# EDGAR Filing Document

**Accession Number:** 0001485894
**File Stem:** 0002071691-26-009327
**Filing Date:** 2026-4
**Character Count:** 356491
**Document Hash:** 7a4d2b35cbbbc121a318c9283002c143
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-009327.hdr.sgml**: 20260429

**ACCESSION NUMBER**: 0002071691-26-009327

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260429

**DATE AS OF CHANGE**: 20260429

**PERIOD START**: 20260228

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22903
- **FILM NUMBER:** 26912571

**BUSINESS ADDRESS:**
- **STREET 1:** 390 MADISON AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10017
- **BUSINESS PHONE:** (800) 480-4111

**MAIL ADDRESS:**
- **STREET 1:** 390 MADISON AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10017

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

  - **Street Address 1:** 390 Madison Avenue

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10017

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

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2026-02-28

**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:** $37768496790.94

**Total Liabilities:** $318785730.46

**Net Assets:** $37449711060.48

**Cash Not Reported:** $5121376.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 255450.54155000 | **1-Year:** 3057184.18607000 | **5-Year:** 226044.77539000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

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

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000172198 | 0.37%                | 0.38%                | 0.30%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $4177074.75              | $1680901.37                                |
| Month 2  | $6879195.78              | $-1535273.30                               |
| Month 3  | $1311287.62              | $-1140144.56                               |

**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: 00084DAU4<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    5000000 | PA      | $4962343.20    | 0.01%             | 2027-06-16      | Variable      | 1.54%                 | Yes           |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                   | ABN AMRO Bank NV                                                             | CUSIP: 00084DAW0<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   35000000 | PA      | $33480596.45   | 0.09%             | 2029-12-13      | Variable      | 2.47%                 | Yes           |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                   | ABN AMRO Bank NV                                                             | CUSIP: 00084DBA7<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |  169500000 | PA      | $171619394.10  | 0.46%             | 2027-09-18      | Variable      | 6.34%                 | Yes           |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                   | ABN AMRO Bank NV                                                             | CUSIP: 00084DBD1<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   61500000 | PA      | $62537142.15   | 0.17%             | 2028-12-03      | Variable      | 4.99%                 | Yes           |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                   | ABN AMRO Bank NV                                                             | CUSIP: 00084DBJ8<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |  114262000 | PA      | $114906437.68  | 0.31%             | 2028-07-07      | Floating      | 4.44%                 | Yes           |                  2 | On Loan: No      |
| Corebridge Global Funding                          | Corebridge Global Funding                                                    | CUSIP: 00138CAU2<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   64606000 | PA      | $64982770.56   | 0.17%             | 2026-07-02      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: —       |
| Corebridge Global Funding                          | Corebridge Global Funding                                                    | CUSIP: 00138CAY4<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |  109306000 | PA      | $109779832.77  | 0.29%             | 2026-06-24      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Corebridge Global Funding                          | Corebridge Global Funding                                                    | CUSIP: 00138CBB3<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |  109494000 | PA      | $110517813.79  | 0.30%             | 2027-08-20      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Corebridge Global Funding                          | Corebridge Global Funding                                                    | CUSIP: 00138CBG2<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   21973000 | PA      | $22041006.87   | 0.06%             | 2028-08-21      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Corebridge Global Funding                          | Corebridge Global Funding                                                    | CUSIP: 00138CBL1<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   45162000 | PA      | $45139568.94   | 0.12%             | 2028-12-15      | Floating      | 4.56%                 | Yes           |                  2 | On Loan: No      |
| ANZ New Zealand Int'l Ltd.                         | ANZ New Zealand Int'l Ltd.                                                   | CUSIP: 00182EBN8<br>LEI: 213800VD256NU2D97H12 | Long             | DBT              | CORP              | NZ        |    3555000 | PA      | $3526001.55    | 0.01%             | 2026-06-22      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| ANZ New Zealand Int'l Ltd.                         | ANZ New Zealand Int'l Ltd.                                                   | CUSIP: 00182EBV0<br>LEI: 213800VD256NU2D97H12 | Long             | DBT              | CORP              | NZ        |   20873000 | PA      | $20994128.52   | 0.06%             | 2029-01-22      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| ANZ New Zealand Int'l Ltd.                         | ANZ New Zealand Int'l Ltd.                                                   | CUSIP: 00182EBW8<br>LEI: 213800VD256NU2D97H12 | Long             | DBT              | CORP              | NZ        |   30229000 | PA      | $30212676.34   | 0.08%             | 2029-01-22      | Floating      | 4.29%                 | Yes           |                  2 | On Loan: —       |
| AT&T, Inc.                                         | AT&T, Inc.                                                                   | CUSIP: 00206RGH9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    9695000 | PA      | $9703586.09    | 0.03%             | 2026-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                         | AT&T, Inc.                                                                   | CUSIP: 00206RHV7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2988176.82    | 0.01%             | 2026-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                         | AT&T, Inc.                                                                   | CUSIP: 00206RML3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |  110605000 | PA      | $110441999.20  | 0.29%             | 2026-03-25      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                              | ARI Fleet Lease Trust, Series 2023-A, Class A3                               | CUSIP: 00218GAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4255268 | PA      | $4278977.27    | 0.01%             | 2032-02-17      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| AbbVie, Inc.                                       | AbbVie, Inc.                                                                 | CUSIP: 00287YAY5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   84349000 | PA      | $84234526.60   | 0.22%             | 2026-05-14      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                       | AbbVie, Inc.                                                                 | CUSIP: 00287YBV0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |  198680000 | PA      | $197418169.41  | 0.53%             | 2026-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                       | AbbVie, Inc.                                                                 | CUSIP: 00287YEC9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   18083000 | PA      | $18119889.32   | 0.05%             | 2028-03-03      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                       | AbbVie, Inc.                                                                 | CUSIP: 00287YED7<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   54721000 | PA      | $54793435.83   | 0.15%             | 2028-03-03      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                         | AerCap Ireland Capital DAC                                                   | CUSIP: 00774MAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   20917000 | PA      | $20840940.14   | 0.06%             | 2027-07-21      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                         | AerCap Ireland Capital DAC                                                   | CUSIP: 00774MAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    3447000 | PA      | $3439930.17    | 0.01%             | 2028-01-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                         | AerCap Ireland Capital DAC                                                   | CUSIP: 00774MAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    5000000 | PA      | $5046220.70    | 0.01%             | 2027-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                         | AerCap Ireland Capital DAC                                                   | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |  108577000 | PA      | $107526215.68  | 0.29%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                         | AerCap Ireland Capital DAC                                                   | CUSIP: 00774MBC8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    4862000 | PA      | $5035158.38    | 0.01%             | 2028-06-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                         | AerCap Ireland Capital DAC                                                   | CUSIP: 00774MBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   32293000 | PA      | $32840818.13   | 0.09%             | 2027-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                         | AerCap Ireland Capital DAC                                                   | CUSIP: 00774MBN4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   66211000 | PA      | $67321610.07   | 0.18%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                         | AerCap Ireland Capital DAC                                                   | CUSIP: 00774MBT1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   49122000 | PA      | $49147691.30   | 0.13%             | 2029-02-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AEGON Funding Co. LLC                              | AEGON Funding Co. LLC                                                        | CUSIP: 00775VAA2<br>LEI: KEIOKM01PSK5VZ5CCI74 | Long             | DBT              | CORP              | US        |   73400000 | PA      | $74424212.59   | 0.20%             | 2027-04-16      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Advanced Micro Devices, Inc.                       | Advanced Micro Devices, Inc.                                                 | CUSIP: 007903BH9<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |   17233000 | PA      | $17281545.36   | 0.05%             | 2026-09-24      | Fixed         | 4.21%                 | No            |                  2 | On Loan: —       |
| Alexandria Real Estate Equities, Inc.              | Alexandria Real Estate Equities, Inc.                                        | CUSIP: 015271AP4<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |   30305000 | PA      | $30283905.30   | 0.08%             | 2026-04-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard, Inc.                     | Alimentation Couche-Tard, Inc.                                               | CUSIP: 01626PAW6<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |   73008000 | PA      | $73418712.34   | 0.20%             | 2028-09-29      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| Allegany Park CLO Ltd.                             | Allegany Park CLO Ltd., Series 2019-1A, Class ARR                            | CUSIP: 017154AU9<br>LEI: 549300D5KL0IVFLIND32 | Long             | ABS-CBDO         | CORP              | KY        |   26500000 | PA      | $26529468.00   | 0.07%             | 2035-01-20      | Floating      | 4.77%                 | Yes           |                  2 | On Loan: No      |
| Ally Auto Receivables Trust                        | Ally Auto Receivables Trust, Series 2025-1, Class A2                         | CUSIP: 02008KAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12812000 | PA      | $12819596.23   | 0.03%             | 2028-07-17      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust                        | Ally Auto Receivables Trust, Series 2022-2, Class A3                         | CUSIP: 02008MAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     315367 | PA      | $315487.26     | 0.00%             | 2027-05-17      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America, Inc.                | Amcor Flexibles North America, Inc.                                          | CUSIP: 02343CC52<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | STIV             | CORP              | US        |   50000000 | PA      | $49968130.00   | 0.13%             | 2026-03-05      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Amcor Flexibles North America, Inc.                | Amcor Flexibles North America, Inc.                                          | CUSIP: 02344AAF5<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |   29463000 | PA      | $30006394.06   | 0.08%             | 2028-03-17      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Ameren Corp.                                       | Ameren Corp.                                                                 | CUSIP: 02360SC22<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | STIV             | CORP              | US        |  101850000 | PA      | $101818426.50  | 0.27%             | 2026-03-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| American Express Co.                               | American Express Co.                                                         | CUSIP: 025816CF4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    2976000 | PA      | $2971395.89    | 0.01%             | 2026-05-20      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| American Express Co.                               | American Express Co.                                                         | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   42368000 | PA      | $42803410.43   | 0.11%             | 2028-02-16      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| American Express Co.                               | American Express Co.                                                         | CUSIP: 025816DT3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   85628000 | PA      | $85817406.57   | 0.23%             | 2027-04-23      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| American Express Co.                               | American Express Co.                                                         | CUSIP: 025816DV8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   26600000 | PA      | $27015694.69   | 0.07%             | 2028-07-26      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| American Express Co.                               | American Express Co.                                                         | CUSIP: 025816EN5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   73470000 | PA      | $73689197.01   | 0.20%             | 2029-02-09      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| American Express Co.                               | American Express Co.                                                         | CUSIP: 025816EQ8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   70665000 | PA      | $70655106.90   | 0.19%             | 2029-02-09      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust       | American Express Credit Account Master Trust, Series 2023-1, Class A         | CUSIP: 02582JJZ4<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |   40022000 | PA      | $40105918.13   | 0.11%             | 2028-05-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                       | American Honda Finance Corp.                                                 | CUSIP: 02665WGA3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |  112725000 | PA      | $113003825.29  | 0.30%             | 2026-12-11      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                       | American Honda Finance Corp.                                                 | CUSIP: 02665WGE5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   42312000 | PA      | $42554081.34   | 0.11%             | 2027-07-09      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                       | American Honda Finance Corp.                                                 | CUSIP: 02665WGG0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |  111290000 | PA      | $111733052.17  | 0.30%             | 2027-01-15      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                       | American Honda Finance Corp.                                                 | CUSIP: 02665WGH8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   71499000 | PA      | $71813595.60   | 0.19%             | 2027-08-13      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                               | American Tower Corp.                                                         | CUSIP: 03027XAK6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   18308000 | PA      | $18234164.75   | 0.05%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                               | American Tower Corp.                                                         | CUSIP: 03027XAM2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    6725000 | PA      | $6672444.33    | 0.02%             | 2027-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                               | American Tower Corp.                                                         | CUSIP: 03027XBL3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   21421000 | PA      | $21359380.35   | 0.06%             | 2026-04-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                               | American Tower Corp.                                                         | CUSIP: 03027XBR0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   39421000 | PA      | $38886958.59   | 0.10%             | 2026-09-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                               | American Tower Corp.                                                         | CUSIP: 03027XBV1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   27000000 | PA      | $26907349.50   | 0.07%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Cencora, Inc.                                      | Cencora, Inc.                                                                | CUSIP: 03073EAV7<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |   10254000 | PA      | $10382241.55   | 0.03%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Cencora, Inc.                                      | Cencora, Inc.                                                                | CUSIP: 03073EBC8<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |   23310000 | PA      | $23319895.10   | 0.06%             | 2029-02-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial, Inc.                         | Ameriprise Financial, Inc.                                                   | CUSIP: 03076CAH9<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    2723000 | PA      | $2708865.94    | 0.01%             | 2026-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                        | Amgen, Inc.                                                                  | CUSIP: 031162CJ7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   14631000 | PA      | $14544836.14   | 0.04%             | 2026-08-19      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                     | Amphenol Corp.                                                               | CUSIP: 032095AW1<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   44117000 | PA      | $44191087.44   | 0.12%             | 2027-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Amur Equipment Finance Receivables XIV LLC         | Amur Equipment Finance Receivables LLC, Series 2024-2A, Class A2             | CUSIP: 03238BAB9<br>LEI: 254900VBZK8DVZNJFJ70 | Long             | ABS-O            | CORP              | US        |    3660158 | PA      | $3710435.99    | 0.01%             | 2031-07-21      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: No      |
| Analog Devices, Inc.                               | Analog Devices, Inc.                                                         | CUSIP: 032654AN5<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1995520.44    | 0.01%             | 2026-12-05      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Anglo American Capital plc                         | Anglo American Capital plc                                                   | CUSIP: 034863AR1<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    8121000 | PA      | $8179389.99    | 0.02%             | 2027-04-10      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Anglo American Capital plc                         | Anglo American Capital plc                                                   | CUSIP: 034863AU4<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    7504000 | PA      | $7553976.64    | 0.02%             | 2028-03-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Elevance Health, Inc.                              | Elevance Health, Inc.                                                        | CUSIP: 036752AR4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    8955000 | PA      | $8945998.52    | 0.02%             | 2026-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Apidos CLO XXIV                                    | Apidos CLO, Series 2016-24A, Class A1AL                                      | CUSIP: 03759CAS9<br>LEI: 549300PPHIOJQEKPJH29 | Long             | ABS-CBDO         | CORP              | KY        |    6818634 | PA      | $6817325.22    | 0.02%             | 2030-10-20      | Floating      | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Apidos CLO                                         | Apidos CLO, Series 2015-23A, Class ARR                                       | CUSIP: 03765YBG8<br>LEI: 635400C39IXGGYE6DH05 | Long             | ABS-CBDO         | CORP              | KY        |   43110935 | PA      | $43093044.39   | 0.12%             | 2033-04-15      | Floating      | 4.72%                 | Yes           |                  2 | On Loan: No      |
| Apidos CLO XXX                                     | Apidos CLO, Series XXXA, Class A1AR                                          | CUSIP: 03768CAN9<br>LEI: 2549001XBZ4DU4T7EC48 | Long             | ABS-CBDO         | CORP              | KY        |    1387628 | PA      | $1387270.37    | 0.00%             | 2031-10-18      | Floating      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co.                         | Archer-Daniels-Midland Co.                                                   | CUSIP: 039483BL5<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |   10150000 | PA      | $10088908.67   | 0.03%             | 2026-08-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co.                         | Arizona Public Service Co.                                                   | CUSIP: 040555CV4<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    5713000 | PA      | $5666786.00    | 0.02%             | 2026-09-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                            | Astrazeneca Finance LLC                                                      | CUSIP: 04636NAA1<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1987141.58    | 0.01%             | 2026-05-28      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                              | Athene Global Funding                                                        | CUSIP: 04685A2K6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1884864.66    | 0.01%             | 2026-11-12      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: —       |
| Athene Global Funding                              | Athene Global Funding                                                        | CUSIP: 04685A3L3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    6896000 | PA      | $6813927.53    | 0.02%             | 2027-03-08      | Fixed         | 3.21%                 | Yes           |                  2 | On Loan: —       |
| Athene Global Funding                              | Athene Global Funding                                                        | CUSIP: 04685A3T6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    5250000 | PA      | $5327289.77    | 0.01%             | 2027-03-25      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Athene Global Funding                              | Athene Global Funding                                                        | CUSIP: 04685A3W9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   12860000 | PA      | $12872165.69   | 0.03%             | 2026-05-08      | Floating      | 4.53%                 | Yes           |                  2 | On Loan: No      |
| Athene Global Funding                              | Athene Global Funding                                                        | CUSIP: 04685A4A6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  223572000 | PA      | $224382014.77  | 0.60%             | 2026-08-27      | Fixed         | 4.86%                 | Yes           |                  2 | On Loan: No      |
| Athene Global Funding                              | Athene Global Funding                                                        | CUSIP: 04685A4E8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  108158000 | PA      | $108932372.34  | 0.29%             | 2027-01-07      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Athene Global Funding                              | Athene Global Funding                                                        | CUSIP: 04685A4Q1<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   28252000 | PA      | $28282539.00   | 0.08%             | 2026-08-10      | Floating      | 4.36%                 | Yes           |                  2 | On Loan: No      |
| Atlantic City Electric Co.                         | Atlantic City Electric Co.                                                   | CUSIP: 04830HC24<br>LEI: 549300S5TW3VP5V06B73 | Long             | STIV             | CORP              | US        |   27920000 | PA      | $27911233.12   | 0.07%             | 2026-03-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.         | Australia & New Zealand Banking Group Ltd.                                   | CUSIP: 05252ADK4<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   82670000 | PA      | $82684880.60   | 0.22%             | 2026-03-18      | Floating      | 4.26%                 | Yes           |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.         | Australia & New Zealand Banking Group Ltd.                                   | CUSIP: 05253JB26<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    2000000 | PA      | $2000803.24    | 0.01%             | 2026-03-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Australia & New Zealand Banking Group Ltd.         | Australia & New Zealand Banking Group Ltd., Series A                         | CUSIP: 05253JB83<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   47469000 | PA      | $47705984.24   | 0.13%             | 2028-12-08      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| AutoZone, Inc.                                     | AutoZone, Inc.                                                               | CUSIP: 053332AT9<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    5970000 | PA      | $5960627.10    | 0.02%             | 2026-04-21      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| AutoZone, Inc.                                     | AutoZone, Inc.                                                               | CUSIP: 053332BE1<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |   28370000 | PA      | $28474616.08   | 0.08%             | 2026-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities, Inc.                        | AvalonBay Communities, Inc.                                                  | CUSIP: 053484AH4<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |   44000000 | PA      | $44434890.72   | 0.12%             | 2030-12-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities, Inc.                        | AvalonBay Communities, Inc.                                                  | CUSIP: 05348EAX7<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    7112000 | PA      | $7098123.56    | 0.02%             | 2026-05-11      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                         | Aviation Capital Group LLC                                                   | CUSIP: 05369AAA9<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    2735000 | PA      | $2705376.86    | 0.01%             | 2027-11-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Aviation Capital Group LLC                         | Aviation Capital Group LLC                                                   | CUSIP: 05369AAR2<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   29135000 | PA      | $29316177.45   | 0.08%             | 2027-04-14      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Aviation Capital Group LLC                         | Aviation Capital Group LLC                                                   | CUSIP: 05369AAV3<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   24131000 | PA      | $24131681.22   | 0.06%             | 2029-04-30      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                       | Avolon Holdings Funding Ltd.                                                 | CUSIP: 05401AAG6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   15428000 | PA      | $15432011.28   | 0.04%             | 2026-05-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                       | Avolon Holdings Funding Ltd.                                                 | CUSIP: 05401AAL5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   53310000 | PA      | $53286010.50   | 0.14%             | 2026-04-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                       | Avolon Holdings Funding Ltd.                                                 | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   17303000 | PA      | $16811248.74   | 0.04%             | 2027-11-18      | Fixed         | 2.53%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                       | Avolon Holdings Funding Ltd.                                                 | CUSIP: 05401AAW1<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   48876000 | PA      | $49527028.32   | 0.13%             | 2028-01-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                       | Avolon Holdings Funding Ltd.                                                 | CUSIP: 05401ABE0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   52820000 | PA      | $52677914.20   | 0.14%             | 2029-04-15      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| BA Credit Card Trust                               | BA Credit Card Trust, Series 2023-A1, Class A1                               | CUSIP: 05522RDG0<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-O            | CORP              | US        |   28175000 | PA      | $28231890.96   | 0.08%             | 2028-05-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                  | BAT Capital Corp.                                                            | CUSIP: 05526DBJ3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $11956064.52   | 0.03%             | 2026-09-06      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| BAT International Finance plc                      | BAT International Finance plc                                                | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |  126592000 | PA      | $126396693.86  | 0.34%             | 2026-03-25      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                 | BMW US Capital LLC                                                           | CUSIP: 05565EAH8<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1996863.18    | 0.01%             | 2026-04-11      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| BMW US Capital LLC                                 | BMW US Capital LLC                                                           | CUSIP: 05565EBW4<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   20155000 | PA      | $19914250.94   | 0.05%             | 2026-08-12      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| BMW US Capital LLC                                 | BMW US Capital LLC                                                           | CUSIP: 05565ECA1<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     378000 | PA      | $376727.27     | 0.00%             | 2027-04-01      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| BMW US Capital LLC                                 | BMW US Capital LLC                                                           | CUSIP: 05565ECL7<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   72833000 | PA      | $72854849.90   | 0.19%             | 2026-04-02      | Floating      | 4.24%                 | Yes           |                  2 | On Loan: No      |
| BMW US Capital LLC                                 | BMW US Capital LLC                                                           | CUSIP: 05565ECU7<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   40876000 | PA      | $41252481.45   | 0.11%             | 2027-03-19      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                            | BPCE SA                                                                      | CUSIP: 05571AAT2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    7177000 | PA      | $7262549.34    | 0.02%             | 2027-01-18      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                            | BPCE SA                                                                      | CUSIP: 05578AE46<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    5330000 | PA      | $5392303.97    | 0.01%             | 2027-07-19      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                            | BPCE SA                                                                      | CUSIP: 05583JAC6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    6900000 | PA      | $6850143.43    | 0.02%             | 2027-10-23      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| BofA Auto Trust                                    | BofA Auto Trust, Series 2025-1A, Class A2A                                   | CUSIP: 05594BAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9953136 | PA      | $9968931.51    | 0.03%             | 2027-11-22      | Fixed         | 4.52%                 | Yes           |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust                            | BMW Vehicle Lease Trust, Series 2025-2, Class A2A                            | CUSIP: 05594HAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   32241572 | PA      | $32250064.64   | 0.09%             | 2027-11-26      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust                            | BMW Vehicle Lease Trust, Series 2024-1, Class A3                             | CUSIP: 05611UAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2163580 | PA      | $2168119.07    | 0.01%             | 2027-03-25      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust                            | BMW Vehicle Lease Trust, Series 2024-2, Class A3                             | CUSIP: 05613MAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   15616000 | PA      | $15649135.59   | 0.04%             | 2027-10-25      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO                            | Bain Capital Credit CLO, Series 2019-2A, Class AR3                           | CUSIP: 05682LBA4<br>LEI: 549300WZ8E2KQS66KT95 | Long             | ABS-CBDO         | CORP              | KY        |   82153937 | PA      | $82119597.03   | 0.22%             | 2032-10-17      | Floating      | 4.59%                 | Yes           |                  2 | On Loan: No      |
| Bain Capital Credit CLO                            | Bain Capital Credit CLO, Series 2019-1A, Class X                             | CUSIP: 05683VAQ7<br>LEI: 549300B0VI605XM3L529 | Long             | ABS-CBDO         | CORP              | KY        |     300000 | PA      | $299975.10     | 0.00%             | 2034-04-19      | Floating      | 4.76%                 | Yes           |                  2 | On Loan: No      |
| Ballyrock CLO Ltd.                                 | Ballyrock CLO Ltd., Series 2019-1A, Class A1R                                | CUSIP: 05875JAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   32815335 | PA      | $32831743.06   | 0.09%             | 2032-07-15      | Floating      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                 | Banco Bilbao Vizcaya Argentaria SA                                           | CUSIP: 05946KAT8<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |   68000000 | PA      | $68014923.28   | 0.18%             | 2029-03-03      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                 | Banco Bilbao Vizcaya Argentaria SA                                           | CUSIP: 05946KAV3<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |   77600000 | PA      | $77631816.00   | 0.21%             | 2029-03-03      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                 | Banco Santander SA                                                           | CUSIP: 05964HAL9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   45452000 | PA      | $45387856.32   | 0.12%             | 2026-03-25      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                 | Banco Santander SA                                                           | CUSIP: 05964HAN5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |  123801000 | PA      | $122319987.21  | 0.33%             | 2027-09-14      | Variable      | 1.72%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                 | Banco Santander SA                                                           | CUSIP: 05964HAS4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   24000000 | PA      | $24422560.32   | 0.07%             | 2027-08-18      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                 | Banco Santander SA                                                           | CUSIP: 05964HAX3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   30000000 | PA      | $30511177.50   | 0.08%             | 2027-11-07      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                 | Banco Santander SA                                                           | CUSIP: 05964HBA2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   46900000 | PA      | $47599735.81   | 0.13%             | 2028-03-14      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                 | Banco Santander SA                                                           | CUSIP: 05971KAR0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   69200000 | PA      | $69752657.50   | 0.19%             | 2030-11-06      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria                    | Banco Bilbao Vizcaya Argentaria                                              | CUSIP: 05971MFV2<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | STIV             | CORP              | ES        |   58212000 | PA      | $58205980.88   | 0.16%             | 2026-08-31      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria                    | Banco Bilbao Vizcaya Argentaria                                              | CUSIP: 05971MFX8<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | STIV             | CORP              | ES        |   41000000 | PA      | $40995928.70   | 0.11%             | 2026-08-31      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                 | Banco Santander SA                                                           | CUSIP: 05973RGK2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | STIV             | CORP              | ES        |   99000000 | PA      | $99051192.90   | 0.26%             | 2026-06-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                              | Bank of America Corp.                                                        | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   53867000 | PA      | $53798936.35   | 0.14%             | 2028-01-20      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                              | Bank of America Corp.                                                        | CUSIP: 06051GHT9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   92673000 | PA      | $92605753.69   | 0.25%             | 2027-04-23      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                              | Bank of America Corp., Series N                                              | CUSIP: 06051GJQ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   15241000 | PA      | $15232421.91   | 0.04%             | 2027-03-11      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                              | Bank of America Corp.                                                        | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    8624000 | PA      | $8546582.44    | 0.02%             | 2027-07-22      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                              | Bank of America Corp.                                                        | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   41342000 | PA      | $40805246.89   | 0.11%             | 2028-02-04      | Variable      | 2.55%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                              | Bank of America Corp., Series FIX                                            | CUSIP: 06051GMK2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   79000000 | PA      | $80411418.74   | 0.21%             | 2029-01-24      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                              | Bank of America Corp.                                                        | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $25354827.75   | 0.07%             | 2029-05-09      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                   | Bank of Montreal                                                             | CUSIP: 06368FAC3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    1937000 | PA      | $1910213.58    | 0.01%             | 2026-09-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: —       |
| Bank of Montreal                                   | Bank of Montreal, Series f2f                                                 | CUSIP: 06368L8K5<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |  103274000 | PA      | $103634806.31  | 0.28%             | 2027-09-10      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                   | Bank of Montreal                                                             | CUSIP: 06368LC53<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     500000 | PA      | $505305.54     | 0.00%             | 2026-12-11      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                   | Bank of Montreal, Series J                                                   | CUSIP: 06368MC69<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |  168139000 | PA      | $168284157.76  | 0.45%             | 2027-12-15      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                   | Bank of Montreal                                                             | CUSIP: 06368MXU3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   78334000 | PA      | $78532163.87   | 0.21%             | 2028-09-22      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                   | Bank of Montreal                                                             | CUSIP: 06376JHC8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |  143180000 | PA      | $143448761.75  | 0.38%             | 2028-01-13      | Floating      | 4.31%                 | No            |                  2 | On Loan: —       |
| Bank of New York Mellon (The)                      | Bank of New York Mellon (The)                                                | CUSIP: 06405LAF8<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2001367.82    | 0.01%             | 2027-04-20      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                | Bank of New York Mellon Corp. (The)                                          | CUSIP: 06406RBQ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   44897000 | PA      | $44969470.04   | 0.12%             | 2027-04-26      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                | Bank of New York Mellon Corp. (The)                                          | CUSIP: 06406RCG0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   13992000 | PA      | $14015218.60   | 0.04%             | 2030-01-22      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| Bank of New Zealand                                | Bank of New Zealand                                                          | CUSIP: 06407EAG0<br>LEI: N7LGVZM7X4UQ66T7LT74 | Long             | DBT              | CORP              | NZ        |   62500000 | PA      | $63728499.38   | 0.17%             | 2028-02-07      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                          | Bank of Nova Scotia (The)                                                    | CUSIP: 0641593U8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    3000000 | PA      | $3000000.00    | 0.01%             | 2026-03-02      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                          | Bank of Nova Scotia (The)                                                    | CUSIP: 0641594A1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    8577000 | PA      | $8508834.55    | 0.02%             | 2026-06-24      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                          | Bank of Nova Scotia (The)                                                    | CUSIP: 0641598K5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    3000000 | PA      | $2958900.84    | 0.01%             | 2026-09-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                          | Bank of Nova Scotia (The)                                                    | CUSIP: 06418GAL1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   66856000 | PA      | $67291089.49   | 0.18%             | 2028-09-08      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                          | Bank of Nova Scotia (The), Series I                                          | CUSIP: 06418GAT4<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   49504000 | PA      | $49576634.25   | 0.13%             | 2028-09-15      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                          | Bank of Nova Scotia (The)                                                    | CUSIP: 06418GAU1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   53078000 | PA      | $53154450.37   | 0.14%             | 2028-09-15      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                          | Bank of Nova Scotia (The)                                                    | CUSIP: 06418GAY3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   63001000 | PA      | $63311875.28   | 0.17%             | 2030-02-02      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                          | Bank of Nova Scotia (The)                                                    | CUSIP: 06418JAA9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    6696000 | PA      | $6774231.64    | 0.02%             | 2026-12-07      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                 | Bank of America NA                                                           | CUSIP: 06428CAA2<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3018374.94    | 0.01%             | 2026-08-18      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA              | Banque Federative du Credit Mutuel SA                                        | CUSIP: 06675DCM2<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    3806000 | PA      | $3892178.92    | 0.01%             | 2028-02-16      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA              | Banque Federative du Credit Mutuel SA                                        | CUSIP: 06675DCQ3<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |  142680000 | PA      | $143466269.53  | 0.38%             | 2028-10-16      | Floating      | 4.68%                 | Yes           |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA              | Banque Federative du Credit Mutuel SA                                        | CUSIP: 06675FBA4<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |  111402000 | PA      | $112163410.39  | 0.30%             | 2026-07-13      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA              | Banque Federative du Credit Mutuel SA                                        | CUSIP: 06675FBC0<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   18989000 | PA      | $19187677.54   | 0.05%             | 2027-01-23      | Fixed         | 5.09%                 | Yes           |                  2 | On Loan: No      |
| Barclays plc                                       | Barclays plc                                                                 | CUSIP: 06738ECF0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   92223000 | PA      | $92520041.06   | 0.25%             | 2027-05-09      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                       | Barclays plc                                                                 | CUSIP: 06738ECJ2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   67809000 | PA      | $68675238.95   | 0.18%             | 2027-09-13      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                       | Barclays plc                                                                 | CUSIP: 06738ECP8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    7822000 | PA      | $7945707.59    | 0.02%             | 2028-03-12      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                       | Barclays plc                                                                 | CUSIP: 06738ECT0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   36113000 | PA      | $36496326.49   | 0.10%             | 2028-09-10      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                       | Barclays plc                                                                 | CUSIP: 06738EDG7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   48514000 | PA      | $48524607.10   | 0.13%             | 2030-05-24      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| Barings CLO Ltd.                                   | Barings CLO Ltd., Series 2021-2A, Class A1R                                  | CUSIP: 06762JAL7<br>LEI: 549300ZI2PPUCDLS2Y70 | Long             | ABS-CBDO         | CORP              | KY        |  100000000 | PA      | $100010300.00  | 0.27%             | 2034-07-15      | Floating      | 4.74%                 | Yes           |                  2 | On Loan: No      |
| Barings CLO Ltd.                                   | Barings CLO Ltd., Series 2021-3A, Class AR                                   | CUSIP: 06762TAL5<br>LEI: 549300V1VT2NXKFG0H98 | Long             | ABS-CBDO         | CORP              | KY        |  100000000 | PA      | $100040800.00  | 0.27%             | 2035-01-18      | Floating      | 4.80%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                     | BNP Paribas SA                                                               | CUSIP: 09659W2F0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    7006000 | PA      | $7051894.48    | 0.02%             | 2028-08-14      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                     | BNP Paribas SA                                                               | CUSIP: 09659W2Q6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    8603000 | PA      | $8536774.88    | 0.02%             | 2027-06-30      | Variable      | 1.68%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                     | BNP Paribas SA                                                               | CUSIP: 09659W3C6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |  145310000 | PA      | $147153848.76  | 0.39%             | 2029-05-09      | Variable      | 4.79%                 | Yes           |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust                            | BMW Vehicle Lease Trust, Series 2025-1, Class A3                             | CUSIP: 096912AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   30646000 | PA      | $30895991.68   | 0.08%             | 2028-06-26      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Securities LLC                         | Wells Fargo Securities LLC                                                   | CUSIP: N/A<br>LEI: VYVVCKR63DVZZN70PB21       | Long             | RA               | CORP              | US        |  440000000 | PA      | $440000000.00  | 1.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Boston Properties LP                               | Boston Properties LP                                                         | CUSIP: 10112RBG8<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5217427.75    | 0.01%             | 2027-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial Global Funding               | Brighthouse Financial Global Funding                                         | CUSIP: 10921U2C1<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |    3406000 | PA      | $3381613.76    | 0.01%             | 2026-05-24      | Fixed         | 1.55%                 | Yes           |                  2 | On Loan: No      |
| Brighthouse Financial Global Funding               | Brighthouse Financial Global Funding                                         | CUSIP: 10921U2E7<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |    1478000 | PA      | $1389890.43    | 0.00%             | 2028-06-28      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Brighthouse Financial Global Funding               | Brighthouse Financial Global Funding                                         | CUSIP: 10921U2J6<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |   63367000 | PA      | $64064256.25   | 0.17%             | 2027-04-09      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                   | Brixmor Operating Partnership LP                                             | CUSIP: 11120VAC7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |   98710000 | PA      | $98686297.75   | 0.26%             | 2026-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                   | Brixmor Operating Partnership LP                                             | CUSIP: 11120VAE3<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    8192000 | PA      | $8181138.15    | 0.02%             | 2027-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                     | Broadcom, Inc.                                                               | CUSIP: 11135FAN1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   40286000 | PA      | $40203512.80   | 0.11%             | 2026-09-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                     | Broadcom, Inc.                                                               | CUSIP: 11135FCE9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   48284000 | PA      | $49274830.65   | 0.13%             | 2028-04-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd. Finance Corp.                           | Bunge Ltd. Finance Corp.                                                     | CUSIP: 120568BL3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   39335000 | PA      | $39223748.43   | 0.10%             | 2026-04-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd. Finance Corp.                           | Bunge Ltd. Finance Corp.                                                     | CUSIP: 120568BM1<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   41068000 | PA      | $41504839.49   | 0.11%             | 2027-04-21      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CCG Receivables Trust                              | CCG Receivables Trust, Series 2023-2, Class A2                               | CUSIP: 12511QAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3380153 | PA      | $3416710.66    | 0.01%             | 2032-04-14      | Fixed         | 6.28%                 | Yes           |                  2 | On Loan: No      |
| CCG Receivables Trust                              | CCG Receivables Trust, Series 2024-1, Class A2                               | CUSIP: 12515PAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   27133460 | PA      | $27362908.17   | 0.07%             | 2032-03-15      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| CGI, Inc.                                          | CGI, Inc.                                                                    | CUSIP: 12532HAC8<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |   73085000 | PA      | $72079199.11   | 0.19%             | 2026-09-14      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                  | Cigna Group (The)                                                            | CUSIP: 125523CP3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    2663000 | PA      | $2659979.28    | 0.01%             | 2026-03-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                  | CIFC Funding Ltd., Series 2022-3A, Class AR                                  | CUSIP: 12571KAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   98300000 | PA      | $98300000.00   | 0.26%             | 2035-04-21      | Floating      | 4.62%                 | Yes           |                  2 | On Loan: No      |
| CMS Energy Corp.                                   | CMS Energy Corp.                                                             | CUSIP: 125896BQ2<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |   11796000 | PA      | $11769049.21   | 0.03%             | 2026-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                         | CNH Industrial Capital LLC                                                   | CUSIP: 12592BAM6<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |   11650000 | PA      | $11532060.64   | 0.03%             | 2026-07-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust                                | CNH Equipment Trust, Series 2022-A, Class A3                                 | CUSIP: 12660DAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     275028 | PA      | $274914.58     | 0.00%             | 2027-07-15      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust                                | CNH Equipment Trust, Series 2023-B, Class A3                                 | CUSIP: 12666DAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   28264432 | PA      | $28695060.67   | 0.08%             | 2029-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CRH SMW Finance DAC                                | CRH SMW Finance DAC                                                          | CUSIP: 12704PAB4<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |   28656000 | PA      | $29659510.77   | 0.08%             | 2030-01-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                       | CaixaBank SA                                                                 | CUSIP: 12803RAA2<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   45207000 | PA      | $46927729.41   | 0.13%             | 2029-01-18      | Variable      | 6.21%                 | Yes           |                  2 | On Loan: No      |
| CaixaBank SA                                       | CaixaBank SA                                                                 | CUSIP: 12803RAB0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   65476000 | PA      | $66406167.77   | 0.18%             | 2027-09-13      | Variable      | 6.68%                 | Yes           |                  2 | On Loan: No      |
| CaixaBank SA                                       | CaixaBank SA                                                                 | CUSIP: 12803RAK0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   93694000 | PA      | $94822532.05   | 0.25%             | 2029-07-03      | Variable      | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                 | Canadian Imperial Bank of Commerce                                           | CUSIP: 13607HVE9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    3000000 | PA      | $2974855.77    | 0.01%             | 2026-06-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: —       |
| Canadian Imperial Bank of Commerce                 | Canadian Imperial Bank of Commerce                                           | CUSIP: 13607LWT6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   13413000 | PA      | $13568240.45   | 0.04%             | 2026-10-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                 | Canadian Imperial Bank of Commerce                                           | CUSIP: 13607PHT4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |  118512000 | PA      | $118866583.16  | 0.32%             | 2027-09-11      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                 | Canadian Imperial Bank of Commerce                                           | CUSIP: 13607PVP6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |  143500000 | PA      | $144503693.53  | 0.39%             | 2028-01-13      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                 | Canadian Imperial Bank of Commerce                                           | CUSIP: 13607QFC1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   88039000 | PA      | $88268693.75   | 0.24%             | 2028-09-08      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                 | Canadian Imperial Bank of Commerce                                           | CUSIP: 13607QWB4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   58225000 | PA      | $58616191.65   | 0.16%             | 2030-01-29      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co.                      | Canadian National Railway Co.                                                | CUSIP: 136375CJ9<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    2000000 | PA      | $2000000.00    | 0.01%             | 2026-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co.                       | Canadian Pacific Railway Co.                                                 | CUSIP: 13645RBE3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    2279000 | PA      | $2243897.04    | 0.01%             | 2026-12-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                        | Capital One Financial Corp.                                                  | CUSIP: 14040HBW4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14957383.20   | 0.04%             | 2028-01-31      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                        | Capital One Financial Corp.                                                  | CUSIP: 14040HCH6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |  228997000 | PA      | $225417781.47  | 0.60%             | 2027-11-02      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                        | Capital One Financial Corp.                                                  | CUSIP: 14040HCS2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    5250000 | PA      | $5301792.14    | 0.01%             | 2028-05-10      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                        | Capital One Financial Corp.                                                  | CUSIP: 14040HDB8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   44923000 | PA      | $45814151.93   | 0.12%             | 2027-10-29      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| Capital One Multi-Asset Execution Trust            | Capital One Multi-Asset Execution Trust, Series 2023-A1, Class A             | CUSIP: 14041NGD7<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-O            | CORP              | US        |    6147000 | PA      | $6154302.64    | 0.02%             | 2028-05-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust           | Capital One Prime Auto Receivables Trust, Series 2022-2, Class A3            | CUSIP: 14043GAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     295905 | PA      | $295849.83     | 0.00%             | 2027-05-17      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust           | Capital One Prime Auto Receivables Trust, Series 2022-2, Class A4            | CUSIP: 14043GAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5715000 | PA      | $5710466.29    | 0.02%             | 2027-12-15      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust           | Capital One Prime Auto Receivables Trust, Series 2024-1, Class A2A           | CUSIP: 14043NAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1927774 | PA      | $1929489.15    | 0.01%             | 2027-10-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust           | Capital One Prime Auto Receivables Trust, Series 2022-1, Class A4            | CUSIP: 14043QAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   35683000 | PA      | $35663923.87   | 0.10%             | 2027-09-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                              | Cardinal Health, Inc.                                                        | CUSIP: 14149YBJ6<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |   37784000 | PA      | $37559291.75   | 0.10%             | 2027-06-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                              | Cardinal Health, Inc.                                                        | CUSIP: 14149YBQ0<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |   33465000 | PA      | $33661001.16   | 0.09%             | 2026-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CARLYLE US CLO Ltd.                                | CARLYLE US CLO Ltd., Series 2019-1A, Class A1A2                              | CUSIP: 14316BBG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   31693808 | PA      | $31705566.16   | 0.08%             | 2031-04-20      | Floating      | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                                | Carlyle US CLO Ltd., Series 2021-9A, Class AR                                | CUSIP: 14317KAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   50000000 | PA      | $50073150.00   | 0.13%             | 2034-10-20      | Floating      | 4.78%                 | Yes           |                  2 | On Loan: No      |
| CarVal CLO I Ltd.                                  | CarVal CLO Ltd., Series 2018-1A, Class AR                                    | CUSIP: 146865AJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   16353676 | PA      | $16361656.83   | 0.04%             | 2031-07-16      | Floating      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| CarVal CLO II Ltd.                                 | CarVal CLO Ltd., Series 2019-1A, Class AR2                                   | CUSIP: 14686AAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  113851043 | PA      | $113833395.86  | 0.30%             | 2032-04-20      | Floating      | 4.69%                 | Yes           |                  2 | On Loan: No      |
| CarVal CLO Ltd.                                    | CarVal CLO Ltd., Series 2019-2A, Class AR2                                   | CUSIP: 14686WAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   25325690 | PA      | $25318523.15   | 0.07%             | 2032-07-20      | Floating      | 4.66%                 | Yes           |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.               | Caterpillar Financial Services Corp.                                         | CUSIP: 14913UAN0<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   36349000 | PA      | $36511421.51   | 0.10%             | 2026-10-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.               | Caterpillar Financial Services Corp.                                         | CUSIP: 14913UBC3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |  160000000 | PA      | $160904288.00  | 0.43%             | 2028-08-15      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.               | Caterpillar Financial Services Corp.                                         | CUSIP: 14913UBG4<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |  143008000 | PA      | $143216179.61  | 0.38%             | 2028-01-10      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| Centerpoint Energy Restoration Bond Co. III LLC    | Centerpoint Energy Restoration Bond Co. III LLC, Series a-1                  | CUSIP: 15202GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7510000 | PA      | $7522173.84    | 0.02%             | 2030-12-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                          | Chesapeake Funding LLC, Series 2023-2A, Class A1                             | CUSIP: 165183CZ5<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |    4253791 | PA      | $4298421.01    | 0.01%             | 2035-10-15      | Fixed         | 6.16%                 | Yes           |                  2 | On Loan: No      |
| Chevron Phillips Chemical Co. LLC                  | Chevron Phillips Chemical Co. LLC                                            | CUSIP: 166754AP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8320000 | PA      | $8288913.24    | 0.02%             | 2026-12-01      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| Citigroup, Inc.                                    | Citigroup, Inc.                                                              | CUSIP: 172967KY6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   19919000 | PA      | $19837272.54   | 0.05%             | 2026-10-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                    | Citigroup, Inc.                                                              | CUSIP: 172967NA5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   27700000 | PA      | $27504633.84   | 0.07%             | 2027-06-09      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                    | Citigroup, Inc.                                                              | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   80652000 | PA      | $81213199.20   | 0.22%             | 2028-05-07      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                        | Citibank NA                                                                  | CUSIP: 17325FBJ6<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   20508000 | PA      | $20585695.99   | 0.05%             | 2026-08-06      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                        | Citibank NA                                                                  | CUSIP: 17325FBL1<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |  153950000 | PA      | $155018303.70  | 0.41%             | 2027-11-19      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                        | Citibank NA                                                                  | CUSIP: 17325FBN7<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   58400000 | PA      | $58913385.06   | 0.16%             | 2027-05-29      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Cleveland Electric Illuminating Co. (The)          | Cleveland Electric Illuminating Co. (The)                                    | CUSIP: 186108CK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2955571.74    | 0.01%             | 2028-04-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| CNO Global Funding                                 | CNO Global Funding                                                           | CUSIP: 18977W2D1<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   10333000 | PA      | $10534272.48   | 0.03%             | 2027-06-04      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| CNO Global Funding                                 | CNO Global Funding                                                           | CUSIP: 18977W2F6<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   17617000 | PA      | $17932715.84   | 0.05%             | 2029-09-09      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| CNO Global Funding                                 | CNO Global Funding                                                           | CUSIP: 18977W2G4<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   33847000 | PA      | $34173202.49   | 0.09%             | 2027-12-10      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| CNO Global Funding                                 | CNO Global Funding                                                           | CUSIP: 18977W2H2<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   37199000 | PA      | $37254606.18   | 0.10%             | 2028-09-08      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Commerzbank AG                                     | Commerzbank AG                                                               | CUSIP: 20259YNR8<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | STIV             | CORP              | DE        |  222205000 | PA      | $218190133.40  | 0.58%             | 2026-08-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                     | Commonwealth Bank of Australia                                               | CUSIP: 20271RAR1<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    2000000 | PA      | $1999827.20    | 0.01%             | 2026-03-13      | Fixed         | 5.32%                 | No            |                  2 | On Loan: —       |
| Commonwealth Bank of Australia                     | Commonwealth Bank of Australia                                               | CUSIP: 20271RAU4<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   45001000 | PA      | $45276619.42   | 0.12%             | 2026-11-27      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                     | Commonwealth Bank of Australia                                               | CUSIP: 2027A0HY8<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    3000000 | PA      | $2980410.48    | 0.01%             | 2026-09-06      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                     | Commonwealth Bank of Australia                                               | CUSIP: 2027A0KQ1<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    2766000 | PA      | $2766663.84    | 0.01%             | 2026-03-13      | Floating      | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Conagra Brands, Inc.                               | Conagra Brands, Inc.                                                         | CUSIP: 205887AF9<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3049273.08    | 0.01%             | 2026-10-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                         | Constellation Brands, Inc.                                                   | CUSIP: 21036PAQ1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    3441000 | PA      | $3434548.40    | 0.01%             | 2026-12-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                | Constellation Energy Generation LLC                                          | CUSIP: 210385AN0<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   22185000 | PA      | $22224769.05   | 0.06%             | 2028-01-08      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                | Constellation Energy Generation LLC                                          | CUSIP: 210385AP5<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   32644000 | PA      | $32657723.86   | 0.09%             | 2028-01-08      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                           | Cooperatieve Rabobank UA                                                     | CUSIP: 21684X3J3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | STIV             | CORP              | NL        |  102171000 | PA      | $102265406.00  | 0.27%             | 2026-05-13      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                           | Cooperatieve Rabobank UA                                                     | CUSIP: 21688AAY8<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    2000000 | PA      | $2019135.58    | 0.01%             | 2026-10-05      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                           | Cooperatieve Rabobank UA                                                     | CUSIP: 21688ABF8<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    2000000 | PA      | $2004342.18    | 0.01%             | 2026-08-28      | Fixed         | 4.33%                 | No            |                  2 | On Loan: —       |
| Cox Communications, Inc.                           | Cox Communications, Inc.                                                     | CUSIP: 224044CG0<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    2735000 | PA      | $2721705.44    | 0.01%             | 2026-09-15      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole SA                                 | Credit Agricole SA                                                           | CUSIP: 22534PAE3<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   49357000 | PA      | $49632046.82   | 0.13%             | 2026-07-05      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole SA                                 | Credit Agricole SA                                                           | CUSIP: 22535WAL1<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   39624000 | PA      | $39962285.94   | 0.11%             | 2028-09-11      | Variable      | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole SA                                 | Credit Agricole SA                                                           | CUSIP: 22535WAP2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   76000000 | PA      | $77590477.08   | 0.21%             | 2029-01-09      | Variable      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                       | UBS Group AG                                                                 | CUSIP: 225401AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    2608000 | PA      | $2614615.43    | 0.01%             | 2028-01-09      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                       | UBS Group AG                                                                 | CUSIP: 225401BK3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   60161000 | PA      | $60192786.06   | 0.16%             | 2029-12-23      | Variable      | 4.15%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                       | UBS Group AG                                                                 | CUSIP: 225401BR8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  107142000 | PA      | $107332592.76  | 0.29%             | 2030-04-10      | Variable      | 4.21%                 | Yes           |                  2 | On Loan: No      |
| UBS AG                                             | UBS AG                                                                       | CUSIP: 22550L2G5<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |    2620000 | PA      | $2590819.54    | 0.01%             | 2026-08-07      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Crossroads Asset Trust                             | Crossroads Asset Trust, Series 2025-A, Class A2                              | CUSIP: 22767VAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13516868 | PA      | $13614509.43   | 0.04%             | 2032-02-20      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| Crown Castle, Inc.                                 | Crown Castle, Inc.                                                           | CUSIP: 22822VAC5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    3118000 | PA      | $3114631.87    | 0.01%             | 2026-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                 | Crown Castle, Inc.                                                           | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    6233000 | PA      | $6164956.40    | 0.02%             | 2026-07-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                       | DNB Bank ASA                                                                 | CUSIP: 23329PAG5<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |   42394000 | PA      | $42148445.47   | 0.11%             | 2027-05-25      | Variable      | 1.53%                 | Yes           |                  2 | On Loan: No      |
| DNB Bank ASA                                       | DNB Bank ASA                                                                 | CUSIP: 2332K1H37<br>LEI: 549300GKFG0RYRRQ1414 | Long             | STIV             | CORP              | NO        |  148720000 | PA      | $146362817.74  | 0.39%             | 2026-08-03      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| DNB Bank ASA                                       | DNB Bank ASA                                                                 | CUSIP: 2332K1PQ7<br>LEI: 549300GKFG0RYRRQ1414 | Long             | STIV             | CORP              | NO        |  214600000 | PA      | $206878391.56  | 0.55%             | 2027-02-24      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| DNB Bank ASA                                       | DNB Bank ASA                                                                 | CUSIP: 2332K1PR5<br>LEI: 549300GKFG0RYRRQ1414 | Long             | STIV             | CORP              | NO        |  117676000 | PA      | $113430673.55  | 0.30%             | 2027-02-25      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| DTE Energy Co.                                     | DTE Energy Co.                                                               | CUSIP: 233331AY3<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |  121995000 | PA      | $121215811.84  | 0.32%             | 2026-10-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                     | DTE Energy Co.                                                               | CUSIP: 233331BJ5<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   23644000 | PA      | $24099345.61   | 0.06%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                   | DTE Electric Co.                                                             | CUSIP: 23338VAW6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    6399000 | PA      | $6443018.34    | 0.02%             | 2027-05-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Dllad LLC                                          | Dllad LLC, Series 2024-1A, Class A2                                          | CUSIP: 23346MAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6949382 | PA      | $6974359.81    | 0.02%             | 2027-08-20      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| DLLAD LLC                                          | DLLAD LLC, Series 2025-1A, Class A2                                          | CUSIP: 23347BAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10500000 | PA      | $10552893.75   | 0.03%             | 2028-11-20      | Fixed         | 4.46%                 | Yes           |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC            | Mercedes-Benz Finance North America LLC                                      | CUSIP: 233851EC4<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    7330000 | PA      | $7330000.00    | 0.02%             | 2026-03-02      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: —       |
| Daimler Truck Finance North America LLC            | Daimler Truck Finance North America LLC                                      | CUSIP: 233853AF7<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   17100000 | PA      | $16858127.00   | 0.05%             | 2026-12-14      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC            | Daimler Truck Finance North America LLC                                      | CUSIP: 233853AM2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    1825000 | PA      | $1820445.00    | 0.00%             | 2027-04-07      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC            | Daimler Truck Finance North America LLC                                      | CUSIP: 233853AV2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   17392000 | PA      | $17564830.04   | 0.05%             | 2027-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC            | Daimler Truck Finance North America LLC                                      | CUSIP: 233853BC3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   19373000 | PA      | $19704283.14   | 0.05%             | 2028-01-13      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC            | Daimler Truck Finance North America LLC                                      | CUSIP: 233853BK5<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   31141000 | PA      | $31227512.19   | 0.08%             | 2029-01-12      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| Danske Bank A/S                                    | Danske Bank A/S                                                              | CUSIP: 23636AAR2<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |     685000 | PA      | $691429.46     | 0.00%             | 2028-06-12      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Danske Bank A/S                                    | Danske Bank A/S                                                              | CUSIP: 23636ABB6<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   55432000 | PA      | $54770856.44   | 0.15%             | 2027-09-10      | Variable      | 1.55%                 | Yes           |                  2 | On Loan: No      |
| Danske Bank A/S                                    | Danske Bank A/S                                                              | CUSIP: 23636ABC4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   16500000 | PA      | $16561003.64   | 0.04%             | 2028-04-01      | Variable      | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Danske Bank A/S                                    | Danske Bank A/S                                                              | CUSIP: 23636ABG5<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   16965000 | PA      | $17215590.35   | 0.05%             | 2028-03-01      | Variable      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| Danske Bank A/S                                    | Danske Bank A/S                                                              | CUSIP: 23636RKV5<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | STIV             | CORP              | DK        |  152791000 | PA      | $148988811.24  | 0.40%             | 2026-10-29      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Danone SA                                          | Danone SA                                                                    | CUSIP: 23636TAE0<br>LEI: 969500KMUQ2B6CBAF162 | Long             | DBT              | CORP              | FR        |   10041000 | PA      | $9971248.19    | 0.03%             | 2026-11-02      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| Darden Restaurants, Inc.                           | Darden Restaurants, Inc.                                                     | CUSIP: 237194AL9<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |   10250000 | PA      | $10231445.86   | 0.03%             | 2027-05-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Darden Restaurants, Inc.                           | Darden Restaurants, Inc.                                                     | CUSIP: 237194AP0<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |   31860000 | PA      | $32078301.22   | 0.09%             | 2027-10-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                           | John Deere Capital Corp.                                                     | CUSIP: 24422EYG8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   86580000 | PA      | $86884761.60   | 0.23%             | 2028-09-11      | Floating      | 4.27%                 | No            |                  2 | On Loan: —       |
| John Deere Capital Corp.                           | John Deere Capital Corp., Series I                                           | CUSIP: 24422EYH6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   55442000 | PA      | $55522333.79   | 0.15%             | 2028-01-07      | Floating      | 4.08%                 | No            |                  2 | On Loan: —       |
| Dell Equipment Finance Trust                       | Dell Equipment Finance Trust, Series 2023-2, Class A3                        | CUSIP: 24703GAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     584515 | PA      | $585197.71     | 0.00%             | 2029-01-22      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Dell International LLC                             | Dell International LLC                                                       | CUSIP: 24703TAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2409000 | PA      | $2410671.41    | 0.01%             | 2026-06-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Dell International LLC                             | Dell International LLC                                                       | CUSIP: 24703TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  104188000 | PA      | $104551277.51  | 0.28%             | 2026-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                       | Dell Equipment Finance Trust, Series 2025-2, Class A2                        | CUSIP: 24703VAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   24600000 | PA      | $24653017.92   | 0.07%             | 2028-02-22      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                       | Dell Equipment Finance Trust, Series 2024-2, Class A2                        | CUSIP: 24704EAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   16149526 | PA      | $16174008.49   | 0.04%             | 2030-08-22      | Fixed         | 4.69%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                   | Deutsche Bank AG                                                             | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |  181568000 | PA      | $179362586.10  | 0.48%             | 2027-11-16      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance BV          | Deutsche Telekom International Finance BV                                    | CUSIP: 25156PBA0<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |    1638000 | PA      | $1634246.21    | 0.00%             | 2027-01-19      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                   | Deutsche Bank AG                                                             | CUSIP: 25160PAN7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   10034000 | PA      | $10147452.63   | 0.03%             | 2027-07-13      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                   | Deutsche Bank AG                                                             | CUSIP: 25161DAG8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | STIV             | CORP              | DE        |   96478000 | PA      | $96651322.73   | 0.26%             | 2026-07-08      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                   | Deutsche Bank AG                                                             | CUSIP: 25161DAK9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | STIV             | CORP              | DE        |  102898000 | PA      | $103085037.69  | 0.28%             | 2026-07-10      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Discover Card Execution Note Trust                 | Discover Card Execution Note Trust, Series 2021-A2, Class A2                 | CUSIP: 254683CQ6<br>LEI: 549300CKCX1QE4RUW216 | Long             | ABS-O            | CORP              | US        |  117266000 | PA      | $115530310.75  | 0.31%             | 2028-09-15      | Fixed         | 1.03%                 | No            |                  2 | On Loan: No      |
| Discover Card Execution Note Trust                 | Discover Card Execution Note Trust, Series 2023-A1, Class A                  | CUSIP: 254683CY9<br>LEI: 549300CKCX1QE4RUW216 | Long             | ABS-O            | CORP              | US        |  107878000 | PA      | $107898712.58  | 0.29%             | 2028-03-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Discover Card Execution Note Trust                 | Discover Card Execution Note Trust, Series 2023-A2, Class A                  | CUSIP: 254683CZ6<br>LEI: 549300CKCX1QE4RUW216 | Long             | ABS-O            | CORP              | US        |   28425000 | PA      | $28518930.41   | 0.08%             | 2028-06-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp.                          | TWDC Enterprises 18 Corp.                                                    | CUSIP: 25468PDM5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2976334.77    | 0.01%             | 2026-07-30      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                              | Dominion Energy, Inc., Series D                                              | CUSIP: 25746UCK3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   31436000 | PA      | $31279501.53   | 0.08%             | 2026-08-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                              | Dominion Energy, Inc., Series A                                              | CUSIP: 25746UDJ5<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   12036000 | PA      | $11999406.35   | 0.03%             | 2026-04-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Dryden 49 Senior Loan Fund                         | Dryden Senior Loan Fund, Series 2017-49A, Class AR                           | CUSIP: 26244QAN3<br>LEI: 549300VCB8LYR1RGV869 | Long             | ABS-CBDO         | CORP              | KY        |      55261 | PA      | $55247.62      | 0.00%             | 2030-07-18      | Floating      | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Dryden CLO Ltd.                                    | Dryden CLO Ltd., Series 2020-86A, Class A1R2                                 | CUSIP: 26245XAY3<br>LEI: 25490017VKY7XEFZL303 | Long             | ABS-CBDO         | CORP              | KY        |   84050000 | PA      | $84171872.50   | 0.22%             | 2034-07-17      | Floating      | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Dryden CLO Ltd.                                    | Dryden CLO Ltd., Series 2019-72A, Class ARR                                  | CUSIP: 26252NAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   25885687 | PA      | $25913617.86   | 0.07%             | 2032-05-15      | Floating      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| EIDP, Inc.                                         | EIDP, Inc.                                                                   | CUSIP: 263534CQ0<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2000490.16    | 0.01%             | 2026-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                  | Duke Energy Corp.                                                            | CUSIP: 26441CAS4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   18740000 | PA      | $18616716.29   | 0.05%             | 2026-09-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                  | Duke Energy Corp.                                                            | CUSIP: 26441CCB9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   76842000 | PA      | $77449968.53   | 0.21%             | 2027-01-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                               | ERAC USA Finance LLC                                                         | CUSIP: 26884TAR3<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |   58891000 | PA      | $58624055.34   | 0.16%             | 2026-12-01      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| eBay, Inc.                                         | eBay, Inc.                                                                   | CUSIP: 278642BD4<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |   41846000 | PA      | $42126880.81   | 0.11%             | 2029-03-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ecolab, Inc.                                       | Ecolab, Inc.                                                                 | CUSIP: 278865AV2<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    2172000 | PA      | $2158163.84    | 0.01%             | 2026-11-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Ecolab, Inc.                                       | Ecolab, Inc.                                                                 | CUSIP: 278865BQ2<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    1571000 | PA      | $1589435.04    | 0.00%             | 2028-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp.                     | Element Fleet Management Corp.                                               | CUSIP: 286181AH5<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   95885000 | PA      | $96345295.94   | 0.26%             | 2026-06-26      | Fixed         | 6.27%                 | Yes           |                  2 | On Loan: No      |
| Element Fleet Management Corp.                     | Element Fleet Management Corp.                                               | CUSIP: 286181AM4<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   88835000 | PA      | $90128940.41   | 0.24%             | 2027-03-13      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Enbridge, Inc.                                     | Enbridge, Inc.                                                               | CUSIP: 29250NBH7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   30860000 | PA      | $30436595.25   | 0.08%             | 2026-10-04      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                     | Enbridge, Inc.                                                               | CUSIP: 29250NBW4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |  126689000 | PA      | $128225918.74  | 0.34%             | 2026-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                     | Enbridge, Inc.                                                               | CUSIP: 29250NCH6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   14123000 | PA      | $14312753.52   | 0.04%             | 2028-06-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                      | Enel Finance International NV                                                | CUSIP: 29278GAA6<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   11225000 | PA      | $11193902.15   | 0.03%             | 2027-05-25      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Enel Finance International NV                      | Enel Finance International NV                                                | CUSIP: 29278GAM0<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   26609000 | PA      | $26363680.72   | 0.07%             | 2026-07-12      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| Enel Finance International NV                      | Enel Finance International NV                                                | CUSIP: 29278GAN8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    5000000 | PA      | $4785344.50    | 0.01%             | 2028-07-12      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| Enel Finance International NV                      | Enel Finance International NV                                                | CUSIP: 29278GBF4<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   39015000 | PA      | $39098004.02   | 0.10%             | 2028-09-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Entergy Corp.                                      | Entergy Corp.                                                                | CUSIP: 29364GAJ2<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    6294000 | PA      | $6261037.31    | 0.02%             | 2026-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                     | Enterprise Fleet Financing LLC, Series 2025-4, Class A2                      | CUSIP: 29373NAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   22364000 | PA      | $22424988.86   | 0.06%             | 2028-08-20      | Fixed         | 4.05%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                     | Enterprise Fleet Financing LLC, Series 2022-4, Class A2                      | CUSIP: 29374GAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1698938 | PA      | $1702683.81    | 0.00%             | 2029-10-22      | Fixed         | 5.76%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                     | Enterprise Fleet Financing LLC, Series 2023-3, Class A2                      | CUSIP: 29374LAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   21612235 | PA      | $21863792.79   | 0.06%             | 2030-03-20      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                     | Enterprise Fleet Financing LLC, Series 2024-4, Class A2                      | CUSIP: 29374MAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10016662 | PA      | $10049130.93   | 0.03%             | 2027-07-20      | Fixed         | 4.69%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                     | Enterprise Fleet Financing LLC, Series 2025-3, Class A2                      | CUSIP: 29375UAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   54930000 | PA      | $55208116.08   | 0.15%             | 2028-04-20      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                  | Enterprise Products Operating LLC                                            | CUSIP: 29379VCE1<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   57201000 | PA      | $57573198.90   | 0.15%             | 2027-01-11      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                  | Enterprise Products Operating LLC                                            | CUSIP: 29379VCJ0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   11778000 | PA      | $11903792.69   | 0.03%             | 2028-06-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                  | Enterprise Products Operating LLC                                            | CUSIP: 29380DC24<br>LEI: 5493004LGN656HWLDA30 | Long             | STIV             | CORP              | US        |   30000000 | PA      | $29990580.00   | 0.08%             | 2026-03-02      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Equinix, Inc.                                      | Equinix, Inc.                                                                | CUSIP: 29444UBD7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |   22772000 | PA      | $22592041.54   | 0.06%             | 2026-11-18      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                      | Equinix, Inc.                                                                | CUSIP: 29444UBQ8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    6685000 | PA      | $6648462.66    | 0.02%             | 2026-05-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Equitable America Global Funding                   | Equitable America Global Funding                                             | CUSIP: 29446Q2A0<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |   17655000 | PA      | $17856553.89   | 0.05%             | 2028-06-09      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Equitable America Global Funding                   | Equitable America Global Funding                                             | CUSIP: 29446Q2F9<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |   31963000 | PA      | $32124950.13   | 0.09%             | 2028-12-15      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding            | Equitable Financial Life Global Funding                                      | CUSIP: 29449W7M3<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    1471000 | PA      | $1456626.74    | 0.00%             | 2026-07-12      | Fixed         | 1.30%                 | Yes           |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding            | Equitable Financial Life Global Funding                                      | CUSIP: 29449WAR8<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |   70402000 | PA      | $71498003.55   | 0.19%             | 2027-11-19      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding            | Equitable Financial Life Global Funding                                      | CUSIP: 29449WAU1<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |  152660000 | PA      | $153757494.11  | 0.41%             | 2027-04-01      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Essex Portfolio LP                                 | Essex Portfolio LP                                                           | CUSIP: 29717PAQ0<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    4489000 | PA      | $4483799.04    | 0.01%             | 2026-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                  | Eversource Energy                                                            | CUSIP: 30040WAB4<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1998700.08    | 0.01%             | 2026-03-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                  | Eversource Energy                                                            | CUSIP: 30040WAY4<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   12766000 | PA      | $12880378.25   | 0.03%             | 2027-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                       | Exelon Corp.                                                                 | CUSIP: 30161NAU5<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    6956000 | PA      | $6950293.85    | 0.02%             | 2026-04-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                             | Extra Space Storage LP                                                       | CUSIP: 30225VAL1<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   19643000 | PA      | $19606969.63   | 0.05%             | 2026-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| F&G Global Funding                                 | F&G Global Funding                                                           | CUSIP: 30321L2D3<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |   18101000 | PA      | $17726338.62   | 0.05%             | 2027-04-11      | Fixed         | 2.30%                 | Yes           |                  2 | On Loan: No      |
| F&G Global Funding                                 | F&G Global Funding                                                           | CUSIP: 30321L2K7<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |   22862000 | PA      | $22791646.77   | 0.06%             | 2028-09-08      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| F&G Global Funding                                 | F&G Global Funding                                                           | CUSIP: 30321L2L5<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |   65911000 | PA      | $66266023.01   | 0.18%             | 2028-09-08      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| F&G Global Funding                                 | F&G Global Funding                                                           | CUSIP: 30321L2M3<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |   46093000 | PA      | $45726133.83   | 0.12%             | 2029-01-09      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                               | FNMA                                                                         | CUSIP: 3135G1AE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   47560000 | PA      | $47559395.51   | 0.13%             | 2028-02-02      | Floating      | 3.76%                 | No            |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec        | Federation des Caisses Desjardins du Quebec                                  | CUSIP: 31428GNK5<br>LEI: 549300B2Q47IR0CR5B54 | Long             | STIV             | CORP              | CA        |   56913000 | PA      | $55058558.19   | 0.15%             | 2027-01-19      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Fells Point Funding Trust                          | Fells Point Funding Trust                                                    | CUSIP: 314382AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   77528000 | PA      | $76829799.89   | 0.21%             | 2027-01-31      | Fixed         | 3.05%                 | Yes           |                  2 | On Loan: No      |
| Fidelity National Information Services, Inc.       | Fidelity National Information Services, Inc.                                 | CUSIP: 31620MBR6<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   26081000 | PA      | $26081000.00   | 0.07%             | 2026-03-01      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Fidelity National Financial, Inc.                  | Fidelity National Financial, Inc.                                            | CUSIP: 31620RAH8<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |   10230000 | PA      | $10305494.64   | 0.03%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                | Fifth Third Bancorp                                                          | CUSIP: 316773DA5<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    6723000 | PA      | $6620343.02    | 0.02%             | 2027-05-05      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                | Fifth Third Bancorp                                                          | CUSIP: 316773DD9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   31398000 | PA      | $30931176.11   | 0.08%             | 2027-11-01      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bank NA                                | Fifth Third Bank NA                                                          | CUSIP: 31677QBR9<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |    5296000 | PA      | $5220898.54    | 0.01%             | 2027-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| First Abu Dhabi Bank PJSC                          | First Abu Dhabi Bank PJSC                                                    | CUSIP: 31849MLA7<br>LEI: 2138002Y3WMK6RZS8H90 | Long             | STIV             | CORP              | AE        |  226479000 | PA      | $220623883.71  | 0.59%             | 2026-11-10      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| First Abu Dhabi Bank PJSC                          | First Abu Dhabi Bank PJSC                                                    | CUSIP: 31849MNV9<br>LEI: 2138002Y3WMK6RZS8H90 | Long             | STIV             | CORP              | AE        |   84798000 | PA      | $81936033.58   | 0.22%             | 2027-01-29      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                       | Ford Credit Auto Owner Trust, Series 2023-B, Class A3                        | CUSIP: 344930AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7049592 | PA      | $7086065.39    | 0.02%             | 2028-05-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                       | Ford Credit Auto Owner Trust, Series 2021-2, Class A                         | CUSIP: 345285AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   42543000 | PA      | $41851420.99   | 0.11%             | 2034-05-15      | Fixed         | 1.53%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                       | Ford Credit Auto Owner Trust, Series 2022-1, Class A                         | CUSIP: 34528EAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   17000000 | PA      | $17014652.30   | 0.05%             | 2034-11-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust                       | Ford Credit Auto Lease Trust, Series 2024-A, Class A3                        | CUSIP: 345290AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3729203 | PA      | $3732603.20    | 0.01%             | 2027-05-15      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust                       | Ford Credit Auto Lease Trust, Series 2024-A, Class A4                        | CUSIP: 345290AE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1601000 | PA      | $1605169.48    | 0.00%             | 2027-06-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                       | Ford Credit Auto Owner Trust, Series 2024-C, Class A2A                       | CUSIP: 34532UAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   21385505 | PA      | $21402744.18   | 0.06%             | 2027-08-15      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                       | Ford Credit Auto Owner Trust, Series 2021-1, Class A                         | CUSIP: 345340AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   63195000 | PA      | $62980484.57   | 0.17%             | 2033-10-17      | Fixed         | 1.37%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                       | Ford Credit Auto Owner Trust, Series 2024-D, Class A2A                       | CUSIP: 34535VAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   29682541 | PA      | $29731775.32   | 0.08%             | 2027-10-15      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust | GM Financial Consumer Automobile Receivables Trust, Series 2023-3, Class A3  | CUSIP: 36267KAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3935996 | PA      | $3963968.97    | 0.01%             | 2028-06-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust              | GM Financial Automobile Leasing Trust, Series 2024-1, Class A3               | CUSIP: 36269FAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3126124 | PA      | $3131097.84    | 0.01%             | 2027-03-22      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust | GM Financial Consumer Automobile Receivables Trust, Series 2025-1, Class A2A | CUSIP: 362955AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10628988 | PA      | $10641013.69   | 0.03%             | 2028-01-18      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Gm Financial Automobile Leasing Trust              | Gm Financial Automobile Leasing Trust, Series 2025-2, Class A2A              | CUSIP: 362962AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   28167814 | PA      | $28230610.91   | 0.08%             | 2027-07-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Galaxy XXII CLO Ltd.                               | Galaxy CLO Ltd., Series 2016-22A, Class XRR                                  | CUSIP: 36320TAT0<br>LEI: 54930022KENWLYJ8SJ86 | Long             | ABS-CBDO         | CORP              | KY        |     196722 | PA      | $196705.09     | 0.00%             | 2034-04-16      | Floating      | 4.83%                 | Yes           |                  2 | On Loan: No      |
| General Mills, Inc.                                | General Mills, Inc.                                                          | CUSIP: 370334CX0<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    7335000 | PA      | $7379943.45    | 0.02%             | 2027-01-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| General Motors Co.                                 | General Motors Co.                                                           | CUSIP: 37045VBC3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   35357000 | PA      | $36228767.14   | 0.10%             | 2028-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| General Motors Financial Co., Inc.                 | General Motors Financial Co., Inc.                                           | CUSIP: 37045XEF9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    3250000 | PA      | $3253501.32    | 0.01%             | 2026-04-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                 | General Motors Financial Co., Inc.                                           | CUSIP: 37045XFE1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1042000 | PA      | $1062337.42    | 0.00%             | 2028-04-04      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                 | General Motors Financial Co., Inc.                                           | CUSIP: 37045XFL5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   32000000 | PA      | $32122221.44   | 0.09%             | 2028-10-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Co.                                  | Genuine Parts Co.                                                            | CUSIP: 37255GC22<br>LEI: 549300D46DQVEU651W04 | Long             | STIV             | CORP              | US        |  138000000 | PA      | $137954574.54  | 0.37%             | 2026-03-02      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                | Georgia-Pacific LLC                                                          | CUSIP: 37331NAN1<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |    6897000 | PA      | $6855298.46    | 0.02%             | 2026-05-15      | Fixed         | 0.95%                 | Yes           |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                | Georgia-Pacific LLC                                                          | CUSIP: 37331NAR2<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |    2544000 | PA      | $2574934.94    | 0.01%             | 2028-06-30      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| Georgia Power Co.                                  | Georgia Power Co.                                                            | CUSIP: 373334LC3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   42226000 | PA      | $42466275.65   | 0.11%             | 2028-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                               | Glencore Funding LLC                                                         | CUSIP: 37790BFW6<br>LEI: 213800STG1QDNBY87K49 | Long             | STIV             | CORP              | US        |  121644000 | PA      | $120022254.36  | 0.32%             | 2026-06-30      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Glencore Funding LLC                               | Glencore Funding LLC                                                         | CUSIP: 378272AN8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    4841000 | PA      | $4842285.96    | 0.01%             | 2027-03-27      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Glencore Funding LLC                               | Glencore Funding LLC                                                         | CUSIP: 378272BD9<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1494220.79    | 0.00%             | 2026-04-27      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| Glencore Funding LLC                               | Glencore Funding LLC                                                         | CUSIP: 378272BR8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    1278000 | PA      | $1296457.75    | 0.00%             | 2027-04-04      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Glencore Funding LLC                               | Glencore Funding LLC                                                         | CUSIP: 378272BX5<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    6842000 | PA      | $6855861.89    | 0.02%             | 2026-10-01      | Floating      | 4.44%                 | Yes           |                  2 | On Loan: No      |
| Global Payments, Inc.                              | Global Payments, Inc.                                                        | CUSIP: 37940XAE2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   50798000 | PA      | $50798000.00   | 0.14%             | 2026-03-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust | GM Financial Consumer Automobile Receivables Trust, Series 2024-4, Class A2B | CUSIP: 38014AAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6104987 | PA      | $6106011.28    | 0.02%             | 2027-10-18      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                    | Goldman Sachs Group, Inc. (The)                                              | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   65350000 | PA      | $65967152.98   | 0.18%             | 2028-04-23      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                    | Goldman Sachs Group, Inc. (The)                                              | CUSIP: 38141GD76<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   60674000 | PA      | $60685531.09   | 0.16%             | 2029-01-21      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                    | Goldman Sachs Group, Inc. (The)                                              | CUSIP: 38141GWB6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   39500000 | PA      | $39485755.12   | 0.11%             | 2027-01-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                    | Goldman Sachs Group, Inc. (The)                                              | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   67228000 | PA      | $67186947.89   | 0.18%             | 2027-03-09      | Variable      | 1.43%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                    | Goldman Sachs Group, Inc. (The)                                              | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   41672000 | PA      | $41124268.65   | 0.11%             | 2027-09-10      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                    | Goldman Sachs Group, Inc. (The)                                              | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    6213000 | PA      | $6129369.29    | 0.02%             | 2027-10-21      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                    | Goldman Sachs Group, Inc. (The)                                              | CUSIP: 38145GAP5<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   96860000 | PA      | $96900118.44   | 0.26%             | 2029-01-21      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                             | Goldman Sachs Bank USA                                                       | CUSIP: 38151LAE0<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |   75019000 | PA      | $75033778.74   | 0.20%             | 2027-03-18      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                             | Goldman Sachs Bank USA                                                       | CUSIP: 38151LAF7<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |   40688000 | PA      | $40711061.96   | 0.11%             | 2027-03-18      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                             | Goldman Sachs Bank USA                                                       | CUSIP: 38151LAG5<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |   35596000 | PA      | $35703678.61   | 0.10%             | 2027-05-21      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Guardian Life Global Funding                       | Guardian Life Global Funding                                                 | CUSIP: 40139LBM4<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |   71279000 | PA      | $71560818.63   | 0.19%             | 2028-09-05      | Fixed         | 4.07%                 | Yes           |                  2 | On Loan: No      |
| HCA, Inc.                                          | HCA, Inc.                                                                    | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   98861000 | PA      | $98926317.46   | 0.26%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                          | HCA, Inc.                                                                    | CUSIP: 404119CY3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   19629000 | PA      | $20035515.41   | 0.05%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                          | HCA, Inc.                                                                    | CUSIP: 40412DEE5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | STIV             | CORP              | US        |   71000000 | PA      | $70372665.30   | 0.19%             | 2026-05-14      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Healthpeak OP LLC                                  | Healthpeak OP LLC                                                            | CUSIP: 40414LAQ2<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |   34197000 | PA      | $34100051.16   | 0.09%             | 2026-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                  | HSBC Holdings plc                                                            | CUSIP: 404280BK4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    5250000 | PA      | $5252659.44    | 0.01%             | 2028-03-13      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                  | HSBC Holdings plc                                                            | CUSIP: 404280CM9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   13538000 | PA      | $13461677.77   | 0.04%             | 2027-05-24      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                  | HSBC Holdings plc                                                            | CUSIP: 404280DZ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   53564000 | PA      | $54019453.62   | 0.14%             | 2027-08-14      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                  | HSBC Holdings plc                                                            | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     242000 | PA      | $246426.25     | 0.00%             | 2028-05-17      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                  | HSBC Holdings plc                                                            | CUSIP: 404280EM7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   32556000 | PA      | $33146708.44   | 0.09%             | 2028-11-19      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| HSBC USA, Inc.                                     | HSBC USA, Inc.                                                               | CUSIP: 40428HR95<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |   37811000 | PA      | $38448523.71   | 0.10%             | 2028-06-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                              | HPEFS Equipment Trust, Series 2025-1A, Class A2                              | CUSIP: 40446EAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   49735000 | PA      | $49876058.41   | 0.13%             | 2032-09-20      | Fixed         | 4.49%                 | Yes           |                  2 | On Loan: No      |
| Healthpeak OP LLC                                  | Healthpeak OP LLC                                                            | CUSIP: 42250PAC7<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |   29147000 | PA      | $28480958.70   | 0.08%             | 2027-02-01      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                     | Hewlett Packard Enterprise Co.                                               | CUSIP: 42824CBR9<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   61828000 | PA      | $62010168.16   | 0.17%             | 2026-09-25      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                     | Hewlett Packard Enterprise Co.                                               | CUSIP: 42824CCB3<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   53473000 | PA      | $53568678.70   | 0.14%             | 2027-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Honeywell International, Inc.                      | Honeywell International, Inc.                                                | CUSIP: 438516BL9<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1983645.56    | 0.01%             | 2026-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace, Inc.                             | Howmet Aerospace, Inc.                                                       | CUSIP: 443201AF5<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |   31390000 | PA      | $31354001.63   | 0.08%             | 2028-03-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace, Inc.                             | Howmet Aerospace, Inc.                                                       | CUSIP: 443201AG3<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |   19600000 | PA      | $19619539.44   | 0.05%             | 2029-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                       | Humana, Inc.                                                                 | CUSIP: 44486JC23<br>LEI: 529900YLDW34GJAO4J06 | Long             | STIV             | CORP              | US        |   75000000 | PA      | $74976450.00   | 0.20%             | 2026-03-02      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| JB Hunt Transport Services, Inc.                   | JB Hunt Transport Services, Inc.                                             | CUSIP: 445658CF2<br>LEI: 549300XCD1MPI1C5GK90 | Long             | DBT              | CORP              | US        |    8050000 | PA      | $8050000.00    | 0.02%             | 2026-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                            | Hyundai Capital America                                                      | CUSIP: 44891ABP1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14624866.05   | 0.04%             | 2027-10-15      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                            | Hyundai Capital America                                                      | CUSIP: 44891ABW6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    8713000 | PA      | $8647726.56    | 0.02%             | 2026-06-15      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                            | Hyundai Capital America                                                      | CUSIP: 44891ABZ9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    3451000 | PA      | $3408138.48    | 0.01%             | 2026-09-17      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: —       |
| Hyundai Capital America                            | Hyundai Capital America                                                      | CUSIP: 44891ACB1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    7029000 | PA      | $7035650.00    | 0.02%             | 2026-03-30      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                            | Hyundai Capital America                                                      | CUSIP: 44891ACM7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    9200000 | PA      | $9300085.33    | 0.02%             | 2026-09-21      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                            | Hyundai Capital America                                                      | CUSIP: 44891ACT2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   43989000 | PA      | $44462975.76   | 0.12%             | 2027-01-08      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                            | Hyundai Capital America                                                      | CUSIP: 44891ADA2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   41417000 | PA      | $41586654.80   | 0.11%             | 2026-06-24      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                            | Hyundai Capital America                                                      | CUSIP: 44891ADF1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   67237000 | PA      | $67538917.66   | 0.18%             | 2027-09-24      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                            | Hyundai Capital America                                                      | CUSIP: 44891ADK0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   32250000 | PA      | $32706061.12   | 0.09%             | 2027-11-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                            | Hyundai Capital America                                                      | CUSIP: 44891ADP9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   54856000 | PA      | $55376119.36   | 0.15%             | 2027-03-25      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                            | Hyundai Capital America                                                      | CUSIP: 44891ADU8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   73289000 | PA      | $74165907.28   | 0.20%             | 2027-06-23      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                            | Hyundai Capital America                                                      | CUSIP: 44891AED5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    4921000 | PA      | $4948752.57    | 0.01%             | 2029-01-08      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust            | Hyundai Auto Lease Securitization Trust, Series 2026-A, Class A2A            | CUSIP: 448970AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  112985000 | PA      | $113046339.56  | 0.30%             | 2028-05-15      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                     | Hyundai Auto Receivables Trust, Series 2024-C, Class A2A                     | CUSIP: 448976AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8824266 | PA      | $8834809.65    | 0.02%             | 2027-09-15      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                     | Hyundai Auto Receivables Trust, Series 2023-A, Class A3                      | CUSIP: 448979AD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3629926 | PA      | $3631612.19    | 0.01%             | 2027-04-15      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                     | Hyundai Auto Receivables Trust, Series 2026-A, Class A2A                     | CUSIP: 448981AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   40190000 | PA      | $40165841.79   | 0.11%             | 2029-02-15      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                     | Hyundai Auto Receivables Trust, Series 2023-B, Class A3                      | CUSIP: 44933XAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12885144 | PA      | $12966293.17   | 0.03%             | 2028-04-17      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust            | Hyundai Auto Lease Securitization Trust, Series 2024-B, Class A3             | CUSIP: 44934FAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   49506355 | PA      | $49695934.16   | 0.13%             | 2027-05-17      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                     | Hyundai Auto Receivables Trust, Series 2024-B, Class A2A                     | CUSIP: 44934QAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6877485 | PA      | $6883022.37    | 0.02%             | 2027-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust            | Hyundai Auto Lease Securitization Trust, Series 2023-C, Class A4             | CUSIP: 44935VAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7534765 | PA      | $7541996.17    | 0.02%             | 2027-09-15      | Fixed         | 5.84%                 | Yes           |                  2 | On Loan: No      |
| Imperial Brands Finance plc                        | Imperial Brands Finance plc                                                  | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   39829000 | PA      | $40245255.27   | 0.11%             | 2028-06-30      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Imperial Brands Finance plc                        | Imperial Brands Finance plc                                                  | CUSIP: 45262EC21<br>LEI: 2138008L3B3MCG1DFS50 | Long             | STIV             | CORP              | GB        |  121600000 | PA      | $121561221.76  | 0.32%             | 2026-03-02      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| ING Groep NV                                       | ING Groep NV                                                                 | CUSIP: 456837AH6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   26749000 | PA      | $26773944.51   | 0.07%             | 2027-03-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                       | ING Groep NV                                                                 | CUSIP: 456837AV5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    9455000 | PA      | $9437087.03    | 0.03%             | 2027-04-01      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                       | ING Groep NV                                                                 | CUSIP: 456837BF9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   64164000 | PA      | $64858649.73   | 0.17%             | 2027-09-11      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                       | ING Groep NV                                                                 | CUSIP: 456837BQ5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   34479000 | PA      | $35078211.23   | 0.09%             | 2029-03-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                | Intesa Sanpaolo SpA                                                          | CUSIP: 46115K6H8<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | STIV             | CORP              | IT        |   60884000 | PA      | $60915196.96   | 0.16%             | 2026-05-07      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp.                                 | ITC Holdings Corp.                                                           | CUSIP: 465685AK1<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    1165000 | PA      | $1161222.01    | 0.00%             | 2026-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Jabil, Inc.                                        | Jabil, Inc.                                                                  | CUSIP: 466313AL7<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |     300000 | PA      | $299036.84     | 0.00%             | 2026-04-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities Lending Money Market Fund      | JPMorgan Securities Lending Money Market Fund, Class Agency SL Shares        | CUSIP: 46645V642<br>LEI: 5493002FD4HXUJXMRO62 | Long             | STIV             | RF                | US        |   44727090 | NS      | $44727090.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson National Life Global Funding               | Jackson National Life Global Funding                                         | CUSIP: 46849CJR3<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   92896000 | PA      | $93090066.25   | 0.25%             | 2027-06-09      | Floating      | 4.59%                 | Yes           |                  2 | On Loan: No      |
| Jackson National Life Global Funding               | Jackson National Life Global Funding                                         | CUSIP: 46849CJS1<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   87710000 | PA      | $87962896.87   | 0.23%             | 2028-09-12      | Floating      | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Jackson National Life Global Funding               | Jackson National Life Global Funding                                         | CUSIP: 46849LSQ5<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    7346000 | PA      | $7332539.85    | 0.02%             | 2026-04-29      | Fixed         | 3.05%                 | Yes           |                  2 | On Loan: No      |
| Jackson National Life Global Funding               | Jackson National Life Global Funding                                         | CUSIP: 46849LUZ2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   18676000 | PA      | $18708162.87   | 0.05%             | 2026-04-10      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Jackson National Life Global Funding               | Jackson National Life Global Funding                                         | CUSIP: 46849LVA6<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   46967000 | PA      | $47816367.67   | 0.13%             | 2027-07-02      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Jackson National Life Global Funding               | Jackson National Life Global Funding                                         | CUSIP: 46849LVC2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1007284.58    | 0.00%             | 2027-01-13      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Jackson National Life Short Term Funding LLC       | Jackson National Life Short Term Funding LLC                                 | CUSIP: 46850CF36<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   59063000 | PA      | $58478878.74   | 0.16%             | 2026-06-03      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Jackson National Life Short Term Funding LLC       | Jackson National Life Short Term Funding LLC                                 | CUSIP: 46850CL21<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |  106045000 | PA      | $103373206.83  | 0.28%             | 2026-11-02      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Jamestown CLO XVII Ltd.                            | Jamestown CLO Ltd., Series 2021-17A, Class AR                                | CUSIP: 47048UAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   99000000 | PA      | $99089199.00   | 0.26%             | 2035-01-25      | Floating      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Jefferies Financial Group, Inc.                    | Jefferies Financial Group, Inc.                                              | CUSIP: 47233WKS7<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   26080000 | PA      | $26085691.44   | 0.07%             | 2026-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Jersey Central Power & Light Co.                   | Jersey Central Power & Light Co.                                             | CUSIP: 476556DJ1<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $20083262.80   | 0.05%             | 2029-01-15      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| John Deere Owner Trust                             | John Deere Owner Trust, Series 2023-B, Class A3                              | CUSIP: 477920AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6647020 | PA      | $6686271.75    | 0.02%             | 2028-03-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| JPMorgan U.S. Government Money Market Fund         | JPMorgan U.S. Government Money Market Fund, Class IM                         | CUSIP: 4812C2270<br>LEI: 549300NQ5E5B7ZV4T516 | Long             | STIV             | RF                | US        | 3424659392 | NS      | $3424659391.93 | 9.14%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR CLO Ltd.                                       | KKR CLO Ltd., Series 15, Class A1R2                                          | CUSIP: 48251MBA3<br>LEI: 549300K434Q30JZAS486 | Long             | ABS-CBDO         | CORP              | KY        |   33376366 | PA      | $33369256.74   | 0.09%             | 2032-01-18      | Floating      | 4.77%                 | Yes           |                  2 | On Loan: No      |
| KKR CLO 21 Ltd.                                    | KKR CLO Ltd., Series 21, Class A                                             | CUSIP: 48252KAA7<br>LEI: 5493008X0MRR4A6VYF15 | Long             | ABS-CBDO         | CORP              | KY        |    1541544 | PA      | $1541414.22    | 0.00%             | 2031-04-15      | Floating      | 4.93%                 | Yes           |                  2 | On Loan: No      |
| KKR CLO Ltd.                                       | KKR CLO Ltd., Series 24, Class A1R                                           | CUSIP: 48252RAL8<br>LEI: 549300LGO0WGOG6NE245 | Long             | ABS-CBDO         | CORP              | KY        |    6191304 | PA      | $6192573.49    | 0.02%             | 2032-04-20      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| KKR CLO 26 Ltd.                                    | KKR CLO Ltd., Series 26, Class ARR                                           | CUSIP: 48253HAW5<br>LEI: 549300S5YSR4S7FFS332 | Long             | ABS-CBDO         | CORP              | KY        |   35803000 | PA      | $35822906.47   | 0.10%             | 2034-10-15      | Floating      | 4.77%                 | Yes           |                  2 | On Loan: No      |
| KKR CLO 34 Ltd.                                    | KKR CLO Ltd., Series 34A, Class AR                                           | CUSIP: 48253UAJ5<br>LEI: 254900DSRKUNUNRNUG13 | Long             | ABS-CBDO         | CORP              | KY        |   50000000 | PA      | $50005050.00   | 0.13%             | 2034-07-15      | Floating      | 4.77%                 | Yes           |                  2 | On Loan: No      |
| KKR CLO 28 Ltd.                                    | KKR CLO Ltd., Series 28A, Class AR2                                          | CUSIP: 48253WAW2<br>LEI: 549300OP87QBZ6KR1406 | Long             | ABS-CBDO         | CORP              | KY        |   50000000 | PA      | $50031650.00   | 0.13%             | 2035-02-09      | Floating      | 4.79%                 | Yes           |                  2 | On Loan: No      |
| KKR CLO 27 Ltd.                                    | KKR CLO Ltd., Series 27A, Class A1R2                                         | CUSIP: 48253YBL1<br>LEI: 5493007WGG1LNIZXEI24 | Long             | ABS-CBDO         | CORP              | KY        |   50000000 | PA      | $50010300.00   | 0.13%             | 2035-01-15      | Floating      | 4.78%                 | Yes           |                  2 | On Loan: No      |
| KKR Static CLO Ltd.                                | KKR Static CLO Ltd., Series 2022-1A, Class AR2                               | CUSIP: 48255QAU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   15236371 | PA      | $15233628.71   | 0.04%             | 2031-07-20      | Floating      | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                | Kimco Realty OP LLC                                                          | CUSIP: 49446RAP4<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |   27823000 | PA      | $27642941.23   | 0.07%             | 2026-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Kroger Co. (The)                                   | Kroger Co. (The)                                                             | CUSIP: 501044DE8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    7172000 | PA      | $7119375.88    | 0.02%             | 2026-10-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| LCM 29 Ltd.                                        | LCM Ltd., Series 29A, Class AR                                               | CUSIP: 50201MAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2173781 | PA      | $2174421.82    | 0.01%             | 2031-04-15      | Floating      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| LSEG Finance plc                                   | LSEG Finance plc                                                             | CUSIP: 50220PAB9<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |    9889000 | PA      | $9864517.60    | 0.03%             | 2026-04-06      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                        | L3Harris Technologies, Inc.                                                  | CUSIP: 502431AL3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   25078000 | PA      | $25060432.86   | 0.07%             | 2026-12-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                        | L3Harris Technologies, Inc.                                                  | CUSIP: 502431AP4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   56183000 | PA      | $56927736.57   | 0.15%             | 2027-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Laboratory Corp. of America Holdings               | Laboratory Corp. of America Holdings                                         | CUSIP: 50540RAX0<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    1809000 | PA      | $1797179.05    | 0.00%             | 2026-06-01      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Lincoln Financial Global Funding                   | Lincoln Financial Global Funding                                             | CUSIP: 53359KAD3<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |   24056000 | PA      | $23990862.13   | 0.06%             | 2029-01-12      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| Lloyds Banking Group plc                           | Lloyds Banking Group plc                                                     | CUSIP: 539439AY5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   47899000 | PA      | $48305432.59   | 0.13%             | 2027-08-07      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                           | Lloyds Banking Group plc                                                     | CUSIP: 539439BD0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   45590000 | PA      | $46361601.63   | 0.12%             | 2029-06-13      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                           | Lloyds Banking Group plc                                                     | CUSIP: 53944YAD5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    5436000 | PA      | $5434448.67    | 0.01%             | 2027-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                           | Lloyds Banking Group plc                                                     | CUSIP: 53944YAP8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   19103000 | PA      | $19011805.53   | 0.05%             | 2027-05-11      | Variable      | 1.63%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                           | Lloyds Banking Group plc                                                     | CUSIP: 53944YAZ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   94932000 | PA      | $96101914.44   | 0.26%             | 2028-01-05      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                           | Lloyds Banking Group plc                                                     | CUSIP: 53944YBC6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   28470000 | PA      | $28995934.28   | 0.08%             | 2028-11-26      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                           | Lloyds Banking Group plc                                                     | CUSIP: 53944YBG7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   17123000 | PA      | $17202249.01   | 0.05%             | 2030-02-10      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| Lloyds Bank Corporate Markets plc                  | Lloyds Bank plc                                                              | CUSIP: 53947B4U1<br>LEI: 213800MBWEIJDM5CU638 | Long             | STIV             | CORP              | GB        |  152253000 | PA      | $152412926.55  | 0.41%             | 2026-10-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                  | Lowe's Cos., Inc.                                                            | CUSIP: 548661DM6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   20982000 | PA      | $20944998.24   | 0.06%             | 2026-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                  | Lowe's Cos., Inc.                                                            | CUSIP: 548661DP9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   50501000 | PA      | $50036452.41   | 0.13%             | 2027-05-03      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                  | Lowe's Cos., Inc.                                                            | CUSIP: 548661EP8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   57424000 | PA      | $57432686.53   | 0.15%             | 2026-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp.                                     | M&T Bank Corp.                                                               | CUSIP: 55261FAU8<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |   35078000 | PA      | $35647851.93   | 0.10%             | 2029-01-16      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                            | MPLX LP                                                                      | CUSIP: 55336VAK6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    9517000 | PA      | $9522671.94    | 0.03%             | 2027-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                            | MPLX LP                                                                      | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   21387000 | PA      | $21387000.00   | 0.06%             | 2026-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd.                                | Macquarie Bank Ltd.                                                          | CUSIP: 55607LJH8<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | STIV             | CORP              | AU        |  142877000 | PA      | $139902515.18  | 0.37%             | 2026-09-17      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Macquarie Bank Ltd.                                | Macquarie Bank Ltd.                                                          | CUSIP: 55607LJQ8<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | STIV             | CORP              | AU        |   84750000 | PA      | $82926027.45   | 0.22%             | 2026-09-24      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Macquarie Bank Ltd.                                | Macquarie Bank Ltd.                                                          | CUSIP: 55607LLK8<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | STIV             | CORP              | AU        |   41804000 | PA      | $40670894.22   | 0.11%             | 2026-11-19      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Macquarie Group Ltd.                               | Macquarie Group Ltd.                                                         | CUSIP: 55607PAF2<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    5110000 | PA      | $5043078.78    | 0.01%             | 2027-09-23      | Variable      | 1.63%                 | Yes           |                  2 | On Loan: No      |
| Macquarie Group Ltd.                               | Macquarie Group Ltd.                                                         | CUSIP: 55608JBC1<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    4160000 | PA      | $4161478.63    | 0.01%             | 2028-06-21      | Variable      | 4.10%                 | Yes           |                  2 | On Loan: No      |
| Macquarie Bank Ltd.                                | Macquarie Bank Ltd.                                                          | CUSIP: 55608PBQ6<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   17507000 | PA      | $17727024.30   | 0.05%             | 2026-12-07      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| Macquarie Bank Ltd.                                | Macquarie Bank Ltd.                                                          | CUSIP: 55608PBX1<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   37964000 | PA      | $38430030.88   | 0.10%             | 2028-06-12      | Fixed         | 4.33%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding Ltd.                          | Madison Park Funding Ltd., Series 2014-14A, Class AR4                        | CUSIP: 55818RBL9<br>LEI: 254900Q2IOW6JYPYIV98 | Long             | ABS-CBDO         | CORP              | KY        |   55234495 | PA      | $55228419.46   | 0.15%             | 2030-10-22      | Floating      | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding XLV Ltd.                      | Madison Park Funding Ltd., Series 2020-45A, Class ARR                        | CUSIP: 55820BAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   22000000 | PA      | $22014982.00   | 0.06%             | 2034-07-15      | Floating      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding LII Ltd.                      | Madison Park Funding Ltd., Series 2021-52A, Class AR                         | CUSIP: 55822BAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   50000000 | PA      | $49985750.00   | 0.13%             | 2035-01-22      | Floating      | 4.77%                 | Yes           |                  2 | On Loan: No      |
| MADISON PARK FUNDING XLII, LTD.                    | Madison Park Funding Ltd., Series 13A, Class AR2                             | CUSIP: 55822RAB6<br>LEI: 549300YWZ8HFDYP0MR16 | Long             | ABS-CBDO         | CORP              | KY        |   30845084 | PA      | $30882098.06   | 0.08%             | 2030-11-21      | Floating      | 4.59%                 | Yes           |                  2 | On Loan: No      |
| Magnetite XXXI Ltd.                                | Magnetite Ltd., Series 2021-31A, Class A1R                                   | CUSIP: 55952FAL2<br>LEI: 549300J3BCFSIZAJJW77 | Long             | ABS-CBDO         | CORP              | KY        |   14000000 | PA      | $14018270.00   | 0.04%             | 2034-07-15      | Floating      | 4.67%                 | Yes           |                  2 | On Loan: No      |
| Manufacturers & Traders Trust Co.                  | Manufacturers & Traders Trust Co.                                            | CUSIP: 564760CC8<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |   47184000 | PA      | $47631490.22   | 0.13%             | 2028-07-06      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| Marble Point CLO XV Ltd.                           | Marble Point CLO Ltd., Series 2019-1A, Class A1R2                            | CUSIP: 56606YAW5<br>LEI: 549300CO8XB55W8SS394 | Long             | ABS-CBDO         | CORP              | KY        |   15622093 | PA      | $15619765.27   | 0.04%             | 2032-07-23      | Floating      | 4.71%                 | Yes           |                  2 | On Loan: No      |
| Mars, Inc.                                         | Mars, Inc.                                                                   | CUSIP: 571676AW5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   18021000 | PA      | $18168354.47   | 0.05%             | 2027-03-01      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Marriott International, Inc.                       | Marriott International, Inc.                                                 | CUSIP: 571903BM4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   44438000 | PA      | $44718226.03   | 0.12%             | 2026-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MassMutual Global Funding II                       | MassMutual Global Funding II                                                 | CUSIP: 57629TBY2<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |  104772000 | PA      | $104939061.05  | 0.28%             | 2028-08-01      | Floating      | 4.36%                 | Yes           |                  2 | On Loan: No      |
| MassMutual Global Funding II                       | MassMutual Global Funding II                                                 | CUSIP: 57629TCA3<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |   46550000 | PA      | $46601518.28   | 0.12%             | 2029-01-22      | Floating      | 4.34%                 | Yes           |                  2 | On Loan: No      |
| MassMutual Global Funding II                       | MassMutual Global Funding II                                                 | CUSIP: 57629TCB1<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |   21136000 | PA      | $21178381.70   | 0.06%             | 2029-01-22      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| MassMutual Global Funding II                       | MassMutual Global Funding II                                                 | CUSIP: 57629W6F2<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2001168.82    | 0.01%             | 2026-04-10      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust                     | Mercedes-Benz Auto Lease Trust, Series 2025-A, Class A2A                     | CUSIP: 58768YAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   37568855 | PA      | $37737381.10   | 0.10%             | 2028-04-17      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust                     | Mercedes-Benz Auto Lease Trust, Series 2024-B, Class A3                      | CUSIP: 58769GAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   33318034 | PA      | $33382241.28   | 0.09%             | 2028-02-15      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC            | Mercedes-Benz Finance North America LLC                                      | CUSIP: 58769JAK3<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    3886000 | PA      | $3907194.28    | 0.01%             | 2026-08-03      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC            | Mercedes-Benz Finance North America LLC                                      | CUSIP: 58769JAQ0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $4535780.36    | 0.01%             | 2027-01-11      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC            | Mercedes-Benz Finance North America LLC                                      | CUSIP: 58769JAT4<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |  112280000 | PA      | $112711750.28  | 0.30%             | 2026-07-31      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC            | Mercedes-Benz Finance North America LLC                                      | CUSIP: 58769JBB2<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5032616.15    | 0.01%             | 2026-11-13      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC            | Mercedes-Benz Finance North America LLC                                      | CUSIP: 58769JBC0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $4540655.93    | 0.01%             | 2027-04-01      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Met Tower Global Funding                           | Met Tower Global Funding                                                     | CUSIP: 58989V2G8<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |   21292000 | PA      | $21467430.75   | 0.06%             | 2027-01-16      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: —       |
| Metropolitan Life Global Funding I                 | Metropolitan Life Global Funding I                                           | CUSIP: 592179KL8<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    6823000 | PA      | $6930671.31    | 0.02%             | 2027-06-11      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: —       |
| Metropolitan Life Global Funding I                 | Metropolitan Life Global Funding I                                           | CUSIP: 592179KR5<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   17493000 | PA      | $17624281.64   | 0.05%             | 2028-08-25      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                 | Metropolitan Life Global Funding I                                           | CUSIP: 592179KS3<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   63788000 | PA      | $64002570.07   | 0.17%             | 2028-08-25      | Floating      | 4.37%                 | Yes           |                  2 | On Loan: No      |
| Microchip Technology, Inc.                         | Microchip Technology, Inc.                                                   | CUSIP: 595017BK9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5082732.80    | 0.01%             | 2028-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                          | Mid-America Apartments LP                                                    | CUSIP: 59523UAT4<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    7072000 | PA      | $6961142.72    | 0.02%             | 2026-09-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.               | Mitsubishi UFJ Financial Group, Inc.                                         | CUSIP: 606822BY9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |  131842000 | PA      | $130627062.79  | 0.35%             | 2027-07-20      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.               | Mitsubishi UFJ Financial Group, Inc.                                         | CUSIP: 606822CC6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   46855000 | PA      | $46212649.81   | 0.12%             | 2028-01-19      | Variable      | 2.34%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Trust & Banking Corp.               | Mitsubishi UFJ Trust & Banking Corp.                                         | CUSIP: 60683D6P9<br>LEI: JBONEPAGQXF4QP29B387 | Long             | STIV             | CORP              | JP        |   38743000 | PA      | $38776481.70   | 0.10%             | 2026-08-11      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Trust & Banking Corp.               | Mitsubishi UFJ Trust & Banking Corp.                                         | CUSIP: 60683DZ28<br>LEI: JBONEPAGQXF4QP29B387 | Long             | STIV             | CORP              | JP        |  182017000 | PA      | $182031160.92  | 0.49%             | 2026-03-11      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                       | Mizuho Financial Group, Inc.                                                 | CUSIP: 60687YAD1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   45652000 | PA      | $45615920.77   | 0.12%             | 2026-04-12      | Fixed         | 3.48%                 | Yes           |                  2 | On Loan: —       |
| Mizuho Financial Group, Inc.                       | Mizuho Financial Group, Inc.                                                 | CUSIP: 60687YBP3<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   36285000 | PA      | $36069632.92   | 0.10%             | 2027-05-22      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                       | Mizuho Financial Group, Inc.                                                 | CUSIP: 60687YBS7<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   35751000 | PA      | $35456651.65   | 0.09%             | 2027-07-09      | Variable      | 1.55%                 | No            |                  2 | On Loan: No      |
| Mizuho Bank Ltd.                                   | Mizuho Bank Ltd.                                                             | CUSIP: 60689GFA9<br>LEI: RB0PEZSDGCO3JS6CEU02 | Long             | STIV             | CORP              | JP        |   52996000 | PA      | $52431009.64   | 0.14%             | 2026-06-10      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Mizuho Markets Cayman LP                           | Mizuho Markets Cayman LP                                                     | CUSIP: 60700JFT7<br>LEI: 549300KHUXLS6Q30KT26 | Long             | DBT              | CORP              | KY        |  109561000 | PA      | $109680520.09  | 0.29%             | 2026-10-09      | Floating      | 4.22%                 | Yes           |                  2 | On Loan: No      |
| Mizuho Bank Ltd.                                   | Mizuho Bank Ltd.                                                             | CUSIP: 60710TF97<br>LEI: RB0PEZSDGCO3JS6CEU02 | Long             | STIV             | CORP              | JP        |   72807000 | PA      | $72810276.32   | 0.19%             | 2026-03-06      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| Molson Coors Beverage Co.                          | Molson Coors Beverage Co.                                                    | CUSIP: 60871RAG5<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |  163380000 | PA      | $162692402.20  | 0.43%             | 2026-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mondelez International Holdings Netherlands BV     | Mondelez International Holdings Netherlands BV                               | CUSIP: 60920LAR5<br>LEI: 549300CW356R8I7N8D33 | Long             | DBT              | CORP              | NL        |   13305000 | PA      | $13094184.94   | 0.03%             | 2026-09-24      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                             | Morgan Stanley Bank NA                                                       | CUSIP: 61690DK72<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   53306000 | PA      | $54332969.94   | 0.15%             | 2029-01-12      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                             | Morgan Stanley Bank NA                                                       | CUSIP: 61690U4T4<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2000276.16    | 0.01%             | 2026-04-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                             | Morgan Stanley Bank NA                                                       | CUSIP: 61690U7W4<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    8121000 | PA      | $8219136.36    | 0.02%             | 2026-10-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                             | Morgan Stanley Bank NA                                                       | CUSIP: 61690U8A1<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   22062000 | PA      | $22250468.39   | 0.06%             | 2028-01-14      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                             | Morgan Stanley Bank NA                                                       | CUSIP: 61690U8E3<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   25973000 | PA      | $26305658.29   | 0.07%             | 2028-07-14      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                             | Morgan Stanley Bank NA                                                       | CUSIP: 61690U8G8<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   11019000 | PA      | $11058525.26   | 0.03%             | 2027-10-15      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                     | Morgan Stanley                                                               | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   53318000 | PA      | $52823165.77   | 0.14%             | 2027-07-20      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                     | Morgan Stanley                                                               | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   13071000 | PA      | $12897044.34   | 0.03%             | 2028-01-21      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                     | Morgan Stanley                                                               | CUSIP: 61748UAQ5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   96774000 | PA      | $96483678.00   | 0.26%             | 2030-01-09      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                     | Morgan Stanley                                                               | CUSIP: 61748UAR3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   58320000 | PA      | $58524029.02   | 0.16%             | 2030-01-09      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                     | Morgan Stanley                                                               | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   15580000 | PA      | $15514364.42   | 0.04%             | 2027-05-04      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                     | Morgan Stanley Private Bank NA                                               | CUSIP: 61776NU43<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   38940000 | PA      | $39125196.69   | 0.10%             | 2030-02-08      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                     | Morgan Stanley Private Bank NA                                               | CUSIP: 61776NZU0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   56310000 | PA      | $56519501.36   | 0.15%             | 2028-11-17      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| Mosaic Co. (The)                                   | Mosaic Co. (The)                                                             | CUSIP: 61945CAJ2<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |   29035000 | PA      | $29278564.74   | 0.08%             | 2029-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MUFG Bank Ltd.                                     | MUFG Bank Ltd.                                                               | CUSIP: 62479MC92<br>LEI: C3GTMMZIHMY46P4OIX74 | Long             | STIV             | CORP              | JP        |   83040000 | PA      | $82955548.32   | 0.22%             | 2026-03-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Mutual of Omaha Cos. Global Funding                | Mutual of Omaha Cos. Global Funding                                          | CUSIP: 62829D2D1<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |   13008000 | PA      | $13184838.82   | 0.04%             | 2027-04-09      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| NBN Co. Ltd.                                       | NBN Co. Ltd.                                                                 | CUSIP: 62878U2H4<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | NUSS              | AU        |   13656000 | PA      | $13686460.94   | 0.04%             | 2027-10-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| NXP BV                                             | NXP BV                                                                       | CUSIP: 62954HAZ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   23643000 | PA      | $23611791.24   | 0.06%             | 2026-06-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NXP BV                                             | NXP BV                                                                       | CUSIP: 62954HBF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   29250000 | PA      | $29445731.93   | 0.08%             | 2028-08-19      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp.                                  | NTT Finance Corp.                                                            | CUSIP: 62954WAC9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   85647000 | PA      | $85450568.61   | 0.23%             | 2026-04-03      | Fixed         | 1.16%                 | Yes           |                  2 | On Loan: No      |
| NTT Finance Corp.                                  | NTT Finance Corp.                                                            | CUSIP: 62954WAD7<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   11350000 | PA      | $10827303.90   | 0.03%             | 2028-04-03      | Fixed         | 1.59%                 | Yes           |                  2 | On Loan: No      |
| NTT Finance Corp.                                  | NTT Finance Corp.                                                            | CUSIP: 62954WAP0<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   27026000 | PA      | $27271164.47   | 0.07%             | 2027-07-16      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| NTT Finance Corp.                                  | NTT Finance Corp.                                                            | CUSIP: 62954WAQ8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   36760000 | PA      | $37315344.35   | 0.10%             | 2028-07-16      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| NTT Finance Corp.                                  | NTT Finance Corp.                                                            | CUSIP: 62954WAS4<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   10657000 | PA      | $10933266.85   | 0.03%             | 2030-07-16      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Nasdaq, Inc.                                       | Nasdaq, Inc.                                                                 | CUSIP: 631103AG3<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |   11791000 | PA      | $11788115.45   | 0.03%             | 2026-06-30      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                            | National Bank of Canada                                                      | CUSIP: 63307A2Y0<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |  117076000 | PA      | $117113291.05  | 0.31%             | 2027-03-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                            | National Bank of Canada                                                      | CUSIP: 63307A3A1<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   59522000 | PA      | $59837982.66   | 0.16%             | 2027-07-02      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                            | National Bank of Canada                                                      | CUSIP: 63307A3G8<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |  151795000 | PA      | $151797682.22  | 0.41%             | 2027-03-05      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                            | National Bank of Canada                                                      | CUSIP: 63307A3K9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   61853000 | PA      | $62075788.32   | 0.17%             | 2029-01-20      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                            | National Bank of Canada                                                      | CUSIP: 63307A3L7<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   39503000 | PA      | $39548033.42   | 0.11%             | 2029-01-20      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                            | National Bank of Canada                                                      | CUSIP: 63307MED7<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | STIV             | CORP              | CA        |   28903000 | PA      | $28681108.78   | 0.08%             | 2026-05-13      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp. | National Rural Utilities Cooperative Finance Corp.                           | CUSIP: 63743HEW8<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    1651000 | PA      | $1637277.30    | 0.00%             | 2026-06-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp. | National Rural Utilities Cooperative Finance Corp.                           | CUSIP: 63743HFY3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |  137446000 | PA      | $137816082.98  | 0.37%             | 2026-11-22      | Floating      | 4.25%                 | No            |                  2 | On Loan: —       |
| National Rural Utilities Cooperative Finance Corp. | National Rural Utilities Cooperative Finance Corp., Series D                 | CUSIP: 63743HFZ0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   69986000 | PA      | $70476678.84   | 0.19%             | 2028-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp. | National Rural Utilities Cooperative Finance Corp., Series D                 | CUSIP: 63743HGD8<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   29346000 | PA      | $29375903.57   | 0.08%             | 2027-08-09      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp. | National Rural Utilities Cooperative Finance Corp., Series D                 | CUSIP: 63743HGE6<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   33172000 | PA      | $33333381.45   | 0.09%             | 2029-02-09      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                        | Nationwide Building Society                                                  | CUSIP: 63859UBH5<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    1458000 | PA      | $1436851.04    | 0.00%             | 2026-10-13      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Nationwide Building Society                        | Nationwide Building Society                                                  | CUSIP: 63861VAJ6<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   21543000 | PA      | $21884425.53   | 0.06%             | 2027-10-18      | Variable      | 6.56%                 | Yes           |                  2 | On Loan: No      |
| NatWest Group plc                                  | NatWest Group plc                                                            | CUSIP: 639057AC2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   77862000 | PA      | $77337263.07   | 0.21%             | 2027-06-14      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                  | NatWest Group plc                                                            | CUSIP: 639057AJ7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |  123464000 | PA      | $123464000.00  | 0.33%             | 2027-03-02      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                  | NatWest Group plc                                                            | CUSIP: 639057AL2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   48926000 | PA      | $49702860.73   | 0.13%             | 2028-03-01      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                  | NatWest Group plc                                                            | CUSIP: 639057AU2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   38998000 | PA      | $39248757.14   | 0.10%             | 2029-05-23      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| NatWest Markets plc                                | NatWest Markets plc                                                          | CUSIP: 63906YAT5<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   75302000 | PA      | $75568785.20   | 0.20%             | 2028-11-06      | Fixed         | 4.17%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 45 Ltd.         | Neuberger Berman Loan Advisers CLO Ltd., Series 2021-45A, Class AR           | CUSIP: 64134MAJ5<br>LEI: 549300BQ0WQMX5H5TS32 | Long             | ABS-CBDO         | CORP              | KY        |   70000000 | PA      | $70080010.00   | 0.19%             | 2036-10-14      | Floating      | 4.73%                 | Yes           |                  2 | On Loan: No      |
| New York Life Global Funding                       | New York Life Global Funding                                                 | CUSIP: 64952WFL2<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |  115001000 | PA      | $116340039.44  | 0.31%             | 2027-12-13      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| New York Life Global Funding                       | New York Life Global Funding                                                 | CUSIP: 64952WFS7<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   64260000 | PA      | $64615496.60   | 0.17%             | 2029-02-02      | Fixed         | 4.05%                 | Yes           |                  2 | On Loan: No      |
| New York Life Global Funding                       | New York Life Global Funding                                                 | CUSIP: 64953BBF4<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2017206.20    | 0.01%             | 2026-09-18      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: —       |
| New York Life Global Funding                       | New York Life Global Funding                                                 | CUSIP: 64953BBL1<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    9017000 | PA      | $9057576.50    | 0.02%             | 2027-04-02      | Floating      | 4.36%                 | Yes           |                  2 | On Loan: No      |
| New York Life Global Funding                       | New York Life Global Funding                                                 | CUSIP: 64953BBY3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   86073000 | PA      | $86269843.79   | 0.23%             | 2027-06-11      | Floating      | 4.25%                 | Yes           |                  2 | On Loan: No      |
| New York Life Global Funding                       | New York Life Global Funding                                                 | CUSIP: 64953BCA4<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   85696000 | PA      | $85994080.68   | 0.23%             | 2028-07-25      | Floating      | 4.34%                 | Yes           |                  2 | On Loan: No      |
| New York Life Global Funding                       | New York Life Global Funding                                                 | CUSIP: 64953BCE6<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   55309000 | PA      | $55269288.14   | 0.15%             | 2029-02-02      | Floating      | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Newark BSL CLO 2 Ltd.                              | Newark BSL CLO Ltd., Series 2017-1A, Class A1R                               | CUSIP: 65023PAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    6429615 | PA      | $6432199.80    | 0.02%             | 2030-07-25      | Floating      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.              | NextEra Energy Capital Holdings, Inc.                                        | CUSIP: 65339KBY5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   42529000 | PA      | $41807708.59   | 0.11%             | 2027-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: —       |
| NextEra Energy Capital Holdings, Inc.              | NextEra Energy Capital Holdings, Inc.                                        | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   25107000 | PA      | $25391704.59   | 0.07%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.              | NextEra Energy Capital Holdings, Inc.                                        | CUSIP: 65339KDG2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   46322000 | PA      | $47175855.74   | 0.13%             | 2028-02-04      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables Owner Trust                | Nissan Auto Receivables Owner Trust, Series 2022-B, Class A3                 | CUSIP: 65480JAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1204748 | PA      | $1205689.35    | 0.00%             | 2027-05-17      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                    | Nordea Bank Abp                                                              | CUSIP: 65558KHJ6<br>LEI: 529900ODI3047E2LIV03 | Long             | STIV             | CORP              | FI        |   33450000 | PA      | $32863838.93   | 0.09%             | 2026-08-18      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Nordea Bank Abp                                    | Nordea Bank Abp                                                              | CUSIP: 65558RAD1<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   15016000 | PA      | $15369045.98   | 0.04%             | 2027-09-22      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: —       |
| Nordea Bank Abp                                    | Nordea Bank Abp                                                              | CUSIP: 65558WPW2<br>LEI: 529900ODI3047E2LIV03 | Long             | STIV             | CORP              | FI        |   14549000 | PA      | $14567280.38   | 0.04%             | 2027-02-05      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                    | Nordea Bank Abp                                                              | CUSIP: 65559CAE1<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |  107423000 | PA      | $105967928.61  | 0.28%             | 2026-09-30      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Northwest Pipeline LLC                             | Northwest Pipeline LLC                                                       | CUSIP: 66775VAB1<br>LEI: 549300FFKMN9OW536A14 | Long             | DBT              | CORP              | US        |    8833000 | PA      | $8836290.12    | 0.02%             | 2027-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Global Funding                 | Northwestern Mutual Global Funding                                           | CUSIP: 66815L2D0<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |    4257000 | PA      | $4065378.38    | 0.01%             | 2028-06-01      | Fixed         | 1.70%                 | Yes           |                  2 | On Loan: No      |
| Northwestern Mutual Global Funding                 | Northwestern Mutual Global Funding                                           | CUSIP: 66815L2Y4<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |   66133000 | PA      | $66231679.03   | 0.18%             | 2028-08-25      | Floating      | 4.33%                 | Yes           |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                          | O'Reilly Automotive, Inc.                                                    | CUSIP: 67103HAE7<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |   17092000 | PA      | $17086398.61   | 0.05%             | 2026-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                          | O'Reilly Automotive, Inc.                                                    | CUSIP: 67103HAM9<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |   11532000 | PA      | $11667563.39   | 0.03%             | 2026-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Omnicom Group, Inc.                                | Omnicom Group, Inc.                                                          | CUSIP: 68217FAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   16335000 | PA      | $16332193.65   | 0.04%             | 2026-04-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                    | Oncor Electric Delivery Co. LLC                                              | CUSIP: 68233JCY8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   35870000 | PA      | $36124664.80   | 0.10%             | 2027-03-20      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| ONEOK, Inc.                                        | ONEOK, Inc.                                                                  | CUSIP: 682680CB7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   71029000 | PA      | $71368756.57   | 0.19%             | 2027-09-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                       | Oracle Corp.                                                                 | CUSIP: 68389XBM6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   76200000 | PA      | $75743709.07   | 0.20%             | 2026-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                       | Oracle Corp.                                                                 | CUSIP: 68389XCC7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    8137000 | PA      | $8122761.31    | 0.02%             | 2026-03-25      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                       | Oracle Corp.                                                                 | CUSIP: 68389XCY9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   56807000 | PA      | $57420059.44   | 0.15%             | 2028-08-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Orange SA                                          | Orange SA                                                                    | CUSIP: 685218AH2<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |   45065000 | PA      | $45205161.61   | 0.12%             | 2029-01-13      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)           | PNC Financial Services Group, Inc. (The)                                     | CUSIP: 693475BT1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   82343000 | PA      | $83706633.02   | 0.22%             | 2027-10-20      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)           | PNC Financial Services Group, Inc. (The)                                     | CUSIP: 693475BY0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   18650000 | PA      | $18729911.52   | 0.05%             | 2027-07-23      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| PPG Industries, Inc.                               | PPG Industries, Inc.                                                         | CUSIP: 693506BU0<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |     770000 | PA      | $769092.03     | 0.00%             | 2026-03-15      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| PPL Capital Funding, Inc.                          | PPL Capital Funding, Inc.                                                    | CUSIP: 69352PAL7<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |    2308000 | PA      | $2303314.90    | 0.01%             | 2026-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                        | PNC Bank NA                                                                  | CUSIP: 69353RFY9<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    5225000 | PA      | $5230632.24    | 0.01%             | 2027-05-13      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                        | PNC Bank NA                                                                  | CUSIP: 69353RFZ6<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   10682000 | PA      | $10756010.34   | 0.03%             | 2028-07-21      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| Pacific Life Global Funding II                     | Pacific Life Global Funding II                                               | CUSIP: 69448TAC5<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |   27004000 | PA      | $27291357.13   | 0.07%             | 2028-05-01      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Pacific Life Global Funding II                     | Pacific Life Global Funding II                                               | CUSIP: 6944PL3G2<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |   14274000 | PA      | $14292375.21   | 0.04%             | 2027-02-04      | Floating      | 4.16%                 | Yes           |                  2 | On Loan: No      |
| Pacific Life Global Funding II                     | Pacific Life Global Funding II                                               | CUSIP: 6944PL3K3<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |  146618000 | PA      | $147115674.27  | 0.39%             | 2028-07-10      | Floating      | 4.44%                 | Yes           |                  2 | On Loan: No      |
| Pacific Life Global Funding II                     | Pacific Life Global Funding II                                               | CUSIP: 6944PL3M9<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |   33718000 | PA      | $34117269.00   | 0.09%             | 2031-02-03      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: —       |
| Palmer Square Loan Funding Ltd.                    | Palmer Square Loan Funding Ltd., Series 2024-3A, Class A1R                   | CUSIP: 69690EAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   63300000 | PA      | $63231699.30   | 0.17%             | 2032-08-08      | Floating      | 4.48%                 | Yes           |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd.                    | Palmer Square Loan Funding Ltd., Series 2024-1A, Class A1R                   | CUSIP: 69703NAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   48310000 | PA      | $48310000.00   | 0.13%             | 2032-10-15      | Floating      | 4.48%                 | Yes           |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd.                    | Palmer Square Loan Funding Ltd., Series 2024-2A, Class A1N                   | CUSIP: 69703RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   12946594 | PA      | $12952057.82   | 0.03%             | 2033-01-15      | Floating      | 4.67%                 | Yes           |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd.                    | Palmer Square Loan Funding Ltd., Series 2025-1A, Class A1                    | CUSIP: 69704CAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  115756674 | PA      | $115490317.44  | 0.31%             | 2033-02-15      | Floating      | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                        | Penske Truck Leasing Co. LP                                                  | CUSIP: 709599AW4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14293000 | PA      | $14217297.13   | 0.04%             | 2026-11-15      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                        | Penske Truck Leasing Co. LP                                                  | CUSIP: 709599BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8153000 | PA      | $8097639.34    | 0.02%             | 2026-06-15      | Fixed         | 1.70%                 | Yes           |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                        | Penske Truck Leasing Co. LP                                                  | CUSIP: 709599BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  106844000 | PA      | $107096709.57  | 0.29%             | 2026-05-24      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                        | Penske Truck Leasing Co. LP                                                  | CUSIP: 709599BW3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     385000 | PA      | $401351.66     | 0.00%             | 2028-08-01      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                        | Penske Truck Leasing Co. LP                                                  | CUSIP: 709599BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   32079000 | PA      | $32402864.45   | 0.09%             | 2027-01-12      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                        | Penske Truck Leasing Co. LP                                                  | CUSIP: 70962BGH1<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | STIV             | CORP              | US        |    4877000 | PA      | $4800566.68    | 0.01%             | 2026-07-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                  | Philip Morris International, Inc.                                            | CUSIP: 718172CR8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   11899000 | PA      | $11839169.57   | 0.03%             | 2026-05-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: —       |
| Philip Morris International, Inc.                  | Philip Morris International, Inc.                                            | CUSIP: 718172DF3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   14373000 | PA      | $14504292.32   | 0.04%             | 2027-02-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                  | Philip Morris International, Inc.                                            | CUSIP: 718172DX4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   60544000 | PA      | $60675157.68   | 0.16%             | 2028-10-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co.                                    | Phillips 66 Co.                                                              | CUSIP: 718547AF9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    7656000 | PA      | $7636592.35    | 0.02%             | 2026-10-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP                    | Plains All American Pipeline LP                                              | CUSIP: 72650XC23<br>LEI: 5521FA2ITF25TVH63740 | Long             | STIV             | CORP              | US        |  110000000 | PA      | $109965460.00  | 0.29%             | 2026-03-02      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Porsche Financial Auto Securitization Trust        | Porsche Financial Auto Securitization Trust, Series 2023-1A, Class A3        | CUSIP: 73328QAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     855976 | PA      | $858544.66     | 0.00%             | 2028-09-22      | Fixed         | 4.81%                 | Yes           |                  2 | On Loan: No      |
| Porsche Innovative Lease Owner Trust               | Porsche Innovative Lease Owner Trust, Series 2025-1A, Class A2A              | CUSIP: 73329KAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   14514169 | PA      | $14558150.15   | 0.04%             | 2027-12-20      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Pricoa Global Funding I                            | Pricoa Global Funding I                                                      | CUSIP: 74153WCT4<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3023061.27    | 0.01%             | 2026-08-28      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Principal Financial Group, Inc.                    | Principal Financial Group, Inc.                                              | CUSIP: 74251VAM4<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     500000 | PA      | $496949.24     | 0.00%             | 2026-11-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Principal Life Global Funding II                   | Principal Life Global Funding II                                             | CUSIP: 74256LES4<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    2052000 | PA      | $2018138.98    | 0.01%             | 2026-11-17      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Principal Life Global Funding II                   | Principal Life Global Funding II                                             | CUSIP: 74256LEX3<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    8349000 | PA      | $8433365.06    | 0.02%             | 2027-01-16      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Principal Life Global Funding II                   | Principal Life Global Funding II                                             | CUSIP: 74256LEY1<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |   66821000 | PA      | $68510724.01   | 0.18%             | 2029-01-25      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Principal Life Global Funding II                   | Principal Life Global Funding II                                             | CUSIP: 74256LFA2<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |   33437000 | PA      | $33768235.28   | 0.09%             | 2027-08-19      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Principal Life Global Funding II                   | Principal Life Global Funding II                                             | CUSIP: 7425APAC9<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |   53224000 | PA      | $53250419.86   | 0.14%             | 2028-08-18      | Floating      | 4.47%                 | Yes           |                  2 | On Loan: No      |
| Protective Life Global Funding                     | Protective Life Global Funding                                               | CUSIP: 74368CBH6<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    4003000 | PA      | $3945837.36    | 0.01%             | 2026-09-20      | Fixed         | 1.30%                 | Yes           |                  2 | On Loan: No      |
| Protective Life Global Funding                     | Protective Life Global Funding                                               | CUSIP: 74368CBX1<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |   18117000 | PA      | $18293240.73   | 0.05%             | 2027-01-12      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: —       |
| Prudential International Treasury Ltd.             | Prudential International Treasury Ltd.                                       | CUSIP: 74457CHM1<br>LEI: 213800N4LVNTKOBW9E68 | Long             | STIV             | CORP              | HK        |   73845000 | PA      | $72506049.84   | 0.19%             | 2026-08-21      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Quest Diagnostics, Inc.                            | Quest Diagnostics, Inc.                                                      | CUSIP: 74834LAZ3<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |   18007000 | PA      | $17984055.12   | 0.05%             | 2026-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                           | Cooperatieve Rabobank UA                                                     | CUSIP: 74977RDL5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   60578000 | PA      | $59659639.34   | 0.16%             | 2027-12-15      | Variable      | 1.98%                 | Yes           |                  2 | On Loan: No      |
| RR 17 Ltd.                                         | RR Ltd., Series 2021-17A, Class A1AR                                         | CUSIP: 74980QAL5<br>LEI: 549300H1BYT42IUZDL59 | Long             | ABS-CBDO         | CORP              | KY        |   17550000 | PA      | $17551386.45   | 0.05%             | 2034-07-15      | Floating      | 4.74%                 | Yes           |                  2 | On Loan: No      |
| RTX Corp.                                          | RTX Corp.                                                                    | CUSIP: 75513ECT6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   85325000 | PA      | $86293097.45   | 0.23%             | 2026-11-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Citizens Bank NA                                   | Citizens Bank NA                                                             | CUSIP: 75524KPG3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $7562323.05    | 0.02%             | 2028-08-09      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                | Realty Income Corp.                                                          | CUSIP: 756109AR5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   24513000 | PA      | $24535630.40   | 0.07%             | 2026-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                | Realty Income Corp.                                                          | CUSIP: 756109BF0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    5562000 | PA      | $5563291.94    | 0.01%             | 2026-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                | Realty Income Corp.                                                          | CUSIP: 756109CW2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   38837000 | PA      | $38922035.16   | 0.10%             | 2029-02-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Treasury Services plc            | Reckitt Benckiser Treasury Services plc                                      | CUSIP: 75625QAE9<br>LEI: 213800LAXWIUOOBZ3908 | Long             | DBT              | CORP              | GB        |   25070000 | PA      | $24822772.45   | 0.07%             | 2027-06-26      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Rio Tinto Finance USA plc                          | Rio Tinto Finance USA plc                                                    | CUSIP: 76720AAQ9<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    7153000 | PA      | $7208797.41    | 0.02%             | 2027-03-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA plc                          | Rio Tinto Finance USA plc                                                    | CUSIP: 76720AAR7<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    3547000 | PA      | $3597003.80    | 0.01%             | 2028-03-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Roche Holdings, Inc.                               | Roche Holdings, Inc.                                                         | CUSIP: 771196CE0<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |     500000 | PA      | $504443.53     | 0.00%             | 2026-11-13      | Fixed         | 5.26%                 | Yes           |                  2 | On Loan: No      |
| Royal Bank of Canada                               | Royal Bank of Canada                                                         | CUSIP: 78016EZQ3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   24788000 | PA      | $24684135.55   | 0.07%             | 2026-04-27      | Fixed         | 1.20%                 | No            |                  2 | On Loan: —       |
| Royal Bank of Canada                               | Royal Bank of Canada                                                         | CUSIP: 78016FZZ0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    2000000 | PA      | $2009734.84    | 0.01%             | 2026-07-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                               | Royal Bank of Canada                                                         | CUSIP: 78016HZT0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   43506000 | PA      | $43897344.30   | 0.12%             | 2027-01-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                               | Royal Bank of Canada                                                         | CUSIP: 78016HZX1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   88296000 | PA      | $88684042.38   | 0.24%             | 2027-07-23      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                               | Royal Bank of Canada                                                         | CUSIP: 78017DAA6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   92000000 | PA      | $93857146.96   | 0.25%             | 2029-01-24      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                               | Royal Bank of Canada                                                         | CUSIP: 78017DAE8<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  182918000 | PA      | $183106184.21  | 0.49%             | 2026-08-03      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                               | Royal Bank of Canada                                                         | CUSIP: 78017FZQ9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   54230000 | PA      | $54483922.76   | 0.15%             | 2027-10-18      | Variable      | 4.51%                 | No            |                  2 | On Loan: —       |
| SCF Equipment Leasing LLC                          | SCF Equipment Leasing LLC, Series 2024-1A, Class A2                          | CUSIP: 783896AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4291005 | PA      | $4305380.05    | 0.01%             | 2029-11-20      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| SBNA Auto Lease Trust                              | SBNA Auto Lease Trust, Series 2024-C, Class A3                               | CUSIP: 78398DAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13935802 | PA      | $13962426.41   | 0.04%             | 2028-02-22      | Fixed         | 4.56%                 | Yes           |                  2 | On Loan: No      |
| SBNA Auto Lease Trust                              | SBNA Auto Lease Trust, Series 2024-A, Class A3                               | CUSIP: 78414SAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     570624 | PA      | $571132.16     | 0.00%             | 2026-11-20      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| SBNA Auto Lease Trust                              | SBNA Auto Lease Trust, Series 2023-A, Class A3                               | CUSIP: 78436TAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      40135 | PA      | $40204.79      | 0.00%             | 2027-04-20      | Fixed         | 6.51%                 | Yes           |                  2 | On Loan: No      |
| SCF Equipment Leasing LLC                          | SCF Equipment Leasing LLC, Series 2025-1A, Class A2                          | CUSIP: 78437DAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5498039 | PA      | $5514062.35    | 0.01%             | 2030-07-22      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| SBNA Auto Lease Trust                              | SBNA Auto Lease Trust, Series 2025-A, Class A2                               | CUSIP: 78437KAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9638448 | PA      | $9643428.14    | 0.03%             | 2027-04-20      | Fixed         | 4.68%                 | Yes           |                  2 | On Loan: No      |
| SBNA Auto Lease Trust                              | SBNA Auto Lease Trust, Series 2024-B, Class A3                               | CUSIP: 78437VAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   20237514 | PA      | $20327862.17   | 0.05%             | 2027-11-22      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| SCF Equipment Leasing LLC                          | SCF Equipment Leasing LLC, Series 2025-2A, Class A2                          | CUSIP: 78439XAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   24910000 | PA      | $25034176.35   | 0.07%             | 2031-12-22      | Fixed         | 4.26%                 | Yes           |                  2 | On Loan: No      |
| Santander UK Group Holdings plc                    | Santander UK Group Holdings plc                                              | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   12300000 | PA      | $12214670.35   | 0.03%             | 2027-06-14      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings plc                    | Santander UK Group Holdings plc                                              | CUSIP: 80281LAR6<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    6328000 | PA      | $6243484.81    | 0.02%             | 2028-01-11      | Variable      | 2.47%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings plc                    | Santander UK Group Holdings plc                                              | CUSIP: 80281LAX3<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   34751000 | PA      | $34871729.84   | 0.09%             | 2029-09-22      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                       | Santander Holdings USA, Inc.                                                 | CUSIP: 80282KAZ9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   30000000 | PA      | $29848850.10   | 0.08%             | 2026-10-05      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust             | Santander Drive Auto Receivables Trust, Series 2024-3, Class A3              | CUSIP: 80287LAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5964077 | PA      | $5985228.24    | 0.02%             | 2029-01-16      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust             | Santander Drive Auto Receivables Trust, Series 2026-1, Class A2              | CUSIP: 80288FAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   84280000 | PA      | $84289186.52   | 0.23%             | 2029-03-15      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust             | Santander Drive Auto Receivables Trust, Series 2025-4, Class A2              | CUSIP: 802923AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   43115000 | PA      | $43205450.96   | 0.12%             | 2029-01-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                         | Charles Schwab Corp. (The)                                                   | CUSIP: 808513BR5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    4770000 | PA      | $4744224.21    | 0.01%             | 2026-05-13      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                         | Charles Schwab Corp. (The)                                                   | CUSIP: 808513CG8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3023968.26    | 0.01%             | 2026-08-24      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                         | Charles Schwab Corp. (The)                                                   | CUSIP: 8085A3F59<br>LEI: 549300VSGCJ7E698NM85 | Long             | STIV             | CORP              | US        |  143889000 | PA      | $142447548.78  | 0.38%             | 2026-06-05      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Shell International Finance BV                     | Shell International Finance BV                                               | CUSIP: 822582BT8<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    2000000 | PA      | $1996210.38    | 0.01%             | 2026-05-10      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co. (The)                         | Sherwin-Williams Co. (The)                                                   | CUSIP: 824348AW6<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |   33073000 | PA      | $32908990.00   | 0.09%             | 2027-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                   | Skandinaviska Enskilda Banken AB                                             | CUSIP: 83051GAT5<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |    3000000 | PA      | $2959366.47    | 0.01%             | 2026-09-09      | Fixed         | 1.20%                 | Yes           |                  2 | On Loan: —       |
| Societe Generale SA                                | Societe Generale SA                                                          | CUSIP: 83368RBC5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   27976000 | PA      | $27802864.37   | 0.07%             | 2027-06-09      | Variable      | 1.79%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                | Societe Generale SA                                                          | CUSIP: 83368RBV3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |  106985000 | PA      | $108311010.60  | 0.29%             | 2028-01-19      | Variable      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                | Societe Generale SA                                                          | CUSIP: 83368RBZ4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   96088000 | PA      | $97155947.98   | 0.26%             | 2027-02-19      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                | Societe Generale SA                                                          | CUSIP: 83368RCA8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   31038000 | PA      | $31168980.36   | 0.08%             | 2027-02-19      | Floating      | 4.77%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                | Societe Generale SA                                                          | CUSIP: 83368RCL4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   73200000 | PA      | $73532758.42   | 0.20%             | 2030-04-12      | Variable      | 4.45%                 | Yes           |                  2 | On Loan: —       |
| Sonoco Products Co.                                | Sonoco Products Co.                                                          | CUSIP: 835495AQ5<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |   37666000 | PA      | $37738505.92   | 0.10%             | 2026-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                 | Southern Co. (The)                                                           | CUSIP: 842587CV7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   80438000 | PA      | $80263998.93   | 0.21%             | 2026-07-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co.                    | Southwestern Electric Power Co., Series K                                    | CUSIP: 845437BP6<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    2460000 | PA      | $2440451.17    | 0.01%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co.                    | Southwestern Electric Power Co., Series N                                    | CUSIP: 845437BS0<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    1562000 | PA      | $1560242.78    | 0.00%             | 2026-03-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Southwick Park CLO LLC                             | Southwick Park CLO LLC, Series 2019-4A, Class A1RR                           | CUSIP: 846031AU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   33869608 | PA      | $33863782.23   | 0.09%             | 2032-07-20      | Floating      | 4.67%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered plc                             | Standard Chartered plc                                                       | CUSIP: 853254AZ3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   24807000 | PA      | $24789945.19   | 0.07%             | 2026-04-12      | Fixed         | 4.05%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered plc                             | Standard Chartered plc                                                       | CUSIP: 853254CN8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   31336000 | PA      | $33161322.00   | 0.09%             | 2028-11-16      | Variable      | 7.77%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered plc                             | Standard Chartered plc                                                       | CUSIP: 853254CT5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   59627000 | PA      | $60048228.98   | 0.16%             | 2027-07-06      | Variable      | 6.19%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered plc                             | Standard Chartered plc                                                       | CUSIP: 853254CW8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   35509000 | PA      | $36365121.99   | 0.10%             | 2028-02-08      | Variable      | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered plc                             | Standard Chartered plc                                                       | CUSIP: 853254DB3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   30709000 | PA      | $31281363.55   | 0.08%             | 2028-05-14      | Variable      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered plc                             | Standard Chartered plc                                                       | CUSIP: 85325C2D3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   35583000 | PA      | $36512427.96   | 0.10%             | 2029-01-21      | Variable      | 5.54%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered plc                             | Standard Chartered plc                                                       | CUSIP: 85325C2K7<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   19736000 | PA      | $19760077.92   | 0.05%             | 2030-01-13      | Variable      | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered plc                             | Standard Chartered plc                                                       | CUSIP: 85325C2M3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   34179000 | PA      | $34219331.22   | 0.09%             | 2030-01-13      | Floating      | 4.61%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered Bank                            | Standard Chartered Bank                                                      | CUSIP: 85325X2A3<br>LEI: RILFO74KP1CM8P6PCT96 | Long             | DBT              | CORP              | GB        |    3900000 | PA      | $3906567.48    | 0.01%             | 2026-10-08      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                            | Standard Chartered Bank                                                      | CUSIP: 85325X2B1<br>LEI: RILFO74KP1CM8P6PCT96 | Long             | DBT              | CORP              | GB        |   68066000 | PA      | $69234203.14   | 0.18%             | 2027-12-03      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker, Inc.                       | Stanley Black & Decker, Inc.                                                 | CUSIP: 854502AK7<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |   12458000 | PA      | $12458000.00   | 0.03%             | 2026-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                    | Starbucks Corp.                                                              | CUSIP: 855244AK5<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    4100000 | PA      | $4082342.24    | 0.01%             | 2026-06-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                      | State Street Bank & Trust Co.                                                | CUSIP: 857449AC6<br>LEI: 571474TGEMMWANRLN572 | Long             | DBT              | CORP              | US        |   62407000 | PA      | $62809073.95   | 0.17%             | 2026-11-25      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                 | State Street Corp.                                                           | CUSIP: 857477CD3<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3013004.31    | 0.01%             | 2026-08-03      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Stellantis Finance US, Inc.                        | Stellantis Finance US, Inc.                                                  | CUSIP: 85855CAM2<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |   14689000 | PA      | $14951866.85   | 0.04%             | 2028-03-17      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Stryker Corp.                                      | Stryker Corp.                                                                | CUSIP: 863667BJ9<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |   57958000 | PA      | $58397208.04   | 0.16%             | 2027-02-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Banking Corp.                      | Sumitomo Mitsui Banking Corp.                                                | CUSIP: 86562LFB3<br>LEI: 5U0XI89JRFVHWIBS4F54 | Long             | STIV             | CORP              | JP        |   84943000 | PA      | $84021317.48   | 0.22%             | 2026-06-11      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.              | Sumitomo Mitsui Financial Group, Inc.                                        | CUSIP: 86562MAF7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   63680000 | PA      | $63393688.99   | 0.17%             | 2026-07-14      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.              | Sumitomo Mitsui Financial Group, Inc.                                        | CUSIP: 86562MAK6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   13610000 | PA      | $13539877.20   | 0.04%             | 2026-10-19      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.              | Sumitomo Mitsui Financial Group, Inc.                                        | CUSIP: 86562MCH1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   92062000 | PA      | $90869779.61   | 0.24%             | 2026-09-17      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.              | Sumitomo Mitsui Financial Group, Inc.                                        | CUSIP: 86562MEJ5<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   24012000 | PA      | $24115020.12   | 0.06%             | 2029-01-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd.                    | Sumitomo Mitsui Trust Bank Ltd.                                              | CUSIP: 86563VBG3<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   38071000 | PA      | $38083082.21   | 0.10%             | 2026-03-09      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd.                    | Sumitomo Mitsui Trust Bank Ltd.                                              | CUSIP: 86563VBK4<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    5000000 | PA      | $5044383.40    | 0.01%             | 2026-09-14      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd.                    | Sumitomo Mitsui Trust Bank Ltd.                                              | CUSIP: 86563VBP3<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   14107000 | PA      | $14297636.92   | 0.04%             | 2027-03-07      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd.                    | Sumitomo Mitsui Trust Bank Ltd.                                              | CUSIP: 86563VBT5<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   43800000 | PA      | $44255522.63   | 0.12%             | 2027-09-10      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd.                    | Sumitomo Mitsui Trust Bank Ltd.                                              | CUSIP: 86563VCC1<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   30397000 | PA      | $30511380.87   | 0.08%             | 2028-09-11      | Floating      | 4.44%                 | Yes           |                  2 | On Loan: No      |
| Sumitomo Mitsui Banking Corp.                      | Sumitomo Mitsui Banking Corp.                                                | CUSIP: 86564KCT7<br>LEI: 5U0XI89JRFVHWIBS4F54 | Long             | STIV             | CORP              | JP        |   92371000 | PA      | $92465042.92   | 0.25%             | 2026-12-04      | Floating      | 4.07%                 | Yes           |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd.                    | Sumitomo Mitsui Trust Bank Ltd.                                              | CUSIP: 86564XC69<br>LEI: 5493006GGLR4BTEL8O61 | Long             | STIV             | CORP              | SG        |   40230000 | PA      | $40201702.22   | 0.11%             | 2026-03-06      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                           | Svenska Handelsbanken AB                                                     | CUSIP: 86959LAH6<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |  110355000 | PA      | $109583765.32  | 0.29%             | 2027-06-11      | Variable      | 1.42%                 | Yes           |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                           | Svenska Handelsbanken AB                                                     | CUSIP: 86959LAM5<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |  107095000 | PA      | $107498463.28  | 0.29%             | 2026-06-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                           | Svenska Handelsbanken AB                                                     | CUSIP: 86960KHJ4<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | STIV             | CORP              | SE        |   82930000 | PA      | $81471178.37   | 0.22%             | 2026-08-18      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                           | Svenska Handelsbanken AB                                                     | CUSIP: 86960KPQ9<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | STIV             | CORP              | SE        |  164872000 | PA      | $158954612.02  | 0.42%             | 2027-02-24      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Swedbank AB                                        | Swedbank AB                                                                  | CUSIP: 87020PAX5<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |   36878000 | PA      | $37315847.70   | 0.10%             | 2026-09-12      | Fixed         | 6.14%                 | Yes           |                  2 | On Loan: No      |
| Sydney Airport Finance Co. Pty. Ltd.               | Sydney Airport Finance Co. Pty. Ltd.                                         | CUSIP: 87124VAF6<br>LEI: 549300MJAANHLHOVTO40 | Long             | DBT              | CORP              | AU        |    7970000 | PA      | $7960070.34    | 0.02%             | 2026-04-28      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| TD SYNNEX Corp.                                    | TD SYNNEX Corp.                                                              | CUSIP: 87162WAF7<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    2859000 | PA      | $2828006.95    | 0.01%             | 2026-08-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Symphony CLO XIX Ltd.                              | Symphony CLO Ltd., Series 2018-19A, Class A                                  | CUSIP: 87165YAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4822193 | PA      | $4821710.43    | 0.01%             | 2031-04-16      | Floating      | 4.89%                 | Yes           |                  2 | On Loan: No      |
| Symphony CLO Ltd.                                  | Symphony CLO Ltd., Series 2019-21A, Class AR2                                | CUSIP: 87166RGE1<br>LEI: 5493005CJY0RF4FJJP54 | Long             | ABS-CBDO         | CORP              | KY        |   19419763 | PA      | $19419064.25   | 0.05%             | 2032-07-15      | Floating      | 4.57%                 | Yes           |                  2 | On Loan: No      |
| Symphony CLO XX Ltd.                               | Symphony CLO Ltd., Series 2018-20A, Class AR2                                | CUSIP: 87166VAW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   13745744 | PA      | $13761248.80   | 0.04%             | 2032-01-16      | Floating      | 4.77%                 | Yes           |                  2 | On Loan: No      |
| TCI-Symphony CLO Ltd.                              | TCI-Symphony CLO Ltd., Series 2017-1A, Class AR                              | CUSIP: 87232BAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1021389 | PA      | $1021160.64    | 0.00%             | 2030-07-15      | Floating      | 4.86%                 | Yes           |                  2 | On Loan: No      |
| TCI-Flatiron CLO Ltd.                              | TCI-Flatiron CLO Ltd., Series 2018-1A, Class AR2                             | CUSIP: 87232CAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   69662719 | PA      | $69652339.14   | 0.19%             | 2035-07-29      | Floating      | 4.62%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                 | T-Mobile USA, Inc.                                                           | CUSIP: 87264ABU8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    6757000 | PA      | $6744675.16    | 0.02%             | 2026-04-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| TTX Co.                                            | TTX Co.                                                                      | CUSIP: 87305QCQ2<br>LEI: 549300I8CNSYS1OGX775 | Long             | DBT              | CORP              | US        |    5705000 | PA      | $5747136.16    | 0.02%             | 2026-09-25      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Take-Two Interactive Software, Inc.                | Take-Two Interactive Software, Inc.                                          | CUSIP: 874054AJ8<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |   11117000 | PA      | $11121903.93   | 0.03%             | 2026-03-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co.                                 | Tampa Electric Co.                                                           | CUSIP: 87513MC22<br>LEI: WS423EPRKJIIJUITXD73 | Long             | STIV             | CORP              | US        |  150000000 | PA      | $149952405.00  | 0.40%             | 2026-03-02      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Teledyne Technologies, Inc.                        | Teledyne Technologies, Inc.                                                  | CUSIP: 879360AC9<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |   21077000 | PA      | $21030722.28   | 0.06%             | 2026-04-01      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Thompson Park CLO Ltd.                             | Thompson Park CLO Ltd., Series 2021-1A, Class A1R                            | CUSIP: 884887AN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   55000000 | PA      | $54993895.00   | 0.15%             | 2034-04-15      | Floating      | 4.72%                 | Yes           |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                        | Toronto-Dominion Bank (The)                                                  | CUSIP: 89114TZD7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    9406000 | PA      | $9339534.01    | 0.02%             | 2026-06-03      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                        | Toronto-Dominion Bank (The)                                                  | CUSIP: 89115A2S0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   33683000 | PA      | $33882292.54   | 0.09%             | 2026-07-17      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                        | Toronto-Dominion Bank (The)                                                  | CUSIP: 89115A2V3<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    1845000 | PA      | $1865469.63    | 0.00%             | 2026-12-11      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                        | Toronto-Dominion Bank (The)                                                  | CUSIP: 89115A3A8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   41342000 | PA      | $41574403.23   | 0.11%             | 2026-12-17      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                              | Toronto-Dominion Bank (The)                                                  | CUSIP: 89115D6G6<br>LEI: PT3QB789TSUIDF371261 | Long             | STIV             | CORP              | CA        |   61597000 | PA      | $61633865.80   | 0.16%             | 2026-04-27      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                        | Toronto-Dominion Bank (The)                                                  | CUSIP: 89115KAE0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   68194000 | PA      | $68511387.15   | 0.18%             | 2028-10-13      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                        | Toronto-Dominion Bank (The)                                                  | CUSIP: 89115KAK6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   84773000 | PA      | $84878156.67   | 0.23%             | 2028-01-13      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                        | Toronto-Dominion Bank (The), Series F                                        | CUSIP: 89115KAL4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  121124000 | PA      | $121231800.36  | 0.32%             | 2028-01-13      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                              | Global Payments, Inc.                                                        | CUSIP: 891906AC3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   25199000 | PA      | $25208599.56   | 0.07%             | 2026-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                              | Global Payments, Inc.                                                        | CUSIP: 891906AF6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    4135000 | PA      | $4145362.27    | 0.01%             | 2028-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                | Toyota Auto Receivables Owner Trust, Series 2023-B, Class A3                 | CUSIP: 891941AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4326390 | PA      | $4342761.25    | 0.01%             | 2028-02-15      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                | Toyota Auto Receivables Owner Trust, Series 2023-C, Class A3                 | CUSIP: 89231FAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   20545891 | PA      | $20673941.48   | 0.06%             | 2028-04-17      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                | Toyota Auto Receivables Owner Trust, Series 2025-B, Class A2A                | CUSIP: 89231HAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3047282 | PA      | $3054734.11    | 0.01%             | 2028-03-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                          | Toyota Motor Credit Corp.                                                    | CUSIP: 89236TKL8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   13162000 | PA      | $13548711.93   | 0.04%             | 2027-11-10      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                          | Toyota Motor Credit Corp.                                                    | CUSIP: 89236TML6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   33926000 | PA      | $34017260.94   | 0.09%             | 2026-08-07      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                          | Toyota Motor Credit Corp.                                                    | CUSIP: 89236TNG6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   41451000 | PA      | $41852149.10   | 0.11%             | 2027-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                          | Toyota Motor Credit Corp.                                                    | CUSIP: 89236TNM3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   48647000 | PA      | $48656880.69   | 0.13%             | 2027-07-21      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                          | Toyota Motor Credit Corp.                                                    | CUSIP: 89236TNP6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   93716000 | PA      | $93868152.61   | 0.25%             | 2027-08-25      | Floating      | 4.16%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                          | Toyota Motor Credit Corp.                                                    | CUSIP: 89236TNR2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   37617000 | PA      | $37925155.08   | 0.10%             | 2028-09-05      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                          | Toyota Motor Credit Corp.                                                    | CUSIP: 89236TNS0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |  100000000 | PA      | $100793870.00  | 0.27%             | 2028-09-05      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                | Toyota Auto Receivables Owner Trust, Series 2024-C, Class A2A                | CUSIP: 89237QAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      31877 | PA      | $31898.09      | 0.00%             | 2027-05-17      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Toyota Lease Owner Trust                           | Toyota Lease Owner Trust, Series 2024-A, Class A3                            | CUSIP: 89238GAD3<br>LEI: 254900MVSB4M6HOIRE71 | Long             | ABS-O            | CORP              | US        |   18699545 | PA      | $18731609.28   | 0.05%             | 2027-04-20      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Truist Bank                                        | Truist Bank                                                                  | CUSIP: 89788JAE9<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |  165337000 | PA      | $165563417.45  | 0.44%             | 2027-05-20      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                        | Truist Bank                                                                  | CUSIP: 89788JAF6<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   83106000 | PA      | $83624485.87   | 0.22%             | 2028-07-24      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                        | Truist Bank, Series I                                                        | CUSIP: 89788JAJ8<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   39359000 | PA      | $39452385.92   | 0.11%             | 2029-01-27      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                             | Truist Financial Corp.                                                       | CUSIP: 89788MAD4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   23597000 | PA      | $23597000.00   | 0.06%             | 2027-03-02      | Variable      | 1.27%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                             | Truist Financial Corp.                                                       | CUSIP: 89788MAN2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |  109791000 | PA      | $110339567.44  | 0.29%             | 2027-06-08      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                       | UBS Group AG                                                                 | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   39236000 | PA      | $38796749.06   | 0.10%             | 2027-08-10      | Variable      | 1.49%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                       | UBS Group AG                                                                 | CUSIP: 902613AS7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   23616000 | PA      | $23678090.24   | 0.06%             | 2027-08-05      | Variable      | 4.70%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                       | UBS Group AG                                                                 | CUSIP: 902613BB3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    3199000 | PA      | $3201017.10    | 0.01%             | 2026-04-17      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| UBS AG                                             | UBS AG                                                                       | CUSIP: 90261AAE2<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |   84643000 | PA      | $84706482.25   | 0.23%             | 2027-05-17      | Floating      | 4.16%                 | No            |                  2 | On Loan: No      |
| UDR, Inc.                                          | UDR, Inc.                                                                    | CUSIP: 90265EAL4<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |   11118000 | PA      | $11058825.22   | 0.03%             | 2026-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| UBS AG                                             | UBS AG                                                                       | CUSIP: 902674ZZ6<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |    2000000 | PA      | $1986540.08    | 0.01%             | 2026-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| US Bank NA                                         | US Bank NA                                                                   | CUSIP: 90331HPP2<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |  121301000 | PA      | $121804685.42  | 0.33%             | 2027-10-22      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| US Bank NA                                         | US Bank NA                                                                   | CUSIP: 90331HPS6<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |   53930000 | PA      | $54465632.76   | 0.15%             | 2028-05-15      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                       | UBS Group AG                                                                 | CUSIP: 90351DAF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   32378000 | PA      | $32385712.12   | 0.09%             | 2026-04-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                       | UBS Group AG                                                                 | CUSIP: 90352JAC7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   11360000 | PA      | $11394516.68   | 0.03%             | 2028-03-23      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| US Bancorp                                         | US Bancorp, Series V                                                         | CUSIP: 91159HHN3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1989507.44    | 0.01%             | 2026-07-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States of America                           | U.S. Treasury Notes                                                          | CUSIP: 91282CCZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  270000000 | PA      | $265744125.00  | 0.71%             | 2026-09-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| United States of America                           | U.S. Treasury Notes                                                          | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  165000000 | PA      | $166753125.00  | 0.45%             | 2027-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States of America                           | U.S. Treasury Notes                                                          | CUSIP: 91282CHY0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  135000000 | PA      | $135682646.40  | 0.36%             | 2026-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States of America                           | U.S. Treasury Notes                                                          | CUSIP: 91282CLQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  100000000 | PA      | $100695312.00  | 0.27%             | 2027-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                   | Ventas Realty LP                                                             | CUSIP: 92276YC23<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | STIV             | CORP              | US        |  125000000 | PA      | $124960550.00  | 0.33%             | 2026-03-02      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Ventas Realty LP                                   | Ventas Realty LP                                                             | CUSIP: 92277GAJ6<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |   21758000 | PA      | $21651671.05   | 0.06%             | 2026-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Verdant Receivables LLC                            | Verdant Receivables LLC, Series 2025-1A, Class A2                            | CUSIP: 92340GAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   16628130 | PA      | $16699236.61   | 0.04%             | 2028-03-13      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Virginia Electric and Power Co.                    | Virginia Electric and Power Co., Series A                                    | CUSIP: 927804FX7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   11972000 | PA      | $11928506.32   | 0.03%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Virginia Power Fuel Securitization LLC             | Virginia Power Fuel Securitization LLC, Series A-1                           | CUSIP: 92808VAA0<br>LEI: 254900BELJ95ONW6U791 | Long             | DBT              | CORP              | US        |   21910016 | PA      | $22024555.17   | 0.06%             | 2027-05-01      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Visa, Inc.                                         | Visa, Inc.                                                                   | CUSIP: 92826CAY8<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   31595000 | PA      | $31752930.77   | 0.08%             | 2029-02-12      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| VMware LLC                                         | VMware LLC                                                                   | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   17163000 | PA      | $16960032.76   | 0.05%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC            | Volkswagen Group of America Finance LLC                                      | CUSIP: 928668BB7<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4976522.95    | 0.01%             | 2026-09-26      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC            | Volkswagen Group of America Finance LLC                                      | CUSIP: 928668BV3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   46273000 | PA      | $46672142.11   | 0.12%             | 2026-09-12      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC            | Volkswagen Group of America Finance LLC                                      | CUSIP: 928668CA8<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    7360000 | PA      | $7457486.22    | 0.02%             | 2026-11-16      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC            | Volkswagen Group of America Finance LLC                                      | CUSIP: 928668CE0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2001390.08    | 0.01%             | 2026-03-20      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC            | Volkswagen Group of America Finance LLC                                      | CUSIP: 928668CF7<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    4928000 | PA      | $4996212.09    | 0.01%             | 2027-03-22      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC            | Volkswagen Group of America Finance LLC                                      | CUSIP: 928668CK6<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   40897000 | PA      | $41029739.80   | 0.11%             | 2026-08-14      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC            | Volkswagen Group of America Finance LLC                                      | CUSIP: 928668CL4<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    1957000 | PA      | $1977410.59    | 0.01%             | 2027-08-15      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC            | Volkswagen Group of America Finance LLC                                      | CUSIP: 928668CN0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   27916000 | PA      | $28177932.76   | 0.08%             | 2027-03-25      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC            | Volkswagen Group of America Finance LLC                                      | CUSIP: 928668CP5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    5250000 | PA      | $5335350.93    | 0.01%             | 2028-03-27      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC            | Volkswagen Group of America Finance LLC                                      | CUSIP: 928668CV2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   22194000 | PA      | $22312081.40   | 0.06%             | 2027-09-11      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC            | Volkswagen Group of America Finance LLC                                      | CUSIP: 928668CW0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   43781000 | PA      | $44158452.64   | 0.12%             | 2028-09-11      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Auto Lease Trust                        | Volkswagen Auto Lease Trust, Series 2024-A, Class A3                         | CUSIP: 92866EAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   37454113 | PA      | $37638004.76   | 0.10%             | 2027-06-21      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced Trust                | Volkswagen Auto Loan Enhanced Trust, Series 2023-1, Class A3                 | CUSIP: 92867WAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6525973 | PA      | $6567026.35    | 0.02%             | 2028-06-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Lease Trust                        | Volkswagen Auto Lease Trust, Series 2025-B, Class A2A                        | CUSIP: 92868BAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   42300000 | PA      | $42335561.61   | 0.11%             | 2028-04-20      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced Trust                | Volkswagen Auto Loan Enhanced Trust, Series 2024-1, Class A2A                | CUSIP: 92868RAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   16212515 | PA      | $16251102.75   | 0.04%             | 2027-11-22      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Lease Trust                        | Volkswagen Auto Lease Trust, Series 2025-A, Class A2A                        | CUSIP: 92868WAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   69213943 | PA      | $69435123.17   | 0.19%             | 2027-12-20      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd.                                      | Voya CLO Ltd., Series 2017-3A, Class XR                                      | CUSIP: 92915QAS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     190477 | PA      | $190460.71     | 0.00%             | 2034-04-20      | Floating      | 4.78%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd.                                      | Voya CLO Ltd., Series 2019-2A, Class AR                                      | CUSIP: 92917RAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   21641496 | PA      | $21655476.63   | 0.06%             | 2032-07-20      | Floating      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| WP Carey, Inc.                                     | WP Carey, Inc.                                                               | CUSIP: 92936UAE9<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |   10032000 | PA      | $10035510.40   | 0.03%             | 2026-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group, Inc.                             | WEC Energy Group, Inc.                                                       | CUSIP: 92939UAL0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |   13776000 | PA      | $13985672.24   | 0.04%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                | Kimco Realty OP LLC                                                          | CUSIP: 948741AM5<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    2645000 | PA      | $2635597.42    | 0.01%             | 2026-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                  | Wells Fargo & Co.                                                            | CUSIP: 949746SH5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    4888000 | PA      | $4858859.60    | 0.01%             | 2026-10-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                  | Wells Fargo & Co., Series W                                                  | CUSIP: 95000U3R2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   61445000 | PA      | $61929660.96   | 0.17%             | 2028-01-24      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                  | Wells Fargo & Co.                                                            | CUSIP: 95000U3S0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   11739000 | PA      | $11769286.62   | 0.03%             | 2028-01-24      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                  | Wells Fargo & Co.                                                            | CUSIP: 95000U4D2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   23863000 | PA      | $23947559.50   | 0.06%             | 2030-01-23      | Variable      | 4.18%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                   | Welltower OP LLC                                                             | CUSIP: 95040QAC8<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |   30224000 | PA      | $30217590.70   | 0.08%             | 2026-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Western-Southern Global Funding                    | Western-Southern Global Funding                                              | CUSIP: 95954A2B8<br>LEI: 635400PFYEGVSGK4VB37 | Long             | DBT              | CORP              | US        |   53528000 | PA      | $53992023.53   | 0.14%             | 2028-07-16      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Westlake Corp.                                     | Westlake Corp.                                                               | CUSIP: 960413AT9<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |   77307000 | PA      | $77151568.87   | 0.21%             | 2026-08-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: —       |
| Westpac Banking Corp.                              | Westpac Banking Corp.                                                        | CUSIP: 961214CX9<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   13463000 | PA      | $13435431.95   | 0.04%             | 2026-05-13      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                              | Westpac Banking Corp.                                                        | CUSIP: 961214ER0<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    5976000 | PA      | $5936397.71    | 0.02%             | 2026-06-03      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                              | Westpac Banking Corp.                                                        | CUSIP: 961214FR9<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    2000000 | PA      | $2003229.26    | 0.01%             | 2026-04-16      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                              | Westpac Banking Corp.                                                        | CUSIP: 961214FV0<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   40646000 | PA      | $40866955.31   | 0.11%             | 2026-10-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| Westpac New Zealand Ltd.                           | Westpac New Zealand Ltd.                                                     | CUSIP: 96122FAA5<br>LEI: 549300MW73M5PK1PNG73 | Long             | DBT              | CORP              | NZ        |   29500000 | PA      | $30120636.93   | 0.08%             | 2028-02-15      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Westpac New Zealand Ltd.                           | Westpac New Zealand Ltd.                                                     | CUSIP: 96122FAB3<br>LEI: 549300MW73M5PK1PNG73 | Long             | DBT              | CORP              | NZ        |   46362000 | PA      | $46949638.35   | 0.13%             | 2027-02-26      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: —       |
| Westpac New Zealand Ltd.                           | Westpac New Zealand Ltd.                                                     | CUSIP: 96122FAF4<br>LEI: 549300MW73M5PK1PNG73 | Long             | DBT              | CORP              | NZ        |   22594000 | PA      | $22742506.75   | 0.06%             | 2029-01-29      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| Westpac Securities NZ Ltd.                         | Westpac Securities NZ Ltd.                                                   | CUSIP: 96122HKV4<br>LEI: 549300W0N3O6Q4RCKE25 | Long             | STIV             | CORP              | NZ        |  111749000 | PA      | $108964594.87  | 0.29%             | 2026-10-29      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Westpac Banking Corp.                              | Westpac Banking Corp.                                                        | CUSIP: 9612C1PK7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | STIV             | CORP              | AU        |  116250000 | PA      | $112115336.25  | 0.30%             | 2027-02-19      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC                     | Wheels Fleet Lease Funding LLC, Series 2023-2A, Class A                      | CUSIP: 96328GBG1<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |   14119040 | PA      | $14273982.62   | 0.04%             | 2038-08-18      | Fixed         | 6.46%                 | Yes           |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC                     | Wheels Fleet Lease Funding LLC, Series 2024-1A, Class A2                     | CUSIP: 96328GBN6<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |   12213299 | PA      | $12254488.62   | 0.03%             | 2039-02-18      | Floating      | 4.49%                 | Yes           |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC                     | Wheels Fleet Lease Funding LLC, Series 2024-3A, Class A1                     | CUSIP: 96328GBZ9<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |   15622508 | PA      | $15796479.02   | 0.04%             | 2039-09-19      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC                     | Wheels Fleet Lease Funding LLC, Series 2025-1A, Class A1                     | CUSIP: 96328GCE5<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |   55812159 | PA      | $56383089.16   | 0.15%             | 2040-01-18      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC                     | Wheels Fleet Lease Funding LLC, Series 2025-3A, Class A1                     | CUSIP: 96328GCP0<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |   89078000 | PA      | $89445669.45   | 0.24%             | 2040-09-18      | Fixed         | 4.08%                 | Yes           |                  2 | On Loan: No      |
| Wisconsin Electric Power Co.                       | Wisconsin Electric Power Co.                                                 | CUSIP: 976656CV8<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |   16224000 | PA      | $16271065.99   | 0.04%             | 2029-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Woodside Finance Ltd.                              | Woodside Finance Ltd.                                                        | CUSIP: 980236AN3<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    7070000 | PA      | $7050690.27    | 0.02%             | 2026-09-15      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                  | World Omni Auto Receivables Trust, Series 2022-C, Class A3                   | CUSIP: 98163TAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     972715 | PA      | $972474.06     | 0.00%             | 2027-10-15      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                  | World Omni Auto Receivables Trust, Series 2025-B, Class A2A                  | CUSIP: 98164TAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   18186227 | PA      | $18221706.51   | 0.05%             | 2028-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                  | World Omni Auto Receivables Trust, Series 2025-A, Class A2A                  | CUSIP: 98164YAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   41119075 | PA      | $41167652.89   | 0.11%             | 2028-04-17      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings, Inc.                       | Zimmer Biomet Holdings, Inc.                                                 | CUSIP: 98956PBA9<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |   81123000 | PA      | $81727952.87   | 0.22%             | 2027-02-19      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Zoetis, Inc.                                       | Zoetis, Inc.                                                                 | CUSIP: 98978VAW3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   73930000 | PA      | $74492686.41   | 0.20%             | 2028-08-17      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-30

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

**Signature:** Timothy J. Clemens

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

**Title:** Treasurer and Principal Financial Officer