# EDGAR Filing Document

**Accession Number:** 0000822977
**File Stem:** 0001410368-26-051350
**Filing Date:** 2026-5
**Character Count:** 84894
**Document Hash:** c95753ae93d475d9d3b9ce25f2b2531f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-051350.hdr.sgml**: 20260526

**ACCESSION NUMBER**: 0001410368-26-051350

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260526

**DATE AS OF CHANGE**: 20260526

**PERIOD START**: 20260331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** GOLDMAN SACHS TRUST
- **CENTRAL INDEX KEY:** 0000822977

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05349
- **FILM NUMBER:** 261017910

**BUSINESS ADDRESS:**
- **STREET 1:** 71  SOUTH WACKER DRIVE
- **STREET 2:** C/O GOLDMAN SACHS & CO
- **CITY:** CHICAGO
- **STATE:** IL
- **ZIP:** 60606
- **BUSINESS PHONE:** 3126554400

**MAIL ADDRESS:**
- **STREET 1:** 200 WEST STREET
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10282

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** GOLDMAN SACHS SHORT INTERMEDIATE GOVERNMENT FUND
- **DATE OF NAME CHANGE:** 19910711

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** SHORT INTERMEDIATE GOVERNMENT FUND
- **DATE OF NAME CHANGE:** 19900104

## Series and Classes Contracts Data

### Goldman Sachs Short-Term Conservative Income Fund (Series ID: S000044037)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000136680 | Institutional Shares | GPPIX           |
| C000174582 | Class A Shares       | GPAPX           |
| C000195498 | Class R6 Shares      | GPPSX           |
| C000202005 | Class P Shares       | GMBPX           |
| C000204425 | Investor Shares      | GPPOX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** GOLDMAN SACHS TRUST

- **b. Investment Company Act file number:** 811-05349

- **c. CIK number of Registrant:** 0000822977

- **d. LEI of Registrant:** S2FHCT8U6D2VORP0J605

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

  - **Street Address 1:** 71  SOUTH WACKER DRIVE

  - **City:** CHICAGO

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60606

  - **Telephone number:** 312-655-4600

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

- **a. Name of Series:** Goldman Sachs Short-Term Conservative Income Fund

- **b. EDGAR series identifier (if any):** S000044037

- **c. LEI of Series:** 5493005F2JE1UB8BK484

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

- **a. Date of fiscal year-end:** 2026-03-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2073119470.25

**Total Liabilities:** $48192471.39

**Net Assets:** $2024926998.86

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -14896.65000000 | **1-Year:** -104082.75000000 | **5-Year:** -26784.54000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** -1810.40000000 | **1-Year:** -3797.79000000 | **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 C000136680 | 0.43%                | 0.32%                | 0.14%                |
| Class ID C000174582 | 0.31%                | 0.30%                | 0.12%                |
| Class ID C000195498 | 0.43%                | 0.32%                | 0.14%                |
| Class ID C000202005 | 0.43%                | 0.32%                | 0.14%                |
| Class ID C000204425 | 0.42%                | 0.31%                | 0.13%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $366164.56               | $358969.61                                 |
| Month 2  | $884145.35               | $-594640.55                                |
| Month 3  | $409633.18               | $-4769237.26                               |

### Schedule of Portfolio Investments

| Name                                           | Title                                                      | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ABN AMRO BANK NV                               | ABN AMRO Bank NV                                           | CUSIP: 00084DBA7<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   8800000 | PA      | $8873920.00   | 0.44%             | 2027-09-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                        | Corebridge Global Funding                                  | CUSIP: 00138CBL1<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |  18500000 | PA      | $18451900.00  | 0.91%             | 2028-12-15      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                     | AbbVie Inc                                                 | CUSIP: 00287YEC9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   5196000 | PA      | $5200572.48   | 0.26%             | 2028-03-03      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust  | CUSIP: 00774MAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   8283000 | PA      | $8197270.95   | 0.40%             | 2027-07-21      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust  | CUSIP: 00774MAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |  10000000 | PA      | $10013500.00  | 0.49%             | 2027-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust  | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |  10000000 | PA      | $9884200.00   | 0.49%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                 | Air Lease Corp                                             | CUSIP: 00913XD26<br>LEI: 5493004NW4M4P8TMMK63 | Long             | STIV             | CORP              | US        |  10000000 | PA      | $9997702.00   | 0.49%             | 2026-04-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                 | Air Lease Corp                                             | CUSIP: 00913XDE0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | STIV             | CORP              | US        |  10000000 | PA      | $9983738.00   | 0.49%             | 2026-04-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc            | Alexandria Real Estate Equities Inc                        | CUSIP: 01527MD67<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | STIV             |  | US        |   7576000 | PA      | $7571077.12   | 0.37%             | 2026-04-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc            | Alexandria Real Estate Equities Inc                        | CUSIP: 01527MDA8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | STIV             |  | US        |   5000000 | PA      | $4994574.50   | 0.25%             | 2026-04-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                            | American Express Co                                        | CUSIP: 025816DS5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   8208000 | PA      | $8209641.60   | 0.41%             | 2027-04-23      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                                | CUSIP: 02665WGD7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10006900.00  | 0.49%             | 2027-07-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                                | CUSIP: 02665WGJ4<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $11999520.00  | 0.59%             | 2028-09-01      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| ATLANTIC ASSET SEC LLC                         | Atlantic Asset Securitization LLC                          | CUSIP: 04821PGL1<br>LEI: 549300BUNY5BIX4CVW20 | Long             | STIV             | CORP              | US        |   3418000 | PA      | $3418008.58   | 0.17%             | 2026-04-02      | Floating      | 3.89%                 | No            |                  2 | On Loan: No      |
| BASF SE                                        | BASF SE                                                    | CUSIP: 05526MGU3<br>LEI: 529900PM64WH8AF1E917 | Long             | STIV             | CORP              | DE        |  13000000 | PA      | $12823398.90  | 0.63%             | 2026-07-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                             | BMW US Capital LLC                                         | CUSIP: 05565ECX1<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |  12698000 | PA      | $12731014.80  | 0.63%             | 2028-03-21      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                             | BMW US Capital LLC                                         | CUSIP: 05565EDA0<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   5460000 | PA      | $5447223.60   | 0.27%             | 2027-08-11      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                             | BMW US Capital LLC                                         | CUSIP: 05565EDF9<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |  11578000 | PA      | $11560633.00  | 0.57%             | 2028-03-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Owner Trust                        | BMW Vehicle Owner Trust 2023-A                             | CUSIP: 05592XAD2<br>LEI: 5493002H8OC00FUV1078 | Long             | ABS-O            | CORP              | US        |   2260497 | PA      | $2270079.60   | 0.11%             | 2028-02-25      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Balboa Bay Loan Funding Ltd                    | Balboa Bay Loan Funding 2020-1 Ltd                         | CUSIP: 05766BAS7<br>LEI: 549300MALKZHG9DP8554 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1499997.00   | 0.07%             | 2035-10-20      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                       | Banco Bilbao Vizcaya Argentaria SA                         | CUSIP: 05946KAV3<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |  13400000 | PA      | $13378158.00  | 0.66%             | 2029-03-03      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander SA                                         | CUSIP: 05964HAB1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |  24200000 | PA      | $24168298.00  | 1.19%             | 2027-04-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander SA                                         | CUSIP: 05964HAN5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    719000 | PA      | $709732.09    | 0.04%             | 2027-09-14      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander SA                                         | CUSIP: 05964HAS4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   8000000 | PA      | $8078720.00   | 0.40%             | 2027-08-18      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander SA                                         | CUSIP: 05964HBE4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   7000000 | PA      | $7028910.00   | 0.35%             | 2028-07-15      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria/New York NY    | Banco Bilbao Vizcaya Argentaria/New York NY                | CUSIP: 05971MEE1<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | STIV             | CORP              | ES        |  13000000 | PA      | $13001454.70  | 0.64%             | 2026-04-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA/NY                          | Banco Santander SA/New York                                | CUSIP: 05973RHQ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | STIV             | CORP              | ES        |   4147000 | PA      | $4147534.13   | 0.20%             | 2026-08-24      | Floating      | 3.95%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA/NY                          | Banco Santander SA/New York                                | CUSIP: 05973RJB9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | STIV             | CORP              | ES        |   3364000 | PA      | $3364501.91   | 0.17%             | 2026-12-22      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                       | CUSIP: 06051GHT9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   8174000 | PA      | $8169422.56   | 0.40%             | 2027-04-23      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                       | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  14152000 | PA      | $14034113.84  | 0.69%             | 2027-07-22      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                             | Bank of America NA                                         | CUSIP: 06054REY4<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | STIV             | CORP              | US        |   5139000 | PA      | $5142644.84   | 0.25%             | 2026-12-22      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                               | Bank of Montreal                                           | CUSIP: 06368L8M1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   5018000 | PA      | $5027484.02   | 0.25%             | 2027-09-10      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                               | Bank of Montreal                                           | CUSIP: 06368LC61<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   7755000 | PA      | $7795403.55   | 0.38%             | 2026-12-11      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                               | Bank of Montreal                                           | CUSIP: 06368MXW9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   9000000 | PA      | $8998020.00   | 0.44%             | 2028-09-22      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                    | CUSIP: 06417Y6S3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   4304000 | PA      | $4302450.56   | 0.21%             | 2027-08-15      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                         | Banque Federative du Credit Mutuel SA                      | CUSIP: 06675DCE0<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   4191000 | PA      | $4208811.75   | 0.21%             | 2027-07-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                         | Banque Federative du Credit Mutuel SA                      | CUSIP: 06675DCG5<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   5345000 | PA      | $5359645.30   | 0.26%             | 2026-07-13      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                         | Banque Federative du Credit Mutuel SA                      | CUSIP: 06675DCH3<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   9494000 | PA      | $9538336.98   | 0.47%             | 2027-01-23      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                         | Banque Federative du Credit Mutuel SA                      | CUSIP: 06675DCL4<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   5529000 | PA      | $5555483.91   | 0.27%             | 2028-02-16      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                   | Barclays PLC                                               | CUSIP: 06738EBU8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  12075000 | PA      | $11893995.75  | 0.59%             | 2027-11-24      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                   | Barclays PLC                                               | CUSIP: 06738ECJ2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   8816000 | PA      | $8887497.76   | 0.44%             | 2027-09-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BAYER CORPORATION                              | Bayer Corp                                                 | CUSIP: 07273MM86<br>LEI: 54930050NR9YMICYZM28 | Long             | STIV             | CORP              | US        |  13849000 | PA      | $13446802.88  | 0.66%             | 2026-12-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BIO-RAD LABS                                   | Bio-Rad Laboratories Inc                                   | CUSIP: 090572AR9<br>LEI: 549300ZC1GPV35XYDK53 | Long             | DBT              | CORP              | US        |   9457000 | PA      | $9343705.14   | 0.46%             | 2027-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | BNP Paribas SA                                             | CUSIP: 09659W2C7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   6034000 | PA      | $5942645.24   | 0.29%             | 2027-11-16      | Fixed         | 3.50%                 | 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        |   5973833 | PA      | $5982343.26   | 0.30%             | 2027-09-27      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                         | Canadian Imperial Bank of Commerce                         | CUSIP: 13607L8C0<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   7562000 | PA      | $7651458.46   | 0.38%             | 2027-06-28      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                         | Canadian Imperial Bank of Commerce                         | CUSIP: 13607LWU3<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |  10651000 | PA      | $10691899.84  | 0.53%             | 2026-10-02      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                         | Canadian Imperial Bank of Commerce                         | CUSIP: 13607PHU1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   8110000 | PA      | $8116974.60   | 0.40%             | 2027-09-11      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                       | Capital One Financial Corp                                 | CUSIP: 14040HCH6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |  13055000 | PA      | $12839331.40  | 0.63%             | 2027-11-02      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust                         | Chase Auto Owner Trust 2024-5                              | CUSIP: 16144QAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      9816 | PA      | $9815.84      | 0.00%             | 2027-11-26      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                       | Citigroup Global Markets Holdings Inc/United States        | CUSIP: 17291W6X4<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | DBT              | CORP              | US        |   5769000 | PA      | $5768423.10   | 0.28%             | 2027-01-06      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                              | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   5340000 | PA      | $5275279.20   | 0.26%             | 2028-02-24      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                              | CUSIP: 172967PY1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  16173000 | PA      | $16236721.62  | 0.80%             | 2028-05-07      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                    | Citibank NA                                                | CUSIP: 17325FBJ6<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   5956000 | PA      | $5966065.64   | 0.29%             | 2026-08-06      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC            | Constellation Energy Generation LLC                        | CUSIP: 21038QF17<br>LEI: S2PEWKCZFFECR4533P43 | Long             | STIV             | CORP              | US        |   6114000 | PA      | $6066497.28   | 0.30%             | 2026-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                             | Credit Agricole SA                                         | CUSIP: 22534PAE3<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |  15478000 | PA      | $15530160.86  | 0.77%             | 2026-07-05      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                             | Credit Agricole SA                                         | CUSIP: 22534PAJ2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   8000000 | PA      | $8022080.00   | 0.40%             | 2027-03-11      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                   | UBS Group AG                                               | CUSIP: 225401AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  17225000 | PA      | $17158511.50  | 0.85%             | 2028-01-09      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                   | UBS Group AG                                               | CUSIP: 225401BC1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   6456000 | PA      | $6542316.72   | 0.32%             | 2027-12-22      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                   | DNB Bank ASA                                               | CUSIP: 2332K1QR4<br>LEI: 549300GKFG0RYRRQ1414 | Long             | STIV             | CORP              | NO        |   9274000 | PA      | $8910878.38   | 0.44%             | 2027-03-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                         | Daimler Truck Finance North America LLC                    | CUSIP: 233853AM2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   4237000 | PA      | $4205900.42   | 0.21%             | 2027-04-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                         | Daimler Truck Finance North America LLC                    | CUSIP: 233853BB5<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |  17103000 | PA      | $17097869.10  | 0.84%             | 2028-01-13      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                         | Daimler Truck Finance North America LLC                    | CUSIP: 233853BG4<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   8923000 | PA      | $8901495.57   | 0.44%             | 2027-08-12      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                               | Deutsche Bank AG/New York NY                               | CUSIP: 251526CN7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |  16977000 | PA      | $17013670.32  | 0.84%             | 2027-11-16      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                               | Deutsche Bank AG/New York NY                               | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   8673000 | PA      | $8554006.44   | 0.42%             | 2027-11-16      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                               | Deutsche Bank AG/New York NY                               | CUSIP: 25160PAH0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   6097000 | PA      | $6003959.78   | 0.30%             | 2028-01-07      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                        | Digital Realty Trust LP                                    | CUSIP: 25389JAR7<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              |  | US        |   6984000 | PA      | $6911017.20   | 0.34%             | 2027-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                        | E.ON SE                                                    | CUSIP: 26877KE71<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | STIV             | CORP              | DE        |   8117000 | PA      | $8082924.02   | 0.40%             | 2026-05-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                             | Energy Transfer LP                                         | CUSIP: 29277FD16<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | STIV             | CORP              | US        |   7000000 | PA      | $6999221.60   | 0.35%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                           | ENEL Finance International NV                              | CUSIP: 29278GAA6<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |  12222000 | PA      | $12109802.04  | 0.60%             | 2027-05-25      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE                       | Equitable Financial Life Global Funding                    | CUSIP: 29449WAU1<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    275000 | PA      | $275376.75    | 0.01%             | 2027-04-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                         | Federation des Caisses Desjardins du Quebec                | CUSIP: 31429KAN3<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |   5600000 | PA      | $5605308.18   | 0.28%             | 2027-01-27      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                        | Fidelity National Information Services Inc                 | CUSIP: 31620MCA2<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   7466000 | PA      | $7444199.28   | 0.37%             | 2028-03-10      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANK INC                           | Fifth Third Bank NA                                        | CUSIP: 31677QBU2<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |  12967000 | PA      | $13013032.85  | 0.64%             | 2028-01-28      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                            | CUSIP: 37045XEW2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   4907000 | PA      | $4910287.69   | 0.24%             | 2027-07-15      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                            | CUSIP: 37045XFF8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  26936000 | PA      | $27041319.76  | 1.34%             | 2028-04-04      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                            | CUSIP: 37045XFH4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5028400.00   | 0.25%             | 2027-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust          | GM Financial Automobile Leasing Trust 2024-3               | CUSIP: 38012QAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7994492 | PA      | $7999304.12   | 0.40%             | 2027-10-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Financial Square Government Fund | Goldman Sachs Financial Square Government Fund             | CUSIP: 38141W273<br>LEI: 549300BRJMXN4GUWZ402 | Long             | EC               | RF                | US        | 116802481 | NS      | $116802480.58 | 5.77%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                          | CUSIP: 404280CM9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   7000000 | PA      | $6965000.00   | 0.34%             | 2027-05-24      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                          | CUSIP: 404280DZ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   8228000 | PA      | $8268234.92   | 0.41%             | 2027-08-14      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| HSBC USA INC                                   | HSBC USA Inc                                               | CUSIP: 40428HA51<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |  18660000 | PA      | $18730348.20  | 0.92%             | 2027-03-04      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                  | HSBC Bank PLC                                              | CUSIP: 40433FVW6<br>LEI: MP6I5ZYZBEU3UXPYFY54 | Long             | STIV             | CORP              | GB        |   4693000 | PA      | $4695394.37   | 0.23%             | 2026-11-20      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| HSBC USA INC                                   | HSBC USA Inc                                               | CUSIP: 40434WFQ9<br>LEI: 549300LBOHZ4QSIWU288 | Long             | STIV             | CORP              | US        |  30000000 | PA      | $29999715.00  | 1.48%             | 2026-06-10      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| HalseyPoint CLO I, Ltd.                        | Halsey Point CLO I Ltd                                     | CUSIP: 406375BJ3<br>LEI: 549300POBLM5RW6LD816 | Long             | ABS-CBDO         | CORP              | KY        |   1928572 | PA      | $1928583.57   | 0.10%             | 2037-10-20      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                        | Hyundai Capital America                                    | CUSIP: 44890NDL1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | STIV             | CORP              | US        |  10000000 | PA      | $9977766.00   | 0.49%             | 2026-04-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                        | Hyundai Capital America                                    | CUSIP: 44891ACW5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |  13814000 | PA      | $13896884.00  | 0.69%             | 2027-01-08      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                        | Hyundai Capital America                                    | CUSIP: 44891ADN4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |  10477000 | PA      | $10486114.99  | 0.52%             | 2028-01-07      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                        | Hyundai Capital America                                    | CUSIP: 44891AEB9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8033760.00   | 0.40%             | 2028-09-18      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                        | Hyundai Capital America                                    | CUSIP: 44891AEG8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4989600.00   | 0.25%             | 2029-01-08      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                 | Hyundai Auto Receivables Trust 2023-A                      | CUSIP: 448979AD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    214709 | PA      | $214740.26    | 0.01%             | 2027-04-15      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust        | Hyundai Auto Lease Securitization Trust 2024-C             | CUSIP: 448984AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1457225 | PA      | $1458656.68   | 0.07%             | 2027-03-15      | Fixed         | 4.77%                 | 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        |   7690380 | PA      | $7706135.58   | 0.38%             | 2027-09-15      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                   | ING Groep NV                                               | CUSIP: 456837BF9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   8956000 | PA      | $9010721.16   | 0.44%             | 2027-09-11      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                     | Intel Corp                                                 | CUSIP: 458140AX8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   4952000 | PA      | $4881533.04   | 0.24%             | 2027-05-11      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                        | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  21950000 | PA      | $21914221.50  | 1.08%             | 2027-04-22      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                        | CUSIP: 46647PDW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  12500000 | PA      | $12610500.00  | 0.62%             | 2027-10-22      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                        | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   9195000 | PA      | $9239595.75   | 0.46%             | 2028-01-23      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                       | Jackson National Life Global Funding                       | CUSIP: 46849CJS1<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |  17149000 | PA      | $17141968.91  | 0.85%             | 2028-09-12      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                       | Jackson National Life Global Funding                       | CUSIP: 46849LSQ5<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   4740000 | PA      | $4735023.00   | 0.23%             | 2026-04-29      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                       | Jackson National Life Global Funding                       | CUSIP: 46849LVA6<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |  15477000 | PA      | $15627900.75  | 0.77%             | 2027-07-02      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                       | Jackson National Life Global Funding                       | CUSIP: 46849LVC2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   5706000 | PA      | $5727112.20   | 0.28%             | 2027-01-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                        | Jefferies Financial Group Inc                              | CUSIP: 47233JAG3<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   7013000 | PA      | $7015524.68   | 0.35%             | 2027-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                        | Jefferies Financial Group Inc                              | CUSIP: 47233WLT4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |  17000000 | PA      | $16984870.00  | 0.84%             | 2027-02-11      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| KOOKMIN BANK/NEW YORK                          | Kookmin Bank/New York                                      | CUSIP: 48241G2Q4<br>LEI: 549300XXMOJSIW8P4769 | Long             | STIV             | CORP              | KR        |  17000000 | PA      | $16997145.70  | 0.84%             | 2027-02-08      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| LSEG US FIN CORP                               | Lseg US Fin Corp                                           | CUSIP: 50220WDL9<br>LEI: 2138007FV67QQ13CGJ43 | Long             | STIV             | CORP              | US        |  10279000 | PA      | $10256093.25  | 0.51%             | 2026-04-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LSEG US FIN CORP                               | Lseg US Fin Corp                                           | CUSIP: 50222CAA8<br>LEI: 2138007FV67QQ13CGJ43 | Long             | DBT              | CORP              | US        |   9266000 | PA      | $9307048.38   | 0.46%             | 2027-03-28      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                       | Lloyds Banking Group PLC                                   | CUSIP: 53944YAY9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   7530000 | PA      | $7584818.40   | 0.37%             | 2028-01-05      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                        | MPLX LP                                                    | CUSIP: 55336VAK6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4986600.00   | 0.25%             | 2027-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                             | Macquarie Bank Ltd                                         | CUSIP: 55608PBN3<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   4867000 | PA      | $4873375.77   | 0.24%             | 2026-06-15      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                             | Macquarie Bank Ltd                                         | CUSIP: 55608PBS2<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   6000000 | PA      | $6030240.00   | 0.30%             | 2026-12-07      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                             | Macquarie Bank Ltd                                         | CUSIP: 55608PBU7<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   6871000 | PA      | $6905973.39   | 0.34%             | 2027-07-02      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                            | Macquarie Group Ltd                                        | CUSIP: 55608VEF4<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | STIV             | CORP              | AU        |  18121000 | PA      | $18028356.39  | 0.89%             | 2026-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd                            | Macquarie Group Ltd                                        | CUSIP: 55608VEN7<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | STIV             | CORP              | AU        |   9058000 | PA      | $9004426.46   | 0.44%             | 2026-05-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDIN                       | MassMutual Global Funding II                               | CUSIP: 57629TCA3<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |   8172000 | PA      | $8156963.52   | 0.40%             | 2029-01-22      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust                 | Mercedes-Benz Auto Lease Trust 2025-A                      | CUSIP: 58768YAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6652545 | PA      | $6668232.64   | 0.33%             | 2028-04-17      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                           | Mercedes-Benz Finance North America LLC                    | CUSIP: 58769JBC0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |  11253000 | PA      | $11294973.69  | 0.56%             | 2027-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                           | Mercedes-Benz Finance North America LLC                    | CUSIP: 58769JBJ5<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   8162000 | PA      | $8123067.26   | 0.40%             | 2028-03-10      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                         | CUSIP: 606822BY9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |  19671000 | PA      | $19495534.68  | 0.96%             | 2027-07-20      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                                 | CUSIP: 60687YBP3<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   5000000 | PA      | $4976450.00   | 0.25%             | 2027-05-22      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| MONONGAHELA POWER CO                           | Monongahela Power Co                                       | CUSIP: 610202BR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4005000 | PA      | $3966511.95   | 0.20%             | 2027-05-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                         | Morgan Stanley Bank NA                                     | CUSIP: 61690DK64<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   6014000 | PA      | $6022359.46   | 0.30%             | 2029-01-12      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                             | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   6822000 | PA      | $6759237.60   | 0.33%             | 2027-07-20      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                             | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   8542000 | PA      | $8518424.08   | 0.42%             | 2027-05-04      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                        | Morgan Stanley Private Bank NA                             | CUSIP: 61776NZT3<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |  24057000 | PA      | $24002390.61  | 1.19%             | 2028-11-17      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                                     | NBN Co Ltd                                                 | CUSIP: 62878U2A9<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |   8677000 | PA      | $8652791.17   | 0.43%             | 2026-05-05      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                               | NTT Finance Corp                                           | CUSIP: 62954WAP0<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |  18310000 | PA      | $18352113.00  | 0.91%             | 2027-07-16      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                               | NTT Finance Corp                                           | CUSIP: 62954WAR6<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   9187000 | PA      | $9248736.64   | 0.46%             | 2028-07-16      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                        | National Bank of Canada                                    | CUSIP: 63307A3L7<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   9673000 | PA      | $9672322.89   | 0.48%             | 2029-01-20      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| NATL BANK OF KUWAIT NY                         | National Bank of Kuwait/New York NY                        | CUSIP: 63376F2G4<br>LEI: 549300NB7FE83IH6BW96 | Long             | STIV             | CORP              | KW        |  11550000 | PA      | $11556914.99  | 0.57%             | 2026-08-19      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| NATL BANK OF KUWAIT NY                         | National Bank of Kuwait/New York NY                        | CUSIP: 63376GAL2<br>LEI: 549300NB7FE83IH6BW96 | Long             | STIV             | CORP              | KW        |  11517000 | PA      | $11527167.21  | 0.57%             | 2026-12-11      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| NATL BANK OF KUWAIT NY                         | National Bank of Kuwait/New York NY                        | CUSIP: 63376GAW8<br>LEI: 549300NB7FE83IH6BW96 | Long             | STIV             | CORP              | KW        |  13195000 | PA      | $13204210.11  | 0.65%             | 2027-01-14      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| NATL BANK OF KUWAIT NY                         | National Bank of Kuwait/New York NY                        | CUSIP: 63376GBV9<br>LEI: 549300NB7FE83IH6BW96 | Long             | STIV             | CORP              | KW        |  10000000 | PA      | $9999874.00   | 0.49%             | 2027-02-23      | Floating      | 4.16%                 | No            |                  2 | On Loan: No      |
| NATIXIS NY BRANCH                              | Natixis SA/New York NY                                     | CUSIP: 63873TJE9<br>LEI: 2549003L5ZG5M2ZSE107 | Long             | STIV             | CORP              | FR        |  20000000 | PA      | $20011458.00  | 0.99%             | 2026-12-04      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                            | NatWest Markets PLC                                        | CUSIP: 63906YAK4<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |  14800000 | PA      | $14855500.00  | 0.73%             | 2027-05-17      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                            | NatWest Markets PLC                                        | CUSIP: 63906YAN8<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   6000000 | PA      | $6016260.00   | 0.30%             | 2028-03-21      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                            | NatWest Markets PLC                                        | CUSIP: 63906YAR9<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |  21044000 | PA      | $21069252.80  | 1.04%             | 2028-11-06      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN GRP/FIN                       | Neuberger Berman Group LLC / Neuberger Berman Finance Corp | CUSIP: 64128XAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8024000 | PA      | $8004742.40   | 0.40%             | 2027-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                         | NextEra Energy Capital Holdings Inc                        | CUSIP: 65339KCH1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   5898000 | PA      | $5919527.70   | 0.29%             | 2027-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP NEW YORK                       | Nordea Bank Abp/New York NY                                | CUSIP: 65558WQK7<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |  12592000 | PA      | $12600430.34  | 0.62%             | 2027-02-19      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                    | Nutrien Ltd                                                | CUSIP: 67077MBE7<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |   7968000 | PA      | $7981386.24   | 0.39%             | 2027-03-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                      | ONEOK Inc                                                  | CUSIP: 68269FD71<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | STIV             | CORP              | US        |  10000000 | PA      | $9992281.00   | 0.49%             | 2026-04-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                | CUSIP: 68389XBU8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   8199000 | PA      | $8058961.08   | 0.40%             | 2027-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                    | Oracle Corp                                                | CUSIP: 6840C3K28<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | STIV             | CORP              | US        |  25662000 | PA      | $25074589.12  | 1.24%             | 2026-10-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group Inc/The                       | CUSIP: 693475BT1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |  12907000 | PA      | $13054656.08  | 0.64%             | 2027-10-20      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PARADELLE FUNDING LLC                          | Paradelle Funding LLC                                      | CUSIP: 69901NMX9<br>LEI: 254900FFH2POKGD10532 | Long             | STIV             | CORP              | US        |   9999000 | PA      | $9697381.16   | 0.48%             | 2026-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PARADELLE FUNDING LLC                          | Paradelle Funding LLC                                      | CUSIP: 69901Q4K0<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   5668000 | PA      | $5670399.83   | 0.28%             | 2026-09-02      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO                        | Penske Truck Leasing Co LP                                 | CUSIP: 70962BGH1<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | STIV             | CORP              | US        |   9038000 | PA      | $8921030.20   | 0.44%             | 2026-07-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL                         | Protective Life Global Funding                             | CUSIP: 743672AJ6<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $20037000.00  | 0.99%             | 2028-09-11      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                       | Cooperatieve Rabobank UA                                   | CUSIP: 74977RDL5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   6120000 | PA      | $6018163.20   | 0.30%             | 2027-12-15      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| RWE AG                                         | RWE AG                                                     | CUSIP: 7497MBFP2<br>LEI: 529900GB7KCA94ACC940 | Long             | STIV             | CORP              | DE        |  20065000 | PA      | $19871828.23  | 0.98%             | 2026-06-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| RECKITT BENCKISER TSY                          | Reckitt Benckiser Treasury Services PLC                    | CUSIP: 75625QAE9<br>LEI: 213800LAXWIUOOBZ3908 | Long             | DBT              | CORP              | GB        |   5265000 | PA      | $5186709.45   | 0.26%             | 2027-06-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RIDGEFIELD FUNDNG CO LLC                       | Ridgefield Funding Co LLC                                  | CUSIP: 76582EPF6<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |  10000000 | PA      | $10000000.00  | 0.49%             | 2026-03-24      | Floating      | 3.85%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                       | CUSIP: 78017FZR7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   4388000 | PA      | $4389930.72   | 0.22%             | 2027-10-18      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust      | SFS Auto Receivables Securitization Trust 2025-2           | CUSIP: 78398HAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3189100 | PA      | $3193302.85   | 0.16%             | 2028-11-20      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                 | Salesforce Inc                                             | CUSIP: 79466LAQ7<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |  21658000 | PA      | $21664280.82  | 1.07%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                       | Santander UK Group Holdings PLC                            | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   4136000 | PA      | $4110191.36   | 0.20%             | 2027-06-14      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                       | Santander UK Group Holdings PLC                            | CUSIP: 80281LAR6<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   6106000 | PA      | $6004518.28   | 0.30%             | 2028-01-11      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust         | Santander Drive Auto Receivables Trust 2025-2              | CUSIP: 80287NAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1313234 | PA      | $1314292.11   | 0.06%             | 2028-06-15      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER HLDGS CORP                        | Schlumberger Holdings Corp                                 | CUSIP: 806851AL5<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |   9025000 | PA      | $9090702.00   | 0.45%             | 2027-05-29      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                            | Charles Schwab Corp/The                                    | CUSIP: 8085A3EF8<br>LEI: 549300VSGCJ7E698NM85 | Long             | STIV             | CORP              | US        |  12923000 | PA      | $12861938.83  | 0.64%             | 2026-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                        | Charles Schwab Corp/The                                    | CUSIP: 8085A3ET8<br>LEI: 549300VSGCJ7E698NM85 | Long             | STIV             | CORP              | US        |  18616000 | PA      | $18504346.82  | 0.91%             | 2026-05-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                        | Charles Schwab Corp/The                                    | CUSIP: 8085A3G82<br>LEI: 549300VSGCJ7E698NM85 | Long             | STIV             | CORP              | US        |   5138000 | PA      | $5083799.24   | 0.25%             | 2026-07-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                        | Charles Schwab Corp/The                                    | CUSIP: 8085A3GP4<br>LEI: 549300VSGCJ7E698NM85 | Long             | STIV             | CORP              | US        |   8590000 | PA      | $8485382.39   | 0.42%             | 2026-07-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                         | Skandinaviska Enskilda Banken AB                           | CUSIP: 830505BA0<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |   8253000 | PA      | $8281225.26   | 0.41%             | 2027-03-05      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                               | Societe Generale SA                                        | CUSIP: 83368RBZ4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |  30140000 | PA      | $30322648.40  | 1.50%             | 2027-02-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                               | Societe Generale SA                                        | CUSIP: 83368RCA8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |  10746000 | PA      | $10779312.60  | 0.53%             | 2027-02-19      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BK/NY                       | Standard Chartered Bank/New York                           | CUSIP: 85325VSU5<br>LEI: RILFO74KP1CM8P6PCT96 | Long             | STIV             | CORP              | GB        |   8726000 | PA      | $8730312.83   | 0.43%             | 2026-10-30      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BK/NY                       | Standard Chartered Bank/New York                           | CUSIP: 85325X2A3<br>LEI: RILFO74KP1CM8P6PCT96 | Long             | DBT              | CORP              | GB        |   5633000 | PA      | $5638295.02   | 0.28%             | 2026-10-08      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                        | CUSIP: 86562MAF7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   7434000 | PA      | $7399580.58   | 0.37%             | 2026-07-14      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                        | CUSIP: 86562MDA5<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |  14272000 | PA      | $14336794.88  | 0.71%             | 2026-07-13      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                        | CUSIP: 86562MEH9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   9037000 | PA      | $9002930.51   | 0.44%             | 2029-01-15      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                       | Sumitomo Mitsui Trust Bank Ltd                             | CUSIP: 86563VBP3<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   9999000 | PA      | $10080791.82  | 0.50%             | 2027-03-07      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                       | Sumitomo Mitsui Trust Bank Ltd                             | CUSIP: 86563VBW8<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |  13000000 | PA      | $13077870.00  | 0.65%             | 2027-09-10      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                       | Svenska Handelsbanken AB                                   | CUSIP: 86960KQN5<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | STIV             | CORP              | SE        |   8247000 | PA      | $7925448.65   | 0.39%             | 2027-03-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                    | Swedbank AB                                                | CUSIP: 87020XQP8<br>LEI: M312WZV08Y7LYUC71685 | Long             | STIV             | CORP              | SE        |   7466000 | PA      | $7175179.14   | 0.35%             | 2027-03-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                  | CUSIP: 89115A2T8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   8259000 | PA      | $8276343.90   | 0.41%             | 2026-07-17      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                  | CUSIP: 89115A3F7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   7942000 | PA      | $7962013.84   | 0.39%             | 2028-01-31      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                  | CUSIP: 89115KAK6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  11839000 | PA      | $11757074.12  | 0.58%             | 2028-01-13      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Toyota Lease Owner Trust                       | Toyota Lease Owner Trust 2024-A                            | CUSIP: 89238GAD3<br>LEI: 254900MVSB4M6HOIRE71 | Long             | ABS-O            | CORP              | US        |    939607 | PA      | $940356.93    | 0.05%             | 2027-04-20      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                    | Truist Bank                                                | CUSIP: 89788JAE9<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |  10004000 | PA      | $10003199.68  | 0.49%             | 2027-05-20      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                    | Truist Bank                                                | CUSIP: 89788JAG4<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   4162000 | PA      | $4160460.06   | 0.21%             | 2028-07-24      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                   | UBS Group AG                                               | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  10837000 | PA      | $10720068.77  | 0.53%             | 2027-08-10      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                  | UniCredit SpA                                              | CUSIP: 904678AB5<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |  13488000 | PA      | $13503915.84  | 0.67%             | 2027-04-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                  | UniCredit SpA                                              | CUSIP: 904678AW9<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |  23243000 | PA      | $23132828.18  | 1.14%             | 2027-06-03      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Notes                                        | CUSIP: 9128282R0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5897600 | PA      | $5773197.50   | 0.29%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  1 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Notes                                        | CUSIP: 91282CET4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6353300 | PA      | $6267431.21   | 0.31%             | 2027-05-31      | Fixed         | 2.62%                 | No            |                  1 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Notes                                        | CUSIP: 91282CKZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20000000 | PA      | $20137500.00  | 0.99%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  1 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Notes                                        | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13975600 | PA      | $13984334.75  | 0.69%             | 2027-05-31      | Fixed         | 3.88%                 | No            |                  1 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Notes                                        | CUSIP: 91282CQB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  32691800 | PA      | $32437672.25  | 1.60%             | 2028-02-29      | Fixed         | 3.38%                 | No            |                  1 | On Loan: No      |
| VW CREDIT INC                                  | VW Credit Inc                                              | CUSIP: 91842KG18<br>LEI: 549300UUPJ2NXDB68M19 | Long             | STIV             | CORP              | US        |   3335000 | PA      | $3299374.86   | 0.16%             | 2026-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VW CREDIT INC                                  | VW Credit Inc                                              | CUSIP: 91842KJQ0<br>LEI: 549300UUPJ2NXDB68M19 | Long             | STIV             | CORP              | US        |  18155000 | PA      | $17781684.18  | 0.88%             | 2026-09-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                       | Volkswagen Group of America Finance LLC                    | CUSIP: 928668CF7<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   7859000 | PA      | $7923836.75   | 0.39%             | 2027-03-22      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                       | Volkswagen Group of America Finance LLC                    | CUSIP: 928668CV2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   6402000 | PA      | $6385610.88   | 0.32%             | 2027-09-11      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced Trust            | Volkswagen Auto Loan Enhanced Trust 2024-1                 | CUSIP: 92868RAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2875119 | PA      | $2878681.32   | 0.14%             | 2027-11-22      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK NA                            | Wells Fargo Bank NA                                        | CUSIP: 94988J6E2<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |   5115000 | PA      | $5124513.90   | 0.25%             | 2026-08-07      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust          | Westlake Automobile Receivables Trust 2025-2               | CUSIP: 96041KAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3761014 | PA      | $3767478.36   | 0.19%             | 2028-09-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust              | World Omni Auto Receivables Trust 2023-B                   | CUSIP: 98164QAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2612145 | PA      | $2615980.49   | 0.13%             | 2028-05-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                            | 899 TRIPRP                                                 | CUSIP: 000000000<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | RA               | CORP              | US        |  30000000 | PA      | $30000000.00  | 1.48%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-04

**Name of Applicant:** GOLDMAN SACHS TRUST

**Signature:** Allison Fracchiolla

**Name of Signer:** Allison Fracchiolla

**Title:** Vice President