   9505000 | PA      | $9555402.45   | 0.08%             | 2028-02-16      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                    | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   7921000 | PA      | $7634775.14   | 0.06%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                              | Barclays plc                                                                 | CUSIP: 06738ECJ2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   4055000 | PA      | $4084806.44   | 0.03%             | 2027-09-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                              | Barclays plc                                                                 | CUSIP: 06738ECQ6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   7995000 | PA      | $8050051.57   | 0.06%             | 2028-03-12      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                     | Banque Federative du Credit Mutuel SA                                        | CUSIP: 06675FBC0<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   6705000 | PA      | $6749922.29   | 0.05%             | 2027-01-23      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                        | Credit Agricole SA                                                           | CUSIP: 22535WAL1<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |  16000000 | PA      | $16010554.24  | 0.13%             | 2028-09-11      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                  | Cooperatieve Rabobank UA                                                     | CUSIP: 74977RDN1<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |  21167000 | PA      | $21011831.71  | 0.17%             | 2028-04-06      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                      | CUSIP: 05571AAP0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |  11255000 | PA      | $11330326.11  | 0.09%             | 2027-10-19      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                              | ING Groep NV                                                                 | CUSIP: 456837BQ5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |  10000000 | PA      | $10075286.60  | 0.08%             | 2029-03-25      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                      | Royal Bank of Canada                                                         | CUSIP: 78017FZR7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   3390000 | PA      | $3394338.96   | 0.03%             | 2027-10-18      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | Deutsche Bank AG                                                             | CUSIP: 25160PAN7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    500000 | PA      | $502491.98    | 0.00%             | 2027-07-13      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                   | National Bank of Canada                                                      | CUSIP: 63307A3A1<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   9584000 | PA      | $9603467.98   | 0.08%             | 2027-07-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                  | Lloyds Banking Group plc                                                     | CUSIP: 53944YBC6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   9270000 | PA      | $9352642.79   | 0.07%             | 2028-11-26      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                          | Skandinaviska Enskilda Banken AB                                             | CUSIP: 830505BA0<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |   4860000 | PA      | $4879380.27   | 0.04%             | 2027-03-05      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                  | Svenska Handelsbanken AB                                                     | CUSIP: 86959LAR4<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |   4260000 | PA      | $4269241.43   | 0.03%             | 2027-05-28      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                          | Bank of Montreal                                                             | CUSIP: 06368MJH8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   6747000 | PA      | $6762513.38   | 0.05%             | 2029-01-27      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                       | Societe Generale SA                                                          | CUSIP: 83368RBZ4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   6560000 | PA      | $6608968.17   | 0.05%             | 2027-02-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                     | Westpac Banking Corp.                                                        | CUSIP: 961214FX6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     65000 | PA      | $65061.79     | 0.00%             | 2026-10-20      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                          | ABN AMRO Bank NV                                                             | CUSIP: 00084DBD1<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |  10082000 | PA      | $10153230.54  | 0.08%             | 2028-12-03      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                      | CUSIP: 05583JAC6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   7876000 | PA      | $7769246.41   | 0.06%             | 2027-10-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                       | Societe Generale SA                                                          | CUSIP: 83368RAK8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   9625000 | PA      | $9605477.61   | 0.08%             | 2027-01-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                              | ING Groep NV                                                                 | CUSIP: 456837BP7<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |  27265000 | PA      | $27352571.91  | 0.22%             | 2029-03-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | BNP Paribas SA                                                               | CUSIP: 09659W3B8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |  44985000 | PA      | $45305496.98  | 0.36%             | 2029-05-09      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                  | Svenska Handelsbanken AB                                                     | CUSIP: 86959LAT0<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |  31545000 | PA      | $31686690.99  | 0.25%             | 2028-05-23      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                  | Cooperatieve Rabobank UA                                                     | CUSIP: 21688ABN1<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |  18025000 | PA      | $18075545.16  | 0.14%             | 2027-05-27      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| Siemens Funding BV                                        | Siemens Funding BV                                                           | CUSIP: 82622RAB2<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |  13320000 | PA      | $13366624.40  | 0.11%             | 2028-05-26      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                         | NatWest Group plc                                                            | CUSIP: 639057AU2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |  13505000 | PA      | $13584261.66  | 0.11%             | 2029-05-23      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                          | Skandinaviska Enskilda Banken AB                                             | CUSIP: 830505BC6<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |  36045000 | PA      | $36143062.95  | 0.29%             | 2028-06-02      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                              | National Australia Bank Ltd.                                                 | CUSIP: 632525CL3<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |  27030000 | PA      | $27121313.02  | 0.22%             | 2028-06-13      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-06-01

**Name of Applicant:** Putnam Funds Trust

**Signature:** Monica Krogh

**Name of Signer:** Monica Krogh

**Title:** Assistant Treasurer