# EDGAR Filing Document

**Accession Number:** 0001282693
**File Stem:** 0000894189-26-014924
**Filing Date:** 2026-5
**Character Count:** 198551
**Document Hash:** 2a510c5061a3af7a17fcb0b1b8e0d42e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000894189-26-014924.hdr.sgml**: 20260515

**ACCESSION NUMBER**: 0000894189-26-014924

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260515

**DATE AS OF CHANGE**: 20260515

**PERIOD START**: 20261231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BAIRD FUNDS INC
- **CENTRAL INDEX KEY:** 0001282693

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** WI
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09997
- **FILM NUMBER:** 26983233

**BUSINESS ADDRESS:**
- **STREET 1:** 777 EAST WISCONSIN AVENUE
- **CITY:** MILWAUKEE
- **STATE:** WI
- **ZIP:** 53202
- **BUSINESS PHONE:** 414-765-3500

**MAIL ADDRESS:**
- **STREET 1:** 777 EAST WISCONSIN AVENUE
- **CITY:** MILWAUKEE
- **STATE:** WI
- **ZIP:** 53202

## Series and Classes Contracts Data

### Baird Ultra Short Bond Fund (Series ID: S000043689)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000135467 | Institutional Class | BUBIX           |
| C000135468 | Investor Class      | BUBSX           |

## Nport-Ex

---

| | | |
|:---|:---|:---|
| **Baird Ultra Short Bond Fund** | **Baird Ultra Short Bond Fund** | **Baird Ultra Short Bond Fund** |
| **Schedule of Investments** | **Schedule of Investments** | **Schedule of Investments** |
| **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** |
| **CORPORATE BONDS - 55.2%** | **Par**  | **Value**  |
| **Financials - 21.9%** | **Financials - 21.9%** | **Financials - 21.9%** |
| ABN AMRO Bank NV | ABN AMRO Bank NV | ABN AMRO Bank NV |
| &nbsp;&nbsp; 4.80%, 04/18/2026 <sup>(a)</sup> | $1000000 | $999512 |
| &nbsp;&nbsp; 6.34% to 09/18/2026 then 1 yr. CMT Rate + 1.65%, 09/18/2027 (Callable 09/18/2026) <sup>(a)</sup> | 17625000 | 17774870 |
|  AEGON Funding Co. LLC, 5.50%, 04/16/2027 (Callable 03/16/2027) <sup>(a)</sup> | 17886000 | 18043297 |
|  AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 2.45%, 10/29/2026 (Callable 09/29/2026) | 8650000 | 8554719 |
| Air Lease Corp. | Air Lease Corp. | Air Lease Corp. |
| &nbsp;&nbsp; 3.75%, 06/01/2026 (Callable 05/01/2026) | 22162000 | 22126926 |
| &nbsp;&nbsp; 1.88%, 08/15/2026 (Callable 07/15/2026) | 11523000 | 11405666 |
|  Aircastle Ltd., 4.25%, 06/15/2026 (Callable 05/01/2026) | 20740000 | 20714178 |
| Athene Global Funding | Athene Global Funding | Athene Global Funding |
| &nbsp;&nbsp; 3.21%, 03/08/2027 <sup>(a)</sup> | 18850000 | 18554681 |
| &nbsp;&nbsp; 5.52%, 03/25/2027 <sup>(a)</sup> | 21488000 | 21661962 |
| &nbsp;&nbsp; 5.35%, 07/09/2027 <sup>(a)</sup> | 1340000 | 1347493 |
| Aviation Capital Group LLC | Aviation Capital Group LLC | Aviation Capital Group LLC |
| &nbsp;&nbsp; 1.95%, 09/20/2026 (Callable 08/20/2026) <sup>(a)</sup> | 22123000 | 21859900 |
| &nbsp;&nbsp; 4.75%, 04/14/2027 <sup>(a)</sup> | 7625000 | 7633501 |
| Avolon Holdings Funding Ltd. | Avolon Holdings Funding Ltd. | Avolon Holdings Funding Ltd. |
| &nbsp;&nbsp; 4.38%, 05/01/2026 (Callable 04/17/2026) <sup>(a)</sup> | 2700000 | 2699860 |
| &nbsp;&nbsp; 3.25%, 02/15/2027 (Callable 12/15/2026) <sup>(a)</sup> | 15204000 | 15032277 |
|  Banco Santander SA, 4.18% to 03/24/2027 then 1 yr. CMT Rate + 2.00%, 03/24/2028 (Callable 03/24/2027) | 13635000 | 13574932 |
|  Bank of America Corp., 1.73% to 07/22/2026 then SOFR + 0.96%, 07/22/2027 (Callable 07/22/2026) | 94625000 | 93834446 |
|  Bank of Ireland Group PLC, 2.03% to 09/30/2026 then 1 yr. CMT Rate + 1.10%, 09/30/2027 (Callable 09/30/2026) <sup>(a)</sup> | 70013000 | 69112009 |
| Barclays PLC | Barclays PLC | Barclays PLC |
| &nbsp;&nbsp; 5.83% to 05/09/2026 then SOFR + 2.21%, 05/09/2027 (Callable 05/09/2026) | 45425000 | 45474168 |
| &nbsp;&nbsp; 6.50% to 09/13/2026 then SOFR + 1.88%, 09/13/2027 (Callable 09/13/2026) | 20853000 | 21020940 |
| BNP Paribas SA | BNP Paribas SA | BNP Paribas SA |
| &nbsp;&nbsp; 4.63%, 03/13/2027 <sup>(a)</sup> | 4800000 | 4799382 |
| &nbsp;&nbsp; 2.59% to 01/20/2027 then SOFR + 1.23%, 01/20/2028 (Callable 01/20/2027) <sup>(a)</sup> | 27100000 | 26685360 |
| BPCE SA | BPCE SA | BPCE SA |
| &nbsp;&nbsp; 2.05% to 10/19/2026 then SOFR + 1.09%, 10/19/2027 (Callable 10/19/2026) <sup>(a)</sup> | 6590000 | 6498293 |
| &nbsp;&nbsp; 6.61% to 10/19/2026 then SOFR + 1.98%, 10/19/2027 (Callable 10/19/2026) <sup>(a)</sup> | 10615000 | 10732297 |
|  Brixmor Operating Partnership LP, 3.90%, 03/15/2027 (Callable 12/15/2026) | 9517000 | 9461398 |
| Capital One Financial Corp. | Capital One Financial Corp. | Capital One Financial Corp. |
| &nbsp;&nbsp; 7.15% to 10/29/2026 then SOFR + 2.44%, 10/29/2027 (Callable 10/29/2026) | 36745000 | 37247520 |
| &nbsp;&nbsp; 1.88% to 11/02/2026 then SOFR + 0.86%, 11/02/2027 (Callable 11/02/2026) | 20896000 | 20550707 |
|  Capital One NA, 3.45%, 07/27/2026 (Callable 04/27/2026) | 9832000 | 9800917 |
|  CIG CS2 LLC, 4.90%, 10/01/2026 | 8125000 | 8118260 |
|  CIG CS3 LLC, 4.90%, 10/01/2026 | 17275000 | 17260669 |
|  CIG DS2 LLC, 4.60%, 10/01/2026 | 42650000 | 42624549 |
| Citigroup, Inc. | Citigroup, Inc. | Citigroup, Inc. |
| &nbsp;&nbsp; 3.89% to 01/10/2027 then 3 mo. Term SOFR + 1.82%, 01/10/2028 (Callable 01/10/2027) | 29950000 | 29805622 |
| &nbsp;&nbsp; 3.07% to 02/24/2027 then SOFR + 1.28%, 02/24/2028 (Callable 02/24/2027) | 65030000 | 64246230 |
|  Cooperatieve Rabobank UA, 3.75%, 07/21/2026 | 69656000 | 69503607 |
|  Corebridge Financial, Inc., 3.65%, 04/05/2027 (Callable 03/05/2027) | 64637000 | 64050907 |
|  Danske Bank AS, 4.30% to 04/01/2027 then 1 yr. CMT Rate + 1.75%, 04/01/2028 (Callable 04/01/2027) <sup>(a)</sup> | 18800000 | 18772080 |
| Deutsche Bank AG | Deutsche Bank AG | Deutsche Bank AG |
| &nbsp;&nbsp; 7.15% to 07/13/2026 then SOFR + 2.52%, 07/13/2027 (Callable 07/13/2026) | 4677000 | 4708547 |
| &nbsp;&nbsp; 2.31% to 11/16/2026 then SOFR + 1.22%, 11/16/2027 (Callable 11/16/2026) | 18526000 | 18273392 |
|  Deutsche Bank AG/New York NY, 2.55% to 01/07/2027 then SOFR + 1.32%, 01/07/2028 (Callable 01/07/2027) | 39983000 | 39360968 |
|  Extra Space Storage LP, 3.50%, 07/01/2026 (Callable 04/11/2026) | 41832000 | 41740584 |
|  Fifth Third Bancorp, 4.06% to 04/25/2027 then SOFR + 1.36%, 04/25/2028 (Callable 04/25/2027) | 6419000 | 6383084 |
|  GATX Corp., 3.25%, 09/15/2026 (Callable 06/15/2026) | 5795000 | 5762088 |
| Goldman Sachs Group, Inc. | Goldman Sachs Group, Inc. | Goldman Sachs Group, Inc. |
| &nbsp;&nbsp; 4.39% to 06/15/2026 then SOFR + 1.51%, 06/15/2027 (Callable 06/15/2026) | 49240000 | 49246204 |
| &nbsp;&nbsp; 2.64% to 02/24/2027 then SOFR + 1.11%, 02/24/2028 (Callable 02/24/2027) | 44050000 | 43340186 |
|  Healthcare Realty Holdings LP, 3.50%, 08/01/2026 (Callable 05/01/2026) | 12183000 | 12142129 |
| HSBC Holdings PLC | HSBC Holdings PLC | HSBC Holdings PLC |
| &nbsp;&nbsp; 5.89% to 08/14/2026 then SOFR + 1.57%, 08/14/2027 (Callable 08/14/2026) | 36883000 | 37062865 |
| &nbsp;&nbsp; 4.04% to 03/13/2027 then 3 mo. Term SOFR + 1.81%, 03/13/2028 (Callable 03/13/2027) | 4675000 | 4653310 |
|  Humana, Inc., 3.95%, 03/15/2027 (Callable 12/15/2026) | 6463000 | 6434295 |
|  ING Groep NV, 1.73% to 04/01/2026 then SOFR + 1.01%, 04/01/2027 (Callable 04/01/2026) | 16300000 | 16300000 |
|  Jackson National Life Global Funding, 5.60%, 04/10/2026 <sup>(a)</sup> | 8105000 | 8106849 |
|  Jackson National Life Insurance Co., 8.15%, 03/15/2027 <sup>(a)</sup> | 8810000 | 9050166 |
| Jefferies Financial Group, Inc. | Jefferies Financial Group, Inc. | Jefferies Financial Group, Inc. |
| &nbsp;&nbsp; 4.50%, 09/15/2026 | 19700000 | 19637464 |
| &nbsp;&nbsp; 4.30%, 02/11/2027 (Callable 08/11/2026) | 46850000 | 46833566 |
| JPMorgan Chase & Co. | JPMorgan Chase & Co. | JPMorgan Chase & Co. |
| &nbsp;&nbsp; 2.95% to 02/24/2027 then SOFR + 1.17%, 02/24/2028 (Callable 02/24/2027) | 59346000 | 58599308 |
| &nbsp;&nbsp; 4.32% to 04/26/2027 then SOFR + 1.56%, 04/26/2028 (Callable 04/26/2027) | 35000000 | 34984019 |
|  Kite Realty Group LP, 4.00%, 10/01/2026 (Callable 07/01/2026) | 29983000 | 29898726 |
|  Liberty Mutual Insurance Co., 7.88%, 10/15/2026 <sup>(a)</sup> | 1020000 | 1033566 |
|  Lloyds Banking Group PLC, 5.99% to 08/07/2026 then 1 yr. CMT Rate + 1.48%, 08/07/2027 (Callable 08/07/2026) | 30776000 | 30922891 |
| Macquarie Group Ltd. | Macquarie Group Ltd. | Macquarie Group Ltd. |
| &nbsp;&nbsp; 1.63% to 09/23/2026 then SOFR + 0.91%, 09/23/2027 (Callable 09/23/2026) <sup>(a)</sup> | 18401000 | 18147338 |
| &nbsp;&nbsp; 4.10% to 06/21/2027 then SOFR + 2.13%, 06/21/2028 (Callable 06/21/2027) <sup>(a)</sup> | 18100000 | 17987350 |
|  Morgan Stanley, 2.48% to 01/21/2027 then SOFR + 1.00%, 01/21/2028 (Callable 01/21/2027) | 4762000 | 4687362 |
| Nationwide Building Society | Nationwide Building Society | Nationwide Building Society |
| &nbsp;&nbsp; 4.00%, 09/14/2026 <sup>(a)</sup> | 46248000 | 46122685 |
| &nbsp;&nbsp; 6.56% to 10/18/2026 then SOFR + 1.91%, 10/18/2027 (Callable 10/18/2026) <sup>(a)</sup> | 9225000 | 9328853 |
| &nbsp;&nbsp; 2.97% to 02/16/2027 then SOFR + 1.29%, 02/16/2028 (Callable 02/16/2027) <sup>(a)</sup> | 12831000 | 12653230 |
| NatWest Group PLC | NatWest Group PLC | NatWest Group PLC |
| &nbsp;&nbsp; 4.80%, 04/05/2026 | 61375000 | 61372392 |
| &nbsp;&nbsp; 1.64% to 06/14/2026 then 1 yr. CMT Rate + 0.90%, 06/14/2027 (Callable 06/14/2026) | 8475000 | 8423497 |
|  Old Republic International Corp., 3.88%, 08/26/2026 (Callable 07/26/2026) | 43316000 | 43264321 |
|  Reliance Standard Life Global Funding II, 2.75%, 01/21/2027 <sup>(a)</sup> | 5540000 | 5462376 |
|  Rocket Mortgage LLC / Rocket Mortgage Co.-Issuer, Inc., 2.88%, 10/15/2026 (Callable 05/01/2026) <sup>(a)</sup> | 29898000 | 29574578 |
| Santander UK Group Holdings PLC | Santander UK Group Holdings PLC | Santander UK Group Holdings PLC |
| &nbsp;&nbsp; 1.67% to 06/14/2026 then SOFR + 0.99%, 06/14/2027 (Callable 06/14/2026) | 12722000 | 12643806 |
| &nbsp;&nbsp; 2.47% to 01/11/2027 then SOFR + 1.22%, 01/11/2028 (Callable 01/11/2027) | 17880000 | 17585858 |
|  SMBC Aviation Capital Finance DAC, 1.90%, 10/15/2026 (Callable 09/15/2026) <sup>(a)</sup> | 7296000 | 7193581 |
| Societe Generale SA | Societe Generale SA | Societe Generale SA |
| &nbsp;&nbsp; 1.79% to 06/09/2026 then 1 yr. CMT Rate + 1.00%, 06/09/2027 (Callable 06/09/2026) <sup>(a)</sup> | 18925000 | 18825112 |
| &nbsp;&nbsp; 2.80% to 01/19/2027 then 1 yr. CMT Rate + 1.30%, 01/19/2028 (Callable 01/19/2027) <sup>(a)</sup> | 32071000 | 31611802 |
| &nbsp;&nbsp; 5.52% to 01/19/2027 then 1 yr. CMT Rate + 1.50%, 01/19/2028 (Callable 01/19/2027) <sup>(a)</sup> | 16842000 | 16954117 |
| Standard Chartered PLC | Standard Chartered PLC | Standard Chartered PLC |
| &nbsp;&nbsp; 6.19% to 07/06/2026 then 1 yr. CMT Rate + 1.85%, 07/06/2027 (Callable 07/06/2026) <sup>(a)</sup> | 37904000 | 38056343 |
| &nbsp;&nbsp; 2.61% to 01/12/2027 then 1 yr. CMT Rate + 1.18%, 01/12/2028 (Callable 01/12/2027) <sup>(a)</sup> | 5200000 | 5122790 |
| &nbsp;&nbsp; 5.69% to 05/14/2027 then 1 yr. CMT Rate + 1.05%, 05/14/2028 (Callable 05/14/2027) <sup>(a)</sup> | 5276000 | 5338402 |
|  Synchrony Financial, 3.70%, 08/04/2026 (Callable 05/04/2026) | 19007000 | 18951059 |
|  Tanger Properties LP, 3.13%, 09/01/2026 (Callable 06/01/2026) | 37180000 | 36964642 |
|  Truist Financial Corp., 6.05% (SOFR + 2.05%), 06/08/2027 (Callable 06/08/2026) | 28013000 | 28083568 |
|  UBS Group AG, 4.70% to 08/05/2026 then 1 yr. CMT Rate + 2.05%, 08/05/2027 (Callable 08/05/2026) <sup>(a)</sup> | 13989000 | 13992785 |
|  Voya Financial, Inc., 3.65%, 06/15/2026 | 23391000 | 23346874 |
| Wells Fargo & Co. | Wells Fargo & Co. | Wells Fargo & Co. |
| &nbsp;&nbsp; 3.20% to 06/17/2026 then 3 mo. Term SOFR + 1.43%, 06/17/2027 (Callable 06/17/2026) | 6352000 | 6333933 |
| &nbsp;&nbsp; 3.53% to 03/24/2027 then SOFR + 1.51%, 03/24/2028 (Callable 03/24/2027) | 36447000 | 36146327 |
| &nbsp;&nbsp; 5.71% to 04/22/2027 then SOFR + 1.07%, 04/22/2028 (Callable 04/22/2027) | 42767000 | 43318670 |
|  WP Carey, Inc., 4.25%, 10/01/2026 (Callable 07/01/2026) | 18333000 | 18324522 |
|  |  | 2031875515 |
| **Industrials - 30.7% <sup>(b)</sup>** | **Industrials - 30.7% <sup>(b)</sup>** | **Industrials - 30.7% <sup>(b)</sup>** |
|  AGCO Corp., 5.45%, 03/21/2027 (Callable 02/21/2027) | 56581000 | 56966421 |
|  Allegiance Corp., 7.00%, 10/15/2026 | 4925000 | 4983545 |
|  Amcor Finance USA, Inc., 3.63%, 04/28/2026 (Callable 04/01/2026) | 5085000 | 5082085 |
|  Amcor Flexibles North America, Inc., 3.10%, 09/15/2026 (Callable 06/15/2026) | 3645000 | 3625678 |
|  Amrize Finance US LLC, 3.50%, 09/22/2026 (Callable 06/22/2026) | 6987000 | 6924454 |
|  Apache Corp., 7.95%, 04/15/2026 | 2000000 | 2002051 |
|  Ashtead Capital, Inc., 1.50%, 08/12/2026 (Callable 07/12/2026) <sup>(a)</sup> | 31264000 | 30909640 |
|  AT&T, Inc., 2.30%, 06/01/2027 (Callable 04/01/2027) | 9550000 | 9335080 |
|  Avnet, Inc., 4.63%, 04/15/2026 (Callable 04/01/2026) | 39998000 | 39992575 |
| Baxter International, Inc. | Baxter International, Inc. | Baxter International, Inc. |
| &nbsp;&nbsp; 2.60%, 08/15/2026 (Callable 05/15/2026) | 7291000 | 7236537 |
| &nbsp;&nbsp; 1.92%, 02/01/2027 (Callable 01/01/2027) | 64018000 | 62504060 |
|  Bayer US Finance LLC, 6.13%, 11/21/2026 (Callable 10/21/2026) <sup>(a)</sup> | 7345000 | 7411815 |
|  Berry Global, Inc., 4.88%, 07/15/2026 (Callable 04/15/2026) <sup>(a)</sup> | 1142000 | 1142120 |
| Boeing Co. | Boeing Co. | Boeing Co. |
| &nbsp;&nbsp; 2.25%, 06/15/2026 (Callable 05/01/2026) | 12825000 | 12764330 |
| &nbsp;&nbsp; 6.26%, 05/01/2027 (Callable 04/01/2027) | 49850000 | 50710656 |
|  Broadridge Financial Solutions, Inc., 3.40%, 06/27/2026 (Callable 05/01/2026) | 35258000 | 35171103 |
|  Bunge Ltd. Finance Corp., 2.00%, 04/21/2026 (Callable 04/16/2026) | 2500000 | 2496400 |
|  Campbell's Co., 5.20%, 03/19/2027 | 5090000 | 5117366 |
|  CCL Industries, Inc., 3.25%, 10/01/2026 (Callable 07/01/2026) <sup>(a)</sup> | 11187000 | 11113974 |
|  CDW LLC / CDW Finance Corp., 2.67%, 12/01/2026 (Callable 11/01/2026) | 51256000 | 50658191 |
|  CNH Industrial Capital LLC, 1.45%, 07/15/2026 (Callable 06/15/2026) | 63399000 | 62824786 |
|  Colorado Interstate Gas Co. LLC / Colorado Interstate Issuing Corp., 4.15%, 08/15/2026 (Callable 05/15/2026) <sup>(a)</sup> | 25755000 | 25710435 |
|  Columbia Pipelines Holding Co. LLC, 6.06%, 08/15/2026 (Callable 07/15/2026) <sup>(a)</sup> | 19599000 | 19688002 |
|  Conagra Brands, Inc., 5.30%, 10/01/2026 | 19603000 | 19692181 |
|  Concentrix Corp., 6.65%, 08/02/2026 (Callable 07/02/2026) | 17236000 | 17311901 |
|  Cox Communications, Inc., 3.35%, 09/15/2026 (Callable 06/15/2026) <sup>(a)</sup> | 13284000 | 13222613 |
| Crown Castle, Inc. | Crown Castle, Inc. | Crown Castle, Inc. |
| &nbsp;&nbsp; 1.05%, 07/15/2026 (Callable 06/15/2026) | 41362000 | 40965467 |
| &nbsp;&nbsp; 4.00%, 03/01/2027 (Callable 12/01/2026) | 7001000 | 6969693 |
|  CVS Health Corp., 2.88%, 06/01/2026 (Callable 04/16/2026) | 18591000 | 18543609 |
|  Dell International LLC / EMC Corp., 4.90%, 10/01/2026 (Callable 08/01/2026) | 4863000 | 4869756 |
|  DXC Technology Co., 1.80%, 09/15/2026 (Callable 08/15/2026) | 56951000 | 56245896 |
| Element Fleet Management Corp. | Element Fleet Management Corp. | Element Fleet Management Corp. |
| &nbsp;&nbsp; 6.27%, 06/26/2026 (Callable 05/26/2026) <sup>(a)</sup> | 6342000 | 6358520 |
| &nbsp;&nbsp; 5.64%, 03/13/2027 (Callable 02/13/2027) <sup>(a)</sup> | 18979000 | 19135567 |
| Enbridge, Inc. | Enbridge, Inc. | Enbridge, Inc. |
| &nbsp;&nbsp; 4.25%, 12/01/2026 (Callable 09/01/2026) | 22650000 | 22639027 |
| &nbsp;&nbsp; 5.25%, 04/05/2027 (Callable 03/05/2027) | 14585000 | 14706835 |
|  Energy Transfer LP, 4.20%, 04/15/2027 (Callable 01/15/2027) | 8109000 | 8091500 |
|  EQT Corp., 3.13%, 05/15/2026 (Callable 05/01/2026) <sup>(a)</sup> | 21593000 | 21549556 |
|  Equinix, Inc., 2.90%, 11/18/2026 (Callable 09/18/2026) | 23012000 | 22802436 |
|  FactSet Research Systems, Inc., 2.90%, 03/01/2027 (Callable 02/01/2027) | 2656000 | 2610709 |
|  Ferguson Finance PLC, 4.25%, 04/20/2027 (Callable 03/20/2027) <sup>(a)</sup> | 2968000 | 2963076 |
| Fiserv, Inc. | Fiserv, Inc. | Fiserv, Inc. |
| &nbsp;&nbsp; 3.20%, 07/01/2026 (Callable 05/01/2026) | 2375000 | 2367834 |
| &nbsp;&nbsp; 5.15%, 03/15/2027 (Callable 02/15/2027) | 18540000 | 18629478 |
| &nbsp;&nbsp; 2.25%, 06/01/2027 (Callable 04/01/2027) | 49920000 | 48582338 |
|  Flowers Foods, Inc., 3.50%, 10/01/2026 (Callable 07/01/2026) | 4925000 | 4896893 |
| Ford Motor Credit Co. LLC | Ford Motor Credit Co. LLC | Ford Motor Credit Co. LLC |
| &nbsp;&nbsp; 6.95%, 06/10/2026 (Callable 05/10/2026) | 21897000 | 21948554 |
| &nbsp;&nbsp; 4.54%, 08/01/2026 (Callable 06/01/2026) | 14173000 | 14153154 |
| &nbsp;&nbsp; 5.13%, 11/05/2026 | 4500000 | 4509298 |
| &nbsp;&nbsp; 5.80%, 03/05/2027 (Callable 02/05/2027) | 9078000 | 9128065 |
| &nbsp;&nbsp; 5.85%, 05/17/2027 (Callable 04/17/2027) | 15019000 | 15129641 |
| &nbsp;&nbsp; 4.95%, 05/28/2027 (Callable 04/28/2027) | 3828000 | 3826847 |
|  Fresenius Medical Care US Finance III, Inc., 1.88%, 12/01/2026 (Callable 11/01/2026) <sup>(a)</sup> | 7120000 | 6982085 |
| Frontier California, Inc. | Frontier California, Inc. | Frontier California, Inc. |
| &nbsp;&nbsp; 6.75%, 05/15/2027 | 12143000 | 12385860 |
| &nbsp;&nbsp; 6.75%, 05/15/2027 | 2560000 | 2607712 |
| General Motors Financial Co., Inc. | General Motors Financial Co., Inc. | General Motors Financial Co., Inc. |
| &nbsp;&nbsp; 5.40%, 04/06/2026 | 14675000 | 14676370 |
| &nbsp;&nbsp; 1.50%, 06/10/2026 (Callable 05/10/2026) | 26261000 | 26107853 |
| &nbsp;&nbsp; 4.00%, 10/06/2026 (Callable 07/06/2026) | 2277000 | 2271517 |
| &nbsp;&nbsp; 4.35%, 01/17/2027 (Callable 10/17/2026) | 10450000 | 10434779 |
| &nbsp;&nbsp; 2.35%, 02/26/2027 (Callable 01/26/2027) | 7175000 | 7037543 |
|  Genpact Luxembourg SARL/Genpact USA, Inc., 1.75%, 04/10/2026 | 39834000 | 39787397 |
| Glencore Funding LLC | Glencore Funding LLC | Glencore Funding LLC |
| &nbsp;&nbsp; 1.63%, 04/27/2026 (Callable 04/01/2026) <sup>(a)</sup> | 43450000 | 43359332 |
| &nbsp;&nbsp; 5.34%, 04/04/2027 <sup>(a)</sup> | 25925000 | 26132111 |
| Global Payments, Inc. | Global Payments, Inc. | Global Payments, Inc. |
| &nbsp;&nbsp; 4.80%, 04/01/2026 | 16511000 | 16511000 |
| &nbsp;&nbsp; 2.15%, 01/15/2027 (Callable 12/15/2026) | 14463000 | 14200357 |
|  Graphic Packaging International LLC, 1.51%, 04/15/2026 <sup>(a)</sup> | 23336000 | 23302398 |
|  GXO Logistics, Inc., 1.65%, 07/15/2026 (Callable 06/15/2026) | 72258000 | 71610401 |
| HCA, Inc. | HCA, Inc. | HCA, Inc. |
| &nbsp;&nbsp; 0.00%, 05/14/2026 <sup>(a)(c)</sup> | 25575000 | 25437588 |
| &nbsp;&nbsp; 5.25%, 06/15/2026 (Callable 05/01/2026) | 44076000 | 44101471 |
|  Hewlett Packard Enterprise Co., 1.75%, 04/01/2026 | 20339000 | 20339000 |
|  Hexcel Corp., 4.20%, 02/15/2027 (Callable 11/15/2026) <sup>(d)</sup> | 24958000 | 24875237 |
| Hyundai Capital America | Hyundai Capital America | Hyundai Capital America |
| &nbsp;&nbsp; 1.50%, 06/15/2026 (Callable 05/15/2026) <sup>(a)</sup> | 26887000 | 26724429 |
| &nbsp;&nbsp; 5.65%, 06/26/2026 <sup>(a)</sup> | 4000000 | 4010798 |
| &nbsp;&nbsp; 1.65%, 09/17/2026 (Callable 08/17/2026) <sup>(a)</sup> | 1148000 | 1133223 |
| &nbsp;&nbsp; 5.95%, 09/21/2026 <sup>(a)</sup> | 13060000 | 13140180 |
| &nbsp;&nbsp; 2.75%, 09/27/2026 <sup>(a)</sup> | 2823000 | 2801563 |
| &nbsp;&nbsp; 5.25%, 01/08/2027 <sup>(a)</sup> | 4708000 | 4734216 |
| &nbsp;&nbsp; 4.85%, 03/25/2027 <sup>(a)</sup> | 7381000 | 7405668 |
|  Illumina, Inc., 4.65%, 09/09/2026 | 2833000 | 2833348 |
|  Jabil, Inc., 1.70%, 04/15/2026 (Callable 04/11/2026) | 17507000 | 17484566 |
|  Keurig Dr Pepper, Inc., 5.10%, 03/15/2027 (Callable 02/15/2027) | 29635000 | 29749889 |
|  Kyndryl Holdings, Inc., 2.05%, 10/15/2026 (Callable 09/15/2026) | 70413000 | 69270215 |
|  Lennar Corp., 5.00%, 06/15/2027 (Callable 12/15/2026) | 6391000 | 6405423 |
|  LYB Finance Co. BV, 8.10%, 03/15/2027 <sup>(a)</sup> | 30280000 | 31301922 |
|  LYB International Finance II BV, 3.50%, 03/02/2027 (Callable 12/02/2026) | 7925000 | 7847211 |
|  Northwest Pipeline LLC, 4.00%, 04/01/2027 (Callable 01/01/2027) | 36443000 | 36307559 |
|  ONEOK, Inc., 4.85%, 07/15/2026 (Callable 04/15/2026) | 50360000 | 50371921 |
|  Oracle Corp., 2.65%, 07/15/2026 (Callable 05/01/2026) | 70213000 | 69830798 |
|  Paramount Global, 2.90%, 01/15/2027 (Callable 10/15/2026) | 38110000 | 37463212 |
| Penske Truck Leasing Co. Lp / PTL Finance Corp. | Penske Truck Leasing Co. Lp / PTL Finance Corp. | Penske Truck Leasing Co. Lp / PTL Finance Corp. |
| &nbsp;&nbsp; 5.75%, 05/24/2026 (Callable 05/01/2026) <sup>(a)</sup> | 8115000 | 8120994 |
| &nbsp;&nbsp; 1.70%, 06/15/2026 (Callable 05/15/2026) <sup>(a)</sup> | 8433000 | 8385674 |
| &nbsp;&nbsp; 4.20%, 04/01/2027 (Callable 01/01/2027) <sup>(a)</sup> | 2410000 | 2403183 |
|  Plains All American Pipeline LP / PAA Finance Corp., 4.50%, 12/15/2026 (Callable 09/15/2026) | 3070000 | 3071336 |
|  POSCO, 4.88%, 01/23/2027 <sup>(a)</sup> | 33223000 | 33305714 |
|  PRA Health Sciences, Inc., 2.88%, 07/15/2026 (Callable 05/01/2026) <sup>(a)</sup> | 38131000 | 37825218 |
|  Renesas Electronics Corp., 2.17%, 11/25/2026 (Callable 10/25/2026) <sup>(a)</sup> | 16995000 | 16731753 |
|  Rogers Communications, Inc., 3.20%, 03/15/2027 (Callable 02/15/2027) | 6850000 | 6765386 |
|  Royal Caribbean Cruises Ltd., 5.38%, 07/15/2027 (Callable 10/15/2026) <sup>(a)</sup> | 2464000 | 2473306 |
|  SBA Communications Corp., 3.88%, 02/15/2027 (Callable 04/11/2026) | 72184000 | 71449549 |
|  Sealed Air Corp., 1.57%, 10/15/2026 (Callable 09/15/2026) <sup>(a)</sup> | 9327000 | 9308371 |
|  Solventum Corp., 5.45%, 02/25/2027 (Callable 01/25/2027) | 23040000 | 23215425 |
| Sonoco Products Co. | Sonoco Products Co. | Sonoco Products Co. |
| &nbsp;&nbsp; 4.45%, 09/01/2026 | 41429000 | 41452382 |
| &nbsp;&nbsp; 2.25%, 02/01/2027 (Callable 01/01/2027) | 23477000 | 23082735 |
|  Stellantis Finance US, Inc., 1.71%, 01/29/2027 (Callable 12/29/2026) <sup>(a)</sup> | 30168000 | 29421889 |
|  TC PipeLines LP, 3.90%, 05/25/2027 (Callable 02/25/2027) | 14053000 | 13949612 |
|  TD SYNNEX Corp., 1.75%, 08/09/2026 (Callable 07/09/2026) | 72427000 | 71701657 |
|  Teledyne Technologies, Inc., 1.60%, 04/01/2026 | 6495000 | 6495000 |
|  Telefonica Emisiones SA, 4.10%, 03/08/2027 | 11810000 | 11760868 |
| TELUS Corp. | TELUS Corp. | TELUS Corp. |
| &nbsp;&nbsp; 0.00%, 07/16/2026 <sup>(a)(c)</sup> | 42600000 | 42058247 |
| &nbsp;&nbsp; 2.80%, 02/16/2027 (Callable 11/16/2026) | 11366000 | 11211396 |
|  Toll Brothers Finance Corp., 4.88%, 03/15/2027 (Callable 12/15/2026) | 8034000 | 8047360 |
|  Triton Container International Ltd., 2.05%, 04/15/2026 (Callable 04/01/2026) <sup>(a)</sup> | 42140000 | 42094930 |
|  Tyson Foods, Inc., 3.55%, 06/02/2027 (Callable 03/02/2027) | 15717000 | 15570151 |
|  Universal Health Services, Inc., 1.65%, 09/01/2026 (Callable 08/01/2026) | 46879000 | 46318838 |
|  Utah Acquisition Sub, Inc., 3.95%, 06/15/2026 (Callable 05/01/2026) | 70652000 | 70517395 |
|  Var Energi ASA, 5.00%, 05/18/2027 (Callable 04/18/2027) <sup>(a)</sup> | 809000 | 812600 |
| VICI Properties LP / VICI Note Co., Inc. | VICI Properties LP / VICI Note Co., Inc. | VICI Properties LP / VICI Note Co., Inc. |
| &nbsp;&nbsp; 4.50%, 09/01/2026 (Callable 06/01/2026) <sup>(a)</sup> | 10263000 | 10251003 |
| &nbsp;&nbsp; 4.25%, 12/01/2026 (Callable 04/11/2026) <sup>(a)</sup> | 55927000 | 55774149 |
| &nbsp;&nbsp; 5.75%, 02/01/2027 (Callable 11/01/2026) <sup>(a)</sup> | 1000000 | 1005755 |
| &nbsp;&nbsp; 3.75%, 02/15/2027 (Callable 05/01/2026) <sup>(a)</sup> | 2075000 | 2059200 |
|  VMware LLC, 1.40%, 08/15/2026 (Callable 07/15/2026) | 22311000 | 22076308 |
| Volkswagen Group of America Finance LLC | Volkswagen Group of America Finance LLC | Volkswagen Group of America Finance LLC |
| &nbsp;&nbsp; 4.90%, 08/14/2026 <sup>(a)</sup> | 2655000 | 2658963 |
| &nbsp;&nbsp; 5.70%, 09/12/2026 <sup>(a)</sup> | 38187000 | 38389012 |
| &nbsp;&nbsp; 3.20%, 09/26/2026 <sup>(a)</sup> | 21516000 | 21383866 |
| &nbsp;&nbsp; 6.00%, 11/16/2026 <sup>(a)</sup> | 6525000 | 6586585 |
|  Vontier Corp., 1.80%, 04/01/2026 | 68581000 | 68581000 |
|  Weir Group PLC, 2.20%, 05/13/2026 (Callable 05/01/2026) <sup>(a)</sup> | 40324000 | 40186264 |
|  Western Midstream Operating LP, 4.65%, 07/01/2026 (Callable 04/01/2026) | 35399000 | 35399000 |
|  Westinghouse Air Brake Technologies Corp., 3.45%, 11/15/2026 (Callable 08/15/2026) | 19000000 | 18891338 |
|  Wipro IT Services LLC, 1.50%, 06/23/2026 (Callable 05/23/2026) <sup>(a)</sup> | 5720000 | 5681873 |
|  Woodside Finance Ltd., 3.70%, 09/15/2026 (Callable 06/15/2026) <sup>(a)</sup> | 18788000 | 18719086 |
|  Yara International ASA, 3.80%, 06/06/2026 (Callable 05/01/2026) <sup>(a)</sup> | 27411000 | 27349952 |
|  |  | 2839742223 |
| **Utilities - 2.6%** | **Utilities - 2.6%** | **Utilities - 2.6%** |
|  Algonquin Power & Utilities Corp., 5.37%, 06/15/2026 <sup>(d)</sup> | 67045000 | 67100268 |
|  Black Hills Corp., 3.15%, 01/15/2027 (Callable 07/15/2026) | 5094000 | 5052460 |
|  Cleco Corporate Holdings LLC, 3.74%, 05/01/2026 (Callable 04/01/2026) <sup>(d)</sup> | 4565000 | 4561667 |
|  CMS Energy Corp., 3.00%, 05/15/2026 (Callable 04/11/2026) | 10092000 | 10076980 |
|  Duke Energy Corp., 2.65%, 09/01/2026 (Callable 06/01/2026) | 10897000 | 10820634 |
|  Emera US Finance LP, 3.55%, 06/15/2026 (Callable 05/01/2026) | 16418000 | 16380265 |
|  Eversource Energy, 4.75%, 05/15/2026 | 14239000 | 14246652 |
|  Fells Point Funding Trust, 3.05%, 01/31/2027 (Callable 12/31/2026) <sup>(a)</sup> | 31104000 | 30753513 |
|  FirstEnergy Corp., 3.90%, 07/15/2027 (Callable 04/15/2027) | 17188000 | 17048032 |
|  Fortis, Inc., 3.06%, 10/04/2026 (Callable 07/04/2026) | 5186000 | 5149684 |
|  ITC Holdings Corp., 3.25%, 06/30/2026 (Callable 05/01/2026) | 31904000 | 31814551 |
|  KeySpan Gas East Corp., 2.74%, 08/15/2026 (Callable 05/15/2026) <sup>(a)</sup> | 16182000 | 16069361 |
|  New York State Electric & Gas Corp., 3.25%, 12/01/2026 (Callable 09/01/2026) <sup>(a)</sup> | 2125000 | 2109240 |
| Vistra Operations Co. LLC | Vistra Operations Co. LLC | Vistra Operations Co. LLC |
| &nbsp;&nbsp; 3.70%, 01/30/2027 (Callable 11/30/2026) <sup>(a)</sup> | 1511000 | 1497174 |
| &nbsp;&nbsp; 5.00%, 07/31/2027 (Callable 04/11/2026) <sup>(a)</sup> | 4745000 | 4728256 |
|  |  | 237408737 |
| **TOTAL CORPORATE BONDS** (Cost $5,111,657,522) | **TOTAL CORPORATE BONDS** (Cost $5,111,657,522) | 5109026475 |
| **U.S. TREASURY SECURITIES - 22.5%** | **Par**  | **Value**  |
| United States Treasury Note/Bond | United States Treasury Note/Bond | United States Treasury Note/Bond |
| &nbsp;&nbsp; 4.88%, 05/31/2026 | 215000000 | 215354415 |
| &nbsp;&nbsp; 4.63%, 06/30/2026 | 150000000 | 150323437 |
| &nbsp;&nbsp; 3.75%, 08/31/2026 | 340000000 | 339946345 |
| &nbsp;&nbsp; 4.13%, 10/31/2026 | 365000000 | 365641601 |
| &nbsp;&nbsp; 4.25%, 11/30/2026 | 275000000 | 275915772 |
| &nbsp;&nbsp; 4.25%, 12/31/2026 | 145000000 | 145508632 |
| &nbsp;&nbsp; 4.13%, 01/31/2027 | 140000000 | 140432032 |
| &nbsp;&nbsp; 4.13%, 02/28/2027 | 170000000 | 170555155 |
| &nbsp;&nbsp; 3.75%, 04/30/2027 | 280000000 | 279952450 |
| **TOTAL U.S. TREASURY SECURITIES** (Cost $2,084,723,554) | **TOTAL U.S. TREASURY SECURITIES** (Cost $2,084,723,554) | 2083629839 |
| **ASSET-BACKED SECURITIES - 10.7%** | **Par**  | **Value**  |
| Ally Bank Auto Credit-Linked Notes | Ally Bank Auto Credit-Linked Notes | Ally Bank Auto Credit-Linked Notes |
| &nbsp;&nbsp; Series 2024-A, Class A2, 5.68%, 05/17/2032 (Callable 01/15/2028) <sup>(a)</sup> | 3659114 | 3712112 |
| &nbsp;&nbsp; Series 2024-B, Class A2, 4.97%, 09/15/2032 (Callable 06/15/2028) <sup>(a)</sup> | 14924352 | 15022517 |
| &nbsp;&nbsp; Series 2025-A, Class A2, 4.45%, 06/15/2033 (Callable 10/15/2028) <sup>(a)</sup> | 14768777 | 14791422 |
| &nbsp;&nbsp; Series 2025-B, Class A2, 4.31%, 09/15/2033 (Callable 10/15/2028) <sup>(a)</sup> | 5417470 | 5419272 |
|  AutoNation Finance Trust, Series 2026-1A, Class A2, 3.95%, 01/11/2029 (Callable 01/11/2029) <sup>(a)</sup> | 15194000 | 15180632 |
|  BA Credit Card Trust, Series 2023-A1, Class A1, 4.79%, 05/15/2028 | 26593000 | 26617077 |
|  Barclays Dryrock Funding LLC, Series 2023-1, Class A, 4.72%, 02/15/2029 | 36805000 | 36812247 |
|  Capital One Financial Corp., Series 2023-A1, Class A, 4.42%, 05/15/2028 | 26466000 | 26476115 |
| CarMax Auto Owner Trust | CarMax Auto Owner Trust | CarMax Auto Owner Trust |
| &nbsp;&nbsp; Series 2023-1, Class A3, 4.75%, 10/15/2027 (Callable 03/15/2027) | 6590539 | 6596964 |
| &nbsp;&nbsp; Series 2024-3, Class A2A, 5.21%, 09/15/2027 (Callable 09/15/2027) | 1191929 | 1192360 |
| Chase Auto Owner Trust | Chase Auto Owner Trust | Chase Auto Owner Trust |
| &nbsp;&nbsp; Series 2023-AA, Class A3, 5.68%, 01/25/2029 (Callable 05/25/2028) <sup>(a)</sup> | 7402468 | 7465736 |
| &nbsp;&nbsp; Series 2025-1A, Class A2, 4.40%, 07/25/2028 (Callable 07/25/2028) <sup>(a)</sup> | 11525880 | 11542084 |
|  Dell Equipment Finance Trust, Series 2024-2, Class A2, 4.69%, 08/22/2030 (Callable 06/22/2027) <sup>(a)</sup> | 2132408 | 2134627 |
| DLLAD LLC | DLLAD LLC | DLLAD LLC |
| &nbsp;&nbsp; Series 2024-1A, Class A2, 5.50%, 08/20/2027 (Callable 08/20/2027) <sup>(a)</sup> | 1715959 | 1720569 |
| &nbsp;&nbsp; Series 2025-1A, Class A2, 4.46%, 11/20/2028 (Callable 11/20/2028) <sup>(a)</sup> | 9575000 | 9605112 |
|  DLLMT LLC, Series 2026-1A, Class A2, 4.03%, 07/20/2028 (Callable 07/20/2028) <sup>(a)</sup> | 4500000 | 4495550 |
| First National Master Note Trust | First National Master Note Trust | First National Master Note Trust |
| &nbsp;&nbsp; Series 2023-1, Class A, 5.13%, 04/15/2029 | 14009000 | 14013627 |
| &nbsp;&nbsp; Series 2023-2, Class A, 5.77%, 09/15/2029 | 67217000 | 67720939 |
| Ford Credit Auto Owner Trust | Ford Credit Auto Owner Trust | Ford Credit Auto Owner Trust |
| &nbsp;&nbsp; Series 2021-1, Class A, 1.37%, 10/17/2033 (Callable 04/15/2026) <sup>(a)</sup> | 64783000 | 64709445 |
| &nbsp;&nbsp; Series 2021-2, Class A, 1.53%, 05/15/2034 (Callable 11/15/2026) <sup>(a)</sup> | 13738000 | 13523451 |
|  Ford Credit Floorplan LLC, Series 2023-1, Class A1, 4.92%, 05/15/2028 <sup>(a)</sup> | 71656000 | 71743922 |
| General Motors Co. | General Motors Co. | General Motors Co. |
| &nbsp;&nbsp; Series 2023-1, Class A1, 5.34%, 06/15/2028 <sup>(a)</sup> | 56374000 | 56535444 |
| &nbsp;&nbsp; Series 2024-1A, Class A1, 5.13%, 03/15/2029 <sup>(a)</sup> | 27030000 | 27266342 |
|  GM Financial Revolving Receivables Trust, Series 2021-1, Class A, 1.17%, 06/12/2034 (Callable 09/11/2026) <sup>(a)</sup> | 9250000 | 9125493 |
| GreatAmerica Leasing Receivables | GreatAmerica Leasing Receivables | GreatAmerica Leasing Receivables |
| &nbsp;&nbsp; Series 2024-1, Class A3, 4.98%, 01/18/2028 (Callable 01/18/2028) <sup>(a)</sup> | 11214843 | 11272896 |
| &nbsp;&nbsp; Series 2024-2, Class A2, 5.28%, 03/15/2027 (Callable 03/15/2027) <sup>(a)</sup> | 3922428 | 3931895 |
|  Honda Auto Receivables Owner Trust, Series 2023-4, Class A3, 5.67%, 06/21/2028 (Callable 03/21/2027) | 2547307 | 2569446 |
|  Huntington Bank Auto Credit-Linked Notes Series 2024-1, Series 2024-1, Class B1, 6.15%, 05/20/2032 (Callable 11/20/2027) <sup>(a)</sup> | 2641638 | 2679086 |
| Hyundai Auto Receivables Trust | Hyundai Auto Receivables Trust | Hyundai Auto Receivables Trust |
| &nbsp;&nbsp; Series 2023-C, Class A3, 5.54%, 10/16/2028 (Callable 01/15/2028) | 15249253 | 15361676 |
| &nbsp;&nbsp; Series 2024-B, Class A2A, 5.15%, 06/15/2027 (Callable 06/15/2027) | 640917 | 641142 |
| IPFS Corp. | IPFS Corp. | IPFS Corp. |
| &nbsp;&nbsp; Series 2023-B, Class A, 5.27%, 05/15/2028 <sup>(a)</sup> | 5637000 | 5644489 |
| &nbsp;&nbsp; Series 2023-C, Class A, 5.52%, 10/15/2028 <sup>(a)</sup> | 25741000 | 25922266 |
| &nbsp;&nbsp; Series 2024-B, Class A, 4.95%, 02/15/2029 <sup>(a)</sup> | 31842000 | 32033469 |
| &nbsp;&nbsp; Series 2024-D, Class A, 5.34%, 04/15/2029 <sup>(a)</sup> | 11108000 | 11230368 |
|  M&T Equipment Notes, Series 2024-1A, Class A2, 4.99%, 08/18/2031 (Callable 07/16/2028) <sup>(a)</sup> | 6082063 | 6093744 |
|  Mercedes-Benz Auto Receivables Trust, Series 2024-1, Class A3, 4.80%, 04/16/2029 (Callable 03/15/2028) | 28663752 | 28793634 |
|  Nissan Auto Receivables 2025-A Owner Trust, Series 2025-A, Class A2A, 4.50%, 02/15/2028 (Callable 02/15/2028) | 17414139 | 17447762 |
|  Nissan Master Owner Trust Receivables, Series 2024-B, Class A, 5.05%, 02/15/2029 <sup>(a)</sup> | 72935000 | 73435021 |
|  PHH Arval, Series 2023-2A, Class A1, 6.16%, 10/15/2035 (Callable 10/15/2026) <sup>(a)</sup> | 4892404 | 4924101 |
| SFS Auto Receivables Securitization Trust | SFS Auto Receivables Securitization Trust | SFS Auto Receivables Securitization Trust |
| &nbsp;&nbsp; Series 2024-3A, Class A2, 4.71%, 05/22/2028 (Callable 05/22/2028) <sup>(a)</sup> | 40714 | 40723 |
| &nbsp;&nbsp; Series 2025-3A, Class A2, 4.11%, 03/20/2029 (Callable 03/20/2029) <sup>(a)</sup> | 38037890 | 38037087 |
| SoFi Consumer Loan Program Trust | SoFi Consumer Loan Program Trust | SoFi Consumer Loan Program Trust |
| &nbsp;&nbsp; Series 2025-1, Class A, 4.80%, 02/27/2034 (Callable 01/25/2028) <sup>(a)</sup> | 5441081 | 5452480 |
| &nbsp;&nbsp; Series 2025-2, Class A, 4.82%, 06/25/2034 (Callable 06/25/2028) <sup>(a)</sup> | 5754300 | 5773010 |
| &nbsp;&nbsp; Series 2026-1, Class A, 4.06%, 12/26/2035 (Callable 08/25/2029) <sup>(a)</sup> | 29804849 | 29772025 |
| Stellantis Financial Underwritten Enhanced Lease Trust | Stellantis Financial Underwritten Enhanced Lease Trust | Stellantis Financial Underwritten Enhanced Lease Trust |
| &nbsp;&nbsp; Series 2025-AA, Class A2, 4.63%, 07/20/2027 (Callable 07/20/2027) <sup>(a)</sup> | 31562947 | 31614088 |
| &nbsp;&nbsp; Series 2025-BA, Class A2, 4.31%, 05/22/2028 (Callable 03/20/2028) <sup>(a)</sup> | 24562862 | 24603168 |
| Synchrony Bank | Synchrony Bank | Synchrony Bank |
| &nbsp;&nbsp; Series 2023-A1, Class A, 5.54%, 07/15/2029 | 72424000 | 72709300 |
| &nbsp;&nbsp; Series 2024-A1, Class A, 5.04%, 03/15/2030 | 8950000 | 9028303 |
|  Towd Point Mortgage Trust, Series 2020-MH1, Class A1, 2.25%, 02/25/2060 (Callable 04/25/2026) <sup>(a)(e)</sup> | 3288307 | 3237726 |
|  US Bancorp, Series 2023-1, Class B, 6.79%, 08/25/2032 (Callable 11/25/2026) <sup>(a)</sup> | 1221969 | 1232290 |
|  USAA Auto Owner Trust, Series 2025-A, Class A2, 3.98%, 03/15/2028 (Callable 03/15/2028) <sup>(a)</sup> | 17425000 | 17417981 |
| **TOTAL ASSET-BACKED SECURITIES** (Cost $992,142,198) | **TOTAL ASSET-BACKED SECURITIES** (Cost $992,142,198) | 994322235 |
| **NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES - 9.8%** | **Par**  | **Value**  |
|  Banc of America Merrill Lynch Commercial Mortgage, Inc., Series 2016-UB10, Class A4, 3.17%, 07/15/2049 (Callable 02/15/2031) | 6824265 | 6810551 |
|  BANK-2017, Series 2017-BNK7, Class A5, 3.44%, 09/15/2060 (Callable 09/15/2027) | 15395000 | 15157310 |
| BBCMS Trust | BBCMS Trust | BBCMS Trust |
| &nbsp;&nbsp; Series 2017-C1, Class A4, 3.67%, 02/15/2050 (Callable 02/15/2027) | 6593653 | 6535709 |
| &nbsp;&nbsp; Series 2022-C14, Class A1, 1.73%, 02/15/2055 (Callable 02/15/2032) | 2248793 | 2226029 |
|  Benchmark Mortgage Trust, Series 2020-B19, Class A3, 1.79%, 09/15/2053 (Callable 10/15/2030) | 1100000 | 1080729 |
|  CFCRE Commercial Mortgage Trust, Series 2016-C6, Class A3, 3.22%, 11/10/2049 (Callable 11/10/2026) <sup>(e)</sup> | 43820000 | 43531436 |
| Citigroup Commercial Mortgage Trust | Citigroup Commercial Mortgage Trust | Citigroup Commercial Mortgage Trust |
| &nbsp;&nbsp; Series 2015-GC31, Class A4, 3.76%, 06/10/2048 (Callable 04/10/2026) | 11299060 | 11083727 |
| &nbsp;&nbsp; Series 2015-GC35, Class A4, 3.82%, 11/10/2048 (Callable 11/10/2029) | 22958631 | 22840998 |
| &nbsp;&nbsp; Series 2016-C2, Class A4, 2.83%, 08/10/2049 (Callable 08/10/2026) | 10049752 | 9993315 |
| &nbsp;&nbsp; Series 2016-GC36, Class A5, 3.62%, 02/10/2049 (Callable 11/10/2030) | 842234 | 834317 |
| &nbsp;&nbsp; Series 2016-P4, Class A4, 2.90%, 07/10/2049 (Callable 07/10/2026) | 8035000 | 8003778 |
| &nbsp;&nbsp; Series 2016-P5, Class A4, 2.94%, 10/10/2049 (Callable 10/10/2026) | 27865000 | 27599034 |
| &nbsp;&nbsp; Series 2016-P6, Class A5, 3.72%, 12/10/2049 (Callable 01/10/2027) <sup>(e)</sup> | 736000 | 729045 |
| Citigroup/Deutsche Bank Commercial Mortgage Trust | Citigroup/Deutsche Bank Commercial Mortgage Trust | Citigroup/Deutsche Bank Commercial Mortgage Trust |
| &nbsp;&nbsp; Series 2016-C1, Class A4, 3.28%, 05/10/2049 (Callable 04/10/2026) | 5863183 | 5854133 |
| &nbsp;&nbsp; Series 2016-CD1, Class A4, 2.72%, 08/10/2049 (Callable 08/10/2027) | 2700000 | 2660870 |
| &nbsp;&nbsp; Series 2017-CD4, Class A4, 3.51%, 05/10/2050 (Callable 05/10/2027) <sup>(e)</sup> | 9618000 | 9522800 |
| &nbsp;&nbsp; Series 2017-CD5, Class A4, 3.43%, 08/15/2050 (Callable 07/15/2027) | 6580000 | 6480019 |
| Commercial Mortgage Pass Through Certificates | Commercial Mortgage Pass Through Certificates | Commercial Mortgage Pass Through Certificates |
| &nbsp;&nbsp; Series 2014-UBS5, Class AM, 4.19%, 09/10/2047 (Callable 09/10/2026) <sup>(e)</sup> | 12215630 | 12026165 |
| &nbsp;&nbsp; Series 2016-COR1, Class A4, 3.09%, 10/10/2049 (Callable 08/10/2027) | 20200300 | 20064027 |
| &nbsp;&nbsp; Series 2017-COR2, Class A3, 3.51%, 09/10/2050 (Callable 09/10/2027) | 3330000 | 3288369 |
| Computershare Corporate Trust | Computershare Corporate Trust | Computershare Corporate Trust |
| &nbsp;&nbsp; Series 2016-BNK1, Class A3, 2.65%, 08/15/2049 (Callable 08/15/2026) | 31124000 | 30944866 |
| &nbsp;&nbsp; Series 2016-C35, Class A4, 2.93%, 07/15/2048 (Callable 07/15/2026) | 11932856 | 11887749 |
| &nbsp;&nbsp; Series 2016-C36, Class A4, 3.07%, 11/15/2059 (Callable 10/15/2026) | 3675000 | 3642211 |
| &nbsp;&nbsp; Series 2016-NXS6, Class A4, 2.92%, 11/15/2049 (Callable 10/15/2026) | 73298000 | 72970065 |
| &nbsp;&nbsp; Series 2017-RB1, Class A5, 3.64%, 03/15/2050 (Callable 04/15/2027) | 20022000 | 19677439 |
|  Credit Suisse Mortgage Capital Certificates, Series 2016-NXSR, Class A4, 3.79%, 12/15/2049 (Callable 12/15/2026) <sup>(e)</sup> | 1929792 | 1922536 |
| CSAIL Commercial Mortgage Trust | CSAIL Commercial Mortgage Trust | CSAIL Commercial Mortgage Trust |
| &nbsp;&nbsp; Series 2016-C6, Class A5, 3.09%, 01/15/2049 (Callable 05/15/2026) | 3506198 | 3496735 |
| &nbsp;&nbsp; Series 2016-C7, Class A5, 3.50%, 11/15/2049 (Callable 11/15/2026) | 5078375 | 5048954 |
| &nbsp;&nbsp; Series 2017-C8, Class A4, 3.39%, 06/15/2050 (Callable 06/15/2027) | 24865000 | 24540450 |
| &nbsp;&nbsp; Series 2017-C8, Class ASB, 3.19%, 06/15/2050 (Callable 06/15/2027) | 2856578 | 2838016 |
| &nbsp;&nbsp; Series 2017-CX9, Class A5, 3.45%, 09/15/2050 (Callable 09/15/2027) | 7285000 | 7166842 |
| &nbsp;&nbsp; Series 2018-CX11, Class A4, 3.77%, 04/15/2051 (Callable 04/15/2028) | 1214102 | 1204130 |
| GS Mortgage Securities Corp. II | GS Mortgage Securities Corp. II | GS Mortgage Securities Corp. II |
| &nbsp;&nbsp; Series 2014-GC22, Class A5, 3.86%, 06/10/2047 (Callable 04/10/2028) | 12720470 | 12375267 |
| &nbsp;&nbsp; Series 2016-GS3, Class A4, 2.85%, 10/10/2049 (Callable 10/10/2026) | 23032000 | 22855879 |
| &nbsp;&nbsp; Series 2016-GS4, Class A4, 3.44%, 11/10/2049 (Callable 11/10/2026) <sup>(e)</sup> | 6275000 | 6244175 |
| JP Morgan Chase Commercial Mortgage Securities | JP Morgan Chase Commercial Mortgage Securities | JP Morgan Chase Commercial Mortgage Securities |
| &nbsp;&nbsp; Series 2015-JP1, Class A5, 3.91%, 01/15/2049 (Callable 11/15/2027) | 1470172 | 1464862 |
| &nbsp;&nbsp; Series 2016-JP2, Class A4, 2.82%, 08/15/2049 (Callable 07/15/2026) | 1312743 | 1308514 |
| &nbsp;&nbsp; Series 2016-JP3, Class A5, 2.87%, 08/15/2049 (Callable 09/15/2026) | 3291150 | 3268830 |
| &nbsp;&nbsp; Series 2016-JP4, Class A4, 3.65%, 12/15/2049 (Callable 04/15/2027) <sup>(e)</sup> | 1250000 | 1240179 |
| &nbsp;&nbsp; Series 2017-JP5, Class A5, 3.72%, 03/15/2050 (Callable 04/15/2027) | 48143790 | 47862775 |
| &nbsp;&nbsp; Series 2017-JP6, Class A5, 3.49%, 07/15/2050 (Callable 04/15/2028) | 19975000 | 19697419 |
| JPMBB Commercial Mortgage Securities Trust | JPMBB Commercial Mortgage Securities Trust | JPMBB Commercial Mortgage Securities Trust |
| &nbsp;&nbsp; Series 2014-C24, Class A5, 3.64%, 11/15/2047 (Callable 08/15/2027) | 1599526 | 1569126 |
| &nbsp;&nbsp; Series 2014-C25, Class A5, 3.67%, 11/15/2047 (Callable 12/15/2027) | 8926836 | 8826320 |
| &nbsp;&nbsp; Series 2015-C27, Class A4, 3.18%, 02/15/2048 (Callable 09/15/2026) | 91699 | 90076 |
| &nbsp;&nbsp; Series 2015-C32, Class A5, 3.60%, 11/15/2048 (Callable 04/15/2026) | 23668744 | 23076789 |
| JPMDB Commercial Mortgage Securities Trust | JPMDB Commercial Mortgage Securities Trust | JPMDB Commercial Mortgage Securities Trust |
| &nbsp;&nbsp; Series 2016-C2, Class A4, 3.14%, 06/15/2049 (Callable 05/15/2026) | 13592339 | 13555072 |
| &nbsp;&nbsp; Series 2016-C4, Class A3, 3.14%, 12/15/2049 (Callable 04/15/2027) | 21488000 | 21253119 |
| &nbsp;&nbsp; Series 2017-C5, Class A5, 3.69%, 03/15/2050 (Callable 08/15/2027) | 33525000 | 33080257 |
| Morgan Stanley Bank of America Merrill Lynch Trust | Morgan Stanley Bank of America Merrill Lynch Trust | Morgan Stanley Bank of America Merrill Lynch Trust |
| &nbsp;&nbsp; Series 2015-C22, Class A4, 3.31%, 04/15/2048 (Callable 11/15/2027) | 837401 | 823995 |
| &nbsp;&nbsp; Series 2016-C28, Class A4, 3.54%, 01/15/2049 (Callable 02/15/2028) | 20869019 | 20816546 |
| &nbsp;&nbsp; Series 2016-C29, Class A4, 3.33%, 05/15/2049 (Callable 01/15/2028) | 1773019 | 1757073 |
| &nbsp;&nbsp; Series 2016-C30, Class A4, 2.60%, 09/15/2049 (Callable 10/15/2026) | 2910762 | 2900016 |
| &nbsp;&nbsp; Series 2016-C30, Class A5, 2.86%, 09/15/2049 (Callable 10/15/2026) | 40425098 | 40030416 |
| &nbsp;&nbsp; Series 2016-C31, Class A5, 3.10%, 11/15/2049 (Callable 11/15/2026) | 4270000 | 4235296 |
| &nbsp;&nbsp; Series 2016-C32, Class A4, 3.72%, 12/15/2049 (Callable 01/15/2027) | 17888053 | 17784630 |
|  Morgan Stanley Capital I Trust 2014-MP, Series 2016-BNK2, Class A4, 3.05%, 11/15/2049 (Callable 11/15/2026) | 1980000 | 1949879 |
| Morgan Stanley Capital I, Inc. | Morgan Stanley Capital I, Inc. | Morgan Stanley Capital I, Inc. |
| &nbsp;&nbsp; Series 2016-UB11, Class A3, 2.53%, 08/15/2049 (Callable 08/15/2026) | 747430 | 742762 |
| &nbsp;&nbsp; Series 2016-UB12, Class A4, 3.60%, 12/15/2049 (Callable 11/15/2026) | 64285000 | 63758937 |
| &nbsp;&nbsp; Series 2017-H1, Class A4, 3.26%, 06/15/2050 (Callable 06/15/2027) | 22285000 | 22015354 |
| &nbsp;&nbsp; Series 2017-H1, Class A5, 3.53%, 06/15/2050 (Callable 06/15/2027) | 29549000 | 29219665 |
| &nbsp;&nbsp; Series 2017-HR2, Class A3, 3.33%, 12/15/2050 (Callable 12/15/2027) | 28550000 | 28051919 |
|  SG Commercial Mortgage Securities LLC, Series 2016-C5, Class A4, 3.06%, 10/10/2048 (Callable 07/10/2026) | 21518421 | 21421074 |
| UBS Commercial Mortgage Trust | UBS Commercial Mortgage Trust | UBS Commercial Mortgage Trust |
| &nbsp;&nbsp; Series 2017-C1, Class A4, 3.46%, 06/15/2050 (Callable 06/15/2027) | 18800000 | 18564240 |
| &nbsp;&nbsp; Series 2017-C3, Class A4, 3.43%, 08/15/2050 (Callable 08/15/2027) | 17050000 | 16746239 |
| **TOTAL NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES** (Cost $906,041,973) | **TOTAL NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES** (Cost $906,041,973) | 910249054 |
| **MUNICIPAL BONDS - 0.6%** | **Par**  | **Value**  |
|  Baptist Memorial Health, 0.00%, 05/12/2026 <sup>(c)</sup> | 28100000 | 28090629 |
|  Central Plains Energy Project, 5.45%, 08/01/2026 | 1150000 | 1153890 |
|  City of Riverside OH, 5.38%, 02/23/2027 | 2500000 | 2515309 |
|  New York State Energy Research & Development Authority, 5.74%, 04/01/2026 | 1625000 | 1625000 |
|  Port of Morrow OR, 5.15%, 10/01/2026 (Callable 04/22/2026) <sup>(a)</sup> | 15295000 | 15294356 |
|  Township of Weehawken NJ, 5.38%, 10/29/2026 | 9047000 | 9105055 |
| **TOTAL MUNICIPAL BONDS** (Cost $57,775,946) | **TOTAL MUNICIPAL BONDS** (Cost $57,775,946) | 57784239 |
| **NON-AGENCY RESIDENTIAL MORTGAGE-BACKED SECURITIES - 0.4%** | **Par**  | **Value**  |
| Arroyo Mortgage Trust | Arroyo Mortgage Trust | Arroyo Mortgage Trust |
| &nbsp;&nbsp; Series 2019-1, Class A1, 3.81%, 01/25/2049 (Callable 04/25/2026) <sup>(a)(e)</sup> | 1901321 | 1854391 |
| &nbsp;&nbsp; Series 2019-2, Class A1, 3.35%, 04/25/2049 (Callable 04/25/2026) <sup>(a)(e)</sup> | 3427948 | 3335388 |
| &nbsp;&nbsp; Series 2019-3, Class A1, 2.96%, 10/25/2048 (Callable 04/25/2026) <sup>(a)(e)</sup> | 7318686 | 7012564 |
|  FirstKey Homes Trust, Series 2021-SFR1, Class A, 1.54%, 08/17/2038 <sup>(a)</sup> | 9421592 | 9317824 |
|  Starwood Mortgage Residential Trust, Series 2021-1, Class A1, 1.22%, 05/25/2065 (Callable 04/25/2026) <sup>(a)(e)</sup> | 3976406 | 3745155 |
| Towd Point Mortgage Trust | Towd Point Mortgage Trust | Towd Point Mortgage Trust |
| &nbsp;&nbsp; Series 2017-4, Class A1, 2.75%, 06/25/2057 (Callable 08/25/2030) <sup>(a)(e)</sup> | 1952402 | 1920820 |
| &nbsp;&nbsp; Series 2017-6, Class A1, 2.75%, 10/25/2057 (Callable 12/25/2030) <sup>(a)(e)</sup> | 3004096 | 2966940 |
| &nbsp;&nbsp; Series 2018-6, Class A1A, 3.75%, 03/25/2058 (Callable 03/25/2032) <sup>(a)(e)</sup> | 1305200 | 1299600 |
| **TOTAL NON-AGENCY RESIDENTIAL MORTGAGE-BACKED SECURITIES** (Cost $32,291,768) | **TOTAL NON-AGENCY RESIDENTIAL MORTGAGE-BACKED SECURITIES** (Cost $32,291,768) | 31452682 |
| **SHORT-TERM INVESTMENTS** | **SHORT-TERM INVESTMENTS** | **SHORT-TERM INVESTMENTS** |
| **MONEY MARKET FUNDS - 0.6%** | **Shares**  | **Value**  |
| First American Government Obligations Fund - Class U, 3.60% <sup>(f)</sup> | 53823272 | 53823272 |
| **TOTAL MONEY MARKET FUNDS** (Cost $53,823,272) | **TOTAL MONEY MARKET FUNDS** (Cost $53,823,272) | 53823272 |
| **TOTAL INVESTMENTS - 99.8% (**Cost $9,238,456,233**)** | **TOTAL INVESTMENTS - 99.8% (**Cost $9,238,456,233**)** | 9240287796 |
| Other Assets in Excess of Liabilities - 0.2% | Other Assets in Excess of Liabilities - 0.2% | 22105932 |
| **TOTAL NET ASSETS - 100.0%** |  | $9262393728 |
| Par amount is in USD unless otherwise indicated. | Par amount is in USD unless otherwise indicated. |  |
| Percentages are stated as a percent of net assets. | Percentages are stated as a percent of net assets. |  |

---

---

| |
|:---|
| CMT - Constant Maturity Treasury |
| LLC - Limited Liability Company |
| LP - Limited Partnership |
| PLC - Public Limited Company |
| SOFR - Secured Overnight Financing Rate |

---

(a) Security is exempt from registration pursuant to Rule 144A under the Securities Act of 1933, as amended. These securities may only be resold in transactions exempt from registration to qualified institutional
 investors. As of March 31, 2026, the value of these securities total $2,165,673,340 or 23.4% of the Fund's net assets.

(b) To the extent that the Fund invests more heavily in a particular industry or sector of the economy, its performance will be especially sensitive to developments that significantly affect those industries or sectors.

(c) Zero coupon bonds make no periodic interest payments.

(d) Step coupon bond. The rate disclosed is as of March 31, 2026.

(e) Coupon rate is variable based on the weighted average coupon of the underlying collateral. To the extent the weighted average coupon of the underlying assets which comprise the collateral increases or decreases, the
 coupon rate of this security will increase or decrease correspondingly. The rate disclosed is as of March 31, 2026.

(f) The rate shown represents the 7-day annualized yield as of March 31, 2026.

------

#### Summary of Fair Value Disclosure as of March 31, 2026 (Unaudited)
Baird Ultra Short Bond Fund (the "Fund") has adopted fair value accounting standards which establish a definition of fair value and set out a hierarchy for measuring fair value. These standards require additional disclosures about the various inputs and valuation techniques used to develop the measurements of fair value, a discussion of changes in valuation techniques and related inputs during the period, and expanded disclosure of valuation levels for major security types. These inputs are summarized in the three broad levels listed below. The inputs or valuation methodology used for valuing securities are not an indication of the risk associated with investing in those securities.

Level 1 - Unadjusted quoted prices in active markets for identical assets or liabilities that the Fund has the ability to access.

Level 2 - Observable inputs other than quoted prices included in Level 1 that are observable for the asset or liability, either directly or indirectly. These inputs may include quoted prices for the identical instrument on an inactive market, prices for similar instruments, interest rates, prepayment speeds, credit risk, yield curves, default rates and similar data.

Level 3 - Unobservable inputs for the asset or liability, to the extent relevant observable inputs are not available, representing the Fund's own assumptions about the assumptions a market participant would use in valuing the asset or liability, and based on the best information available.

The following is a summary of the fair valuation hierarchy of the Fund's securities as of March 31, 2026:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **<u>Level 1</u>** | **<u>Level 2</u>** | **<u>Level 3</u>** | **<u>Total</u>** |
| <u>Investments:</u> |  |  |  |  |
|  &nbsp;&nbsp;&nbsp;&nbsp;Corporate Bonds | $– | $5109026475 | $– | $5109026475 |
|  &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Securities | – | 2083629839 | – | 2083629839 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Asset-Backed Securities | – | 994322235 | – | 994322235 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Non-Agency Commercial Mortgage-Backed Securities | – | 910249054 | – | 910249054 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Municipal Bonds | – | 57784239 | – | 57784239 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Non-Agency Residential Mortgage-Backed Securities | – | 31452682 | – | 31452682 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Money Market Funds | 53823272 | – | – | 53823272 |
| Total Investments | $53823272 | $9186464524 | $– | $9240287796 |
| Refer to the Schedule of Investments for further disaggregation of investment categories. | Refer to the Schedule of Investments for further disaggregation of investment categories. | Refer to the Schedule of Investments for further disaggregation of investment categories. | Refer to the Schedule of Investments for further disaggregation of investment categories. | Refer to the Schedule of Investments for further disaggregation of investment categories. |

---

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Baird Funds Inc

- **b. Investment Company Act file number:** 811-09997

- **c. CIK number of Registrant:** 0001282693

- **d. LEI of Registrant:** 5493007JR2NWYBC7PO06

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

  - **Street Address 1:** 777 East Wisconsin Avenue

  - **City:** Milwaukee

  - **State:** WI

  - **Foreign country:** US

  - **Zip / Postal Code:** 53202

  - **Telephone number:** 4147653614

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

- **a. Name of Series:** Baird Ultra Short Bond Fund

- **b. EDGAR series identifier (if any):** S000043689

- **c. LEI of Series:** 5493002ENF40J7P07867

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

- **a. Date of fiscal year-end:** 2026-12-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $9285256446.09

**Total Liabilities:** $1207090.01

**Net Assets:** $9284049356.08

**Cash Not Reported:** $28912765.85

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 194563.813923000000 | **1-Year:** 242612.356872000000 | **5-Year:** 5530.816616000000 | **10-Year:** 0.000000000000 | **30-Year:** 0.000000000000

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

- **3-Month:** 11839.193228000000 | **1-Year:** 2649.282316000000 | **5-Year:** 0.000000000000 | **10-Year:** 0.000000000000 | **30-Year:** 0.000000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000135467 | 0.30%                | 0.31%                | 0.25%                |
| Class ID C000135468 | 0.28%                | 0.29%                | 0.22%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2365102.18              | $-2672704.49                               |
| Month 2  | $458167.78               | $-3293896.76                               |
| Month 3  | $174857.96               | $-15333572.97                              |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                           | Title                                                              | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ABN AMRO BANK NV               | ABN AMRO Bank NV                                                   | CUSIP: 00084DAL4<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $999511.79    | 0.01%             | 2026-04-18      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV               | ABN AMRO Bank NV                                                   | CUSIP: 00084DBA7<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |  17625000 | PA      | $17774870.49  | 0.19%             | 2027-09-18      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| AGCO CORP                      | AGCO Corp                                                          | CUSIP: 001084AR3<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |  46580000 | PA      | $46897295.51  | 0.51%             | 2027-03-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust          | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   8650000 | PA      | $8554718.87   | 0.09%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AEGON FUNDING CO LLC           | AEGON Funding Co LLC                                               | CUSIP: 00775VAA2<br>LEI: KEIOKM01PSK5VZ5CCI74 | Long             | DBT              | CORP              | US        |  17886000 | PA      | $18043297.00  | 0.19%             | 2027-04-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                 | Air Lease Corp                                                     | CUSIP: 00914AAB8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |  22162000 | PA      | $22126925.75  | 0.24%             | 2026-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                 | Air Lease Corp                                                     | CUSIP: 00914AAM4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |  11523000 | PA      | $11405666.36  | 0.12%             | 2026-08-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                  | Aircastle Ltd                                                      | CUSIP: 00928QAS0<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |  20740000 | PA      | $20714177.66  | 0.22%             | 2026-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ALGONQUIN PWR & UTILITY        | Algonquin Power & Utilities Corp                                   | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |  67045000 | PA      | $67100267.88  | 0.72%             | 2026-06-15      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| ALLEGIANCE CORP                | Allegiance Corp                                                    | CUSIP: 017475AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4925000 | PA      | $4983545.00   | 0.05%             | 2026-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked N | Ally Bank Auto Credit-Linked Notes Series 2024-B                   | CUSIP: 02007G4B6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14924352 | PA      | $15022516.97  | 0.16%             | 2032-09-15      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked N | Ally Bank Auto Credit-Linked Notes Series 2025-A                   | CUSIP: 02007G5D1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14768777 | PA      | $14791422.05  | 0.16%             | 2033-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked N | Ally Bank Auto Credit-Linked Notes Series 2025-B                   | CUSIP: 02007G6N8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5417470 | PA      | $5419271.95   | 0.06%             | 2033-09-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked N | Ally Bank Auto Credit-Linked Notes Series 2024-A                   | CUSIP: 02007GZ48<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3659114 | PA      | $3712112.07   | 0.04%             | 2032-05-17      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| AMCOR FINANCE USA INC          | Amcor Finance USA Inc                                              | CUSIP: 02343UAG0<br>LEI: 549300ZMT7FVT8R77U18 | Long             | DBT              | CORP              | US        |   5085000 | PA      | $5082084.92   | 0.05%             | 2026-04-28      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM       | Amcor Flexibles North America Inc                                  | CUSIP: 081437AS4<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |   3645000 | PA      | $3625677.82   | 0.04%             | 2026-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| DLLAD LLC                      | DLLAD 2024-1 LLC                                                   | CUSIP: 23346MAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1715959 | PA      | $1720568.91   | 0.02%             | 2027-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DLLAD LLC                      | DLLAD 2025-1 LLC                                                   | CUSIP: 23347BAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9575000 | PA      | $9605112.42   | 0.10%             | 2028-11-20      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| DLLMT LLC                      | DLLMT 2026-1 LLC                                                   | CUSIP: 23347JAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4500000 | PA      | $4495549.95   | 0.05%             | 2028-07-20      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY               | Deutsche Bank AG/New York NY                                       | CUSIP: 25160PAN7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   4677000 | PA      | $4708547.44   | 0.05%             | 2027-07-13      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC          | Amrize Finance US LLC                                              | CUSIP: 43475RAN6<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |   6987000 | PA      | $6924454.19   | 0.07%             | 2026-09-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2016-BNK2                           | CUSIP: 61690YBU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1980000 | PA      | $1949879.05   | 0.02%             | 2049-11-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I 2017-HR2                                  | CUSIP: 61691NAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  28550000 | PA      | $28051919.43  | 0.30%             | 2050-12-15      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2016-UBS11                          | CUSIP: 61767FAZ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    747430 | PA      | $742762.40    | 0.01%             | 2049-08-15      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST ENERGY RESEARCH &  | New York State Energy Research & Development Authority             | CUSIP: 64985VBE5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1625000 | PA      | $1625000.00   | 0.02%             | 2026-04-01      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Nissan Master Owner Trust Rece | Nissan Master Owner Trust Receivables                              | CUSIP: 65479VAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  72935000 | PA      | $73435020.48  | 0.79%             | 2029-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables Owner  | Nissan Auto Receivables 2025-A Owner Trust                         | CUSIP: 65481GAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  17414139 | PA      | $17447761.88  | 0.19%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                        | BPCE SA                                                            | CUSIP: 05571AAQ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |  10615000 | PA      | $10732297.34  | 0.12%             | 2027-10-19      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| BPCE SA                        | BPCE SA                                                            | CUSIP: 05583JAK8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   6590000 | PA      | $6498292.57   | 0.07%             | 2027-10-19      | Variable      | 2.04%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA             | Banco Santander SA                                                 | CUSIP: 05964HAQ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |  13635000 | PA      | $13574932.37  | 0.15%             | 2028-03-24      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                               | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  94625000 | PA      | $93834445.98  | 1.01%             | 2027-07-22      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| Banc of America Commercial Mor | Bank of America Merrill Lynch Commercial Mortgage Trust 2016-UBS10 | CUSIP: 06054MAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6824265 | PA      | $6810551.39   | 0.07%             | 2049-07-15      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2017-BNK7                                                     | CUSIP: 06541XAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13770000 | PA      | $13557399.46  | 0.15%             | 2060-09-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| BOEING CO                      | Boeing Co/The                                                      | CUSIP: 097023BR5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  12825000 | PA      | $12764329.93  | 0.14%             | 2026-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                  | Boeing Co/The                                                      | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  49850000 | PA      | $50710656.26  | 0.55%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART         | Brixmor Operating Partnership LP                                   | CUSIP: 11120VAE3<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |   9517000 | PA      | $9461397.97   | 0.10%             | 2027-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BROADRIDGE FINANCIAL SOL       | Broadridge Financial Solutions Inc                                 | CUSIP: 11133TAC7<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |  35258000 | PA      | $35171103.49  | 0.38%             | 2026-06-27      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP         | Bunge Ltd Finance Corp                                             | CUSIP: 120568BL3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2496399.53   | 0.03%             | 2026-04-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL               | Paramount Global                                                   | CUSIP: 124857AR4<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |  38110000 | PA      | $37463211.56  | 0.40%             | 2027-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS COMPANY/THE          | Campbell's Company/The                                             | CUSIP: 134429BM0<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |   5090000 | PA      | $5117365.83   | 0.06%             | 2027-03-19      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO       | Capital One Financial Corp                                         | CUSIP: 14040HCH6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |  20896000 | PA      | $20550706.97  | 0.22%             | 2027-11-02      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO       | Capital One Financial Corp                                         | CUSIP: 14040HDB8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |  36745000 | PA      | $37247520.21  | 0.40%             | 2027-10-29      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| Capital One Multi-Asset Execut | Capital One Multi-Asset Execution Trust                            | CUSIP: 14041NGD7<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-O            | CORP              | US        |  26466000 | PA      | $26476115.31  | 0.29%             | 2028-05-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE NA                 | Capital One NA                                                     | CUSIP: 25466AAJ0<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |   9832000 | PA      | $9800916.82   | 0.11%             | 2026-07-27      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| General Motors                 | GMF Floorplan Owner Revolving Trust                                | CUSIP: 361886CR3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  56374000 | PA      | $56535443.86  | 0.61%             | 2028-06-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| General Motors                 | GMF Floorplan Owner Revolving Trust                                | CUSIP: 361886DA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  27030000 | PA      | $27266342.21  | 0.29%             | 2029-03-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO         | General Motors Financial Co Inc                                    | CUSIP: 37045XBQ8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2277000 | PA      | $2271517.08   | 0.02%             | 2026-10-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO         | General Motors Financial Co Inc                                    | CUSIP: 37045XBT2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  10450000 | PA      | $10434779.26  | 0.11%             | 2027-01-17      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO         | General Motors Financial Co Inc                                    | CUSIP: 37045XDK9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  26261000 | PA      | $26107852.94  | 0.28%             | 2026-06-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO         | General Motors Financial Co Inc                                    | CUSIP: 37045XDR4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   7175000 | PA      | $7037542.71   | 0.08%             | 2027-02-26      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| GEN LUX SARL/GEN USA INC       | Genpact Luxembourg SARL/Genpact USA Inc                            | CUSIP: 37190AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |  39834000 | PA      | $39787396.61  | 0.43%             | 2026-04-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                     | Humana Inc                                                         | CUSIP: 444859BF8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   6463000 | PA      | $6434295.49   | 0.07%             | 2027-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA        | Hyundai Capital America                                            | CUSIP: 44891AAK3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   2823000 | PA      | $2801563.46   | 0.03%             | 2026-09-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA        | Hyundai Capital America                                            | CUSIP: 44891ABW6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |  26887000 | PA      | $26724429.10  | 0.29%             | 2026-06-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust | Hyundai Auto Receivables Trust 2023-C                              | CUSIP: 44918CAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15249253 | PA      | $15361676.27  | 0.17%             | 2028-10-16      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust | Hyundai Auto Receivables Trust 2024-B                              | CUSIP: 44934QAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    640917 | PA      | $641141.65    | 0.01%             | 2027-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PRA HEALTH SCIENCES INC        | PRA Health Sciences Inc                                            | CUSIP: 45569KAA1<br>LEI: 549300R1HR1VWWHIAK47 | Long             | DBT              | CORP              | US        |  38131000 | PA      | $37825217.98  | 0.41%             | 2026-07-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                      | ONEOK Inc                                                          | CUSIP: 682680CL5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |  50360000 | PA      | $50371920.72  | 0.54%             | 2026-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                    | Oracle Corp                                                        | CUSIP: 68389XBM6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  70213000 | PA      | $69830798.34  | 0.75%             | 2026-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.            | PFS Financing Corp                                                 | CUSIP: 69335PEV3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5637000 | PA      | $5644489.32   | 0.06%             | 2028-05-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.            | PFS Financing Corp                                                 | CUSIP: 69335PEY7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  25741000 | PA      | $25922265.55  | 0.28%             | 2028-10-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.            | PFS Financing Corp                                                 | CUSIP: 69335PFE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  31842000 | PA      | $32033469.13  | 0.35%             | 2029-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.            | PFS Financing Corp                                                 | CUSIP: 69335PFJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11108000 | PA      | $11230367.95  | 0.12%             | 2029-04-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL       | Penske Truck Leasing Co Lp / PTL Finance Corp                      | CUSIP: 709599AX2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2410000 | PA      | $2403182.83   | 0.03%             | 2027-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL       | Penske Truck Leasing Co Lp / PTL Finance Corp                      | CUSIP: 709599BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8433000 | PA      | $8385673.75   | 0.09%             | 2026-06-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL       | Penske Truck Leasing Co Lp / PTL Finance Corp                      | CUSIP: 709599BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8115000 | PA      | $8120993.66   | 0.09%             | 2026-05-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE       | Plains All American Pipeline LP / PAA Finance Corp                 | CUSIP: 72650RBL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3070000 | PA      | $3071336.06   | 0.03%             | 2026-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PORT OF MORROW OR              | Port of Morrow OR                                                  | CUSIP: 73473RFG5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  15295000 | PA      | $15294356.08  | 0.16%             | 2026-10-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| POSCO                          | POSCO                                                              | CUSIP: 73730EAG8<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |  33223000 | PA      | $33305713.97  | 0.36%             | 2027-01-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                    | BNP Paribas SA                                                     | CUSIP: 05581KAC5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   4800000 | PA      | $4799381.62   | 0.05%             | 2027-03-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                   | Barclays PLC                                                       | CUSIP: 06738ECJ2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  20853000 | PA      | $21020939.64  | 0.23%             | 2027-09-13      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC       | Baxter International Inc                                           | CUSIP: 071813BQ1<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   7291000 | PA      | $7236536.96   | 0.08%             | 2026-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC       | Baxter International Inc                                           | CUSIP: 071813CL1<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |  64018000 | PA      | $62504060.08  | 0.67%             | 2027-02-01      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC           | Bayer US Finance LLC                                               | CUSIP: 07274EAH6<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |   7345000 | PA      | $7411814.89   | 0.08%             | 2026-11-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2020-B19 Mortgage Trust                                  | CUSIP: 08162WBA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1100000 | PA      | $1080729.32   | 0.01%             | 2053-09-15      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC               | Berry Global Inc                                                   | CUSIP: 085770AA3<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   1142000 | PA      | $1142120.50   | 0.01%             | 2026-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP               | Black Hills Corp                                                   | CUSIP: 092113AM1<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |   5094000 | PA      | $5052460.11   | 0.05%             | 2027-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                    | BNP Paribas SA                                                     | CUSIP: 09659W2T0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |  27100000 | PA      | $26685360.24  | 0.29%             | 2028-01-20      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| CIG CS3 LLC                    | CIG CS3 LLC                                                        | CUSIP: 1255YAAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  17275000 | PA      | $17260669.52  | 0.19%             | 2026-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust         | Chase Auto Owner Trust 2025-1                                      | CUSIP: 16145NAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11525880 | PA      | $11542083.84  | 0.12%             | 2028-07-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC      | Chesapeake Funding II LLC                                          | CUSIP: 165183CZ5<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |   4892404 | PA      | $4924100.68   | 0.05%             | 2035-10-15      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| CIG CS2 LLC                    | CIG CS2 LLC                                                        | CUSIP: 171940AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8125000 | PA      | $8118259.91   | 0.09%             | 2026-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Trust 2016-GS3                              | CUSIP: 36251PAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  23032000 | PA      | $22855878.90  | 0.25%             | 2049-10-10      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Trust 2016-GS4                              | CUSIP: 36251XAR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6275000 | PA      | $6244175.32   | 0.07%             | 2049-11-10      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Trust 2014-GC22                             | CUSIP: 36253BAU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12720470 | PA      | $12375267.16  | 0.13%             | 2047-06-10      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| GM Financial Revolving Receiva | GM Financial Revolving Receivables Trust 2021-1                    | CUSIP: 36263HAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9250000 | PA      | $9125493.15   | 0.10%             | 2034-06-12      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                        | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  44050000 | PA      | $43340185.79  | 0.47%             | 2028-02-24      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                        | CUSIP: 38141GZT4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  49240000 | PA      | $49246203.75  | 0.53%             | 2027-06-15      | Variable      | 4.39%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN       | Graphic Packaging International LLC                                | CUSIP: 38869PAP9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |  23336000 | PA      | $23302397.56  | 0.25%             | 2026-04-15      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| GREAT AMERICA LEASING RECEIVAB | GreatAmerica Leasing Receivables Funding LLC Series 2024-2         | CUSIP: 39154GAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3922428 | PA      | $3931894.53   | 0.04%             | 2027-03-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| GREAT AMERICA LEASING RECEIVAB | GreatAmerica Leasing Receivables Funding LLC Series 2024-1         | CUSIP: 39154TCJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11214843 | PA      | $11272895.51  | 0.12%             | 2028-01-18      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                  | CUSIP: 404280BK4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   4675000 | PA      | $4653310.10   | 0.05%             | 2028-03-13      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                  | CUSIP: 404280DZ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  36883000 | PA      | $37062864.74  | 0.40%             | 2027-08-14      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO               | Hewlett Packard Enterprise Co                                      | CUSIP: 42824CBK4<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |  20339000 | PA      | $20339000.00  | 0.22%             | 2026-04-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Secu | JPMDB Commercial Mortgage Securities Trust 2016-C2                 | CUSIP: 46590LAT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13592339 | PA      | $13555072.46  | 0.15%             | 2049-06-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Secu | JPMDB Commercial Mortgage Securities Trust 2017-C5                 | CUSIP: 46590TAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  33525000 | PA      | $33080257.35  | 0.36%             | 2050-03-15      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| JABIL INC                      | Jabil Inc                                                          | CUSIP: 466313AL7<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |  17507000 | PA      | $17484565.83  | 0.19%             | 2026-04-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Secu | JPMDB Commercial Mortgage Securities Trust 2016-C4                 | CUSIP: 46646RAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  21488000 | PA      | $21253118.97  | 0.23%             | 2049-12-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  59346000 | PA      | $58599308.03  | 0.63%             | 2028-02-24      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  35000000 | PA      | $34984019.00  | 0.38%             | 2028-04-26      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC           | Keurig Dr Pepper Inc                                               | CUSIP: 49271VAW0<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |  29635000 | PA      | $29749888.67  | 0.32%             | 2027-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| KEYSPAN GAS EAST CORP          | KeySpan Gas East Corp                                              | CUSIP: 49338CAB9<br>LEI: K8TS3HOE1568DUBUJL44 | Long             | DBT              | CORP              | US        |  16182000 | PA      | $16069360.98  | 0.17%             | 2026-08-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP LP           | Kite Realty Group LP                                               | CUSIP: 49803XAA1<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |  29983000 | PA      | $29898726.18  | 0.32%             | 2026-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC           | Kyndryl Holdings Inc                                               | CUSIP: 50155QAJ9<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |  70413000 | PA      | $69270215.32  | 0.75%             | 2026-10-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| LENNAR CORP                    | Lennar Corp                                                        | CUSIP: 526057CV4<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |   6391000 | PA      | $6405423.40   | 0.07%             | 2027-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL INSURANCE       | Liberty Mutual Insurance Co                                        | CUSIP: 53079QAC1<br>LEI: CNC20I6IOMGF7KY49D67 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1033566.40   | 0.01%             | 2026-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN       | Rogers Communications Inc                                          | CUSIP: 775109CG4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   6850000 | PA      | $6765386.13   | 0.07%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES        | Royal Caribbean Cruises Ltd                                        | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   2464000 | PA      | $2473305.64   | 0.03%             | 2027-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitiz | SFS Auto Receivables Securitization Trust 2025-3                   | CUSIP: 78398KAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  38037890 | PA      | $38037087.12  | 0.41%             | 2029-03-20      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP        | SBA Communications Corp                                            | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |  72184000 | PA      | $71449549.46  | 0.77%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SG Commercial Mortgage Securit | SG Commercial Mortgage Securities Trust 2016-C5                    | CUSIP: 78419CAD6<br>LEI: 549300SZQW4U3UN4A157 | Long             | ABS-MBS          | CORP              | US        |  21518421 | PA      | $21421073.82  | 0.23%             | 2048-10-10      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitiz | SFS Auto Receivables Securitization Trust 2024-3                   | CUSIP: 78436XAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     40714 | PA      | $40723.42     | 0.00%             | 2028-05-22      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FI       | SMBC Aviation Capital Finance DAC                                  | CUSIP: 78448TAG7<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |   7296000 | PA      | $7193581.16   | 0.08%             | 2026-10-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS       | Santander UK Group Holdings PLC                                    | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |  12722000 | PA      | $12643806.26  | 0.14%             | 2027-06-14      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS       | Santander UK Group Holdings PLC                                    | CUSIP: 80281LAR6<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |  17880000 | PA      | $17585857.73  | 0.19%             | 2028-01-11      | Variable      | 2.47%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE               | Societe Generale SA                                                | CUSIP: 83368RBC5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |  18925000 | PA      | $18825112.15  | 0.20%             | 2027-06-09      | Variable      | 1.79%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE               | Societe Generale SA                                                | CUSIP: 83368RBH4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |  32071000 | PA      | $31611801.65  | 0.34%             | 2028-01-19      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE               | Societe Generale SA                                                | CUSIP: 83368RBV3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |  16842000 | PA      | $16954117.53  | 0.18%             | 2028-01-19      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRU | SoFi Consumer Loan Program 2025-1 Trust                            | CUSIP: 83406YAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5441081 | PA      | $5452480.27   | 0.06%             | 2034-02-27      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRU | SoFi Consumer Loan Program 2025-2 Trust                            | CUSIP: 83407HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5754300 | PA      | $5773009.57   | 0.06%             | 2034-06-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRU | SoFi Consumer Loan Program Trust 2026-1                            | CUSIP: 83408AAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  29804849 | PA      | $29772025.35  | 0.32%             | 2035-12-26      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                 | Solventum Corp                                                     | CUSIP: 83444MAN1<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |  23040000 | PA      | $23215424.95  | 0.25%             | 2027-02-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO             | Sonoco Products Co                                                 | CUSIP: 835495AN2<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |  23477000 | PA      | $23082735.48  | 0.25%             | 2027-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO             | Sonoco Products Co                                                 | CUSIP: 835495AQ5<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |  41429000 | PA      | $41452381.70  | 0.45%             | 2026-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC         | Standard Chartered PLC                                             | CUSIP: 853254CG3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   5200000 | PA      | $5122789.62   | 0.06%             | 2028-01-12      | Variable      | 2.61%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC         | Standard Chartered PLC                                             | CUSIP: 853254CT5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |  37904000 | PA      | $38056343.00  | 0.41%             | 2027-07-06      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC         | Standard Chartered PLC                                             | CUSIP: 853254DB3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   5276000 | PA      | $5338402.10   | 0.06%             | 2028-05-14      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| Starwood Residential Mortgage  | STAR 2021-1 Trust                                                  | CUSIP: 85573GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3976406 | PA      | $3745154.81   | 0.04%             | 2065-05-25      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FIN US INC          | Stellantis Finance US Inc                                          | CUSIP: 85855CAA8<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |  30168000 | PA      | $29421888.95  | 0.32%             | 2027-01-29      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                 | TD SYNNEX Corp                                                     | CUSIP: 87162WAF7<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |  72427000 | PA      | $71701657.36  | 0.77%             | 2026-08-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TC PIPELINES LP                | TC PipeLines LP                                                    | CUSIP: 87233QAC2<br>LEI: 6HL0C5LCIE4TN8UZHL06 | Long             | DBT              | CORP              | US        |  14053000 | PA      | $13949612.08  | 0.15%             | 2027-05-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| TANGER PROPERTIES LP           | Tanger Properties LP                                               | CUSIP: 875484AJ6<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              | CORP              | US        |  37180000 | PA      | $36964641.91  | 0.40%             | 2026-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC            | Global Payments Inc                                                | CUSIP: 891906AC3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |  16511000 | PA      | $16511000.00  | 0.18%             | 2026-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus | CSAIL 2017-C8 Commercial Mortgage Trust                            | CUSIP: 12595BAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  24865000 | PA      | $24540449.59  | 0.26%             | 2050-06-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus | CSAIL 2017-C8 Commercial Mortgage Trust                            | CUSIP: 12595BAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2856578 | PA      | $2838015.77   | 0.03%             | 2050-06-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus | CSAIL 2017-CX9 Commercial Mortgage Trust                           | CUSIP: 12595FAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7285000 | PA      | $7166841.67   | 0.08%             | 2050-09-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus | CSAIL 2016-C6 Commercial Mortgage Trust                            | CUSIP: 12636MAE8<br>LEI: 549300C2HE5FJAWYZL57 | Long             | ABS-MBS          | CORP              | US        |   3506198 | PA      | $3496735.45   | 0.04%             | 2049-01-15      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus | CSAIL 2016-C7 Commercial Mortgage Trust                            | CUSIP: 12637UAW9<br>LEI: 5493006MX7HG5PC85C29 | Long             | ABS-MBS          | CORP              | US        |   5078375 | PA      | $5048954.45   | 0.05%             | 2049-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus | CSAIL 2018-CX11 Commercial Mortgage Trust                          | CUSIP: 12652UAT6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1214102 | PA      | $1204129.66   | 0.01%             | 2051-04-15      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                | CVS Health Corp                                                    | CUSIP: 126650CU2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |  18591000 | PA      | $18543608.94  | 0.20%             | 2026-06-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC               | Crown Castle Inc                                                   | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |  41362000 | PA      | $40965467.47  | 0.44%             | 2026-07-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortg | DBJPM 16-C1 Mortgage Trust                                         | CUSIP: 23312LAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5863183 | PA      | $5854132.73   | 0.06%             | 2049-05-10      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                | Danske Bank A/S                                                    | CUSIP: 23636ABC4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |  18800000 | PA      | $18772079.74  | 0.20%             | 2028-04-01      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP        | Dell International LLC / EMC Corp                                  | CUSIP: 24703TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4863000 | PA      | $4869756.46   | 0.05%             | 2026-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust   | Dell Equipment Finance Trust 2024-2                                | CUSIP: 24704EAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2132408 | PA      | $2134627.19   | 0.02%             | 2030-08-22      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY               | Deutsche Bank AG/New York NY                                       | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |  18526000 | PA      | $18273391.69  | 0.20%             | 2027-11-16      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY               | Deutsche Bank AG/New York NY                                       | CUSIP: 25160PAH0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |  39983000 | PA      | $39360968.08  | 0.42%             | 2028-01-07      | Variable      | 2.55%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA       | Volkswagen Group of America Finance LLC                            | CUSIP: 928668BB7<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |  21516000 | PA      | $21383865.94  | 0.23%             | 2026-09-26      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA       | Volkswagen Group of America Finance LLC                            | CUSIP: 928668BV3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |  38187000 | PA      | $38389011.90  | 0.41%             | 2026-09-12      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA       | Volkswagen Group of America Finance LLC                            | CUSIP: 928668CA8<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   6525000 | PA      | $6586584.65   | 0.07%             | 2026-11-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| First National Master Note Tru | First National Master Note Trust                                   | CUSIP: 32113CBV1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14009000 | PA      | $14013627.17  | 0.15%             | 2029-04-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| First National Master Note Tru | First National Master Note Trust                                   | CUSIP: 32113CBY5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  67217000 | PA      | $67720939.29  | 0.73%             | 2029-09-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA       | Volkswagen Group of America Finance LLC                            | CUSIP: 928668CK6<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   2655000 | PA      | $2658963.04   | 0.03%             | 2026-08-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                   | Vontier Corp                                                       | CUSIP: 928881AB7<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |  68581000 | PA      | $68581000.00  | 0.74%             | 2026-04-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| firstkey homes 2020-sfr1 trust | FirstKey Homes 2021-SFR1 Trust                                     | CUSIP: 33767WAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9421592 | PA      | $9317823.86   | 0.10%             | 2038-08-17      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| FISERV INC                     | Fiserv Inc                                                         | CUSIP: 337738AT5<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   2375000 | PA      | $2367833.63   | 0.03%             | 2026-07-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CCL INDUSTRIES INC             | CCL Industries Inc                                                 | CUSIP: 124900AB7<br>LEI: 549300TD3EMSRRC0YH75 | Long             | DBT              | CORP              | CA        |  11187000 | PA      | $11113973.95  | 0.12%             | 2026-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FISERV INC                     | Fiserv Inc                                                         | CUSIP: 337738BB3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |  49920000 | PA      | $48582337.69  | 0.52%             | 2027-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FISERV INC                     | Fiserv Inc                                                         | CUSIP: 337738BJ6<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |  18540000 | PA      | $18629477.56  | 0.20%             | 2027-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE            | CDW LLC / CDW Finance Corp                                         | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  51256000 | PA      | $50658191.02  | 0.55%             | 2026-12-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust   | CD 2016-CD1 Mortgage Trust                                         | CUSIP: 12514MBC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2700000 | PA      | $2660869.71   | 0.03%             | 2049-08-10      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP               | FirstEnergy Corp                                                   | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |  17188000 | PA      | $17048031.93  | 0.18%             | 2027-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FLOWERS FOODS INC              | Flowers Foods Inc                                                  | CUSIP: 343498AB7<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |   4925000 | PA      | $4896892.98   | 0.05%             | 2026-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust   | CD 2017-CD4 Mortgage Trust                                         | CUSIP: 12515DAR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9618000 | PA      | $9522800.07   | 0.10%             | 2050-05-10      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust   | CD 2017-CD5 Mortgage Trust                                         | CUSIP: 12515HAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6580000 | PA      | $6480019.53   | 0.07%             | 2050-08-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trus | CFCRE Commercial Mortgage Trust 2016-C6                            | CUSIP: 12532AAZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  43820000 | PA      | $43531436.54  | 0.47%             | 2049-11-10      | Variable      | 3.22%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust        | CarMax Auto Owner Trust 2023-1                                     | CUSIP: 14318DAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6590539 | PA      | $6596964.44   | 0.07%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust        | Carmax Auto Owner Trust 2024-3                                     | CUSIP: 14319GAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1191929 | PA      | $1192359.94   | 0.01%             | 2027-09-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| CENTRL PLAINS ENERGY PROJ NE G | Central Plains Energy Project                                      | CUSIP: 154872AZ8<br>LEI: SVQOT7V5CPLIGNP5BE29 | Long             | DBT              | MUN               | US        |   1150000 | PA      | $1153889.88   | 0.01%             | 2026-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust         | Chase Auto Owner Trust 2023-A                                      | CUSIP: 16144KAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7402468 | PA      | $7465735.82   | 0.08%             | 2029-01-25      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA        | Hyundai Capital America                                            | CUSIP: 44891ACG0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4010797.76   | 0.04%             | 2026-06-26      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/F | Ford Credit Auto Owner Trust 2021-REV2                             | CUSIP: 345285AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13738000 | PA      | $13523450.91  | 0.15%             | 2034-05-15      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master O | Ford Credit Floorplan Master Owner Trust A                         | CUSIP: 34528QHV9<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |  71656000 | PA      | $71743921.91  | 0.77%             | 2028-05-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA        | Hyundai Capital America                                            | CUSIP: 44891ACM7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |  13060000 | PA      | $13140180.04  | 0.14%             | 2026-09-21      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA        | Hyundai Capital America                                            | CUSIP: 44891ACT2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   4708000 | PA      | $4734216.26   | 0.05%             | 2027-01-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA        | Hyundai Capital America                                            | CUSIP: 44891ADP9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   7381000 | PA      | $7405667.60   | 0.08%             | 2027-03-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                   | Illumina Inc                                                       | CUSIP: 452327AQ2<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |   2833000 | PA      | $2833347.86   | 0.03%             | 2026-09-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                   | ING Groep NV                                                       | CUSIP: 456837AV5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |  16300000 | PA      | $16300000.00  | 0.18%             | 2027-04-01      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP              | ITC Holdings Corp                                                  | CUSIP: 465685AK1<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |  31904000 | PA      | $31814550.76  | 0.34%             | 2026-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu | JPMBB Commercial Mortgage Securities Trust 2015-C32                | CUSIP: 46590JAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  23668744 | PA      | $23076789.05  | 0.25%             | 2048-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor | JP Morgan Chase Commercial Mortgage Securities Trust 2015-JP1      | CUSIP: 46590KAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1470172 | PA      | $1464861.55   | 0.02%             | 2049-01-15      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP2      | CUSIP: 46590MAR1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1312743 | PA      | $1308514.47   | 0.01%             | 2049-08-15      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP3      | CUSIP: 46590RAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3291150 | PA      | $3268829.75   | 0.04%             | 2049-08-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu | JPMBB Commercial Mortgage Securities Trust 2014-C24                | CUSIP: 46643GAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1599526 | PA      | $1569125.74   | 0.02%             | 2047-11-15      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu | JPMBB Commercial Mortgage Securities Trust 2014-C25                | CUSIP: 46643PBE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8926836 | PA      | $8826320.18   | 0.10%             | 2047-11-15      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu | JPMBB Commercial Mortgage Securities Trust 2015-C27                | CUSIP: 46644ABF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     91699 | PA      | $90076.00     | 0.00%             | 2048-02-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4      | CUSIP: 46645UAT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1250000 | PA      | $1240179.25   | 0.01%             | 2049-12-15      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor | JPMCC Commercial Mortgage Securities Trust 2017-JP5                | CUSIP: 46647TAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  48143790 | PA      | $47862774.70  | 0.52%             | 2050-03-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL       | Jackson National Life Global Funding                               | CUSIP: 46849LUZ2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   8105000 | PA      | $8106849.07   | 0.09%             | 2026-04-10      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC        | Jefferies Financial Group Inc                                      | CUSIP: 47233WKS7<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |  19700000 | PA      | $19637463.93  | 0.21%             | 2026-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC        | Jefferies Financial Group Inc                                      | CUSIP: 47233WLT4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |  46850000 | PA      | $46833566.43  | 0.50%             | 2027-02-11      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor | JPMCC Commercial Mortgage Securities Trust 2017-JP6                | CUSIP: 48128KAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  19975000 | PA      | $19697419.41  | 0.21%             | 2050-07-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL            | Synchrony Financial                                                | CUSIP: 87165BAL7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |  19007000 | PA      | $18951059.36  | 0.20%             | 2026-08-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Issuance Trust  | Synchrony Card Funding LLC                                         | CUSIP: 87166PAM3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8950000 | PA      | $9028302.66   | 0.10%             | 2030-03-15      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/F | Ford Credit Auto Owner Trust 2021-REV1                             | CUSIP: 345340AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  64783000 | PA      | $64709445.38  | 0.70%             | 2033-10-17      | Fixed         | 1.37%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC       | Ford Motor Credit Co LLC                                           | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   3828000 | PA      | $3826847.12   | 0.04%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC       | Ford Motor Credit Co LLC                                           | CUSIP: 345397D26<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  21897000 | PA      | $21948554.30  | 0.24%             | 2026-06-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC       | Ford Motor Credit Co LLC                                           | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   9078000 | PA      | $9128065.26   | 0.10%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC       | Ford Motor Credit Co LLC                                           | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  15019000 | PA      | $15129641.22  | 0.16%             | 2027-05-17      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC       | Ford Motor Credit Co LLC                                           | CUSIP: 345397F81<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4509298.35   | 0.05%             | 2026-11-05      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Bank of America Credit Card Tr | BA Credit Card Trust                                               | CUSIP: 05522RDG0<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-O            | CORP              | US        |  26593000 | PA      | $26617077.30  | 0.29%             | 2028-05-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP          | Bank of Ireland Group PLC                                          | CUSIP: 06279JAB5<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |  70013000 | PA      | $69112009.00  | 0.74%             | 2027-09-30      | Variable      | 2.03%                 | No            |                  2 | On Loan: No      |
| Baptist Memorial Health        | Baptist Memorial Health                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | CORP              | US        |  28100000 | PA      | $28090628.65  | 0.30%             | 2026-05-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                   | Barclays PLC                                                       | CUSIP: 06738ECF0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  45425000 | PA      | $45474168.02  | 0.49%             | 2027-05-09      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| GATX CORP                      | GATX Corp                                                          | CUSIP: 361448AY9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |   5795000 | PA      | $5762087.99   | 0.06%             | 2026-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FRONTIER CALIFORNIA INC        | Frontier California Inc                                            | CUSIP: 362311AH5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2560000 | PA      | $2607711.56   | 0.03%             | 2027-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP       | Healthcare Realty Holdings LP                                      | CUSIP: 42225UAD6<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |  12183000 | PA      | $12142129.08  | 0.13%             | 2026-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HEXCEL CORP                    | Hexcel Corp                                                        | CUSIP: 428291AN8<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |  24958000 | PA      | $24875237.03  | 0.27%             | 2027-02-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner T | Honda Auto Receivables 2023-4 Owner Trust                          | CUSIP: 438123AC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2547307 | PA      | $2569445.93   | 0.03%             | 2028-06-21      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Barclays Dryrock Issuance Trus | Barclays Dryrock Issuance Trust                                    | CUSIP: 06742LAX1<br>LEI: 213800R4G3N2G68CHU37 | Long             | ABS-O            | CORP              | US        |  36805000 | PA      | $36812246.90  | 0.40%             | 2029-02-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS MORTGAGE TRUST 2017-C1                                       | CUSIP: 07332VBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6593653 | PA      | $6535709.30   | 0.07%             | 2050-02-15      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2022-C14                                      | CUSIP: 07336AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2248793 | PA      | $2226029.18   | 0.02%             | 2055-02-15      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC              | GXO Logistics Inc                                                  | CUSIP: 36262GAB7<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |  72258000 | PA      | $71610400.68  | 0.77%             | 2026-07-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO         | General Motors Financial Co Inc                                    | CUSIP: 37045XEF9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  14675000 | PA      | $14676369.91  | 0.16%             | 2026-04-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC           | Glencore Funding LLC                                               | CUSIP: 378272BD9<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |  43450000 | PA      | $43359331.58  | 0.47%             | 2026-04-27      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC           | Glencore Funding LLC                                               | CUSIP: 378272BR8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |  25925000 | PA      | $26132111.45  | 0.28%             | 2027-04-04      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC            | Global Payments Inc                                                | CUSIP: 37940XAG7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |  14463000 | PA      | $14200357.27  | 0.15%             | 2027-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| HCA INC                        | HCA Inc                                                            | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |  44076000 | PA      | $44101470.64  | 0.48%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                        | HCA Inc                                                            | CUSIP: 40412DEE5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | STIV             | CORP              | US        |  25575000 | PA      | $25437588.08  | 0.27%             | 2026-05-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| RELIANCE STAND LIFE II         | Reliance Standard Life Global Funding II                           | CUSIP: 75951AAN8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5540000 | PA      | $5462376.12   | 0.06%             | 2027-01-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| RENESAS ELECTRONICS CORP       | Renesas Electronics Corp                                           | CUSIP: 75972BAB7<br>LEI: 5299000EPC47VJQOFB81 | Long             | DBT              | CORP              | JP        |  16995000 | PA      | $16731753.40  | 0.18%             | 2026-11-25      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| RIVERSIDE OH REVENUE           | City of Riverside OH                                               | CUSIP: 769230AN3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2515309.00   | 0.03%             | 2027-02-23      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC       | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  29898000 | PA      | $29574578.39  | 0.32%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                   | WP Carey Inc                                                       | CUSIP: 92936UAE9<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |  18333000 | PA      | $18324521.72  | 0.20%             | 2026-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2016-C35                     | CUSIP: 95000FAT3<br>LEI: 549300MZIB10PDVAE312 | Long             | ABS-MBS          | CORP              | US        |  11932856 | PA      | $11887748.61  | 0.13%             | 2048-07-15      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2016-BNK1                    | CUSIP: 95000GAY0<br>LEI: 549300DNBJ7A0SEFVK31 | Long             | ABS-MBS          | CORP              | US        |  31124000 | PA      | $30944865.82  | 0.33%             | 2049-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2016-NXS6                    | CUSIP: 95000KBB0<br>LEI: 549300CFP9NBBMZH1008 | Long             | ABS-MBS          | CORP              | US        |  73298000 | PA      | $72970064.75  | 0.79%             | 2049-11-15      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2016-C36                     | CUSIP: 95000MBP5<br>LEI: 549300BSYX29G4VVM177 | Long             | ABS-MBS          | CORP              | US        |   3675000 | PA      | $3642210.92   | 0.04%             | 2059-11-15      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2017-RB1                     | CUSIP: 95000TBS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  20022000 | PA      | $19677439.40  | 0.21%             | 2050-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT       | Western Midstream Operating LP                                     | CUSIP: 958254AF1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |  35399000 | PA      | $35399000.00  | 0.38%             | 2026-07-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE         | Westinghouse Air Brake Technologies Corp                           | CUSIP: 960386AL4<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |  19000000 | PA      | $18891338.24  | 0.20%             | 2026-11-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| WIPRO IT SERVICE               | Wipro IT Services LLC                                              | CUSIP: 97654MAA4<br>LEI: 549300S6XZZ65F0EJS98 | Long             | DBT              | CORP              | US        |   5720000 | PA      | $5681873.17   | 0.06%             | 2026-06-23      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD           | Woodside Finance Ltd                                               | CUSIP: 980236AN3<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |  18788000 | PA      | $18719085.62  | 0.20%             | 2026-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| YARA INTERNATIONAL ASA         | Yara International ASA                                             | CUSIP: 984851AD7<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | DBT              | CORP              | NO        |  27411000 | PA      | $27349951.59  | 0.29%             | 2026-06-06      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| EQT CORP                       | EQT Corp                                                           | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |  21593000 | PA      | $21549556.40  | 0.23%             | 2026-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                 | CUSIP: 29273RBK4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   8109000 | PA      | $8091499.80   | 0.09%             | 2027-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                    | Equinix Inc                                                        | CUSIP: 29444UBD7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |  23012000 | PA      | $22802435.93  | 0.25%             | 2026-11-18      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY              | Eversource Energy                                                  | CUSIP: 30040WAV0<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |  14239000 | PA      | $14246652.04  | 0.15%             | 2026-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP         | Extra Space Storage LP                                             | CUSIP: 30225VAL1<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |  41832000 | PA      | $41740583.69  | 0.45%             | 2026-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FACTSET RESEARCH SYSTEMS       | FactSet Research Systems Inc                                       | CUSIP: 303075AA3<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |   2656000 | PA      | $2610708.98   | 0.03%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC       | Ford Motor Credit Co LLC                                           | CUSIP: 345397ZW6<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  14173000 | PA      | $14153154.26  | 0.15%             | 2026-08-01      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| FORTIS INC                     | Fortis Inc/Canada                                                  | CUSIP: 349553AM9<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |   5186000 | PA      | $5149684.36   | 0.06%             | 2026-10-04      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| FRESENIUS MED CARE III         | Fresenius Medical Care US Finance III Inc                          | CUSIP: 35805BAC2<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |   7120000 | PA      | $6982084.53   | 0.08%             | 2026-12-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| FRONTIER CALIFORNIA INC        | Frontier California Inc                                            | CUSIP: 362311AG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12143000 | PA      | $12385860.00  | 0.13%             | 2027-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                       | AT&T Inc                                                           | CUSIP: 00206RJX1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   9550000 | PA      | $9335080.50   | 0.10%             | 2027-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC            | Ashtead Capital Inc                                                | CUSIP: 045054AN3<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |  31264000 | PA      | $30909640.38  | 0.33%             | 2026-08-12      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING          | Athene Global Funding                                              | CUSIP: 04685A3L3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  18850000 | PA      | $18554681.20  | 0.20%             | 2027-03-08      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING          | Athene Global Funding                                              | CUSIP: 04685A3T6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  21488000 | PA      | $21661962.12  | 0.23%             | 2027-03-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING          | Athene Global Funding                                              | CUSIP: 04685A3X7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1347492.84   | 0.01%             | 2027-07-09      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AutoNation Finance Trust 2025- | AutoNation Finance Trust 2026-1                                    | CUSIP: 05330WAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15194000 | PA      | $15180632.32  | 0.16%             | 2029-01-11      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP         | Aviation Capital Group LLC                                         | CUSIP: 05369AAL5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |  22123000 | PA      | $21859899.57  | 0.24%             | 2026-09-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP         | Aviation Capital Group LLC                                         | CUSIP: 05369AAR2<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   7625000 | PA      | $7633500.81   | 0.08%             | 2027-04-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AVNET INC                      | Avnet Inc                                                          | CUSIP: 053807AS2<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |  39998000 | PA      | $39992574.67  | 0.43%             | 2026-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD       | Avolon Holdings Funding Ltd                                        | CUSIP: 05401AAG6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   2700000 | PA      | $2699859.79   | 0.03%             | 2026-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD       | Avolon Holdings Funding Ltd                                        | CUSIP: 05401AAJ0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |  15204000 | PA      | $15032276.60  | 0.16%             | 2027-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust   | CSMC Trust 2016-NXSR                                               | CUSIP: 12594PAV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1929792 | PA      | $1922535.92   | 0.02%             | 2049-12-15      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC             | Conagra Brands Inc                                                 | CUSIP: 205887CJ9<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |  19603000 | PA      | $19692180.71  | 0.21%             | 2026-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CONCENTRIX CORP                | Concentrix Corp                                                    | CUSIP: 20602DAA9<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |  17236000 | PA      | $17311901.48  | 0.19%             | 2026-08-02      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA       | Cooperatieve Rabobank UA                                           | CUSIP: 21684AAF3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |  69656000 | PA      | $69503606.60  | 0.75%             | 2026-07-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC       | Corebridge Financial Inc                                           | CUSIP: 21871XAD1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |  64637000 | PA      | $64050907.23  | 0.69%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC         | Cox Communications Inc                                             | CUSIP: 224044CG0<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |  13284000 | PA      | $13222613.04  | 0.14%             | 2026-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC               | Crown Castle Inc                                                   | CUSIP: 22822VAE1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   7001000 | PA      | $6969693.42   | 0.08%             | 2027-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2016-UBS12                          | CUSIP: 61691EBA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  64285000 | PA      | $63758936.56  | 0.69%             | 2049-12-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust      | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C32        | CUSIP: 61691GAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  17888053 | PA      | $17784629.64  | 0.19%             | 2049-12-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2017-H1                             | CUSIP: 61691JAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  22285000 | PA      | $22015353.73  | 0.24%             | 2050-06-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2017-H1                             | CUSIP: 61691JAV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  29549000 | PA      | $29219664.58  | 0.31%             | 2050-06-15      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust      | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C30        | CUSIP: 61766NBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  40425098 | PA      | $40030415.64  | 0.43%             | 2049-09-15      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust      | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C31        | CUSIP: 61766RAZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4270000 | PA      | $4235295.58   | 0.05%             | 2049-11-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY        | Nationwide Building Society                                        | CUSIP: 63859WAE9<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |  46248000 | PA      | $46122685.49  | 0.50%             | 2026-09-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY        | Nationwide Building Society                                        | CUSIP: 63861VAF4<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |  12831000 | PA      | $12653230.34  | 0.14%             | 2028-02-16      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY        | Nationwide Building Society                                        | CUSIP: 63861VAJ6<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   9225000 | PA      | $9328852.93   | 0.10%             | 2027-10-18      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC              | NatWest Group PLC                                                  | CUSIP: 639057AC2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   8475000 | PA      | $8423497.17   | 0.09%             | 2027-06-14      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC              | NatWest Group PLC                                                  | CUSIP: 780097BA8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |  61375000 | PA      | $61372392.18  | 0.66%             | 2026-04-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE         | VICI Properties LP / VICI Note Co Inc                              | CUSIP: 92564RAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1005755.19   | 0.01%             | 2027-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC       | Vistra Operations Co LLC                                           | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   4745000 | PA      | $4728255.37   | 0.05%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC       | Vistra Operations Co LLC                                           | CUSIP: 92840VAG7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1511000 | PA      | $1497174.35   | 0.02%             | 2027-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                     | VMware LLC                                                         | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |  22311000 | PA      | $22076308.14  | 0.24%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                   | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  36447000 | PA      | $36146326.83  | 0.39%             | 2028-03-24      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                   | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  42767000 | PA      | $43318669.92  | 0.47%             | 2028-04-22      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| FELLS POINT FUNDING TR         | Fells Point Funding Trust                                          | CUSIP: 314382AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  31104000 | PA      | $30753512.97  | 0.33%             | 2027-01-31      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| FERGUSON FINANCE PLC           | Ferguson Finance PLC                                               | CUSIP: 314890AC8<br>LEI: 2138003A7ZEU931DZL61 | Long             | DBT              | CORP              | GB        |   2968000 | PA      | $2963076.09   | 0.03%             | 2027-04-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP            | Fifth Third Bancorp                                                | CUSIP: 316773DE7<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   6419000 | PA      | $6383084.09   | 0.07%             | 2028-04-25      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| CIG DS2 LLC                    | CIG DS2 LLC                                                        | CUSIP: 1255YBAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  42650000 | PA      | $42624549.04  | 0.46%             | 2026-10-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| First American Government Obli | First American Government Obligations Fund                         | CUSIP: 31846V211<br>LEI: 549300R5MYM6VZF1RM44 | Long             | STIV             | RF                | US        |  25157358 | NS      | $25157357.67  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS ENERGY CORP                | CMS Energy Corp                                                    | CUSIP: 125896BQ2<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |  10092000 | PA      | $10076980.18  | 0.11%             | 2026-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC         | CNH Industrial Capital LLC                                         | CUSIP: 12592BAM6<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |  63399000 | PA      | $62824785.75  | 0.68%             | 2026-07-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust            | COMM 2014-UBS5 Mortgage Trust                                      | CUSIP: 12592KBE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12215630 | PA      | $12026165.34  | 0.13%             | 2047-09-10      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust            | COMM 2016-COR1 Mortgage Trust                                      | CUSIP: 12594MBC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  20200300 | PA      | $20064026.76  | 0.22%             | 2049-10-10      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust            | COMM 2017-COR2 Mortgage Trust                                      | CUSIP: 12595EAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3330000 | PA      | $3288368.67   | 0.04%             | 2050-09-10      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2016-C2                        | CUSIP: 17291CBR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10049752 | PA      | $9993314.60   | 0.11%             | 2049-08-10      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2016-P6                        | CUSIP: 17291EAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    736000 | PA      | $729044.58    | 0.01%             | 2049-12-10      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                      | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  29950000 | PA      | $29805621.83  | 0.32%             | 2028-01-10      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                      | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  65030000 | PA      | $64246229.83  | 0.69%             | 2028-02-24      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2015-GC31                      | CUSIP: 17323YAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11299060 | PA      | $11083726.76  | 0.12%             | 2048-06-10      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2015-GC35                      | CUSIP: 17324KAP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  22958631 | PA      | $22840998.07  | 0.25%             | 2048-11-10      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2016-GC36                      | CUSIP: 17324TAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    842234 | PA      | $834317.22    | 0.01%             | 2049-02-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2016-P5                        | CUSIP: 17325DAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  27865000 | PA      | $27599034.15  | 0.30%             | 2049-10-10      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| CLECO CORPORATE HOLDINGS       | Cleco Corporate Holdings LLC                                       | CUSIP: 18551PAC3<br>LEI: 5493002H80P81B3HXL31 | Long             | DBT              | CORP              | US        |   4565000 | PA      | $4561666.87   | 0.05%             | 2026-05-01      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| COLORADO INT GAS CO/ISS        | Colorado Interstate Gas Co LLC / Colorado Interstate Issuing Corp  | CUSIP: 196500AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  25755000 | PA      | $25710435.35  | 0.28%             | 2026-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO       | Columbia Pipelines Holding Co LLC                                  | CUSIP: 19828AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  19599000 | PA      | $19688002.19  | 0.21%             | 2026-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2016-P4                        | CUSIP: 29429EAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8035000 | PA      | $8003778.40   | 0.09%             | 2049-07-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank   | Huntington Bank Auto Credit-Linked Notes Series 2024-1             | CUSIP: 44644NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2641638 | PA      | $2679085.62   | 0.03%             | 2032-05-20      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA        | Hyundai Capital America                                            | CUSIP: 44891ABZ9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1148000 | PA      | $1133222.99   | 0.01%             | 2026-09-17      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Underwrit | Stellantis Financial Underwritten Enhanced Lease Trust 2025-A      | CUSIP: 858928AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  31562947 | PA      | $31614088.12  | 0.34%             | 2027-07-20      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Underwrit | Stellantis Financial Underwritten Enhanced Lease Trust 2025-B      | CUSIP: 858933AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  24562862 | PA      | $24603167.56  | 0.27%             | 2028-05-22      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Issuance Trust  | Synchrony Card Funding LLC                                         | CUSIP: 87166PAK7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  72424000 | PA      | $72709299.86  | 0.78%             | 2029-07-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| TELEDYNE TECHNOLOGIES IN       | Teledyne Technologies Inc                                          | CUSIP: 879360AC9<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |   6495000 | PA      | $6495000.00   | 0.07%             | 2026-04-01      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU       | Telefonica Emisiones SA                                            | CUSIP: 87938WAT0<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |  11810000 | PA      | $11760868.51  | 0.13%             | 2027-03-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                     | TELUS Corp                                                         | CUSIP: 87971MBD4<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |  11366000 | PA      | $11211395.58  | 0.12%             | 2027-02-16      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                     | TELUS Corp                                                         | CUSIP: 87974WGG7<br>LEI: 894500TX134IMF6NW757 | Long             | STIV             | CORP              | CA        |  42600000 | PA      | $42058247.28  | 0.45%             | 2026-07-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2017-4                                   | CUSIP: 89173UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1952402 | PA      | $1920820.07   | 0.02%             | 2057-06-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2017-6                                   | CUSIP: 89175JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3004096 | PA      | $2966940.04   | 0.03%             | 2057-10-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2018-6                                   | CUSIP: 89176LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1305200 | PA      | $1299600.32   | 0.01%             | 2058-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2020-MH1                                 | CUSIP: 89178YAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3288307 | PA      | $3237726.38   | 0.03%             | 2060-02-25      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER               | Triton Container International Ltd                                 | CUSIP: 89680YAA3<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |  42140000 | PA      | $42094930.43  | 0.45%             | 2026-04-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP          | Truist Financial Corp                                              | CUSIP: 89788MAN2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |  28013000 | PA      | $28083567.55  | 0.30%             | 2027-06-08      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                | Tyson Foods Inc                                                    | CUSIP: 902494BC6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |  15717000 | PA      | $15570151.51  | 0.17%             | 2027-06-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust  | UBS Commercial Mortgage Trust 2017-C1                              | CUSIP: 90276EAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18800000 | PA      | $18564240.48  | 0.20%             | 2050-06-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust  | UBS Commercial Mortgage Trust 2017-C3                              | CUSIP: 90276GAS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  17050000 | PA      | $16746238.91  | 0.18%             | 2050-08-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association | US Bank NA                                                         | CUSIP: 90357PAV6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1221969 | PA      | $1232289.47   | 0.01%             | 2032-08-25      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| APACHE CORP                    | Apache Corp                                                        | CUSIP: 037411AK1<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2002050.98   | 0.02%             | 2026-04-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust          | Arroyo Mortgage Trust 2019-2                                       | CUSIP: 042858AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3427948 | PA      | $3335388.09   | 0.04%             | 2049-04-25      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust          | Arroyo Mortgage Trust 2019-1                                       | CUSIP: 042859AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1901321 | PA      | $1854390.67   | 0.02%             | 2049-01-25      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust          | Arroyo Mortgage Trust 2019-3                                       | CUSIP: 04285AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7318686 | PA      | $7012563.78   | 0.08%             | 2048-10-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| DXC TECHNOLOGY CO              | DXC Technology Co                                                  | CUSIP: 23355LAL0<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |  56951000 | PA      | $56245896.50  | 0.61%             | 2026-09-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP               | Duke Energy Corp                                                   | CUSIP: 26441CAS4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |  10897000 | PA      | $10820633.82  | 0.12%             | 2026-09-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT       | Element Fleet Management Corp                                      | CUSIP: 286181AH5<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   6342000 | PA      | $6358519.58   | 0.07%             | 2026-06-26      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT       | Element Fleet Management Corp                                      | CUSIP: 286181AM4<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   9850000 | PA      | $9931257.48   | 0.11%             | 2027-03-13      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP            | Emera US Finance LP                                                | CUSIP: 29103DAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  16418000 | PA      | $16380265.20  | 0.18%             | 2026-06-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                   | Enbridge Inc                                                       | CUSIP: 29250NAL9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |  22650000 | PA      | $22639026.53  | 0.24%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                   | Enbridge Inc                                                       | CUSIP: 29250NCA1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |  14585000 | PA      | $14706835.51  | 0.16%             | 2027-04-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANC       | LYB International Finance II BV                                    | CUSIP: 50247WAB3<br>LEI: 549300ZSNDBYN4Z4VZ93 | Long             | DBT              | CORP              | NL        |   7925000 | PA      | $7847211.21   | 0.08%             | 2027-03-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC       | Lloyds Banking Group PLC                                           | CUSIP: 539439AY5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |  30776000 | PA      | $30922891.08  | 0.33%             | 2027-08-07      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| M&T Equipment Notes            | M&T Equipment 2024-LEAF1 Notes                                     | CUSIP: 55376YAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6082063 | PA      | $6093744.42   | 0.07%             | 2031-08-18      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD            | Macquarie Group Ltd                                                | CUSIP: 55607PAF2<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |  18401000 | PA      | $18147337.61  | 0.20%             | 2027-09-23      | Variable      | 1.63%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD            | Macquarie Group Ltd                                                | CUSIP: 55608JBC1<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |  18100000 | PA      | $17987349.58  | 0.19%             | 2028-06-21      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES | Mercedes-Benz Auto Receivables Trust 2024-1                        | CUSIP: 587918AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  28663752 | PA      | $28793633.56  | 0.31%             | 2029-04-16      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| LYB FINANCE CO BV              | LYB Finance Co BV                                                  | CUSIP: 61238QAA6<br>LEI: 549300BBGA3CFHX0KS75 | Long             | DBT              | CORP              | NL        |  30280000 | PA      | $31301921.54  | 0.34%             | 2027-03-15      | Fixed         | 8.10%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust      | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C22        | CUSIP: 61690FAM5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    837401 | PA      | $823994.58    | 0.01%             | 2048-04-15      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                     | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1730000 | PA      | $1702884.45   | 0.02%             | 2028-01-21      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust      | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C29        | CUSIP: 61766EBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1773019 | PA      | $1757072.92   | 0.02%             | 2049-05-15      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust      | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C28        | CUSIP: 61766LBS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  20869019 | PA      | $20816545.70  | 0.22%             | 2049-01-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust      | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C30        | CUSIP: 61766NBA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2910762 | PA      | $2900016.28   | 0.03%             | 2049-09-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB           | Utah Acquisition Sub Inc                                           | CUSIP: 62854AAN4<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |  70652000 | PA      | $70517394.52  | 0.76%             | 2026-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NY STATE ELECTRIC & GAS        | New York State Electric & Gas Corp                                 | CUSIP: 649840CQ6<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |   2125000 | PA      | $2109240.04   | 0.02%             | 2026-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NORTHWEST PIPELINE LLC         | Northwest Pipeline LLC                                             | CUSIP: 66775VAB1<br>LEI: 549300FFKMN9OW536A14 | Long             | DBT              | CORP              | US        |  36443000 | PA      | $36307558.86  | 0.39%             | 2027-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OLD REPUBLIC INTL CORP         | Old Republic International Corp                                    | CUSIP: 680223AK0<br>LEI: 549300IV6O2YY2A1KH37 | Long             | DBT              | CORP              | US        |  43316000 | PA      | $43264320.55  | 0.47%             | 2026-08-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                   | UBS Group AG                                                       | CUSIP: 902613AS7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  13989000 | PA      | $13992785.42  | 0.15%             | 2027-08-05      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| USAA Auto Owner Trust          | USAA Auto Owner Trust 2025-A                                       | CUSIP: 90327HAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  17425000 | PA      | $17417981.21  | 0.19%             | 2028-03-15      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                   | CUSIP: 91282CKK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 148000000 | PA      | $148130253.32 | 1.60%             | 2026-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                   | CUSIP: 91282CKS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 365000000 | PA      | $365601680.60 | 3.94%             | 2026-05-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                   | CUSIP: 91282CKY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 150000000 | PA      | $150323437.50 | 1.62%             | 2026-06-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                   | CUSIP: 91282CLH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 340000000 | PA      | $339946344.60 | 3.66%             | 2026-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                   | CUSIP: 91282CLS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 365000000 | PA      | $365641600.65 | 3.94%             | 2026-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                   | CUSIP: 91282CLY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 275000000 | PA      | $275915772.00 | 2.97%             | 2026-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                   | CUSIP: 91282CME8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 145000000 | PA      | $145508632.45 | 1.57%             | 2026-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                   | CUSIP: 91282CMH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 140000000 | PA      | $140432031.60 | 1.51%             | 2027-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                   | CUSIP: 91282CMP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 170000000 | PA      | $170555155.40 | 1.84%             | 2027-02-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS          | Universal Health Services Inc                                      | CUSIP: 913903AZ3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |  46879000 | PA      | $46318838.14  | 0.50%             | 2026-09-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                 | Var Energi ASA                                                     | CUSIP: 92212WAA8<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    809000 | PA      | $812599.84    | 0.01%             | 2027-05-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE         | VICI Properties LP / VICI Note Co Inc                              | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  55927000 | PA      | $55774148.71  | 0.60%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE         | VICI Properties LP / VICI Note Co Inc                              | CUSIP: 92564RAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2075000 | PA      | $2059200.39   | 0.02%             | 2027-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE         | VICI Properties LP / VICI Note Co Inc                              | CUSIP: 92564RAH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10263000 | PA      | $10251003.27  | 0.11%             | 2026-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC             | Voya Financial Inc                                                 | CUSIP: 929089AB6<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |  23391000 | PA      | $23346874.52  | 0.25%             | 2026-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| WEEHAWKEN TWP NJ               | Township of Weehawken NJ                                           | CUSIP: 948560VX2<br>LEI: 549300NEPL206Q5RBR93 | Long             | DBT              | MUN               | US        |   9047000 | PA      | $9105055.50   | 0.10%             | 2026-10-29      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WEIR GROUP PLC (THE)           | Weir Group PLC/The                                                 | CUSIP: 94876QAA4<br>LEI: 549300KDR56WHY9I3D10 | Long             | DBT              | CORP              | GB        |  40324000 | PA      | $40186263.70  | 0.43%             | 2026-05-13      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                   | CUSIP: 95000U2F9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   6352000 | PA      | $6333932.88   | 0.07%             | 2027-06-17      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-22

**Name of Applicant:** Baird Funds Inc

**Signature:** Baird Funds Inc

**Name of Signer:** Peter Hammond

**Title:** Vice President