# EDGAR Filing Document

**Accession Number:** 0001524513
**File Stem:** 0001410368-25-043503
**Filing Date:** 2025-12
**Character Count:** 161476
**Document Hash:** 82e98d8eac96538ec5bd5c556b3ea580
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-043503.hdr.sgml**: 20251229

**ACCESSION NUMBER**: 0001410368-25-043503

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251229

**DATE AS OF CHANGE**: 20251229

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** iShares U.S. ETF Trust
- **CENTRAL INDEX KEY:** 0001524513

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22649
- **FILM NUMBER:** 251606945

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

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

## Series and Classes Contracts Data

### iShares Ultra Short Duration Bond Active ETF (Series ID: S000040474)

| Class ID   | Class Name                                   | Ticker Symbol   |
|:---|:---|:---|
| C000125661 | iShares Ultra Short Duration Bond Active ETF | ICSH            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** iShares U.S. ETF Trust

- **b. Investment Company Act file number:** 811-22649

- **c. CIK number of Registrant:** 0001524513

- **d. LEI of Registrant:** 5493002YECWEEITPWL97

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

  - **Street Address 1:** 400 HOWARD STREET

  - **City:** SAN FRANCISCO

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 94105

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

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

- **a. Name of Series:** iShares Ultra Short Duration Bond Active ETF

- **b. EDGAR series identifier (if any):** S000040474

- **c. LEI of Series:** 549300JE6SRZTXKUCU42

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $6654533701.32

**Total Liabilities:** $188938932.44

**Net Assets:** $6465594768.88

**Delayed Delivery Securities:** $70296456.40

**Cash Not Reported:** $647358.29

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 70667.59000000 | **1-Year:** 308173.08000000 | **5-Year:** 85541.45000000 | **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 C000125661 | 0.50%                | 0.41%                | 0.35%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $36302.81                | $8219868.53                                |
| Month 2  | $149773.69               | $853746.35                                 |
| Month 3  | $50505.32                | $-2002162.95                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ANZ NEW ZEALAND INTL/LDN                                                | ANZ New Zealand Int'l Ltd/London                       | CUSIP: 0018A3BH6<br>LEI: 213800VD256NU2D97H12 | Long             | STIV             | CORP              | AU        |  26940000 | PA      | $26623134.41  | 0.41%             | 2026-02-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ANZ NEW ZEALAND INTL/LDN                                                | ANZ New Zealand Int'l Ltd/London                       | CUSIP: 0018A3EB6<br>LEI: 213800VD256NU2D97H12 | Long             | STIV             | CORP              | AU        |  17500000 | PA      | $17137120.00  | 0.27%             | 2026-05-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ANZ NEW ZEALAND INTL/LDN                                                | ANZ New Zealand Int'l Ltd/London                       | CUSIP: 0018A3F41<br>LEI: 213800VD256NU2D97H12 | Long             | STIV             | CORP              | AU        |  32390000 | PA      | $31639458.92  | 0.49%             | 2026-06-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ASB BANK LIMITED                                                        | ASB Bank Ltd                                           | CUSIP: 00216LAG8<br>LEI: 549300IBZWZL1KTPF918 | Long             | DBT              | CORP              | NZ        |  13000000 | PA      | $13096673.46  | 0.20%             | 2026-06-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                                                   | Accenture Capital Inc                                  | CUSIP: 00440KAA1<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |   9390000 | PA      | $9409785.39   | 0.15%             | 2027-10-04      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| ADVANCED MICRO DEVICES                                                  | Advanced Micro Devices Inc                             | CUSIP: 007903BH9<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |  14045000 | PA      | $14082352.12  | 0.22%             | 2026-09-24      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| ALBION CAP CORP/LLC                                                     | Albion Capital Corp SA / Albion Capital LLC            | CUSIP: 01329XAL3<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |  20000000 | PA      | $19821036.00  | 0.31%             | 2026-01-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                     | American Express Co                                    | CUSIP: 025816DS5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  13960000 | PA      | $13980147.07  | 0.22%             | 2027-04-23      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                            | American Express Credit Account Master Trust           | CUSIP: 02582JKV1<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |  11400000 | PA      | $11534012.70  | 0.18%             | 2030-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                  | American Honda Finance Corp                            | CUSIP: 02665JZ52<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | STIV             | CORP              | US        |  31900000 | PA      | $31771679.06  | 0.49%             | 2025-12-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                             | American Honda Finance Corp                            | CUSIP: 02665KA98<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | STIV             | CORP              | US        |  39520000 | PA      | $39199559.98  | 0.61%             | 2026-01-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                  | American Honda Finance Corp                            | CUSIP: 02665WFM8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |  14260000 | PA      | $14266608.08  | 0.22%             | 2026-01-12      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                  | American Honda Finance Corp                            | CUSIP: 02665WFN6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10024390.00  | 0.16%             | 2026-10-05      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                  | American Honda Finance Corp                            | CUSIP: 02665WFP1<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |  13820000 | PA      | $13861488.61  | 0.21%             | 2026-10-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| AMERICAN HONDA FINANCE                                                  | American Honda Finance Corp                            | CUSIP: 02665WFV8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |  10955000 | PA      | $10966192.72  | 0.17%             | 2026-05-21      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                  | American Honda Finance Corp                            | CUSIP: 02665WGC9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $7508082.98   | 0.12%             | 2026-07-15      | Floating      | 4.75%                 | No            |                  2 | On Loan: —       |
| AMPHENOL CORP                                                           | Amphenol Corp                                          | CUSIP: 032095AM3<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   2840000 | PA      | $2847359.06   | 0.04%             | 2026-03-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| AMPHENOL CORP                                                           | Amphenol Corp                                          | CUSIP: 032095AN1<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   5800000 | PA      | $5882532.78   | 0.09%             | 2027-04-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| AMPHENOL CORP                                                           | Amphenol Corp                                          | CUSIP: 032095AV3<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |  10795000 | PA      | $10815521.30  | 0.17%             | 2027-11-15      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                           | Amphenol Corp                                          | CUSIP: 032095AW1<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |  27270000 | PA      | $27189527.32  | 0.42%             | 2027-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                   | Athene Global Funding                                  | CUSIP: 04685A4J7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  18505000 | PA      | $18544045.55  | 0.29%             | 2026-07-16      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                   | Athene Global Funding                                  | CUSIP: 04685A4M0<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  48025000 | PA      | $48087432.50  | 0.74%             | 2028-03-06      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                   | Athene Global Funding                                  | CUSIP: 04685A4N8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  52090000 | PA      | $52548710.27  | 0.81%             | 2028-05-09      | Fixed         | 4.83%                 | No            |                  2 | On Loan: —       |
| ATHENE GLOBAL FUNDING                                                   | Athene Global Funding                                  | CUSIP: 04685A4Q1<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   7190000 | PA      | $7202583.15   | 0.11%             | 2026-08-10      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                              | Australia & New Zealand Banking Group Ltd.             | CUSIP: 05253JAZ4<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |  15240000 | PA      | $15389222.76  | 0.24%             | 2027-01-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                              | Australia & New Zealand Banking Group Ltd.             | CUSIP: 05254JAA8<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |  10810000 | PA      | $10817047.26  | 0.17%             | 2025-12-08      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Bank of America Credit Card Trust                                       | BA Credit Card Trust                                   | CUSIP: 05522RDK1<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-O            | CORP              | US        |  22264000 | PA      | $22518328.35  | 0.35%             | 2030-05-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                      | BMW US Capital LLC                                     | CUSIP: 05565ECN3<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |  13660000 | PA      | $13707026.87  | 0.21%             | 2026-08-13      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                      | BMW US Capital LLC                                     | CUSIP: 05565ECP8<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   5695000 | PA      | $5717734.55   | 0.09%             | 2026-08-13      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                 | BPCE SA                                                | CUSIP: 05571AAT2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   9455000 | PA      | $9569562.74   | 0.15%             | 2027-01-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| BPCE                                                                    | BPCE SA                                                | CUSIP: 05571CC33<br>LEI: 9695005MSX1OYEMGDF46 | Long             | STIV             | CORP              | FR        |  19110000 | PA      | $18852160.24  | 0.29%             | 2026-03-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA/New York NY                                              | BNP Paribas SA/New York NY                             | CUSIP: 05593DEX7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | STIV             | CORP              | FR        |  20000000 | PA      | $20031020.00  | 0.31%             | 2026-02-19      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS NEW YORK                                                    | BNP Paribas SA/New York NY                             | CUSIP: 05593DEY5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | STIV             | CORP              | FR        |  20000000 | PA      | $20001600.00  | 0.31%             | 2025-11-20      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust                                                 | BMW Vehicle Lease Trust 2025-2                         | CUSIP: 05594HAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  24144000 | PA      | $24119245.16  | 0.37%             | 2027-11-26      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust                                                 | BMW Vehicle Lease Trust 2025-2                         | CUSIP: 05594HAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  17713000 | PA      | $17712868.92  | 0.27%             | 2027-11-26      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                 | BPCE SA                                                | CUSIP: 05611C2A0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |  15230000 | PA      | $15255356.88  | 0.24%             | 2026-01-26      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| Banco Santander SA/New York                                             | Banco Santander SA/New York                            | CUSIP: 05973REQ1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | STIV             | CORP              | ES        |  12250000 | PA      | $12276234.60  | 0.19%             | 2026-05-26      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA/NY                                                   | Banco Santander SA/New York                            | CUSIP: 05973RGA4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | STIV             | CORP              | ES        |  35500000 | PA      | $35513273.45  | 0.55%             | 2026-03-05      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA/New York                                             | Banco Santander SA/New York                            | CUSIP: 05973RGF3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | STIV             | CORP              | ES        |  13060000 | PA      | $13075672.00  | 0.20%             | 2026-08-13      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA/New York                                             | Banco Santander SA/New York                            | CUSIP: 05973RGH9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | STIV             | CORP              | ES        |  35210000 | PA      | $35240928.46  | 0.55%             | 2026-06-04      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                                      | Bank of America NA                                     | CUSIP: 06050TNY4<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | STIV             | CORP              | US        |  22820000 | PA      | $22822235.22  | 0.35%             | 2026-10-02      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| BANK AMER N A INSTL CTF                                                 | BANK AMER N A INSTL CTF                                | CUSIP: 06053RBQ5<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   6300000 | PA      | $6306921.18   | 0.10%             | 2026-05-06      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                     | BofA Securities Inc                                    | CUSIP: 06054PF50<br>LEI: 549300HN4UKV1E2R3U73 | Long             | STIV             | CORP              | US        |  35130000 | PA      | $34303022.24  | 0.53%             | 2026-06-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL CHICAGO                                                | Bank of Montreal/Chicago IL                            | CUSIP: 06370B3K8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | STIV             | CORP              | CA        |  25000000 | PA      | $25031139.00  | 0.39%             | 2026-05-20      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL CHICAGO                                                | Bank of Montreal/Chicago IL                            | CUSIP: 06370B3W2<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | STIV             | CORP              | CA        |  22070000 | PA      | $22083798.83  | 0.34%             | 2026-08-25      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| Bank of New Zealand                                                     | Bank of New Zealand                                    | CUSIP: 06406QFF1<br>LEI: N7LGVZM7X4UQ66T7LT74 | Long             | STIV             | CORP              | NZ        |  15000000 | PA      | $14635033.50  | 0.23%             | 2026-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                  | Bank of New York Mellon Corp/The                       | CUSIP: 06406RCH8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   5610000 | PA      | $5646090.42   | 0.09%             | 2028-06-09      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                     | Bank of Nova Scotia/The                                | CUSIP: 06417KC31<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | STIV             | CORP              | CA        |  30000000 | PA      | $29586798.00  | 0.46%             | 2026-03-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                                  | Banque Federative du Credit Mutuel SA                  | CUSIP: 06675FAZ0<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |  17400000 | PA      | $17429475.95  | 0.27%             | 2026-01-26      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                                  | Banque Federative du Credit Mutuel SA                  | CUSIP: 06675FBC0<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |  15260000 | PA      | $15425397.65  | 0.24%             | 2027-01-23      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC NY                                                    | Barclays Bank PLC/NY                                   | CUSIP: 06745GDH1<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | STIV             | CORP              | GB        |  15000000 | PA      | $15013848.00  | 0.23%             | 2026-04-21      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| Bay Square Funding LLC                                                  | Bay Square Funding LLC                                 | CUSIP: 07260BA70<br>LEI: 254900LIJZLNOHX66R80 | Long             | STIV             | CORP              | US        |  52500000 | PA      | $52108292.25  | 0.81%             | 2026-01-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust                                                 | BMW Vehicle Lease Trust 2025-1                         | CUSIP: 096912AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  24707000 | PA      | $24760540.07  | 0.38%             | 2027-09-27      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Owner Trust                                                 | BMW Vehicle Owner Trust 2024-A                         | CUSIP: 096919AC9<br>LEI: 5493002H8OC00FUV1078 | Long             | ABS-O            | CORP              | US        |    902774 | PA      | $902986.26    | 0.01%             | 2027-02-25      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Owner Trust                                                 | BMW Vehicle Owner Trust 2025-A                         | CUSIP: 096924AC9<br>LEI: 5493002H8OC00FUV1078 | Long             | ABS-O            | CORP              | US        |   8848282 | PA      | $8846690.68   | 0.14%             | 2027-10-25      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                 | Bristol-Myers Squibb Co                                | CUSIP: 110122EM6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   8820000 | PA      | $8827497.00   | 0.14%             | 2026-02-20      | Floating      | 4.73%                 | No            |                  2 | On Loan: —       |
| BRITANNIA FUNDING CO LLC                                                | Britannia Funding Co LLC                               | CUSIP: 11042LYD6<br>LEI: 549300X2ZBE7GS6QP587 | Long             | STIV             | CORP              | US        |  11000000 | PA      | $10984123.70  | 0.17%             | 2025-11-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Brookfield BRP Holdings Canada Inc                                      | Brookfield BRP Holdings Canada Inc                     | CUSIP: 11284WY64<br>LEI: 549300NSPD7QJ50GZW26 | Long             | STIV             | CORP              | CA        |   3310000 | PA      | $3307724.71   | 0.05%             | 2025-11-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Brookfield BRP Holdings Canada Inc                                      | Brookfield BRP Holdings Canada Inc                     | CUSIP: 11284WYA5<br>LEI: 549300NSPD7QJ50GZW26 | Long             | STIV             | CORP              | CA        |   3420000 | PA      | $3416078.97   | 0.05%             | 2025-11-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Brookfield BRP Holdings Canada Inc                                      | Brookfield BRP Holdings Canada Inc                     | CUSIP: 11284WYD9<br>LEI: 549300NSPD7QJ50GZW26 | Long             | STIV             | CORP              | CA        |   1350000 | PA      | $1347998.76   | 0.02%             | 2025-11-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Brookfield BRP Holdings Canada Inc                                      | Brookfield BRP Holdings Canada Inc                     | CUSIP: 11284WYR8<br>LEI: 549300NSPD7QJ50GZW26 | Long             | STIV             | CORP              | CA        |   9050000 | PA      | $9024253.66   | 0.14%             | 2025-11-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| CDP FINANCIAL INC                                                       | CDP Financial Inc                                      | CUSIP: 125094BB7<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |   9219000 | PA      | $9226906.40   | 0.14%             | 2026-02-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CDP FINANCIAL INC                                                       | CDP Financial Inc                                      | CUSIP: 12509TC96<br>LEI: 549300OXMGVYFCBFV096 | Long             | STIV             | CORP              | CA        |  32000000 | PA      | $31542364.80  | 0.49%             | 2026-03-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CDP FINANCIAL INC                                                       | CDP Financial Inc                                      | CUSIP: 12509TJF5<br>LEI: 549300OXMGVYFCBFV096 | Long             | STIV             | CORP              | CA        |  25000000 | PA      | $24147327.50  | 0.37%             | 2026-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CRH America Finance Inc                                                 | CRH America Finance Inc                                | CUSIP: 12636CY53<br>LEI: 549300WEVUODRJ4CWK56 | Long             | STIV             | CORP              | US        |   8730000 | PA      | $8725030.88   | 0.13%             | 2025-11-05      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust                                                     | CNH Equipment Trust 2025-A                             | CUSIP: 12674BAC9<br>LEI: 549300BIZ8MA1TOD5D46 | Long             | ABS-O            | CORP              | US        |  18198846 | PA      | $18193386.11  | 0.28%             | 2028-08-15      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust                                                     | CNH Equipment Trust 2025-B                             | CUSIP: 12675EAB4<br>LEI: 549300BIZ8MA1TOD5D46 | Long             | ABS-O            | CORP              | US        |   7306000 | PA      | $7326852.79   | 0.11%             | 2028-11-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust                                                     | CNH Equipment Trust 2025-B                             | CUSIP: 12675EAC2<br>LEI: 549300BIZ8MA1TOD5D46 | Long             | ABS-O            | CORP              | US        |   9206000 | PA      | $9205990.79   | 0.14%             | 2028-11-15      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| CABOT TRAIL FUNDING LLC                                                 | Cabot Trail Funding LLC                                | CUSIP: 12710HC97<br>LEI: 25490002FPRX2W8W9V23 | Long             | STIV             | CORP              | US        |  15050000 | PA      | $14836062.75  | 0.23%             | 2026-03-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Cabot Trail Funding LLC                                                 | Cabot Trail Funding LLC                                | CUSIP: 12710HCS5<br>LEI: 25490002FPRX2W8W9V23 | Long             | STIV             | CORP              | US        |  14710000 | PA      | $14473677.97  | 0.22%             | 2026-03-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMP BK COMM NY                                                 | Canadian Imperial Bank of Commerce/New York NY         | CUSIP: 13606DEU2<br>LEI: 549300H8L46OOZOFHU82 | Long             | STIV             | CORP              | CA        |  28500000 | PA      | $28515808.95  | 0.44%             | 2026-02-09      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMP BK COMM NY                                                 | Canadian Imperial Bank of Commerce/New York NY         | CUSIP: 13606DHY1<br>LEI: 549300H8L46OOZOFHU82 | Long             | STIV             | CORP              | CA        |  32000000 | PA      | $32003187.20  | 0.49%             | 2025-11-12      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMP BK COMM NY                                                 | Canadian Imperial Bank of Commerce/New York NY         | CUSIP: 13606DJT0<br>LEI: 549300H8L46OOZOFHU82 | Long             | STIV             | CORP              | CA        |   5000000 | PA      | $5007634.15   | 0.08%             | 2026-05-21      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| CA IMPERIAL BK OF COMM                                                  | Canadian Imperial Bank of Commerce                     | CUSIP: 13608BBC7<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | STIV             | CORP              | CA        |   8820000 | PA      | $8719128.31   | 0.13%             | 2026-02-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                | Caterpillar Financial Services Corp                    | CUSIP: 14913UAA8<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |  15800000 | PA      | $15834699.17  | 0.24%             | 2026-05-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: —       |
| CATERPILLAR FINL SERVICE                                                | Caterpillar Financial Services Corp                    | CUSIP: 14913UAV2<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |  13130000 | PA      | $13220949.80  | 0.20%             | 2027-01-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                | Caterpillar Financial Services Corp                    | CUSIP: 14913UAW0<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |  10545000 | PA      | $10555799.24  | 0.16%             | 2027-01-07      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| Citibank Credit Card Issuance Trust                                     | Citibank Credit Card Issuance Trust                    | CUSIP: 17305EGW9<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-O            | CORP              | US        |   3474000 | PA      | $3477483.38   | 0.05%             | 2027-12-08      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                                                | Citigroup Global Markets Inc                           | CUSIP: 1730QPBV8<br>LEI: MBNUM2BPBDO7JBLYG310 | Long             | STIV             | CORP              | US        |   5680000 | PA      | $5682494.66   | 0.09%             | 2026-03-20      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                             | Citibank NA                                            | CUSIP: 17325FBC1<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |  15380000 | PA      | $15603501.24  | 0.24%             | 2026-12-04      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                             | Citibank NA                                            | CUSIP: 17325FBH0<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   8400000 | PA      | $8421290.39   | 0.13%             | 2026-08-06      | Floating      | 4.99%                 | No            |                  2 | On Loan: —       |
| CITIBANK NA                                                             | Citibank NA                                            | CUSIP: 17330QJG3<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | STIV             | CORP              | US        |  22820000 | PA      | $22837270.18  | 0.35%             | 2026-03-27      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust                                                     | CNH Equipment Trust 2024-B                             | CUSIP: 18978JAB4<br>LEI: 549300BIZ8MA1TOD5D46 | Long             | ABS-O            | CORP              | US        |   1979596 | PA      | $1983666.80   | 0.03%             | 2027-10-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust                                                     | CNH Equipment Trust 2024-B                             | CUSIP: 18978JAC2<br>LEI: 549300BIZ8MA1TOD5D46 | Long             | ABS-O            | CORP              | US        |   1729547 | PA      | $1730037.67   | 0.03%             | 2027-10-15      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| COLLAT COMM PAPER V CO                                                  | Collateralized Commercial Paper V Co LLC               | CUSIP: 19423RNS4<br>LEI: 549300ZLXI3T111CH173 | Long             | STIV             | CORP              | US        |  29720000 | PA      | $29720000.00  | 0.46%             | 2026-05-20      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BK AUSTR NY                                                | Commonwealth Bank of Australia/New York NY             | CUSIP: 20271RAV2<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |  14015000 | PA      | $14184383.33  | 0.22%             | 2028-03-14      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                                  | Commonwealth Bank of Australia                         | CUSIP: 2027A0KV0<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |  13900000 | PA      | $13894710.91  | 0.21%             | 2026-11-27      | Floating      | 4.75%                 | No            |                  2 | On Loan: —       |
| COOPERAT RABOBANK UA/NY                                                 | Cooperatieve Rabobank UA/NY                            | CUSIP: 21688ABK7<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |  26305000 | PA      | $26893456.79  | 0.42%             | 2028-01-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| COOPERAT RABOBANK UA/NY                                                 | Cooperatieve Rabobank UA/NY                            | CUSIP: 21688ABM3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |  45780000 | PA      | $46123988.63  | 0.71%             | 2027-05-27      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Corporate and Investment Bank/New York                  | Credit Agricole Corporate and Investment Bank/New York | CUSIP: 22536H5U9<br>LEI: 254900BN8XS34XZDJ223 | Long             | STIV             | CORP              | US        |  10000000 | PA      | $10001528.00  | 0.15%             | 2025-11-12      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Corporate and Investment Bank/New York                  | Credit Agricole Corporate and Investment Bank/New York | CUSIP: 22536JB38<br>LEI: 254900BN8XS34XZDJ223 | Long             | STIV             | CORP              | US        |  18620000 | PA      | $18634153.06  | 0.29%             | 2026-05-26      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Corporate and Investment Bank/New York                  | Credit Agricole Corporate and Investment Bank/New York | CUSIP: 22536JLE3<br>LEI: 254900BN8XS34XZDJ223 | Long             | STIV             | CORP              | US        |  22600000 | PA      | $22601690.48  | 0.35%             | 2025-11-07      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Corporate and Investment Bank/New York                  | Credit Agricole Corporate and Investment Bank/New York | CUSIP: 22536JXP5<br>LEI: 254900BN8XS34XZDJ223 | Long             | STIV             | CORP              | US        |  30000000 | PA      | $30076383.00  | 0.47%             | 2026-07-31      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Credit Industriel et Commercial/New York                                | Credit Industriel et Commercial/New York               | CUSIP: 22536WK39<br>LEI: N4JDFKKH2FTD8RKFXO39 | Long             | STIV             | CORP              | US        |  28500000 | PA      | $28549419.00  | 0.44%             | 2026-05-12      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                            | DNB Bank ASA                                           | CUSIP: 2332K1E14<br>LEI: 549300GKFG0RYRRQ1414 | Long             | STIV             | CORP              | NO        |  22485000 | PA      | $22041532.84  | 0.34%             | 2026-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                                            | DNB Bank ASA                                           | CUSIP: 2332K1GW4<br>LEI: 549300GKFG0RYRRQ1414 | Long             | STIV             | CORP              | NO        |  20000000 | PA      | $19420502.00  | 0.30%             | 2026-07-30      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                         | DTE Electric Co                                        | CUSIP: 23338VAW6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |   1880000 | PA      | $1891527.24   | 0.03%             | 2027-05-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                                                  | Daimler Truck Finance North America LLC                | CUSIP: 233853AV2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |  10660000 | PA      | $10758741.77  | 0.17%             | 2027-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                                                  | Daimler Truck Finance North America LLC                | CUSIP: 233853BC3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   8705000 | PA      | $8817795.12   | 0.14%             | 2028-01-13      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                                                  | Daimler Truck Finance North America LLC                | CUSIP: 233853BG4<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   9085000 | PA      | $9105472.05   | 0.14%             | 2027-08-12      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                         | Danske Bank A/S                                        | CUSIP: 23636QY59<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | STIV             | CORP              | DE        |  31450000 | PA      | $31432639.60  | 0.49%             | 2025-11-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                         | Danske Bank A/S                                        | CUSIP: 23636REF7<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | STIV             | CORP              | DE        |  10000000 | PA      | $9786614.00   | 0.15%             | 2026-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                         | Danske Bank A/S                                        | CUSIP: 23636RKW3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | STIV             | CORP              | DK        |  23600000 | PA      | $22690699.08  | 0.35%             | 2026-10-30      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                 | John Deere Capital Corp                                | CUSIP: 24422EWP0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |  17800000 | PA      | $17816082.83  | 0.28%             | 2026-01-09      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| JOHN DEERE CAPITAL CORP                                                 | John Deere Capital Corp                                | CUSIP: 24422EXV6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   5820000 | PA      | $5854298.07   | 0.09%             | 2027-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                 | John Deere Capital Corp                                | CUSIP: 24422EXY0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |  13130000 | PA      | $13222823.85  | 0.20%             | 2027-01-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| DEUTSCHE BANK NY                                                        | Deutsche Bank AG/New York NY                           | CUSIP: 25152XYL8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | STIV             | CORP              | DE        |  19000000 | PA      | $19007398.60  | 0.29%             | 2026-04-23      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                            | Deutsche Bank AG/New York NY                           | CUSIP: 25161DAL7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | STIV             | CORP              | US        |  22030000 | PA      | $22086242.59  | 0.34%             | 2026-07-17      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                 | E.ON SE                                                | CUSIP: 26877JYR8<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | STIV             | CORP              | GE        |  15830000 | PA      | $15784965.23  | 0.24%             | 2025-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                | Enterprise Products Operating LLC                      | CUSIP: 29379VCC5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |  12365000 | PA      | $12380622.56  | 0.19%             | 2026-01-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| EQUITABLE AMERICA GLOBAL                                                | Equitable America Global Funding                       | CUSIP: 29446Q2A0<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |  22850000 | PA      | $23087286.28  | 0.36%             | 2028-06-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL                                                | Equitable America Global Funding                       | CUSIP: 29446Q2C6<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |   4530000 | PA      | $4523834.67   | 0.07%             | 2027-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL                                                | Equitable America Global Funding                       | CUSIP: 29446Q2D4<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |  16395000 | PA      | $16409126.42  | 0.25%             | 2027-09-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| EQUITABLE SHORT TERM FUN                                                | Equitable Short Term Funding LLC                       | CUSIP: 29456CZF1<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |  25925000 | PA      | $25797319.38  | 0.40%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central Inc                                               | Evergy Kansas Central Inc                              | CUSIP: 30035MY35<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | STIV             | CORP              | US        |  13600000 | PA      | $13595412.72  | 0.21%             | 2025-11-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                  | Extra Space Storage LP                                 | CUSIP: 30227PY44<br>LEI: 549300YNKSKNZFR8UC42 | Long             | STIV             |  | US        |  21995000 | PA      | $21984851.51  | 0.34%             | 2025-11-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                | Florida Power & Light Co                               | CUSIP: 341081GR2<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   7965000 | PA      | $7977578.81   | 0.12%             | 2026-05-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| Ford Credit Auto Lease Trust                                            | Ford Credit Auto Lease Trust 2024-B                    | CUSIP: 345279AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1317539 | PA      | $1319291.26   | 0.02%             | 2027-02-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust                                            | Ford Credit Auto Lease Trust 2025-A                    | CUSIP: 345282AC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6374330 | PA      | $6378767.40   | 0.10%             | 2027-08-15      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                                            | Ford Credit Auto Owner Trust 2024-B                    | CUSIP: 34531QAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2559387 | PA      | $2564623.90   | 0.04%             | 2027-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust                                            | Ford Credit Auto Lease Trust 2025-B                    | CUSIP: 34533MAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  20656000 | PA      | $20705535.15  | 0.32%             | 2028-03-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                                            | Ford Credit Auto Owner Trust 2024-A                    | CUSIP: 34535EAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    524918 | PA      | $524959.14    | 0.01%             | 2027-01-15      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                                            | Ford Credit Auto Owner Trust 2025-A                    | CUSIP: 34535KAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12284578 | PA      | $12293118.22  | 0.19%             | 2027-12-15      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                                            | Ford Credit Auto Owner Trust 2024-D                    | CUSIP: 34535VAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8677573 | PA      | $8694319.41   | 0.13%             | 2027-10-15      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                   | General Dynamics Corp                                  | CUSIP: 369550BL1<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |   6265000 | PA      | $6238201.53   | 0.10%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| Glencore Funding LLC                                                    | Glencore Funding LLC                                   | CUSIP: 37790AYJ6<br>LEI: 213800STG1QDNBY87K49 | Long             | STIV             | CORP              | US        |  23860000 | PA      | $23810239.97  | 0.37%             | 2025-11-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                  | Goldman Sachs Bank USA/New York NY                     | CUSIP: 38151LAE0<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |  14180000 | PA      | $14202205.88  | 0.22%             | 2027-03-18      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                  | Goldman Sachs Bank USA/New York NY                     | CUSIP: 38151LAF7<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |  14180000 | PA      | $14232579.72  | 0.22%             | 2027-03-18      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                           | HSBC Bank PLC                                          | CUSIP: 40433FVM8<br>LEI: MP6I5ZYZBEU3UXPYFY54 | Long             | STIV             | CORP              | GB        |   8000000 | PA      | $8003292.80   | 0.12%             | 2026-02-24      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| HSBC USA INC                                                            | HSBC USA Inc                                           | CUSIP: 40434PY67<br>LEI: 549300LBOHZ4QSIWU288 | Long             | STIV             | CORP              | US        |  15430000 | PA      | $15419746.77  | 0.24%             | 2025-11-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HSBC USA INC                                                            | HSBC USA Inc                                           | CUSIP: 40434RB35<br>LEI: 549300LBOHZ4QSIWU288 | Long             | STIV             | CORP              | US        |  23000000 | PA      | $22753782.70  | 0.35%             | 2026-02-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HSBC USA INC                                                            | HSBC USA Inc                                           | CUSIP: 40434REK4<br>LEI: 549300LBOHZ4QSIWU288 | Long             | STIV             | CORP              | US        |  47700000 | PA      | $46637348.94  | 0.72%             | 2026-05-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HSBC USA INC                                                            | HSBC USA Inc                                           | CUSIP: 40434RF98<br>LEI: 549300LBOHZ4QSIWU288 | Long             | STIV             | CORP              | US        |  16000000 | PA      | $15607830.40  | 0.24%             | 2026-06-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HSBC USA INC                                                            | HSBC USA Inc                                           | CUSIP: 40434RHE5<br>LEI: 549300LBOHZ4QSIWU288 | Long             | STIV             | CORP              | US        |  12410000 | PA      | $12019278.60  | 0.19%             | 2026-08-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HSBC USA Inc                                                            | HSBC USA Inc                                           | CUSIP: 40434RK92<br>LEI: 549300LBOHZ4QSIWU288 | Long             | STIV             | CORP              | US        |   5500000 | PA      | $5295425.30   | 0.08%             | 2026-10-09      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                          | Home Depot Inc/The                                     | CUSIP: 437076CZ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |  12655000 | PA      | $12751142.31  | 0.20%             | 2026-06-25      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| Honda Auto Receivables Owner Trust                                      | Honda Auto Receivables 2025-2 Owner Trust              | CUSIP: 437921AB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  24671000 | PA      | $24691390.58  | 0.38%             | 2028-01-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner Trust                                      | Honda Auto Receivables 2025-2 Owner Trust              | CUSIP: 437921AC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14122000 | PA      | $14136566.84  | 0.22%             | 2028-01-18      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner Trust                                      | Honda Auto Receivables 2024-4 Owner Trust              | CUSIP: 43816DAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2950572 | PA      | $2953622.08   | 0.05%             | 2027-03-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                 | Hyundai Capital America                                | CUSIP: 44890MYC0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | STIV             | CORP              | US        |  14800000 | PA      | $14779712.16  | 0.23%             | 2025-11-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                 | Hyundai Capital America                                | CUSIP: 44891ACM7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |  15400000 | PA      | $15614155.94  | 0.24%             | 2026-09-21      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                 | Hyundai Capital America                                | CUSIP: 44891ACQ8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |  15600000 | PA      | $15600000.00  | 0.24%             | 2025-11-03      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                 | Hyundai Capital America                                | CUSIP: 44891ACT2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |  12500000 | PA      | $12630010.00  | 0.20%             | 2027-01-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                 | Hyundai Capital America                                | CUSIP: 44891ADA2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   8765000 | PA      | $8827435.55   | 0.14%             | 2026-06-24      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| HYUNDAI CAPITAL AMERICA                                                 | Hyundai Capital America                                | CUSIP: 44891ADF1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |  13825000 | PA      | $13835488.75  | 0.21%             | 2027-09-24      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| HYUNDAI CAPITAL AMERICA                                                 | Hyundai Capital America                                | CUSIP: 44891ADJ3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |  13825000 | PA      | $13895675.61  | 0.21%             | 2027-09-24      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                 | Hyundai Capital America                                | CUSIP: 44891ADP9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |  14215000 | PA      | $14321535.60  | 0.22%             | 2027-03-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| HYUNDAI CAPITAL AMERICA                                                 | Hyundai Capital America                                | CUSIP: 44891ADY0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |  15375000 | PA      | $15453070.71  | 0.24%             | 2027-06-23      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                                          | Hyundai Auto Receivables Trust 2024-C                  | CUSIP: 448976AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7244903 | PA      | $7255391.85   | 0.11%             | 2027-09-15      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust                                 | Hyundai Auto Lease Securitization Trust 2024-B         | CUSIP: 44934FAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1573956 | PA      | $1574656.70   | 0.02%             | 2026-10-15      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust                                 | Hyundai Auto Lease Securitization Trust 2024-B         | CUSIP: 44934FAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    773605 | PA      | $773668.72    | 0.01%             | 2026-10-15      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                                          | Hyundai Auto Receivables Trust 2024-B                  | CUSIP: 44934QAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2675481 | PA      | $2676355.21   | 0.04%             | 2027-06-15      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                                          | Hyundai Auto Receivables Trust 2025-A                  | CUSIP: 44935CAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11770161 | PA      | $11783611.51  | 0.18%             | 2027-12-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                                          | Hyundai Auto Receivables Trust 2025-A                  | CUSIP: 44935CAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11593061 | PA      | $11597423.57  | 0.18%             | 2027-12-15      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust                                 | Hyundai Auto Lease Securitization Trust 2025-B         | CUSIP: 44935DAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9114661 | PA      | $9145520.05   | 0.14%             | 2027-09-15      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust                                 | Hyundai Auto Lease Securitization Trust 2025-B         | CUSIP: 44935DAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4027751 | PA      | $4037191.71   | 0.06%             | 2027-09-15      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust                                 | Hyundai Auto Lease Securitization Trust 2025-C         | CUSIP: 44935GAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6389000 | PA      | $6408420.00   | 0.10%             | 2028-01-18      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                                          | Hyundai Auto Receivables Trust 2025-C                  | CUSIP: 44935JAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15061000 | PA      | $15056886.84  | 0.23%             | 2028-07-17      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust                                 | Hyundai Auto Lease Securitization Trust 2025-A         | CUSIP: 44935WAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15542842 | PA      | $15575944.74  | 0.24%             | 2027-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                                          | Hyundai Auto Receivables Trust 2025-B                  | CUSIP: 44935XAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  32612000 | PA      | $32700844.87  | 0.51%             | 2028-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ING (US) FUNDING LLC                                                    | ING US Funding LLC                                     | CUSIP: 44988GFU7<br>LEI: 254900QX5Y2ZDZ6XBT08 | Long             | STIV             | CORP              | US        |  15000000 | PA      | $15000973.50  | 0.23%             | 2025-11-14      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| ING (US) FUNDING LLC                                                    | ING US Funding LLC                                     | CUSIP: 44988GFY9<br>LEI: 254900QX5Y2ZDZ6XBT08 | Long             | STIV             | CORP              | US        |  35000000 | PA      | $35006429.50  | 0.54%             | 2025-12-23      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| ING US Funding LLC                                                      | ING US Funding LLC                                     | CUSIP: 45685RGU5<br>LEI: 254900QX5Y2ZDZ6XBT08 | Long             | STIV             | CORP              | US        |  20000000 | PA      | $19424000.00  | 0.30%             | 2026-07-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                | International Business Machines Corp                   | CUSIP: 459200JZ5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |  27435000 | PA      | $27333218.62  | 0.42%             | 2026-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                                              | Intuit Inc                                             | CUSIP: 46124HAE6<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |  11165000 | PA      | $11278025.08  | 0.17%             | 2026-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| INTREPID FUNDING CO LLC                                                 | Intrepid Funding Co LLC                                | CUSIP: 46125FDW6<br>LEI: 984500FAJ11A8A3K3E69 | Long             | STIV             | CORP              | US        |  20250000 | PA      | $19849898.48  | 0.31%             | 2026-04-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                     | JPMorgan Chase & Co                                    | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  26260000 | PA      | $25938504.60  | 0.40%             | 2027-04-22      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| JACKSON NTL L SHT TRM FD                                                | Jackson National Life Short Term Funding LLC           | CUSIP: 46850BYK9<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |  10000000 | PA      | $9978974.00   | 0.15%             | 2025-11-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK NA                                                 | JPMorgan Chase Bank NA                                 | CUSIP: 48125LRU8<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $12142725.60  | 0.19%             | 2026-12-08      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| KEB Hana Bank/NY                                                        | KEB Hana Bank/NY                                       | CUSIP: 48723KDF4<br>LEI: 6RPK2YDJN6L35AS0M510 | Long             | STIV             | CORP              | US        |  20190000 | PA      | $20214761.02  | 0.31%             | 2026-03-05      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                                             | KeyBank NA/Cleveland OH                                | CUSIP: 49327M3G7<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |   3275000 | PA      | $3276594.93   | 0.05%             | 2026-01-26      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank/New York NY                                      | Korea Development Bank/New York NY                     | CUSIP: 50066BQ46<br>LEI: 549300ML2LNRZUCS7149 | Long             | STIV             | CORP              | US        |  22750000 | PA      | $22770832.18  | 0.35%             | 2026-03-02      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                  | Korea Development Bank/The                             | CUSIP: 5006E3CP3<br>LEI: 549300ML2LNRZUCS7149 | Long             | STIV             | CORP              | SK        |  15000000 | PA      | $14765421.00  | 0.23%             | 2026-03-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LIBERTY STREET FDG LLC                                                  | Liberty Street Funding LLC                             | CUSIP: 53127TYM9<br>LEI: 549300F33VRHM10B9391 | Long             | STIV             | CORP              | US        |  51810000 | PA      | $51690028.76  | 0.80%             | 2025-11-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANK PLC                                                         | Lloyds Bank PLC                                        | CUSIP: 53943SE45<br>LEI: H7FNTJ4851HG0EXQ1Z70 | Long             | STIV             | CORP              | GB        |  10000000 | PA      | $9799669.00   | 0.15%             | 2026-05-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANK PLC                                                         | Lloyds Bank PLC                                        | CUSIP: 53943SEB9<br>LEI: H7FNTJ4851HG0EXQ1Z70 | Long             | STIV             | CORP              | GB        |  27000000 | PA      | $26438975.10  | 0.41%             | 2026-05-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Lloyds Bank PLC                                                         | Lloyds Bank PLC                                        | CUSIP: 53943SG27<br>LEI: H7FNTJ4851HG0EXQ1Z70 | Long             | STIV             | CORP              | GB        |  33230000 | PA      | $32362580.70  | 0.50%             | 2026-07-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Lloyds Bank Corporate Markets PLC/New York NY                           | Lloyds Bank Corporate Markets PLC/New York NY          | CUSIP: 53947B3U2<br>LEI: 213800MBWEIJDM5CU638 | Long             | STIV             | CORP              | US        |  25705000 | PA      | $25750063.44  | 0.40%             | 2026-05-15      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANK CORP MKTS/NY                                                | Lloyds Bank Corporate Markets PLC/New York NY          | CUSIP: 53948BEE5<br>LEI: 213800MBWEIJDM5CU638 | Long             | STIV             | CORP              | US        |  16490000 | PA      | $16142095.63  | 0.25%             | 2026-05-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                          | Lowe's Cos Inc                                         | CUSIP: 548661EP8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   6660000 | PA      | $6673138.85   | 0.10%             | 2026-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| LOWE'S COS INC                                                          | Lowe's Cos Inc                                         | CUSIP: 548661ET0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |  31940000 | PA      | $31885185.85  | 0.49%             | 2027-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MUFG BANK LTD/NY                                                        | MUFG Bank Ltd/New York NY                              | CUSIP: 55381BFD5<br>LEI: C3GTMMZIHMY46P4OIX74 | Long             | STIV             | CORP              | JP        |  22000000 | PA      | $22002523.40  | 0.34%             | 2025-11-26      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| MUFG BANK LTD/NY                                                        | MUFG Bank Ltd/New York NY                              | CUSIP: 55381BFG8<br>LEI: C3GTMMZIHMY46P4OIX74 | Long             | STIV             | CORP              | JP        |  22300000 | PA      | $22303200.05  | 0.34%             | 2025-12-03      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| MUFG Bank Ltd/New York NY                                               | MUFG Bank Ltd/New York NY                              | CUSIP: 55381BJK5<br>LEI: C3GTMMZIHMY46P4OIX74 | Long             | STIV             | CORP              | US        |  15000000 | PA      | $15016255.50  | 0.23%             | 2026-02-27      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LIMITED                                                  | Macquarie Bank Ltd                                     | CUSIP: 55607LCK8<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | STIV             | CORP              | AU        |   6560000 | PA      | $6460179.10   | 0.10%             | 2026-03-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LIMITED                                                  | Macquarie Bank Ltd                                     | CUSIP: 55607LDW1<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | STIV             | CORP              | AU        |   6500000 | PA      | $6370933.40   | 0.10%             | 2026-04-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LIMITED                                                  | Macquarie Bank Ltd                                     | CUSIP: 55607LEK6<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | STIV             | CORP              | AU        |   6250000 | PA      | $6113310.00   | 0.09%             | 2026-05-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd                                                      | Macquarie Bank Ltd                                     | CUSIP: 55607LGL2<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | STIV             | CORP              | US        |   4750000 | PA      | $4615340.83   | 0.07%             | 2026-07-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LIMITED                                                  | Macquarie Bank Ltd                                     | CUSIP: 55607LJH8<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | STIV             | CORP              | AU        |  28610000 | PA      | $27625856.05  | 0.43%             | 2026-09-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LIMITED                                                  | Macquarie Bank Ltd                                     | CUSIP: 55607LJQ8<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | STIV             | CORP              | AU        |  24000000 | PA      | $23157398.40  | 0.36%             | 2026-09-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                                                      | Macquarie Bank Ltd                                     | CUSIP: 55608PBQ6<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   6210000 | PA      | $6304573.46   | 0.10%             | 2026-12-07      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                | Mars Inc                                               | CUSIP: 571676AW5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |  17705000 | PA      | $17819388.46  | 0.28%             | 2027-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| MARRIOTT INTERNATIONAL                                                  | Marriott International Inc/MD                          | CUSIP: 571903BV4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |  16290000 | PA      | $16340501.44  | 0.25%             | 2027-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDIN                                                | MassMutual Global Funding II                           | CUSIP: 57629TBQ9<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |  15252000 | PA      | $15328855.13  | 0.24%             | 2026-07-10      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDIN                                                | MassMutual Global Funding II                           | CUSIP: 57629TBW6<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |  28446000 | PA      | $28694897.10  | 0.44%             | 2028-03-27      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDIN                                                | MassMutual Global Funding II                           | CUSIP: 57629W3T5<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |   9274000 | PA      | $9319442.88   | 0.14%             | 2027-10-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| MERCEDES-BENZ FIN NA                                                    | Mercedes-Benz Finance North America LLC                | CUSIP: 58769JAN7<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |  15240000 | PA      | $15248582.71  | 0.24%             | 2026-01-09      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                                                    | Mercedes-Benz Finance North America LLC                | CUSIP: 58769JAP2<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |  15240000 | PA      | $15259559.47  | 0.24%             | 2026-01-09      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                                                    | Mercedes-Benz Finance North America LLC                | CUSIP: 58769JAT4<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |  13690000 | PA      | $13772314.82  | 0.21%             | 2026-07-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| MET LIFE GLOB FUNDING I                                                 | Metropolitan Life Global Funding I                     | CUSIP: 592179KD6<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10012179.80  | 0.15%             | 2026-01-06      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| MET LIFE GLOB FUNDING I                                                 | Metropolitan Life Global Funding I                     | CUSIP: 592179KR5<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   6820000 | PA      | $6837551.00   | 0.11%             | 2028-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI CORP                                                         | Mitsubishi Corp                                        | CUSIP: 606769AL1<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | DBT              | CORP              | JP        |   5660000 | PA      | $5661330.38   | 0.09%             | 2028-09-09      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ TR&BK NY                                                 | Mitsubishi UFJ Trust & Banking Corp/NY                 | CUSIP: 60683DX20<br>LEI: JBONEPAGQXF4QP29B387 | Long             | STIV             | CORP              | JP        |  25000000 | PA      | $25012082.50  | 0.39%             | 2026-03-03      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| MIZUHO BANK LTD/NY                                                      | Mizuho Bank Ltd/New York NY                            | CUSIP: 60710TE49<br>LEI: RB0PEZSDGCO3JS6CEU02 | Long             | STIV             | CORP              | JP        |  21000000 | PA      | $21012501.30  | 0.32%             | 2026-02-18      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| MIZUHO BANK LTD/NY                                                      | Mizuho Bank Ltd/New York NY                            | CUSIP: 60710TG47<br>LEI: RB0PEZSDGCO3JS6CEU02 | Long             | STIV             | CORP              | JP        |  39160000 | PA      | $39177935.28  | 0.61%             | 2026-03-11      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Mizuho Bank Ltd/New York NY                                             | Mizuho Bank Ltd/New York NY                            | CUSIP: 60710TS93<br>LEI: RB0PEZSDGCO3JS6CEU02 | Long             | STIV             | CORP              | US        |  15000000 | PA      | $15005640.00  | 0.23%             | 2025-12-08      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Mizuho Bank Ltd/New York NY                                             | Mizuho Bank Ltd/New York NY                            | CUSIP: 60710TVN8<br>LEI: RB0PEZSDGCO3JS6CEU02 | Long             | STIV             | CORP              | US        |  18000000 | PA      | $18001495.80  | 0.28%             | 2025-11-07      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Mizuho Bank Ltd/New York NY                                             | Mizuho Bank Ltd/New York NY                            | CUSIP: 60710TYN5<br>LEI: RB0PEZSDGCO3JS6CEU02 | Long             | STIV             | CORP              | US        |  13000000 | PA      | $13011836.50  | 0.20%             | 2026-01-14      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                  | Mondelez International Inc                             | CUSIP: 60920VYC0<br>LEI: 549300DV9GIB88LZ5P30 | Long             | STIV             | CORP              | US        |   8690000 | PA      | $8678196.37   | 0.13%             | 2025-11-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                                 | Morgan Stanley Private Bank NA                         | CUSIP: 61776NVE0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   4710000 | PA      | $4733544.91   | 0.07%             | 2028-07-06      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| MUFG BANK LTD/NY                                                        | MUFG Bank Ltd/New York NY                              | CUSIP: 62479MF24<br>LEI: C3GTMMZIHMY46P4OIX74 | Long             | STIV             | CORP              | US        |  22510000 | PA      | $21986984.65  | 0.34%             | 2026-06-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Taxable Municipal Funding Trust                                         | TXBL MUNI FUNDING TRUST VARIOUS STATES                 | CUSIP: 62630WEL7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    840000 | PA      | $840000.00    | 0.01%             | 2030-09-01      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                                                              | NBN Co Ltd                                             | CUSIP: 62878U2H4<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |  27660000 | PA      | $27537293.88  | 0.43%             | 2027-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| NTT FINANCE CORP                                                        | NTT Finance Corp                                       | CUSIP: 62954WAP0<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |  15670000 | PA      | $15787765.53  | 0.24%             | 2027-07-16      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                                 | National Australia Bank Ltd                            | CUSIP: 632525BP5<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |  15220000 | PA      | $15228251.98  | 0.24%             | 2026-01-29      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                                 | National Australia Bank Ltd                            | CUSIP: 632525CG4<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |  13400000 | PA      | $13445234.38  | 0.21%             | 2028-03-06      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                                                | National Australia Bank Ltd/New York                   | CUSIP: 632525CJ8<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |  12095000 | PA      | $12207023.65  | 0.19%             | 2028-06-13      | Fixed         | 4.31%                 | No            |                  2 | On Loan: —       |
| NATIONAL AUSTRALIA BK/NY                                                | National Australia Bank Ltd/New York                   | CUSIP: 63253QAA2<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |  17800000 | PA      | $17825980.52  | 0.28%             | 2026-01-12      | Fixed         | 4.97%                 | No            |                  2 | On Loan: —       |
| NATIONAL AUSTRALIA BK/NY                                                | National Australia Bank Ltd/New York                   | CUSIP: 63253QAF1<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |  10290000 | PA      | $10292284.28  | 0.16%             | 2025-12-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALI BANK L                                                | National Australia Bank Ltd                            | CUSIP: 63254GV28<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | STIV             | CORP              | AU        |  16190000 | PA      | $16195258.51  | 0.25%             | 2026-03-17      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                                 | National Bank of Canada                                | CUSIP: 63307LY47<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | STIV             | CORP              | CA        |  14660000 | PA      | $14653596.51  | 0.23%             | 2025-11-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                                 | National Bank of Canada                                | CUSIP: 63307MF46<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | STIV             | CORP              | CA        |  32670000 | PA      | $31910618.52  | 0.49%             | 2026-06-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                                 | National Bank of Canada                                | CUSIP: 63307MGV5<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | STIV             | CORP              | CA        |  15500000 | PA      | $15057736.95  | 0.23%             | 2026-07-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                                 | National Bank of Canada                                | CUSIP: 63307NPC5<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | STIV             | CORP              | CA        |  20240000 | PA      | $20242874.08  | 0.31%             | 2026-04-24      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                | National Rural Utilities Cooperative Finance Corp      | CUSIP: 63743HFW7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   6125000 | PA      | $6213984.31   | 0.10%             | 2028-02-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                | National Rural Utilities Cooperative Finance Corp      | CUSIP: 63743HGA4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |  16125000 | PA      | $16128495.42  | 0.25%             | 2026-10-30      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| NATIONAL SECS CLEARING                                                  | National Securities Clearing Corp                      | CUSIP: 637639AN5<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |  26590000 | PA      | $26767839.50  | 0.41%             | 2027-05-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: —       |
| NATIONWIDE BUILDING SOCI                                                | Nationwide Building Society                            | CUSIP: 6385E1CR0<br>LEI: 549300XFX12G42QIKN82 | Long             | STIV             | CORP              | GB        |  13050000 | PA      | $12840976.85  | 0.20%             | 2026-03-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Natixis SA/New York NY                                                  | Natixis SA/New York NY                                 | CUSIP: 63873TCE6<br>LEI: 2549003L5ZG5M2ZSE107 | Long             | STIV             | CORP              | FR        |  25000000 | PA      | $25001225.00  | 0.39%             | 2025-11-04      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Natixis SA/New York NY                                                  | Natixis SA/New York NY                                 | CUSIP: 63873TCN6<br>LEI: 2549003L5ZG5M2ZSE107 | Long             | STIV             | CORP              | FR        |  35970000 | PA      | $36034375.51  | 0.56%             | 2026-05-13      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Natixis SA/New York NY                                                  | Natixis SA/New York NY                                 | CUSIP: 63873TEL8<br>LEI: 2549003L5ZG5M2ZSE107 | Long             | STIV             | CORP              | FR        |  17000000 | PA      | $17039780.00  | 0.26%             | 2026-07-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                                     | NatWest Markets PLC                                    | CUSIP: 63906YAM0<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |  22400000 | PA      | $22736886.14  | 0.35%             | 2028-03-21      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                                     | NatWest Markets PLC                                    | CUSIP: 63906YAT5<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |  32250000 | PA      | $32242569.60  | 0.50%             | 2028-11-06      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                                | New York Life Global Funding                           | CUSIP: 64953BBK3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |  25000000 | PA      | $25021180.25  | 0.39%             | 2026-01-16      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue | NEW YORK CITY NY TRANSITIONAL FIN AUTH REV             | CUSIP: 64972JUG1<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |   1670000 | PA      | $1685121.85   | 0.03%             | 2027-05-01      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue | NEW YORK CITY NY TRANSITIONAL FIN AUTH REV             | CUSIP: 64972JUW6<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |  14325000 | PA      | $14413408.17  | 0.22%             | 2026-11-01      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                  | NextEra Energy Capital Holdings Inc                    | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   9825000 | PA      | $9931093.00   | 0.15%             | 2027-09-01      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                  | NextEra Energy Capital Holdings Inc                    | CUSIP: 65339KCR9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |  15380000 | PA      | $15399566.44  | 0.24%             | 2026-01-29      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                  | NextEra Energy Capital Holdings Inc                    | CUSIP: 65339KDG2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |  10270000 | PA      | $10456210.09  | 0.16%             | 2028-02-04      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| NextEra Energy Capital Holdings Inc                                     | NextEra Energy Capital Holdings Inc                    | CUSIP: 65339MYK6<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | STIV             | CORP              | US        |   8750000 | PA      | $8731100.00   | 0.14%             | 2025-11-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                     | NextEra Energy Capital Holdings Inc                    | CUSIP: 65339MZ58<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | STIV             | CORP              | US        |  13830000 | PA      | $13774804.47  | 0.21%             | 2025-12-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables Owner Trust                                     | Nissan Auto Receivables 2024-B Owner Trust             | CUSIP: 65479WAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5996595 | PA      | $6002726.70   | 0.09%             | 2027-06-15      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust                                                 | Nissan Auto Lease Trust 2025-A                         | CUSIP: 65479XAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  17882564 | PA      | $17939160.74  | 0.28%             | 2027-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables Owner Trust                                     | Nissan Auto Receivables 2025-A Owner Trust             | CUSIP: 65481GAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  30238000 | PA      | $30317516.87  | 0.47%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust                                                 | Nissan Auto Lease Trust 2025-B                         | CUSIP: 65481RAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  20070000 | PA      | $20150155.57  | 0.31%             | 2028-03-15      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                                         | Nordea Bank Abp                                        | CUSIP: 65558RAM1<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |  11765000 | PA      | $11830124.33  | 0.18%             | 2028-03-17      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP NEW YORK                                                | Nordea Bank Abp/New York NY                            | CUSIP: 65558WHD3<br>LEI: 529900ODI3047E2LIV03 | Long             | STIV             | CORP              | FI        |   7070000 | PA      | $7071450.06   | 0.11%             | 2025-12-17      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp/New York NY                                             | Nordea Bank Abp/New York NY                            | CUSIP: 65558WKK3<br>LEI: 529900ODI3047E2LIV03 | Long             | STIV             | CORP              | US        |  25000000 | PA      | $25005502.50  | 0.39%             | 2025-11-24      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP NEW YORK                                                | Nordea Bank Abp/New York NY                            | CUSIP: 65558WLD8<br>LEI: 529900ODI3047E2LIV03 | Long             | STIV             | CORP              | FI        |  12910000 | PA      | $12914620.49  | 0.20%             | 2026-03-17      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLBL                                                | Northwestern Mutual Global Funding                     | CUSIP: 66815L2V0<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |  20970000 | PA      | $21187848.73  | 0.33%             | 2028-03-21      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLBL                                                | Northwestern Mutual Global Funding                     | CUSIP: 66815L2X6<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |   7580000 | PA      | $7613133.17   | 0.12%             | 2028-08-25      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| Nutrien Ltd                                                             | Nutrien Ltd                                            | CUSIP: 67077UYE4<br>LEI: 5493002QQ7GD21OWF963 | Long             | STIV             | CORP              | CA        |   8000000 | PA      | $7987217.60   | 0.12%             | 2025-11-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                             | Nutrien Ltd                                            | CUSIP: 67077UYJ3<br>LEI: 5493002QQ7GD21OWF963 | Long             | STIV             | CORP              | CA        |   7285000 | PA      | $7270018.40   | 0.11%             | 2025-11-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OVERSEA-CHINESE BK CO NY                                                | Oversea-Chinese Banking Corp Ltd/New York              | CUSIP: 69033NEZ4<br>LEI: 5493007O3QFXCPOGWK22 | Long             | STIV             | CORP              | SG        |  25000000 | PA      | $25001112.50  | 0.39%             | 2025-11-04      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                                             | PNC Bank NA                                            | CUSIP: 69353RFW3<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |  13805000 | PA      | $13808899.50  | 0.21%             | 2027-01-15      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                                             | PNC Bank NA                                            | CUSIP: 69353RFY9<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |  22560000 | PA      | $22592517.53  | 0.35%             | 2027-05-13      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GF II                                                      | Pacific Life Global Funding II                         | CUSIP: 6944PL3G2<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |  23140000 | PA      | $23164841.72  | 0.36%             | 2027-02-04      | Floating      | 4.78%                 | No            |                  2 | On Loan: —       |
| PAYPAL HOLDINGS INC                                                     | PayPal Holdings Inc                                    | CUSIP: 70450YAR4<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |  10625000 | PA      | $10658238.83  | 0.16%             | 2028-03-06      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                     | PayPal Holdings Inc                                    | CUSIP: 70450YAS2<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |   6610000 | PA      | $6675355.32   | 0.10%             | 2028-03-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO                                                 | Penske Truck Leasing Co LP                             | CUSIP: 70962AY42<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | STIV             | CORP              | US        |  17760000 | PA      | $17751855.26  | 0.27%             | 2025-11-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO                                                 | Penske Truck Leasing Co LP                             | CUSIP: 70962AYC4<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | STIV             | CORP              | US        |  18330000 | PA      | $18304409.49  | 0.28%             | 2025-11-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO                                                 | Penske Truck Leasing Co LP                             | CUSIP: 70962AZ82<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | STIV             | CORP              | US        |   8080000 | PA      | $8043922.80   | 0.12%             | 2025-12-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co LP                                              | Penske Truck Leasing Co LP                             | CUSIP: 70962AZK5<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | STIV             | CORP              | US        |   8505000 | PA      | $8456257.85   | 0.13%             | 2025-12-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co LP                                              | Penske Truck Leasing Co LP                             | CUSIP: 70962BAL8<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | STIV             | CORP              | US        |  50200000 | PA      | $49726232.48  | 0.77%             | 2026-01-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                             | PepsiCo Inc                                            | CUSIP: 713448FV5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |  15440000 | PA      | $15442806.22  | 0.24%             | 2025-11-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                  | Philip Morris International Inc                        | CUSIP: 718172DX4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |  21960000 | PA      | $21842074.80  | 0.34%             | 2028-10-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Porsche Financial Auto Securitization Trust                             | Porsche Financial Auto Securitization Trust 2024-1     | CUSIP: 73328EAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2900953 | PA      | $2901447.69   | 0.04%             | 2028-01-24      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Porsche Innovative Lease Owner Trust                                    | Porsche Innovative Lease Owner Trust 2025-1            | CUSIP: 73329KAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  21785306 | PA      | $21841065.26  | 0.34%             | 2027-12-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PRICOA GLOBAL FUNDING 1                                                 | Pricoa Global Funding I                                | CUSIP: 74153WCU1<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |   8500000 | PA      | $8557384.35   | 0.13%             | 2027-08-27      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                                                | Principal Life Global Funding II                       | CUSIP: 74256LFA2<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |  13570000 | PA      | $13692787.74  | 0.21%             | 2027-08-19      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                                                | Principal Life Global Funding II                       | CUSIP: 7425APAD7<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |   6315000 | PA      | $6331974.72   | 0.10%             | 2028-08-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL                                                  | Protective Life Global Funding                         | CUSIP: 743672AJ6<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |  30000000 | PA      | $30082800.00  | 0.47%             | 2028-09-11      | Floating      | 5.02%                 | No            |                  2 | On Loan: —       |
| PROTECTIVE LIFE GLOBAL                                                  | Protective Life Global Funding                         | CUSIP: 74368CBQ6<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10019636.00  | 0.15%             | 2026-01-06      | Fixed         | 5.37%                 | No            |                  2 | On Loan: —       |
| PROTECTIVE LIFE GLOBAL                                                  | Protective Life Global Funding                         | CUSIP: 74368CBX1<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |  15250000 | PA      | $15398835.27  | 0.24%             | 2027-01-12      | Fixed         | 4.99%                 | No            |                  2 | On Loan: —       |
| PROTECTIVE LIFE SHORT                                                   | Protective Life Short Term Funding LLC                 | CUSIP: 74368GHS7<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   8250000 | PA      | $7982595.23   | 0.12%             | 2026-08-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PURE GROVE FUNDING                                                      | Pure Grove Funding                                     | CUSIP: 74625TYJ9<br>LEI: 5493001D6K5CFMBUWV36 | Long             | STIV             | CORP              | CA        |  33000000 | PA      | $32934396.00  | 0.51%             | 2025-11-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Pure Grove Funding                                                      | Pure Grove Funding                                     | CUSIP: 74625UB93<br>LEI: 5493001D6K5CFMBUWV36 | Long             | STIV             | CORP              | CA        |  13780000 | PA      | $13625950.62  | 0.21%             | 2026-02-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PURE GROVE FUNDING                                                      | Pure Grove Funding                                     | CUSIP: 74625UBR3<br>LEI: 5493001D6K5CFMBUWV36 | Long             | STIV             | CORP              | CA        |  17050000 | PA      | $16828904.13  | 0.26%             | 2026-02-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PURE GROVE FUNDING                                                      | Pure Grove Funding                                     | CUSIP: 74625UJA2<br>LEI: 5493001D6K5CFMBUWV36 | Long             | STIV             | CORP              | CA        |  32500000 | PA      | $31409319.50  | 0.49%             | 2026-09-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                | RTX Corp                                               | CUSIP: 75513ECQ2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   5590000 | PA      | $5598989.89   | 0.09%             | 2026-02-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RIDGEFIELD FUNDNG CO LLC                                                | Ridgefield Funding Co LLC                              | CUSIP: 76582KBT7<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |  17171000 | PA      | $16947479.94  | 0.26%             | 2026-02-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                   | Rio Tinto Finance USA PLC                              | CUSIP: 76720AAQ9<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   5585000 | PA      | $5620145.12   | 0.09%             | 2027-03-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| RIO TINTO FIN USA PLC                                                   | Rio Tinto Finance USA PLC                              | CUSIP: 76720AAY2<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   7450000 | PA      | $7524181.66   | 0.12%             | 2028-03-14      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                                      | Roche Holdings Inc                                     | CUSIP: 771196CE0<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |  13170000 | PA      | $13339258.07  | 0.21%             | 2026-11-13      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                    | Royal Bank of Canada                                   | CUSIP: 78013WET3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | STIV             | CORP              | CA        |  15000000 | PA      | $14664484.50  | 0.23%             | 2026-05-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SALISBURY RECEIVABLES CO                                                | Salisbury Receivables Co LLC                           | CUSIP: 79490AY36<br>LEI: 549300HB2PGDP0V6U989 | Long             | STIV             | CORP              | US        |  45950000 | PA      | $45934790.55  | 0.71%             | 2025-11-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SIEMENS FUNDING BV                                                      | Siemens Funding BV                                     | CUSIP: 82622RAA4<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |  37720000 | PA      | $38089499.08  | 0.59%             | 2028-05-26      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                                  | Skandinaviska Enskilda Banken AB                       | CUSIP: 830505BE2<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |  30540000 | PA      | $30833385.87  | 0.48%             | 2028-06-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| SKANDINAV ENSKILDA BANK                                                 | Skandinaviska Enskilda Banken AB                       | CUSIP: 83050UET1<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | STIV             | CORP              | SE        |  24870000 | PA      | $24309855.48  | 0.38%             | 2026-05-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SKANDINAV ENSKILDA BANK                                                 | Skandinaviska Enskilda Banken AB                       | CUSIP: 83050WQM9<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | STIV             | CORP              | SE        |  20350000 | PA      | $20371013.41  | 0.32%             | 2026-04-22      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| Spire Inc                                                               | Spire Inc                                              | CUSIP: 84858MYA0<br>LEI: 549300NXSY15DRY2R511 | Long             | STIV             | CORP              | US        |   8540000 | PA      | $8530208.89   | 0.13%             | 2025-11-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank/New York                                        | Standard Chartered Bank/New York                       | CUSIP: 85325VQP8<br>LEI: RILFO74KP1CM8P6PCT96 | Long             | STIV             | CORP              | US        |  25270000 | PA      | $25298891.19  | 0.39%             | 2026-02-11      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                          | Starbucks Corp                                         | CUSIP: 855244BG3<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |  14940000 | PA      | $15065519.61  | 0.23%             | 2027-02-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK & TR                                                  | State Street Bank & Trust Co                           | CUSIP: 857449AD4<br>LEI: 571474TGEMMWANRLN572 | Long             | DBT              | CORP              | US        |   5720000 | PA      | $5741549.36   | 0.09%             | 2026-11-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK & TR                                                  | State Street Bank & Trust Co                           | CUSIP: 8574P1PY6<br>LEI: 571474TGEMMWANRLN572 | Long             | STIV             | CORP              | US        |  31000000 | PA      | $31001010.60  | 0.48%             | 2026-05-27      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                            | Stryker Corp                                           | CUSIP: 863667BJ9<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |  26280000 | PA      | $26445440.48  | 0.41%             | 2027-02-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| Sumitomo Corp of Americas                                               | Sumitomo Corp of Americas                              | CUSIP: 86561MYM7<br>LEI: MS3EH353583WSFYQKX90 | Long             | STIV             | CORP              | US        |  13370000 | PA      | $13338069.77  | 0.21%             | 2025-11-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                | Sumitomo Mitsui Financial Group Inc                    | CUSIP: 86562MCT5<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |  17800000 | PA      | $17842594.51  | 0.28%             | 2026-01-13      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                                                | Sumitomo Mitsui Trust Bank Ltd                         | CUSIP: 86563VBK4<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |  12000000 | PA      | $12159823.80  | 0.19%             | 2026-09-14      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| SUMITOMO MITSUI TR BK LT                                                | Sumitomo Mitsui Trust Bank Ltd                         | CUSIP: 86563VBT5<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |  13820000 | PA      | $13917888.44  | 0.22%             | 2027-09-10      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| SUMITOMO MITSUI BANKING                                                 | Sumitomo Mitsui Banking Corp                           | CUSIP: 86565GPQ7<br>LEI: 5U0XI89JRFVHWIBS4F54 | Long             | STIV             | CORP              | JP        |  33620000 | PA      | $33651582.63  | 0.52%             | 2026-03-04      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI BANKING                                                 | Sumitomo Mitsui Banking Corp                           | CUSIP: 86565GQJ2<br>LEI: 5U0XI89JRFVHWIBS4F54 | Long             | STIV             | CORP              | JP        |  11650000 | PA      | $11662531.91  | 0.18%             | 2026-03-10      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI BANK NY                                                 | Sumitomo Mitsui Banking Corp/New York                  | CUSIP: 86565GTZ3<br>LEI: 549300MS3WYYVQ4HXM15 | Long             | STIV             | CORP              | JP        |  20250000 | PA      | $20248527.83  | 0.31%             | 2026-04-15      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                                | Svenska Handelsbanken AB                               | CUSIP: 86959LAS2<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |  12460000 | PA      | $12587232.30  | 0.19%             | 2028-05-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken/New York NY                                       | Svenska Handelsbanken/New York NY                      | CUSIP: 86959TJD9<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | STIV             | CORP              | SE        |  14000000 | PA      | $14002073.40  | 0.22%             | 2025-11-12      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN NY                                                | Svenska Handelsbanken/New York NY                      | CUSIP: 86959TLW4<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | STIV             | CORP              | SE        |  15000000 | PA      | $15002323.50  | 0.23%             | 2025-12-12      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN NY                                                | Svenska Handelsbanken/New York NY                      | CUSIP: 86959TNF9<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | STIV             | CORP              | SE        |  19250000 | PA      | $19268764.32  | 0.30%             | 2026-04-22      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN NY                                                | Svenska Handelsbanken/New York NY                      | CUSIP: 86959TNL6<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | STIV             | CORP              | SE        |   8020000 | PA      | $8027010.28   | 0.12%             | 2026-04-30      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                | Thermo Fisher Scientific Inc                           | CUSIP: 883556CZ3<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10099888.90  | 0.16%             | 2026-12-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| TORONTO DOMINION BANK NY                                                | Toronto-Dominion Bank/NY                               | CUSIP: 89115D3C8<br>LEI: PT3QB789TSUIDF371261 | Long             | STIV             | CORP              | CA        |   7720000 | PA      | $7728267.81   | 0.12%             | 2026-05-04      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| TORONTO DOMINION BANK NY                                                | Toronto-Dominion Bank/NY                               | CUSIP: 89115DQY5<br>LEI: PT3QB789TSUIDF371261 | Long             | STIV             | CORP              | CA        |  29200000 | PA      | $29222463.85  | 0.45%             | 2026-09-04      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| TORONTO DOMINION BK                                                     | TORONTO DOMINION BK                                    | CUSIP: 89115DRF5<br>LEI: PT3QB789TSUIDF371261 | Long             | STIV             | CORP              | US        |   8320000 | PA      | $8331988.29   | 0.13%             | 2026-03-04      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                                     | Toyota Auto Receivables 2025-D Owner Trust             | CUSIP: 89231GAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13308000 | PA      | $13293596.75  | 0.21%             | 2028-08-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                                     | Toyota Auto Receivables 2025-D Owner Trust             | CUSIP: 89231GAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9445000 | PA      | $9444978.28   | 0.15%             | 2028-08-15      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                                     | Toyota Auto Receivables 2025-B Owner Trust             | CUSIP: 89231HAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13954595 | PA      | $13978854.15  | 0.22%             | 2028-03-15      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                | Toyota Motor Credit Corp                               | CUSIP: 89236TMD4<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |  13955000 | PA      | $14039603.58  | 0.22%             | 2026-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| TOYOTA MOTOR CREDIT CORP                                                | Toyota Motor Credit Corp                               | CUSIP: 89236TMR3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |  13670000 | PA      | $13685206.23  | 0.21%             | 2026-04-10      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                | Toyota Motor Credit Corp                               | CUSIP: 89236TMS1<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |  13670000 | PA      | $13789116.01  | 0.21%             | 2027-10-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: —       |
| Toyota Auto Receivables Owner Trust                                     | Toyota Auto Receivables 2025-C Owner Trust             | CUSIP: 89238VAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  40402000 | PA      | $40604422.10  | 0.63%             | 2030-03-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                                     | Toyota Auto Receivables 2024-D Owner Trust             | CUSIP: 89239TAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2875863 | PA      | $2879693.93   | 0.04%             | 2027-08-16      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Toyota Lease Owner Trust                                                | Toyota Lease Owner Trust 2025-B                        | CUSIP: 89240NAB8<br>LEI: 25490023VYI9VGKU0357 | Long             | ABS-O            | CORP              | US        |  13370000 | PA      | $13356378.64  | 0.21%             | 2028-05-22      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Toyota Lease Owner Trust                                                | Toyota Lease Owner Trust 2025-B                        | CUSIP: 89240NAC6<br>LEI: 25490023VYI9VGKU0357 | Long             | ABS-O            | CORP              | US        |   4531000 | PA      | $4527546.47   | 0.07%             | 2028-05-22      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                             | Truist Bank                                            | CUSIP: 89788JAF6<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |  36315000 | PA      | $36454891.92  | 0.56%             | 2028-07-24      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| UBS AG STAMFORD CT                                                      | UBS AG/Stamford CT                                     | CUSIP: 90261AAD4<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |  16755000 | PA      | $16887573.27  | 0.26%             | 2028-01-10      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| UBS AG STAMFORD CT                                                      | UBS AG/Stamford CT                                     | CUSIP: 90275DUR9<br>LEI: 254900R882POXXVAK772 | Long             | STIV             | CORP              | CH        |  15000000 | PA      | $15000634.50  | 0.23%             | 2025-11-03      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                     | TRI PARTY BOFA BRYWMNXC6                               | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Long             | RA               | CORP              | US        |  19000000 | PA      | $19000000.00  | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO LLC                                                 | TRI PARTY BOFA BRYX2JL61                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | Long             | RA               | CORP              | US        |  35000000 | PA      | $35000000.00  | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| USAA Auto Owner Trust                                                   | USAA Auto Owner Trust 2025-A                           | CUSIP: 90327HAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10735000 | PA      | $10729377.01  | 0.17%             | 2028-03-15      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| USAA CAPITAL CORP                                                       | USAA Capital Corp                                      | CUSIP: 90327QDA4<br>LEI: 5493007XLF4LU3U2W757 | Long             | DBT              | CORP              | US        |  15395000 | PA      | $15539230.21  | 0.24%             | 2028-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| USAA Auto Owner Trust                                                   | USAA Auto Owner Trust 2024-A                           | CUSIP: 90327VAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1192621 | PA      | $1193322.77   | 0.02%             | 2027-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD                                                | United Overseas Bank Ltd                               | CUSIP: 91127KAL6<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |  14125000 | PA      | $14167375.00  | 0.22%             | 2028-04-02      | Floating      | 4.84%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                  | U.S. Treasury Notes                                    | CUSIP: 912828P46<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11860000 | PA      | $11783442.75  | 0.18%             | 2026-02-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                  | U.S. Treasury Notes                                    | CUSIP: 91282CJL6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21000000 | PA      | $21011874.24  | 0.32%             | 2025-11-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Notes                                    | CUSIP: 91282CLH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  27420000 | PA      | $27414216.03  | 0.42%             | 2026-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Notes                                    | CUSIP: 91282CLP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13825000 | PA      | $13793029.69  | 0.21%             | 2026-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Notes                                    | CUSIP: 91282CLS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  41195000 | PA      | $41344975.34  | 0.64%             | 2026-10-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Notes                                    | CUSIP: 91282CMV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30000000 | PA      | $30087890.70  | 0.47%             | 2027-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Notes                                    | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25000000 | PA      | $25087890.50  | 0.39%             | 2027-05-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                  | UnitedHealth Group Inc                                 | CUSIP: 91324PFF4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   3995000 | PA      | $4016168.87   | 0.06%             | 2026-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| VW CREDIT INC                                                           | VW Credit Inc                                          | CUSIP: 91842JY37<br>LEI: 549300UUPJ2NXDB68M19 | Long             | STIV             | CORP              | US        |   5820000 | PA      | $5818003.16   | 0.09%             | 2025-11-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VW Credit Inc                                                           | VW Credit Inc                                          | CUSIP: 91842KA63<br>LEI: 549300UUPJ2NXDB68M19 | Long             | STIV             | CORP              | US        |  21665000 | PA      | $21498662.63  | 0.33%             | 2026-01-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VW Credit Inc                                                           | VW Credit Inc                                          | CUSIP: 91842KBK1<br>LEI: 549300UUPJ2NXDB68M19 | Long             | STIV             | CORP              | US        |  12000000 | PA      | $11848102.80  | 0.18%             | 2026-02-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VW Credit Inc                                                           | VW Credit Inc                                          | CUSIP: 91842KC53<br>LEI: 549300UUPJ2NXDB68M19 | Long             | STIV             | CORP              | US        |  16370000 | PA      | $16136827.36  | 0.25%             | 2026-03-05      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| VW CREDIT INC                                                           | VW Credit Inc                                          | CUSIP: 91842KCL8<br>LEI: 549300UUPJ2NXDB68M19 | Long             | STIV             | CORP              | US        |  15460000 | PA      | $15213566.05  | 0.24%             | 2026-03-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VW Credit Inc                                                           | VW Credit Inc                                          | CUSIP: 91842KG18<br>LEI: 549300UUPJ2NXDB68M19 | Long             | STIV             | CORP              | US        |  10310000 | PA      | $10027802.93  | 0.16%             | 2026-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                  | Verizon Communications Inc                             | CUSIP: 92343VDY7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   8305000 | PA      | $8308915.72   | 0.13%             | 2027-03-16      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| VOLKSWAGEN GROUP AMERICA                                                | Volkswagen Group of America Finance LLC                | CUSIP: 928668CD2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |  14160000 | PA      | $14172602.40  | 0.22%             | 2026-03-20      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                                | Volkswagen Group of America Finance LLC                | CUSIP: 928668CV2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |  18010000 | PA      | $18046462.33  | 0.28%             | 2027-09-11      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Lease Trust                                             | Volkswagen Auto Lease Trust 2025-B                     | CUSIP: 92868BAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7189000 | PA      | $7184127.30   | 0.11%             | 2028-04-20      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Lease Trust                                             | Volkswagen Auto Lease Trust 2025-B                     | CUSIP: 92868BAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6524000 | PA      | $6522706.94   | 0.10%             | 2028-04-20      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                    | WEC Energy Group Inc                                   | CUSIP: 92939UAK2<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9998582.20   | 0.15%             | 2026-01-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| BOFA SECURITIES INC                                                     | TRI PARTY BOFA SECURITIES INC.                         | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Long             | RA               | CORP              | US        |  54750000 | PA      | $54750000.00  | 0.85%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                          | TRI PARTY BNP PARIBAS                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | RA               | CORP              | US        |  46750000 | PA      | $46750000.00  | 0.72%             |  |  |  | No            |                  2 | On Loan: No      |
| Mizuho Securities USA LLC                                               | TRI PARTY MIZUHO                                       | CUSIP: 000000000<br>LEI: 7TK5RJIZDFROZCA6XF66 | Long             | RA               | CORP              | US        |   6000000 | PA      | $6000000.00   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Mizuho Securities USA LLC                                               | TRI PARTY MIZUHO SECURITIES US                         | CUSIP: 000000000<br>LEI: 7TK5RJIZDFROZCA6XF66 | Long             | RA               | CORP              | US        | 120000000 | PA      | $120000000.00 | 1.86%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES LLC                                              | TRIPARTY WELLS FARGO                                   | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | Long             | RA               | CORP              | US        |  90000000 | PA      | $90000000.00  | 1.39%             |  |  |  | No            |                  2 | On Loan: No      |
| WASHINGTON MORGAN CAP                                                   | Washington Morgan Capital Co LLC                       | CUSIP: 93930N3D9<br>LEI: 2549001B50UEKC5ND641 | Long             | STIV             | CORP              | US        |  25000000 | PA      | $25002053.75  | 0.39%             | 2025-12-19      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                    | Waste Management Inc                                   | CUSIP: 94106LBX6<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |   9390000 | PA      | $9544109.43   | 0.15%             | 2027-07-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC                                            | TRI PARTY CITIGROUP                                    | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | Long             | RA               | CORP              | US        |  96000000 | PA      | $96000000.00  | 1.48%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC                                            | TRI PARTY CITIGROUP                                    | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | Long             | RA               | CORP              | US        |  12000000 | PA      | $12000000.00  | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC                                            | TRI PARTY DEUTSCHE BANK                                | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | Long             | RA               | CORP              | US        |  30000000 | PA      | $30000000.00  | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK NA                                                     | Wells Fargo Bank NA                                    | CUSIP: 94988J6H5<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |  15250000 | PA      | $15259913.42  | 0.24%             | 2026-01-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK NA                                                     | Wells Fargo Bank NA                                    | CUSIP: 94988J6J1<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |  15250000 | PA      | $15259132.31  | 0.24%             | 2026-01-15      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                   | Wells Fargo & Co                                       | CUSIP: 95000U3R2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   9200000 | PA      | $9276501.40   | 0.14%             | 2028-01-24      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                   | Wells Fargo & Co                                       | CUSIP: 95000U3S0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  13160000 | PA      | $13193057.92  | 0.20%             | 2028-01-24      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO LLC                                                  | TRI PARTY GOLDMAN SACHS                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | RA               | CORP              | US        |  90000000 | PA      | $90000000.00  | 1.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Western Union Co/The                                                    | Western Union Co/The                                   | CUSIP: 95980GY36<br>LEI: 28ID94QU1140NC23S047 | Long             | STIV             | CORP              | US        |  21000000 | PA      | $20992952.40  | 0.32%             | 2025-11-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                    | Westpac Banking Corp                                   | CUSIP: 961214FM0<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |  15440000 | PA      | $15443566.49  | 0.24%             | 2025-11-17      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| WESTPAC SECURITIES NZ LT                                                | Westpac Securities NZ Ltd/London                       | CUSIP: 96122HJJ3<br>LEI: 549300W0N3O6Q4RCKE25 | Long             | STIV             | CORP              | NZ        |  18700000 | PA      | $18063212.64  | 0.28%             | 2026-09-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                    | Westpac Banking Corp                                   | CUSIP: 9612C47A3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | STIV             | CORP              | AU        |  26000000 | PA      | $26004381.00  | 0.40%             | 2025-12-18      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                    | Westpac Banking Corp                                   | CUSIP: 9612E0DL8<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |  13570000 | PA      | $13588202.39  | 0.21%             | 2028-03-06      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| BlackRock Funds III                                                     | BlackRock Cash Funds: Institutional, SL Agency Shares  | CUSIP: 066922519<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        |  58955853 | NS      | $58985330.92  | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| WISCONSIN PUBLIC SERVICE                                                | Wisconsin Public Service Corp                          | CUSIP: 976843BP6<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |   8520000 | PA      | $8520296.67   | 0.13%             | 2025-11-10      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** iShares U.S. ETF Trust

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer