# EDGAR Filing Document

**Accession Number:** 0001064642
**File Stem:** 0001410368-26-019999
**Filing Date:** 2026-2
**Character Count:** 186382
**Document Hash:** 188a0522083de62830220942254ebaa2
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-019999.hdr.sgml**: 20260226

**ACCESSION NUMBER**: 0001410368-26-019999

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260226

**DATE AS OF CHANGE**: 20260226

**PERIOD START**: 20260630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** SPDR SERIES TRUST
- **CENTRAL INDEX KEY:** 0001064642

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08839
- **FILM NUMBER:** 26689781

**BUSINESS ADDRESS:**
- **STREET 1:** ONE CONGRESS STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02114
- **BUSINESS PHONE:** 6176643920

**MAIL ADDRESS:**
- **STREET 1:** ONE CONGRESS STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02114

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** STREETTRACKS SERIES TRUST
- **DATE OF NAME CHANGE:** 20000925

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** INDEX EXCHANGE LISTED SECURITIES TRUST
- **DATE OF NAME CHANGE:** 19980622

## Series and Classes Contracts Data

### State Street(R) SPDR(R) Bloomberg Investment Grade Floating Rate ETF (Series ID: S000034874)

| Class ID   | Class Name                                                           | Ticker Symbol   |
|:---|:---|:---|
| C000107256 | State Street(R) SPDR(R) Bloomberg Investment Grade Floating Rate ETF | FLRN            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** SPDR SERIES TRUST

- **b. Investment Company Act file number:** 811-08839

- **c. CIK number of Registrant:** 0001064642

- **d. LEI of Registrant:** 5493004JVD6CQEEJSS37

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

  - **Street Address 1:** One Congress Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02114

  - **Telephone number:** 617-664-8594

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

- **a. Name of Series:** State Street(R) SPDR(R) Bloomberg Investment Grade Floating Rate ETF

- **b. EDGAR series identifier (if any):** S000034874

- **c. LEI of Series:** 549300QJ0FR0L0XRBI28

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

- **a. Date of fiscal year-end:** 2026-06-30

- **b. Date as of which information is reported:** 2025-12-31

**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:** $2745713493.17

**Total Liabilities:** $42980790.85

**Net Assets:** $2702732702.32

**Cash Not Reported:** $850.43

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -21728.28000000 | **1-Year:** -203617.94000000 | **5-Year:** -148612.90000000 | **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 C000107256 | 0.41%                | 0.37%                | 0.38%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $417688.92               | $-329334.05                                |
| Month 2  | $467554.86               | $-623044.16                                |
| Month 3  | $65964.64                | $159146.96                                 |

### 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: 00084DBB5<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   4715000 | PA      | $4755879.05   | 0.18%             | 2027-09-18      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV             | ABN AMRO Bank NV                                           | CUSIP: 00084DBE9<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   4760000 | PA      | $4775232.00   | 0.18%             | 2028-12-03      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV             | ABN AMRO Bank NV                                           | CUSIP: 00084DBJ8<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   5950000 | PA      | $5966481.50   | 0.22%             | 2028-07-07      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING      | Corebridge Global Funding                                  | CUSIP: 00138CAW8<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   3919000 | PA      | $3941455.87   | 0.15%             | 2026-09-25      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING      | Corebridge Global Funding                                  | CUSIP: 00138CBE7<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   2935000 | PA      | $2935704.40   | 0.11%             | 2028-01-07      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING      | Corebridge Global Funding                                  | CUSIP: 00138CBL1<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2003100.00   | 0.07%             | 2028-12-15      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| ASB BANK LIMITED             | ASB Bank Ltd                                               | CUSIP: 00216LAJ2<br>LEI: 549300IBZWZL1KTPF918 | Long             | DBT              | CORP              | NZ        |   2700000 | PA      | $2715525.00   | 0.10%             | 2030-10-29      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT        | Svensk Exportkredit AB                                     | CUSIP: 01021NAC6<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |   6500000 | PA      | $6563390.60   | 0.24%             | 2027-05-05      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT        | Svensk Exportkredit AB                                     | CUSIP: 01021NAG7<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |   5000000 | PA      | $5001391.40   | 0.19%             | 2029-11-21      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors | State Street Navigator Securities Lending Portfolio II     | CUSIP: 857492706<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        |  42640802 | NS      | $42640802.50  | 1.58%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                 | Alphabet Inc                                               | CUSIP: 02079KAU1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   5250000 | PA      | $5280922.50   | 0.20%             | 2028-11-15      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO          | American Express Co                                        | CUSIP: 025816CL1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   3683000 | PA      | $3693054.59   | 0.14%             | 2026-11-04      | Floating      | 4.50%                 | No            |                  2 | On Loan: —       |
| AMERICAN EXPRESS CO          | American Express Co                                        | CUSIP: 025816DD8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1553000 | PA      | $1552875.76   | 0.06%             | 2026-02-13      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO          | American Express Co                                        | CUSIP: 025816DJ5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2904000 | PA      | $2907078.24   | 0.11%             | 2027-07-28      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO          | American Express Co                                        | CUSIP: 025816DQ9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2391000 | PA      | $2400874.83   | 0.09%             | 2028-02-16      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO          | American Express Co                                        | CUSIP: 025816DS5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2768000 | PA      | $2770795.68   | 0.10%             | 2027-04-23      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO          | American Express Co                                        | CUSIP: 025816DX4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   4900000 | PA      | $4918326.00   | 0.18%             | 2028-07-26      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO          | American Express Co                                        | CUSIP: 025816EE5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   3726000 | PA      | $3769929.54   | 0.14%             | 2029-04-25      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO          | American Express Co                                        | CUSIP: 025816EL9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   8117000 | PA      | $8122113.71   | 0.30%             | 2029-07-20      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE       | American Honda Finance Corp                                | CUSIP: 02665WFC0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   3385000 | PA      | $3391228.40   | 0.13%             | 2027-03-12      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE       | American Honda Finance Corp                                | CUSIP: 02665WFJ5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $6507280.00   | 0.24%             | 2027-07-09      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE       | American Honda Finance Corp                                | CUSIP: 02665WFN6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   4626000 | PA      | $4634835.66   | 0.17%             | 2026-10-05      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE       | American Honda Finance Corp                                | CUSIP: 02665WFR7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   2975000 | PA      | $2977142.00   | 0.11%             | 2026-05-11      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE       | American Honda Finance Corp                                | CUSIP: 02665WFS5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2503300.00   | 0.09%             | 2027-10-22      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE       | American Honda Finance Corp                                | CUSIP: 02665WFV8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   4733000 | PA      | $4735271.84   | 0.18%             | 2026-05-21      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE       | American Honda Finance Corp                                | CUSIP: 02665WFW6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   6136000 | PA      | $6141092.88   | 0.23%             | 2028-03-03      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE       | American Honda Finance Corp                                | CUSIP: 02665WGA3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   6504000 | PA      | $6510959.28   | 0.24%             | 2026-12-11      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE       | American Honda Finance Corp                                | CUSIP: 02665WGE5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   5718000 | PA      | $5746590.00   | 0.21%             | 2027-07-09      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE       | American Honda Finance Corp                                | CUSIP: 02665WGG0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   6350000 | PA      | $6367653.00   | 0.24%             | 2027-01-15      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE       | American Honda Finance Corp                                | CUSIP: 02665WGH8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5008200.00   | 0.19%             | 2027-08-13      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE       | American Honda Finance Corp                                | CUSIP: 02665WGJ4<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2757947.50   | 0.10%             | 2028-09-01      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE       | American Honda Finance Corp                                | CUSIP: 02665WGP0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5000600.00   | 0.19%             | 2027-11-19      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                | Amphenol Corp                                              | CUSIP: 032095AV3<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   4800000 | PA      | $4804224.00   | 0.18%             | 2027-11-15      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK       | Asian Development Bank                                     | CUSIP: 04517PBE1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |  11360000 | PA      | $11405440.00  | 0.42%             | 2026-06-16      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK       | Asian Development Bank                                     | CUSIP: 04517PBG6<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |  13900000 | PA      | $13979925.00  | 0.52%             | 2026-08-27      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK       | Asian Development Bank                                     | CUSIP: 04517PBK7<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |  13800000 | PA      | $13940484.00  | 0.52%             | 2027-04-06      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK       | Asian Development Bank                                     | CUSIP: 04517PBZ4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |  15745000 | PA      | $15756966.20  | 0.58%             | 2028-06-20      | Floating      | 4.02%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV     | Asian Infrastructure Investment Bank/The                   | CUSIP: 04522KAG1<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |   5400000 | PA      | $5434560.00   | 0.20%             | 2027-08-16      | Floating      | 4.44%                 | No            |                  2 | On Loan: —       |
| ASIAN INFRASTRUCTURE INV     | Asian Infrastructure Investment Bank/The                   | CUSIP: 04522N2A7<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |   7500000 | PA      | $7502325.00   | 0.28%             | 2026-04-15      | Floating      | 4.20%                 | No            |                  2 | On Loan: —       |
| ATHENE GLOBAL FUNDING        | Athene Global Funding                                      | CUSIP: 04685A3U3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   3820000 | PA      | $3840513.40   | 0.14%             | 2027-03-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING        | Athene Global Funding                                      | CUSIP: 04685A3W9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1945000 | PA      | $1947197.85   | 0.07%             | 2026-05-08      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING        | Athene Global Funding                                      | CUSIP: 04685A4B4<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   3575000 | PA      | $3585510.50   | 0.13%             | 2026-08-27      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING        | Athene Global Funding                                      | CUSIP: 04685A4F5<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   3690000 | PA      | $3697675.20   | 0.14%             | 2027-01-07      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING        | Athene Global Funding                                      | CUSIP: 04685A4J7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   4750000 | PA      | $4755177.50   | 0.18%             | 2026-07-16      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING        | Athene Global Funding                                      | CUSIP: 04685A4M0<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   5100000 | PA      | $5104029.00   | 0.19%             | 2028-03-06      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING        | Athene Global Funding                                      | CUSIP: 04685A4T5<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   3250000 | PA      | $3257410.00   | 0.12%             | 2028-09-18      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP      | Australia & New Zealand Banking Group Ltd                  | CUSIP: 05252ADJ7<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   8409000 | PA      | $8451297.27   | 0.31%             | 2027-01-18      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP      | Australia & New Zealand Banking Group Ltd                  | CUSIP: 05252ADK4<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   9565000 | PA      | $9571982.45   | 0.35%             | 2026-03-18      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP      | Australia & New Zealand Banking Group Ltd                  | CUSIP: 05252ADL2<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |  11273000 | PA      | $11327448.59  | 0.42%             | 2027-07-16      | Floating      | 4.64%                 | No            |                  2 | On Loan: —       |
| AUST & NZ BANKING GROUP      | Australia & New Zealand Banking Group Ltd                  | CUSIP: 05252ADM0<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   4350000 | PA      | $4367269.50   | 0.16%             | 2027-09-30      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP      | Australia & New Zealand Banking Group Ltd                  | CUSIP: 05252ADN8<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   6800000 | PA      | $6868748.00   | 0.25%             | 2029-12-16      | Floating      | 4.62%                 | No            |                  2 | On Loan: —       |
| AUST & NZ BANKING GROUP      | Australia & New Zealand Banking Group Ltd                  | CUSIP: 05252ADP3<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   3433000 | PA      | $3438252.49   | 0.13%             | 2026-12-16      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP      | Australia & New Zealand Banking Group Ltd                  | CUSIP: 05252ADS7<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   9200000 | PA      | $9235696.00   | 0.34%             | 2028-06-18      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP      | Australia & New Zealand Banking Group Ltd                  | CUSIP: 05252ADV0<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   7000000 | PA      | $7016660.00   | 0.26%             | 2028-12-08      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP      | Australia & New Zealand Banking Group Ltd                  | CUSIP: 05252ADW8<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   5000000 | PA      | $5010100.00   | 0.19%             | 2030-12-08      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC           | BMW US Capital LLC                                         | CUSIP: 05565ECL7<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   5060000 | PA      | $5061821.60   | 0.19%             | 2026-04-02      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC           | BMW US Capital LLC                                         | CUSIP: 05565ECN3<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   6800000 | PA      | $6816116.00   | 0.25%             | 2026-08-13      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC           | BMW US Capital LLC                                         | CUSIP: 05565ECT0<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   2830000 | PA      | $2844065.10   | 0.11%             | 2027-08-13      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC           | BMW US Capital LLC                                         | CUSIP: 05565ECV5<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   6360000 | PA      | $6382323.60   | 0.24%             | 2027-03-19      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC           | BMW US Capital LLC                                         | CUSIP: 05565ECX1<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   6060000 | PA      | $6087451.80   | 0.23%             | 2028-03-21      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC           | BMW US Capital LLC                                         | CUSIP: 05565EDE2<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   4450000 | PA      | $4460057.00   | 0.17%             | 2027-08-11      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| BPCE SA                      | BPCE SA                                                    | CUSIP: 05571AAP0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   2985000 | PA      | $3015954.45   | 0.11%             | 2027-10-19      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                  | BNG Bank NV                                                | CUSIP: 05591F2L3<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |   5000000 | PA      | $5022334.10   | 0.19%             | 2026-08-05      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA           | Banco Santander SA                                         | CUSIP: 05964HBC8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   3725000 | PA      | $3751447.50   | 0.14%             | 2028-03-14      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA           | Banco Santander SA                                         | CUSIP: 05964HBE4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   5450000 | PA      | $5481446.50   | 0.20%             | 2028-07-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA           | Banco Santander SA                                         | CUSIP: 05971KAT6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   4000000 | PA      | $3996000.00   | 0.15%             | 2030-11-06      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP         | Bank of America Corp                                       | CUSIP: 06051GJV2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4224000 | PA      | $4233715.20   | 0.16%             | 2027-07-22      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP         | Bank of America Corp                                       | CUSIP: 06051GKH1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3765000 | PA      | $3784992.15   | 0.14%             | 2028-02-04      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP         | Bank of America Corp                                       | CUSIP: 06051GLX5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4107000 | PA      | $4130245.62   | 0.15%             | 2027-09-15      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP         | Bank of America Corp                                       | CUSIP: 06051GMN6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   8189000 | PA      | $8200710.27   | 0.30%             | 2029-01-24      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP         | Bank of America Corp                                       | CUSIP: 06051GMU0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   7070000 | PA      | $7117651.80   | 0.26%             | 2029-05-09      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL             | Bank of Montreal                                           | CUSIP: 06368FAD1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   3403000 | PA      | $3409669.88   | 0.13%             | 2026-09-15      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL             | Bank of Montreal                                           | CUSIP: 06368L3M6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   4150000 | PA      | $4168094.00   | 0.15%             | 2027-06-04      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL             | Bank of Montreal                                           | CUSIP: 06368L8M1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   5500000 | PA      | $5513640.00   | 0.20%             | 2027-09-10      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL             | Bank of Montreal                                           | CUSIP: 06368LC61<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   3525000 | PA      | $3551684.25   | 0.13%             | 2026-12-11      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL             | Bank of Montreal                                           | CUSIP: 06368LNU6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   2596000 | PA      | $2605994.60   | 0.10%             | 2026-06-05      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL             | Bank of Montreal                                           | CUSIP: 06368MJH8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   3331000 | PA      | $3336129.74   | 0.12%             | 2029-01-27      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL             | Bank of Montreal                                           | CUSIP: 06368MXW9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   4000000 | PA      | $4002760.00   | 0.15%             | 2028-09-22      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON      | Bank of New York Mellon/The                                | CUSIP: 06405LAG6<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |   4336000 | PA      | $4340379.36   | 0.16%             | 2027-04-20      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP       | Bank of New York Mellon Corp/The                           | CUSIP: 06406RBY2<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   2650000 | PA      | $2656890.00   | 0.10%             | 2028-07-21      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP       | Bank of New York Mellon Corp/The                           | CUSIP: 06406RCD7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   4972000 | PA      | $4978563.04   | 0.18%             | 2028-06-09      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW ZEALAND          | Bank of New Zealand                                        | CUSIP: 06407EAD7<br>LEI: N7LGVZM7X4UQ66T7LT74 | Long             | DBT              | CORP              | NZ        |   3325000 | PA      | $3333013.25   | 0.12%             | 2027-01-27      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA          | Bank of Nova Scotia/The                                    | CUSIP: 0641598M1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   2344000 | PA      | $2348289.52   | 0.09%             | 2026-09-15      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA          | Bank of Nova Scotia/The                                    | CUSIP: 06418GAG2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   3606000 | PA      | $3619774.92   | 0.13%             | 2027-06-04      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA          | Bank of Nova Scotia/The                                    | CUSIP: 06418GAJ6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   2429000 | PA      | $2447751.88   | 0.09%             | 2029-08-01      | Floating      | 4.94%                 | No            |                  2 | On Loan: —       |
| BANK OF NOVA SCOTIA          | Bank of Nova Scotia/The                                    | CUSIP: 06418GAM9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   6220000 | PA      | $6246372.80   | 0.23%             | 2028-09-08      | Floating      | 4.74%                 | No            |                  2 | On Loan: —       |
| BANK OF NOVA SCOTIA          | Bank of Nova Scotia/The                                    | CUSIP: 06418GAR8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   2975000 | PA      | $2978897.25   | 0.11%             | 2029-02-14      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA          | Bank of Nova Scotia/The                                    | CUSIP: 06418GAT4<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   7635000 | PA      | $7636985.10   | 0.28%             | 2028-09-15      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA           | Bank of America NA                                         | CUSIP: 06428CAB0<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DBT              | CORP              | US        |   3657000 | PA      | $3672542.25   | 0.14%             | 2026-08-18      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL       | Banque Federative du Credit Mutuel SA                      | CUSIP: 06675DCG5<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   2085000 | PA      | $2095883.70   | 0.08%             | 2026-07-13      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL       | Banque Federative du Credit Mutuel SA                      | CUSIP: 06675DCH3<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   1280000 | PA      | $1287974.40   | 0.05%             | 2027-01-23      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL       | Banque Federative du Credit Mutuel SA                      | CUSIP: 06675DCL4<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   6459000 | PA      | $6504923.49   | 0.24%             | 2028-02-16      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL       | Banque Federative du Credit Mutuel SA                      | CUSIP: 06675DCP5<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   3380000 | PA      | $3400584.20   | 0.13%             | 2030-01-22      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL       | Banque Federative du Credit Mutuel SA                      | CUSIP: 06675DCQ3<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   5250000 | PA      | $5273992.50   | 0.20%             | 2028-10-16      | Floating      | 4.94%                 | No            |                  2 | On Loan: —       |
| BARCLAYS PLC                 | Barclays PLC                                               | CUSIP: 06738ECM5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2625000 | PA      | $2646945.00   | 0.10%             | 2027-09-13      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                 | Barclays PLC                                               | CUSIP: 06738ECQ6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   4890000 | PA      | $4942909.80   | 0.18%             | 2028-03-12      | Floating      | 5.22%                 | No            |                  2 | On Loan: —       |
| BARCLAYS PLC                 | Barclays PLC                                               | CUSIP: 06738EDF9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   4125000 | PA      | $4143356.25   | 0.15%             | 2029-11-11      | Floating      | 4.90%                 | No            |                  2 | On Loan: —       |
| BNP PARIBAS                  | BNP Paribas SA                                             | CUSIP: 09659W3B8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   3862000 | PA      | $3902164.80   | 0.14%             | 2029-05-09      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO      | Bristol-Myers Squibb Co                                    | CUSIP: 110122EM6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   4007000 | PA      | $4008562.73   | 0.15%             | 2026-02-20      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK       | Canadian Imperial Bank of Commerce                         | CUSIP: 13607L8D8<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   5769000 | PA      | $5809094.55   | 0.21%             | 2027-06-28      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK       | Canadian Imperial Bank of Commerce                         | CUSIP: 13607LWU3<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   3136000 | PA      | $3157168.00   | 0.12%             | 2026-10-02      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK       | Canadian Imperial Bank of Commerce                         | CUSIP: 13607PHU1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   4500000 | PA      | $4512690.00   | 0.17%             | 2027-09-11      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK       | Canadian Imperial Bank of Commerce                         | CUSIP: 13607PJ21<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   2150000 | PA      | $2159374.00   | 0.08%             | 2029-03-30      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK       | Canadian Imperial Bank of Commerce                         | CUSIP: 13607PVR2<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   4075000 | PA      | $4079645.50   | 0.15%             | 2028-01-13      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK       | Canadian Imperial Bank of Commerce                         | CUSIP: 13607QFC1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   5500000 | PA      | $5507260.00   | 0.20%             | 2028-09-08      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                  | Cargill Inc                                                | CUSIP: 141781CC6<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |   2635000 | PA      | $2637793.10   | 0.10%             | 2028-02-11      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE     | Caterpillar Financial Services Corp                        | CUSIP: 14913UAK6<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   3443000 | PA      | $3443413.16   | 0.13%             | 2026-02-27      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE     | Caterpillar Financial Services Corp                        | CUSIP: 14913UAM2<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   2951000 | PA      | $2958790.64   | 0.11%             | 2027-05-14      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE     | Caterpillar Financial Services Corp                        | CUSIP: 14913UAP5<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   5059000 | PA      | $5077768.89   | 0.19%             | 2026-10-16      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE     | Caterpillar Financial Services Corp                        | CUSIP: 14913UAT7<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   5200000 | PA      | $5224232.00   | 0.19%             | 2027-11-15      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE     | Caterpillar Financial Services Corp                        | CUSIP: 14913UAW0<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   2720000 | PA      | $2723590.40   | 0.10%             | 2027-01-07      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE     | Caterpillar Financial Services Corp                        | CUSIP: 14913UAZ3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   5634000 | PA      | $5639915.70   | 0.21%             | 2028-03-03      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE     | Caterpillar Financial Services Corp                        | CUSIP: 14913UBA7<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    360000 | PA      | $361332.00    | 0.01%             | 2027-07-07      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE     | Caterpillar Financial Services Corp                        | CUSIP: 14913UBC3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   7080000 | PA      | $7119577.20   | 0.26%             | 2028-08-15      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE     | Caterpillar Financial Services Corp                        | CUSIP: 14913UBE9<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   5900000 | PA      | $5915281.00   | 0.22%             | 2028-11-14      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC              | Chevron USA Inc                                            | CUSIP: 166756BA3<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |   5861000 | PA      | $5868267.64   | 0.22%             | 2027-02-26      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC              | Chevron USA Inc                                            | CUSIP: 166756BC9<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |   4556000 | PA      | $4565704.28   | 0.17%             | 2028-02-26      | Floating      | 4.25%                 | No            |                  2 | On Loan: —       |
| CHEVRON USA INC              | Chevron USA Inc                                            | CUSIP: 166756BM7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |   4690000 | PA      | $4727097.90   | 0.17%             | 2028-08-13      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC              | Chevron USA Inc                                            | CUSIP: 166756BN5<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |   5250000 | PA      | $5254830.00   | 0.19%             | 2030-10-15      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                | Citigroup Inc                                              | CUSIP: 172967MZ1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   5013000 | PA      | $5019115.86   | 0.19%             | 2027-06-09      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                | Citigroup Inc                                              | CUSIP: 172967NH0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   5604000 | PA      | $5644572.96   | 0.21%             | 2028-02-24      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                | Citigroup Inc                                              | CUSIP: 172967PY1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   7398000 | PA      | $7441870.14   | 0.28%             | 2028-05-07      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                  | Citibank NA                                                | CUSIP: 17325FBD9<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4524570.00   | 0.17%             | 2026-12-04      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                  | Citibank NA                                                | CUSIP: 17325FBE7<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   4425000 | PA      | $4427964.75   | 0.16%             | 2026-04-30      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                  | Citibank NA                                                | CUSIP: 17325FBH0<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   8635000 | PA      | $8650543.00   | 0.32%             | 2026-08-06      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                  | Citibank NA                                                | CUSIP: 17325FBM9<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   7648000 | PA      | $7660848.64   | 0.28%             | 2027-11-19      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                  | Citibank NA                                                | CUSIP: 17325FBQ0<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |  11500000 | PA      | $11545310.00  | 0.43%             | 2027-05-29      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                  | Citibank NA                                                | CUSIP: 17325FBR8<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   3691000 | PA      | $3730087.69   | 0.14%             | 2030-05-29      | Floating      | 4.88%                 | No            |                  2 | On Loan: —       |
| CITIGROUP INC                | Citigroup Inc                                              | CUSIP: 17327CAX1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   7701000 | PA      | $7702463.19   | 0.28%             | 2029-03-04      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST       | Commonwealth Bank of Australia                             | CUSIP: 2027A0KE8<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   3837000 | PA      | $3841834.62   | 0.14%             | 2026-06-15      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST       | Commonwealth Bank of Australia                             | CUSIP: 2027A0KL2<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   2235000 | PA      | $2252053.05   | 0.08%             | 2027-03-14      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST       | Commonwealth Bank of Australia                             | CUSIP: 2027A0KQ1<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   3191000 | PA      | $3194286.73   | 0.12%             | 2026-03-13      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST       | Commonwealth Bank of Australia                             | CUSIP: 2027A0KV0<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   6600000 | PA      | $6609768.00   | 0.24%             | 2026-11-27      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST       | Commonwealth Bank of Australia                             | CUSIP: 2027A0KW8<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   9601000 | PA      | $9645356.62   | 0.36%             | 2028-03-14      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST       | Commonwealth Bank of Australia                             | CUSIP: 2027A0KY4<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |  13250000 | PA      | $13357192.50  | 0.49%             | 2030-03-14      | Floating      | 4.58%                 | No            |                  2 | On Loan: —       |
| COMMONWEALTH BANK AUST       | Commonwealth Bank of Australia                             | CUSIP: 2027A0KZ1<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   7800000 | PA      | $7847970.00   | 0.29%             | 2030-10-01      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC      | Consolidated Edison Co of New York Inc                     | CUSIP: 209111GL1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   3359000 | PA      | $3364172.86   | 0.12%             | 2027-11-18      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY      | Cooperatieve Rabobank UA/NY                                | CUSIP: 21688AAZ5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   4475000 | PA      | $4495674.50   | 0.17%             | 2026-10-05      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY      | Cooperatieve Rabobank UA/NY                                | CUSIP: 21688ABE1<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   6780000 | PA      | $6809493.00   | 0.25%             | 2027-03-05      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY      | Cooperatieve Rabobank UA/NY                                | CUSIP: 21688ABG6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   6450000 | PA      | $6463674.00   | 0.24%             | 2026-08-28      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY      | Cooperatieve Rabobank UA/NY                                | CUSIP: 21688ABJ0<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   3040000 | PA      | $3061523.20   | 0.11%             | 2029-10-17      | Floating      | 4.83%                 | No            |                  2 | On Loan: —       |
| COOPERAT RABOBANK UA/NY      | Cooperatieve Rabobank UA/NY                                | CUSIP: 21688ABL5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   2800000 | PA      | $2809660.00   | 0.10%             | 2028-01-21      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY      | Cooperatieve Rabobank UA/NY                                | CUSIP: 21688ABN1<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   3800000 | PA      | $3806042.00   | 0.14%             | 2027-05-27      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY      | Cooperatieve Rabobank UA/NY                                | CUSIP: 21688ABQ4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   4800000 | PA      | $4811232.00   | 0.18%             | 2028-10-17      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC            | CPPIB Capital Inc                                          | CUSIP: 22411VAS7<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |  18150000 | PA      | $18189232.13  | 0.67%             | 2026-03-11      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA           | Credit Agricole SA                                         | CUSIP: 22534PAF0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   4600000 | PA      | $4620884.00   | 0.17%             | 2026-07-05      | Floating      | 5.30%                 | No            |                  2 | On Loan: —       |
| CREDIT AGRICOLE SA           | Credit Agricole SA                                         | CUSIP: 22534PAJ2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   4914000 | PA      | $4933999.98   | 0.18%             | 2027-03-11      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA           | Credit Agricole SA                                         | CUSIP: 22535WAM9<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   4250000 | PA      | $4274820.00   | 0.16%             | 2028-09-11      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA           | Credit Agricole SA                                         | CUSIP: 22535WAQ0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   4556000 | PA      | $4573813.96   | 0.17%             | 2029-01-09      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                 | UBS Group AG                                               | CUSIP: 225401BL1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  11350000 | PA      | $11328889.00  | 0.42%             | 2029-12-23      | Floating      | 4.57%                 | No            |                  2 | On Loan: —       |
| DNB BANK ASA                 | DNB Bank ASA                                               | CUSIP: 23341CAG8<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |   3000000 | PA      | $3038850.00   | 0.11%             | 2030-11-05      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA       | Daimler Truck Finance North America LLC                    | CUSIP: 233853AX8<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2905916.00   | 0.11%             | 2027-09-25      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA       | Daimler Truck Finance North America LLC                    | CUSIP: 233853BB5<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   2625000 | PA      | $2621613.75   | 0.10%             | 2028-01-13      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| DBS GROUP HOLDINGS LTD       | DBS Group Holdings Ltd                                     | CUSIP: 24023KAM0<br>LEI: 5493007FKT78NKPM5V55 | Long             | DBT              | CORP              | SG        |   9215000 | PA      | $9241354.90   | 0.34%             | 2028-03-21      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| DBS GROUP HOLDINGS LTD       | DBS Group Holdings Ltd                                     | CUSIP: 24023KAP3<br>LEI: 5493007FKT78NKPM5V55 | Long             | DBT              | CORP              | SG        |   4125000 | PA      | $4134611.25   | 0.15%             | 2030-03-21      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP      | John Deere Capital Corp                                    | CUSIP: 24422EWU9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   2120000 | PA      | $2119809.20   | 0.08%             | 2026-03-03      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP      | John Deere Capital Corp                                    | CUSIP: 24422EWY1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   2655000 | PA      | $2661026.85   | 0.10%             | 2026-06-08      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP      | John Deere Capital Corp                                    | CUSIP: 24422EXL8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   6131000 | PA      | $6133636.33   | 0.23%             | 2026-03-06      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP      | John Deere Capital Corp                                    | CUSIP: 24422EXQ7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   3093000 | PA      | $3105557.58   | 0.11%             | 2027-04-19      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP      | John Deere Capital Corp                                    | CUSIP: 24422EXS3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   3202000 | PA      | $3212598.62   | 0.12%             | 2027-06-11      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP      | John Deere Capital Corp                                    | CUSIP: 24422EXW4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   3408000 | PA      | $3425789.76   | 0.13%             | 2027-07-15      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP      | John Deere Capital Corp                                    | CUSIP: 24422EYA1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   4977000 | PA      | $4983569.64   | 0.18%             | 2028-03-06      | Floating      | 4.25%                 | No            |                  2 | On Loan: —       |
| JOHN DEERE CAPITAL CORP      | John Deere Capital Corp                                    | CUSIP: 24422EYB9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   5600000 | PA      | $5606496.00   | 0.21%             | 2027-01-05      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP      | John Deere Capital Corp                                    | CUSIP: 24422EYG8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3006330.00   | 0.11%             | 2028-09-11      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY             | Deutsche Bank AG/New York NY                               | CUSIP: 251526CN7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1850000 | PA      | $1856419.50   | 0.07%             | 2027-11-16      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY             | Deutsche Bank AG/New York NY                               | CUSIP: 25160PAP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   5200000 | PA      | $5225376.00   | 0.19%             | 2029-01-10      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL     | Equitable America Global Funding                           | CUSIP: 29446Q2D4<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |   3050000 | PA      | $3048932.50   | 0.11%             | 2027-09-15      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV      | European Bank for Reconstruction & Development             | CUSIP: 29874QEN0<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |  26580000 | PA      | $26585050.20  | 0.98%             | 2026-04-14      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV      | European Bank for Reconstruction & Development             | CUSIP: 29874QEU4<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |  18539000 | PA      | $18542522.41  | 0.69%             | 2029-02-16      | Floating      | 4.11%                 | No            |                  2 | On Loan: —       |
| EUROPEAN BK RECON & DEV      | European Bank for Reconstruction & Development             | CUSIP: 29875BAK2<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |  30815000 | PA      | $30865228.45  | 1.14%             | 2028-02-20      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV      | European Bank for Reconstruction & Development             | CUSIP: 29875BAM8<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |  19000000 | PA      | $19053580.00  | 0.70%             | 2030-07-22      | Floating      | 4.36%                 | No            |                  2 | On Loan: —       |
| EUROPEAN INVESTMENT BANK     | European Investment Bank                                   | CUSIP: 298785KD7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |  12225000 | PA      | $12237469.50  | 0.45%             | 2029-08-14      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK     | European Investment Bank                                   | CUSIP: 29878TFE9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   8400000 | PA      | $8547252.00   | 0.32%             | 2028-05-21      | Floating      | 4.79%                 | No            |                  2 | On Loan: —       |
| EXPORT-IMPORT BANK KOREA     | Export-Import Bank of Korea                                | CUSIP: 302154EF2<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |   4750000 | PA      | $4806282.51   | 0.18%             | 2029-09-11      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA     | Export-Import Bank of Korea                                | CUSIP: 302154EH8<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |   3850000 | PA      | $3852446.06   | 0.14%             | 2028-01-14      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA     | Export-Import Bank of Korea                                | CUSIP: 302154EN5<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |   4500000 | PA      | $4504163.72   | 0.17%             | 2028-09-22      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA     | Export Development Canada                                  | CUSIP: 30216BKG6<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |   9750000 | PA      | $9771110.51   | 0.36%             | 2028-08-01      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING           | F&G Global Funding                                         | CUSIP: 30321L2L5<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2516050.00   | 0.09%             | 2028-09-08      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS       | Federation des Caisses Desjardins du Quebec                | CUSIP: 31429KAN3<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |   5500000 | PA      | $5511660.00   | 0.20%             | 2027-01-27      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANK INC         | Fifth Third Bank NA                                        | CUSIP: 31677QBV0<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |   2760000 | PA      | $2763919.20   | 0.10%             | 2028-01-28      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC     | Ford Motor Credit Co LLC                                   | CUSIP: 345397F99<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   3299000 | PA      | $3306158.83   | 0.12%             | 2026-11-05      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC     | Ford Motor Credit Co LLC                                   | CUSIP: 345397G80<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   3650000 | PA      | $3670038.50   | 0.14%             | 2028-03-20      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO          | General Electric Co                                        | CUSIP: 36962GW75<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   9209000 | PA      | $9219129.90   | 0.34%             | 2026-05-05      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO       | General Motors Financial Co Inc                            | CUSIP: 37045XDQ6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   3398000 | PA      | $3401805.76   | 0.13%             | 2027-02-26      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO       | General Motors Financial Co Inc                            | CUSIP: 37045XES1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   3990000 | PA      | $4010708.10   | 0.15%             | 2027-05-08      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO       | General Motors Financial Co Inc                            | CUSIP: 37045XEW2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   3243000 | PA      | $3245983.56   | 0.12%             | 2027-07-15      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO       | General Motors Financial Co Inc                            | CUSIP: 37045XFD3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2012000 | PA      | $2010913.52   | 0.07%             | 2030-01-07      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO       | General Motors Financial Co Inc                            | CUSIP: 37045XFF8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2203000 | PA      | $2206767.13   | 0.08%             | 2028-04-04      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO             | Georgia Power Co                                           | CUSIP: 373334KZ3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   3503000 | PA      | $3498936.52   | 0.13%             | 2026-09-15      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL      | GlaxoSmithKline Capital PLC                                | CUSIP: 377373AN5<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |   5379000 | PA      | $5392716.45   | 0.20%             | 2027-03-12      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC         | Glencore Funding LLC                                       | CUSIP: 378272BW7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   3128000 | PA      | $3141512.96   | 0.12%             | 2027-04-04      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC         | Glencore Funding LLC                                       | CUSIP: 378272BX5<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   4600000 | PA      | $4604830.00   | 0.17%             | 2026-10-01      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC      | Goldman Sachs Group Inc/The                                | CUSIP: 38141GC85<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3923000 | PA      | $3952971.72   | 0.15%             | 2028-04-23      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC      | Goldman Sachs Group Inc/The                                | CUSIP: 38141GD50<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3996400.00   | 0.15%             | 2029-10-21      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC      | Goldman Sachs Group Inc/The                                | CUSIP: 38141GVX9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   8836000 | PA      | $8937525.64   | 0.33%             | 2027-10-28      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC      | Goldman Sachs Group Inc/The                                | CUSIP: 38141GXX7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3397000 | PA      | $3399242.02   | 0.13%             | 2027-03-09      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC      | Goldman Sachs Group Inc/The                                | CUSIP: 38141GYH1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3393000 | PA      | $3398802.03   | 0.13%             | 2027-09-10      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC      | Goldman Sachs Group Inc/The                                | CUSIP: 38141GYR9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2663000 | PA      | $2670642.81   | 0.10%             | 2027-10-21      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC      | Goldman Sachs Group Inc/The                                | CUSIP: 38141GZL1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3097000 | PA      | $3113414.10   | 0.12%             | 2028-02-24      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC      | Goldman Sachs Group Inc/The                                | CUSIP: 38141GZS6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2784000 | PA      | $2823170.88   | 0.10%             | 2028-03-15      | Floating      | 5.57%                 | 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        |   7411000 | PA      | $7416558.25   | 0.27%             | 2027-03-18      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA       | Goldman Sachs Bank USA/New York NY                         | CUSIP: 38151LAH3<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |   7616000 | PA      | $7626510.08   | 0.28%             | 2027-05-21      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| HCA INC                      | HCA Inc                                                    | CUSIP: 404119CX5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2471000 | PA      | $2479055.46   | 0.09%             | 2028-03-01      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC            | HSBC Holdings PLC                                          | CUSIP: 404280DY2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   7105000 | PA      | $7149122.05   | 0.26%             | 2027-08-14      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC            | HSBC Holdings PLC                                          | CUSIP: 404280EK1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   5288000 | PA      | $5311214.32   | 0.20%             | 2028-11-19      | Floating      | 4.84%                 | No            |                  2 | On Loan: —       |
| HSBC HOLDINGS PLC            | HSBC Holdings PLC                                          | CUSIP: 404280EP0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2430000 | PA      | $2452040.10   | 0.09%             | 2030-11-19      | Floating      | 5.10%                 | No            |                  2 | On Loan: —       |
| HSBC HOLDINGS PLC            | HSBC Holdings PLC                                          | CUSIP: 404280ET2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   6920000 | PA      | $6940552.40   | 0.26%             | 2029-03-03      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| HSBC USA INC                 | HSBC USA Inc                                               | CUSIP: 40428HA51<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |   4580000 | PA      | $4604640.40   | 0.17%             | 2027-03-04      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| HSBC USA INC                 | HSBC USA Inc                                               | CUSIP: 40428HS29<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2619266.00   | 0.10%             | 2028-06-03      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO             | Hewlett Packard Enterprise Co                              | CUSIP: 42824CBY4<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   3106000 | PA      | $3114696.80   | 0.12%             | 2028-09-15      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK     | Huntington National Bank/The                               | CUSIP: 44644MAL5<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |   4303000 | PA      | $4299170.33   | 0.16%             | 2028-04-12      | Floating      | 4.69%                 | No            |                  2 | On Loan: —       |
| HYUNDAI CAPITAL AMERICA      | Hyundai Capital America                                    | CUSIP: 44891ACW5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   2868001 | PA      | $2889826.49   | 0.11%             | 2027-01-08      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA      | Hyundai Capital America                                    | CUSIP: 44891ACZ8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   3732000 | PA      | $3744950.04   | 0.14%             | 2027-03-19      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA      | Hyundai Capital America                                    | CUSIP: 44891ADE4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   6390000 | PA      | $6415240.50   | 0.24%             | 2027-06-24      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA      | Hyundai Capital America                                    | CUSIP: 44891ADJ3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   4050000 | PA      | $4062595.50   | 0.15%             | 2027-09-24      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA      | Hyundai Capital America                                    | CUSIP: 44891ADN4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   3580000 | PA      | $3584045.40   | 0.13%             | 2028-01-07      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA      | Hyundai Capital America                                    | CUSIP: 44891ADS3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   4100000 | PA      | $4110660.00   | 0.15%             | 2027-03-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: —       |
| HYUNDAI CAPITAL AMERICA      | Hyundai Capital America                                    | CUSIP: 44891ADT1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   4215000 | PA      | $4248172.05   | 0.16%             | 2030-03-27      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA      | Hyundai Capital America                                    | CUSIP: 44891ADY0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3015270.00   | 0.11%             | 2027-06-23      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA      | Hyundai Capital America                                    | CUSIP: 44891AEB9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   4250000 | PA      | $4271250.00   | 0.16%             | 2028-09-18      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA      | Hyundai Capital America                                    | CUSIP: 44891AEC7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3018060.00   | 0.11%             | 2030-09-18      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| INDUSTRIAL BANK OF KOREA     | Industrial Bank of Korea                                   | CUSIP: 45604GAR0<br>LEI: 988400RBIWE3YA18PK12 | Long             | DBT              | NUSS              | KR        |   3000000 | PA      | $3008750.58   | 0.11%             | 2027-09-30      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| INDUSTRIAL BANK OF KOREA     | Industrial Bank of Korea                                   | CUSIP: 45604HAR8<br>LEI: 988400RBIWE3YA18PK12 | Long             | DBT              | NUSS              | KR        |    125000 | PA      | $125364.61    | 0.00%             | 2027-09-30      | Floating      | 4.40%                 | Yes           |                  2 | On Loan: No      |
| INDUSTRIAL BANK OF KOREA     | Industrial Bank of Korea                                   | CUSIP: 45604HAT4<br>LEI: 988400RBIWE3YA18PK12 | Long             | DBT              | NUSS              | KR        |   4000000 | PA      | $4010540.00   | 0.15%             | 2028-06-24      | Floating      | 4.35%                 | Yes           |                  2 | On Loan: No      |
| ING GROEP NV                 | ING Groep NV                                               | CUSIP: 456837AX1<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   2913000 | PA      | $2916582.99   | 0.11%             | 2027-04-01      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                 | ING Groep NV                                               | CUSIP: 456837BJ1<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   4530000 | PA      | $4561030.50   | 0.17%             | 2027-09-11      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                 | ING Groep NV                                               | CUSIP: 456837BP7<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   7350000 | PA      | $7371315.00   | 0.27%             | 2029-03-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK      | Inter-American Development Bank                            | CUSIP: 4581X0DT2<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |  15120000 | PA      | $15121814.40  | 0.56%             | 2026-02-10      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK      | Inter-American Development Bank                            | CUSIP: 4581X0DU9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |  19168000 | PA      | $19177200.64  | 0.71%             | 2028-03-20      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK      | Inter-American Development Bank                            | CUSIP: 4581X0DY1<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |  17894000 | PA      | $17896505.16  | 0.66%             | 2026-09-16      | Floating      | 3.90%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK      | Inter-American Development Bank                            | CUSIP: 4581X0EC8<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |  17275000 | PA      | $17286228.75  | 0.64%             | 2029-02-15      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK      | Inter-American Development Bank                            | CUSIP: 4581X0ED6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |  15425000 | PA      | $15440887.75  | 0.57%             | 2027-04-12      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK      | Inter-American Development Bank                            | CUSIP: 4581X0EG9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |  17179000 | PA      | $17217996.33  | 0.64%             | 2027-10-04      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK      | Inter-American Development Bank                            | CUSIP: 4581X0EQ7<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |  17500000 | PA      | $17524150.00  | 0.65%             | 2029-08-01      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK      | Inter-American Development Bank                            | CUSIP: 4581X0ET1<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |  15975000 | PA      | $15996087.00  | 0.59%             | 2030-03-13      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK      | Inter-American Development Bank                            | CUSIP: 45828RAA3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |  18325000 | PA      | $18363299.25  | 0.68%             | 2028-10-05      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP      | International Bank for Reconstruction & Development        | CUSIP: 459058JF1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |  28941000 | PA      | $29044029.96  | 1.07%             | 2027-08-19      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP      | International Bank for Reconstruction & Development        | CUSIP: 459058KD4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |  20926000 | PA      | $20951529.72  | 0.78%             | 2028-11-22      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP      | International Bank for Reconstruction & Development        | CUSIP: 459058KG7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   9260000 | PA      | $9263148.40   | 0.34%             | 2026-06-15      | Floating      | 3.91%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP      | International Bank for Reconstruction & Development        | CUSIP: 459058KH5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |  15100000 | PA      | $15095772.00  | 0.56%             | 2029-01-24      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP      | International Bank for Reconstruction & Development        | CUSIP: 459058KK8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |  20700000 | PA      | $20724426.00  | 0.77%             | 2026-09-23      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP      | International Bank for Reconstruction & Development        | CUSIP: 459058KN2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |  22571000 | PA      | $22615690.58  | 0.84%             | 2027-01-12      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP      | International Bank for Reconstruction & Development        | CUSIP: 459058KX0<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |  14000000 | PA      | $14078400.00  | 0.52%             | 2030-10-04      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP      | International Bank for Reconstruction & Development        | CUSIP: 459058LD3<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |  13575000 | PA      | $13596448.50  | 0.50%             | 2027-02-23      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP      | International Bank for Reconstruction & Development        | CUSIP: 459058LG6<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |  15824000 | PA      | $15847577.76  | 0.59%             | 2028-05-15      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP      | International Bank for Reconstruction & Development        | CUSIP: 459058LH4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |  18400000 | PA      | $18425208.00  | 0.68%             | 2027-06-15      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP      | International Bank for Reconstruction & Development        | CUSIP: 459058LP6<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   9225000 | PA      | $9236256.71   | 0.34%             | 2027-11-18      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP            | International Finance Corp                                 | CUSIP: 45950KDB3<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |  11939000 | PA      | $11943894.99  | 0.44%             | 2026-03-16      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP            | International Finance Corp                                 | CUSIP: 45950KDJ6<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |  21677000 | PA      | $21710165.81  | 0.80%             | 2028-08-28      | Floating      | 4.10%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP            | International Finance Corp                                 | CUSIP: 45950KDL1<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |  10580000 | PA      | $10602429.60  | 0.39%             | 2029-08-28      | Floating      | 4.15%                 | No            |                  2 | On Loan: —       |
| INTL FINANCE CORP            | International Finance Corp                                 | CUSIP: 45950KDM9<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |   8325000 | PA      | $8334324.00   | 0.31%             | 2027-07-30      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP            | International Finance Corp                                 | CUSIP: 45950KDN7<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |   3500000 | PA      | $3505915.00   | 0.13%             | 2030-10-22      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO          | JPMorgan Chase & Co                                        | CUSIP: 46647PCF1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4806000 | PA      | $4813449.30   | 0.18%             | 2027-04-22      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO          | JPMorgan Chase & Co                                        | CUSIP: 46647PCQ7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4933000 | PA      | $4943112.65   | 0.18%             | 2027-09-22      | Floating      | 4.49%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE & CO          | JPMorgan Chase & Co                                        | CUSIP: 46647PCY0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   6843000 | PA      | $6893022.33   | 0.26%             | 2028-02-24      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO          | JPMorgan Chase & Co                                        | CUSIP: 46647PDZ6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5408000 | PA      | $5444720.32   | 0.20%             | 2028-01-23      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO          | JPMorgan Chase & Co                                        | CUSIP: 46647PEF9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   7733000 | PA      | $7765710.59   | 0.29%             | 2028-04-22      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO          | JPMorgan Chase & Co                                        | CUSIP: 46647PEM4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   7722000 | PA      | $7762617.72   | 0.29%             | 2028-07-22      | Floating      | 4.84%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE & CO          | JPMorgan Chase & Co                                        | CUSIP: 46647PEN2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4421000 | PA      | $4438595.58   | 0.16%             | 2028-10-22      | Floating      | 4.77%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE & CO          | JPMorgan Chase & Co                                        | CUSIP: 46647PET9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   9244000 | PA      | $9258420.64   | 0.34%             | 2029-01-24      | Floating      | 4.70%                 | No            |                  2 | On Loan: —       |
| JACKSON NATL LIFE GLOBAL     | Jackson National Life Global Funding                       | CUSIP: 46849CJN2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   3760000 | PA      | $3773611.20   | 0.14%             | 2028-01-14      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL     | Jackson National Life Global Funding                       | CUSIP: 46849CJR3<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   3850000 | PA      | $3865631.00   | 0.14%             | 2027-06-09      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL     | Jackson National Life Global Funding                       | CUSIP: 46849CJS1<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   3600000 | PA      | $3602592.00   | 0.13%             | 2028-09-12      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK NA      | JPMorgan Chase Bank NA                                     | CUSIP: 48125LRV6<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | DBT              | CORP              | US        |   5004000 | PA      | $5036576.04   | 0.19%             | 2026-12-08      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC         | Keurig Dr Pepper Inc                                       | CUSIP: 49271VAS9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   3813000 | PA      | $3813991.38   | 0.14%             | 2027-03-15      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC         | Keurig Dr Pepper Inc                                       | CUSIP: 49271VAY6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   4007000 | PA      | $4005437.27   | 0.15%             | 2026-11-15      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS            | Kommunalbanken AS                                          | CUSIP: 50047JAP3<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |  16700000 | PA      | $16737795.94  | 0.62%             | 2028-03-03      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS            | Kommunalbanken AS                                          | CUSIP: 50047JAR9<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |  16400000 | PA      | $16435946.01  | 0.61%             | 2029-04-09      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS            | Kommunalbanken AS                                          | CUSIP: 50048MDE7<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |  18150000 | PA      | $18212817.51  | 0.67%             | 2026-06-17      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK       | Korea Development Bank/The                                 | CUSIP: 500630DY1<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |   2850000 | PA      | $2856966.54   | 0.11%             | 2026-10-23      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK       | Korea Development Bank/The                                 | CUSIP: 500630EJ3<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |   8500000 | PA      | $8571934.65   | 0.32%             | 2030-02-03      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| LGENERGYSOLUTION             | LG Energy Solution Ltd                                     | CUSIP: 50205MAH2<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |   3000000 | PA      | $3054300.00   | 0.11%             | 2030-04-02      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO               | Eli Lilly & Co                                             | CUSIP: 532457DA3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   6307000 | PA      | $6339354.91   | 0.23%             | 2028-10-15      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC     | Lloyds Banking Group PLC                                   | CUSIP: 539439BB4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   6350000 | PA      | $6381559.50   | 0.24%             | 2028-11-26      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC     | Lloyds Banking Group PLC                                   | CUSIP: 539439BC2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   4350000 | PA      | $4364311.50   | 0.16%             | 2029-06-13      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC     | Lloyds Banking Group PLC                                   | CUSIP: 53944YAW3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   3725000 | PA      | $3748691.00   | 0.14%             | 2027-08-07      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC     | Lloyds Banking Group PLC                                   | CUSIP: 53944YAY9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   3065000 | PA      | $3094638.55   | 0.11%             | 2028-01-05      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD          | Macquarie Group Ltd                                        | CUSIP: 55607PAE5<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |   4928000 | PA      | $4939383.68   | 0.18%             | 2027-09-23      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD           | Macquarie Bank Ltd                                         | CUSIP: 55608PBN3<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   2564000 | PA      | $2573691.92   | 0.10%             | 2026-06-15      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD           | Macquarie Bank Ltd                                         | CUSIP: 55608PBS2<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   2307000 | PA      | $2322110.85   | 0.09%             | 2026-12-07      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD           | Macquarie Bank Ltd                                         | CUSIP: 55608PBU7<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   7085000 | PA      | $7132115.25   | 0.26%             | 2027-07-02      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD           | Macquarie Bank Ltd                                         | CUSIP: 55608PBY9<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   9250000 | PA      | $9292180.00   | 0.34%             | 2028-06-12      | Floating      | 4.51%                 | No            |                  2 | On Loan: —       |
| MARSH & MCLENNAN COS INC     | Marsh & McLennan Cos Inc                                   | CUSIP: 571748BZ4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2711907.00   | 0.10%             | 2027-11-08      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDIN     | MassMutual Global Funding II                               | CUSIP: 57629TBQ9<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |   5100000 | PA      | $5119278.00   | 0.19%             | 2026-07-10      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDIN     | MassMutual Global Funding II                               | CUSIP: 57629TBR7<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |   2804000 | PA      | $2813365.36   | 0.10%             | 2027-01-29      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDIN     | MassMutual Global Funding II                               | CUSIP: 57629TBS5<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |   2654000 | PA      | $2663527.86   | 0.10%             | 2027-04-09      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC               | Mastercard Inc                                             | CUSIP: 57636QBE3<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2906119.00   | 0.11%             | 2028-03-15      | Floating      | 4.16%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA         | Mercedes-Benz Finance North America LLC                    | CUSIP: 58769JAV9<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   5977000 | PA      | $5985248.26   | 0.22%             | 2026-07-31      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA         | Mercedes-Benz Finance North America LLC                    | CUSIP: 58769JAY3<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   5050000 | PA      | $5064544.00   | 0.19%             | 2027-11-15      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA         | Mercedes-Benz Finance North America LLC                    | CUSIP: 58769JBD8<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   5715000 | PA      | $5730259.05   | 0.21%             | 2027-04-01      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA         | Mercedes-Benz Finance North America LLC                    | CUSIP: 58769JBF3<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   4025000 | PA      | $4036833.50   | 0.15%             | 2028-03-31      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC               | Merck & Co Inc                                             | CUSIP: 58933YBU8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   4275000 | PA      | $4297999.50   | 0.16%             | 2027-09-15      | Floating      | 4.18%                 | No            |                  2 | On Loan: —       |
| MERCK & CO INC               | Merck & Co Inc                                             | CUSIP: 58933YBV6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4508730.00   | 0.17%             | 2029-03-15      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP         | Bank of America Corp                                       | CUSIP: 59022CAA1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3132000 | PA      | $3140425.08   | 0.12%             | 2026-09-15      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I      | Metropolitan Life Global Funding I                         | CUSIP: 592179KM6<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   5270000 | PA      | $5287285.60   | 0.20%             | 2027-06-11      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I      | Metropolitan Life Global Funding I                         | CUSIP: 592179KS3<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   3750000 | PA      | $3753787.50   | 0.14%             | 2028-08-25      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI CORP              | Mitsubishi Corp                                            | CUSIP: 606769AQ0<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | DBT              | CORP              | JP        |   3400000 | PA      | $3402618.00   | 0.13%             | 2028-09-09      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA       | Morgan Stanley Bank NA                                     | CUSIP: 61690DK64<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   5925000 | PA      | $5946093.00   | 0.22%             | 2029-01-12      | Floating      | 4.87%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY BANK NA       | Morgan Stanley Bank NA                                     | CUSIP: 61690U7X2<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1027466.40   | 0.04%             | 2026-10-30      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA       | Morgan Stanley Bank NA                                     | CUSIP: 61690U7Z7<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   4370000 | PA      | $4394690.50   | 0.16%             | 2028-01-14      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA       | Morgan Stanley Bank NA                                     | CUSIP: 61690U8C7<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   6750000 | PA      | $6768292.50   | 0.25%             | 2028-05-26      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA       | Morgan Stanley Bank NA                                     | CUSIP: 61690U8D5<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10040900.00  | 0.37%             | 2028-07-14      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA       | Morgan Stanley Bank NA                                     | CUSIP: 61690U8F0<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   8375000 | PA      | $8390158.75   | 0.31%             | 2027-10-15      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY               | Morgan Stanley                                             | CUSIP: 61747YFN0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   9596000 | PA      | $9636495.12   | 0.36%             | 2028-04-13      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY               | Morgan Stanley                                             | CUSIP: 61747YFW0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2384000 | PA      | $2413394.72   | 0.09%             | 2029-04-12      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY               | Morgan Stanley                                             | CUSIP: 61748UAJ1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4150000 | PA      | $4158590.50   | 0.15%             | 2029-10-18      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK      | Morgan Stanley Private Bank NA                             | CUSIP: 61776NVF7<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   9458000 | PA      | $9472659.90   | 0.35%             | 2028-07-06      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK      | Morgan Stanley Private Bank NA                             | CUSIP: 61776NZT3<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5004850.00   | 0.19%             | 2028-11-17      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| KUNTARAHOITUS OYJ            | Kuntarahoitus Oyj                                          | CUSIP: 62628PAH9<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |   3000000 | PA      | $3056921.31   | 0.11%             | 2029-02-02      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP             | NTT Finance Corp                                           | CUSIP: 62954WAR6<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   3200000 | PA      | $3232352.00   | 0.12%             | 2028-07-16      | Floating      | 5.06%                 | No            |                  2 | On Loan: —       |
| NTT FINANCE CORP             | NTT Finance Corp                                           | CUSIP: 62954WAT2<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   5800000 | PA      | $5892220.00   | 0.22%             | 2030-07-16      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK      | National Australia Bank Ltd                                | CUSIP: 632525BQ3<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |  11400000 | PA      | $11446398.00  | 0.42%             | 2027-06-11      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK      | National Australia Bank Ltd                                | CUSIP: 632525BW0<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   5550000 | PA      | $5570146.50   | 0.21%             | 2027-10-26      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK      | National Australia Bank Ltd                                | CUSIP: 632525CC3<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   6500000 | PA      | $6547320.00   | 0.24%             | 2030-01-14      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK      | National Australia Bank Ltd                                | CUSIP: 632525CG4<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    650000 | PA      | $649935.00    | 0.02%             | 2028-03-06      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK      | National Australia Bank Ltd                                | CUSIP: 632525CL3<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   7350000 | PA      | $7383222.00   | 0.27%             | 2028-06-13      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK      | National Australia Bank Ltd                                | CUSIP: 6325C0EC1<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   4617000 | PA      | $4632697.80   | 0.17%             | 2027-01-12      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA      | National Bank of Canada                                    | CUSIP: 63307A2Z7<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   3250000 | PA      | $3257572.50   | 0.12%             | 2027-07-02      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP     | National Rural Utilities Cooperative Finance Corp          | CUSIP: 63743HFQ0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   2810000 | PA      | $2820200.30   | 0.10%             | 2027-02-05      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP     | National Rural Utilities Cooperative Finance Corp          | CUSIP: 63743HFU1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2716146.00   | 0.10%             | 2027-09-16      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| NATIONAL SECS CLEARING       | National Securities Clearing Corp                          | CUSIP: 637639AP0<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |   3750000 | PA      | $3761850.00   | 0.14%             | 2027-05-20      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY      | Nationwide Building Society                                | CUSIP: 63861VAG2<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   2486000 | PA      | $2501860.68   | 0.09%             | 2028-02-16      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY      | Nationwide Building Society                                | CUSIP: 63861VAL1<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   2950000 | PA      | $2956106.50   | 0.11%             | 2029-07-14      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY      | Nationwide Building Society                                | CUSIP: 63861VAQ0<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   2150000 | PA      | $2147742.50   | 0.08%             | 2030-09-30      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC            | NatWest Group PLC                                          | CUSIP: 639057AM0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   3338000 | PA      | $3359062.78   | 0.12%             | 2028-03-01      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC            | NatWest Group PLC                                          | CUSIP: 639057AR9<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   3718000 | PA      | $3751982.52   | 0.14%             | 2028-11-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC            | NatWest Group PLC                                          | CUSIP: 639057AU2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   2500000 | PA      | $2509750.00   | 0.09%             | 2029-05-23      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC          | NatWest Markets PLC                                        | CUSIP: 63906YAE8<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   1235000 | PA      | $1238383.90   | 0.05%             | 2026-09-29      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC          | NatWest Markets PLC                                        | CUSIP: 63906YAK4<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   4335000 | PA      | $4356935.10   | 0.16%             | 2027-05-17      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC          | NatWest Markets PLC                                        | CUSIP: 63906YAL2<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   5023000 | PA      | $5064037.91   | 0.19%             | 2029-05-17      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC          | NatWest Markets PLC                                        | CUSIP: 63906YAN8<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   5400000 | PA      | $5425704.00   | 0.20%             | 2028-03-21      | Floating      | 4.68%                 | No            |                  2 | On Loan: —       |
| NATWEST MARKETS PLC          | NatWest Markets PLC                                        | CUSIP: 63906YAQ1<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   3651000 | PA      | $3687290.94   | 0.14%             | 2030-03-21      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC          | NatWest Markets PLC                                        | CUSIP: 63906YAR9<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   4000000 | PA      | $4002680.00   | 0.15%             | 2028-11-06      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG     | New York Life Global Funding                               | CUSIP: 64952WEE9<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   7440000 | PA      | $7446696.00   | 0.28%             | 2026-06-09      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG     | New York Life Global Funding                               | CUSIP: 64953BBA5<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   3434000 | PA      | $3439734.78   | 0.13%             | 2026-04-02      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG     | New York Life Global Funding                               | CUSIP: 64953BBL1<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   6753000 | PA      | $6775082.31   | 0.25%             | 2027-04-02      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG     | New York Life Global Funding                               | CUSIP: 64953BBQ0<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    750000 | PA      | $751170.00    | 0.03%             | 2026-08-28      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG     | New York Life Global Funding                               | CUSIP: 64953BBU1<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   3301000 | PA      | $3301825.25   | 0.12%             | 2027-02-05      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG     | New York Life Global Funding                               | CUSIP: 64953BBV9<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   7001000 | PA      | $7056167.88   | 0.26%             | 2028-04-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG     | New York Life Global Funding                               | CUSIP: 64953BCA4<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   3750000 | PA      | $3752925.00   | 0.14%             | 2028-07-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL       | NextEra Energy Capital Holdings Inc                        | CUSIP: 65339KDH0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   4693000 | PA      | $4709284.71   | 0.17%             | 2028-02-04      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC          | Nomura Holdings Inc                                        | CUSIP: 65535HBQ1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   4250000 | PA      | $4278050.00   | 0.16%             | 2027-07-02      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP              | Nordea Bank Abp                                            | CUSIP: 65558RAF6<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   5301000 | PA      | $5322310.02   | 0.20%             | 2027-03-19      | Floating      | 4.46%                 | No            |                  2 | On Loan: —       |
| NORDEA BANK ABP              | Nordea Bank Abp                                            | CUSIP: 65558RAH2<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   2250000 | PA      | $2277900.00   | 0.08%             | 2029-09-10      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP              | Nordea Bank Abp                                            | CUSIP: 65558RAM1<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   3500000 | PA      | $3517010.00   | 0.13%             | 2028-03-17      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP              | Nordea Bank Abp                                            | CUSIP: 65558RAP4<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   3550000 | PA      | $3555431.50   | 0.13%             | 2030-08-28      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| NORDIC INVESTMENT BANK       | Nordic Investment Bank                                     | CUSIP: 65562QBR5<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |  12350000 | PA      | $12389026.00  | 0.46%             | 2026-05-12      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| NORDIC INVESTMENT BANK       | Nordic Investment Bank                                     | CUSIP: 65562YAL2<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |   6300000 | PA      | $6308568.00   | 0.23%             | 2027-10-04      | Floating      | 4.02%                 | No            |                  2 | On Loan: —       |
| NORTHWESTERN MUTUAL GLBL     | Northwestern Mutual Global Funding                         | CUSIP: 66815L2Y4<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2752420.00   | 0.10%             | 2028-08-25      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP        | Novartis Capital Corp                                      | CUSIP: 66989HBD9<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   7250000 | PA      | $7276172.50   | 0.27%             | 2028-11-05      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                  | Oracle Corp                                                | CUSIP: 68389XCX1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   4772000 | PA      | $4706289.56   | 0.17%             | 2028-08-03      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                  | PNC Bank NA                                                | CUSIP: 69353RFW3<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   4367000 | PA      | $4371279.66   | 0.16%             | 2027-01-15      | Floating      | 4.46%                 | No            |                  2 | On Loan: —       |
| PNC BANK NA                  | PNC Bank NA                                                | CUSIP: 69353RGA0<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   3025000 | PA      | $3026452.00   | 0.11%             | 2028-07-21      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GF II           | Pacific Life Global Funding II                             | CUSIP: 6944PL2G3<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |   2536000 | PA      | $2539296.80   | 0.09%             | 2026-06-04      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GF II           | Pacific Life Global Funding II                             | CUSIP: 6944PL2V0<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |   4235000 | PA      | $4251431.80   | 0.16%             | 2026-07-28      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GF II           | Pacific Life Global Funding II                             | CUSIP: 6944PL3A5<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |   5675000 | PA      | $5702353.50   | 0.21%             | 2027-02-05      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GF II           | Pacific Life Global Funding II                             | CUSIP: 6944PL3D9<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3502905.00   | 0.13%             | 2027-12-20      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GF II           | Pacific Life Global Funding II                             | CUSIP: 6944PL3E7<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2500050.00   | 0.09%             | 2028-01-27      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GF II           | Pacific Life Global Funding II                             | CUSIP: 6944PL3G2<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |   5649000 | PA      | $5655100.92   | 0.21%             | 2027-02-04      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GF II           | Pacific Life Global Funding II                             | CUSIP: 6944PL3K3<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2809352.00   | 0.10%             | 2028-07-10      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC          | PayPal Holdings Inc                                        | CUSIP: 70450YAR4<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |   4454000 | PA      | $4467362.00   | 0.17%             | 2028-03-06      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                  | PepsiCo Inc                                                | CUSIP: 713448FP8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   3893000 | PA      | $3893116.79   | 0.14%             | 2026-02-13      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| PEPSICO SINGAPORE FIN        | Pepsico Singapore Financing I Pte Ltd                      | CUSIP: 713466AE0<br>LEI: 254900DOMTCMUFROFJ76 | Long             | DBT              | CORP              | SG        |   1275000 | PA      | $1278302.25   | 0.05%             | 2027-02-16      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                   | Pfizer Inc                                                 | CUSIP: 717081FC2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   4700000 | PA      | $4712502.00   | 0.17%             | 2027-11-15      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC       | Philip Morris International Inc                            | CUSIP: 718172DS5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   3078000 | PA      | $3092712.84   | 0.11%             | 2028-04-28      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC       | Philip Morris International Inc                            | CUSIP: 718172EB1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   3350000 | PA      | $3351876.00   | 0.12%             | 2028-10-27      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL        | Pinnacle West Capital Corp                                 | CUSIP: 723484AL5<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |   3041000 | PA      | $3042429.27   | 0.11%             | 2026-06-10      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II     | Principal Life Global Funding II                           | CUSIP: 7425APAC9<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |   2920000 | PA      | $2922160.80   | 0.11%             | 2028-08-18      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL       | Protective Life Global Funding                             | CUSIP: 743672AE7<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |   2475000 | PA      | $2477103.75   | 0.09%             | 2026-04-10      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL       | Protective Life Global Funding                             | CUSIP: 743672AJ6<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |   7900000 | PA      | $7909480.00   | 0.29%             | 2028-09-11      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO         | Public Storage Operating Co                                | CUSIP: 74464AAA9<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |   6276000 | PA      | $6292945.20   | 0.23%             | 2027-04-16      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC        | Rio Tinto Finance USA PLC                                  | CUSIP: 76720AAY2<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   3944000 | PA      | $3973580.00   | 0.15%             | 2028-03-14      | Floating      | 4.56%                 | No            |                  2 | On Loan: —       |
| ROCHE HOLDINGS INC           | Roche Holdings Inc                                         | CUSIP: 771196CD2<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |   3125000 | PA      | $3140781.25   | 0.12%             | 2026-11-13      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA         | Royal Bank of Canada                                       | CUSIP: 78016EYD3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   3012000 | PA      | $3017451.72   | 0.11%             | 2026-11-02      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA         | Royal Bank of Canada                                       | CUSIP: 78016EYZ4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   4531000 | PA      | $4546042.92   | 0.17%             | 2027-01-21      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA         | Royal Bank of Canada                                       | CUSIP: 78016EZR1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   2208000 | PA      | $2210097.60   | 0.08%             | 2026-04-27      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA         | Royal Bank of Canada                                       | CUSIP: 78016HZR4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   2696000 | PA      | $2706784.00   | 0.10%             | 2026-07-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA         | Royal Bank of Canada                                       | CUSIP: 78016HZU7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   6341000 | PA      | $6377904.62   | 0.24%             | 2027-01-19      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA         | Royal Bank of Canada                                       | CUSIP: 78016HZY9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   7640000 | PA      | $7656502.40   | 0.28%             | 2027-07-23      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA         | Royal Bank of Canada                                       | CUSIP: 78017DAB4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   7283000 | PA      | $7294142.99   | 0.27%             | 2029-01-24      | Floating      | 4.73%                 | No            |                  2 | On Loan: —       |
| ROYAL BANK OF CANADA         | Royal Bank of Canada                                       | CUSIP: 78017DAE8<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1000600.00   | 0.04%             | 2026-08-03      | Floating      | 4.31%                 | No            |                  2 | On Loan: —       |
| ROYAL BANK OF CANADA         | Royal Bank of Canada                                       | CUSIP: 78017DAG3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   7635000 | PA      | $7657065.15   | 0.28%             | 2028-03-27      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA         | Royal Bank of Canada                                       | CUSIP: 78017DAL2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   4500000 | PA      | $4506030.00   | 0.17%             | 2029-08-06      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA         | Royal Bank of Canada                                       | CUSIP: 78017DAP3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   6100000 | PA      | $6102074.00   | 0.23%             | 2028-11-03      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA         | Royal Bank of Canada                                       | CUSIP: 78017FZR7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   8535000 | PA      | $8553691.65   | 0.32%             | 2027-10-18      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA         | Royal Bank of Canada                                       | CUSIP: 78017FZU0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   5328000 | PA      | $5345848.80   | 0.20%             | 2028-10-18      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| SANOFI SA                    | Sanofi SA                                                  | CUSIP: 801060AF1<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |   4000000 | PA      | $4014720.00   | 0.15%             | 2027-11-03      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| SANOFI SA                    | Sanofi SA                                                  | CUSIP: 801060AH7<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |   5025000 | PA      | $5044848.75   | 0.19%             | 2028-11-03      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS     | Santander UK Group Holdings PLC                            | CUSIP: 80281LAW5<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   3750000 | PA      | $3746700.00   | 0.14%             | 2029-09-22      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA       | Santander Holdings USA Inc                                 | CUSIP: 80282KBP0<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   3750000 | PA      | $3785812.50   | 0.14%             | 2029-03-20      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP          | Charles Schwab Corp/The                                    | CUSIP: 808513BQ7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   4487000 | PA      | $4490096.03   | 0.17%             | 2026-05-13      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP          | Charles Schwab Corp/The                                    | CUSIP: 808513BZ7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   4490000 | PA      | $4519364.60   | 0.17%             | 2027-03-03      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC         | Shell Finance US Inc                                       | CUSIP: 822905AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4003560.00   | 0.15%             | 2030-11-06      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| SIEMENS FUNDING BV           | Siemens Funding BV                                         | CUSIP: 82622RAB2<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |   4800000 | PA      | $4815216.00   | 0.18%             | 2028-05-26      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA       | Skandinaviska Enskilda Banken AB                           | CUSIP: 830505BA0<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |   3020000 | PA      | $3035613.40   | 0.11%             | 2027-03-05      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA       | Skandinaviska Enskilda Banken AB                           | CUSIP: 830505BC6<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |   3650000 | PA      | $3664782.50   | 0.14%             | 2028-06-02      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA       | Skandinaviska Enskilda Banken AB                           | CUSIP: 830505BL6<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |   3750000 | PA      | $3752325.00   | 0.14%             | 2030-09-03      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE             | Societe Generale SA                                        | CUSIP: 83368RBU5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   3164000 | PA      | $3188647.56   | 0.12%             | 2028-01-19      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE             | Societe Generale SA                                        | CUSIP: 83368RCA8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   3775000 | PA      | $3786815.75   | 0.14%             | 2027-02-19      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE             | Societe Generale SA                                        | CUSIP: 83368RCB6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   4425000 | PA      | $4452125.25   | 0.16%             | 2029-04-13      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE             | Societe Generale SA                                        | CUSIP: 83368RCJ9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   3550000 | PA      | $3571690.50   | 0.13%             | 2029-05-22      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC       | Standard Chartered PLC                                     | CUSIP: 853254CV0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   4645000 | PA      | $4675982.15   | 0.17%             | 2027-07-06      | Floating      | 5.93%                 | No            |                  2 | On Loan: —       |
| STANDARD CHARTERED PLC       | Standard Chartered PLC                                     | CUSIP: 853254CY4<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   3645000 | PA      | $3697597.35   | 0.14%             | 2028-02-08      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC       | Standard Chartered PLC                                     | CUSIP: 853254DD9<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   4041000 | PA      | $4064074.11   | 0.15%             | 2028-05-14      | Floating      | 4.98%                 | No            |                  2 | On Loan: —       |
| STANDARD CHARTERED PLC       | Standard Chartered PLC                                     | CUSIP: 85325C2F8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   4875000 | PA      | $4908393.75   | 0.18%             | 2029-01-21      | Floating      | 5.17%                 | No            |                  2 | On Loan: —       |
| STANDARD CHARTERED BK/NY     | Standard Chartered Bank/New York                           | CUSIP: 85325X2A3<br>LEI: RILFO74KP1CM8P6PCT96 | Long             | DBT              | CORP              | GB        |   2350000 | PA      | $2354465.00   | 0.09%             | 2026-10-08      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL SER     | Stellantis Financial Services US Corp                      | CUSIP: 85855FAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2516000.00   | 0.09%             | 2028-09-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP     | Sumitomo Mitsui Financial Group Inc                        | CUSIP: 86562MCL2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   4197000 | PA      | $4216558.02   | 0.16%             | 2027-01-14      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP     | Sumitomo Mitsui Financial Group Inc                        | CUSIP: 86562MCZ1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   3850000 | PA      | $3869365.50   | 0.14%             | 2026-07-13      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP     | Sumitomo Mitsui Financial Group Inc                        | CUSIP: 86562MDL1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   4800000 | PA      | $4850832.00   | 0.18%             | 2029-07-09      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP     | Sumitomo Mitsui Financial Group Inc                        | CUSIP: 86562MDR8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   7075000 | PA      | $7093112.00   | 0.26%             | 2030-04-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: —       |
| SUMITOMO MITSUI TR BK LT     | Sumitomo Mitsui Trust Bank Ltd                             | CUSIP: 86563VBF5<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   4610000 | PA      | $4617099.40   | 0.17%             | 2026-03-09      | Floating      | 4.91%                 | No            |                  2 | On Loan: —       |
| SUMITOMO MITSUI TR BK LT     | Sumitomo Mitsui Trust Bank Ltd                             | CUSIP: 86563VBL2<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   4692000 | PA      | $4718462.88   | 0.17%             | 2026-09-14      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TR BK LT     | Sumitomo Mitsui Trust Bank Ltd                             | CUSIP: 86563VBW8<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   6836000 | PA      | $6890961.44   | 0.25%             | 2027-09-10      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TR BK LT     | Sumitomo Mitsui Trust Bank Ltd                             | CUSIP: 86563VCA5<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   7750000 | PA      | $7839202.50   | 0.29%             | 2030-03-13      | Floating      | 4.77%                 | No            |                  2 | On Loan: —       |
| SUMITOMO MITSUI TR BK LT     | Sumitomo Mitsui Trust Bank Ltd                             | CUSIP: 86563VCC1<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   6800000 | PA      | $6815164.00   | 0.25%             | 2028-09-11      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB     | Svenska Handelsbanken AB                                   | CUSIP: 86959LAN3<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |   4041000 | PA      | $4058497.53   | 0.15%             | 2026-06-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB     | Svenska Handelsbanken AB                                   | CUSIP: 86959LAR4<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |   3600000 | PA      | $3611016.00   | 0.13%             | 2027-05-28      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB     | Svenska Handelsbanken AB                                   | CUSIP: 86959LAT0<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |   4900000 | PA      | $4922638.00   | 0.18%             | 2028-05-23      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                  | Swedbank AB                                                | CUSIP: 870195AA2<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |   3893000 | PA      | $3911530.68   | 0.14%             | 2026-06-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                  | Swedbank AB                                                | CUSIP: 870195AD6<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |   3000000 | PA      | $3036330.00   | 0.11%             | 2029-11-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT        | Svensk Exportkredit AB                                     | CUSIP: 87031CAF0<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |  13090000 | PA      | $13151932.06  | 0.49%             | 2026-08-03      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| TEMASEK FINANCIAL I LTD      | Temasek Financial I Ltd                                    | CUSIP: 87976EAD8<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | SG        |   6931000 | PA      | $6935435.84   | 0.26%             | 2027-08-20      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK        | Toronto-Dominion Bank/The                                  | CUSIP: 89114TZH8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   2817000 | PA      | $2822070.60   | 0.10%             | 2026-09-10      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK        | Toronto-Dominion Bank/The                                  | CUSIP: 89115A2T8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   4482000 | PA      | $4500600.30   | 0.17%             | 2026-07-17      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK        | Toronto-Dominion Bank/The                                  | CUSIP: 89115A2X9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   5603000 | PA      | $5623282.86   | 0.21%             | 2027-04-05      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK        | Toronto-Dominion Bank/The                                  | CUSIP: 89115A3B6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   3624000 | PA      | $3635306.88   | 0.13%             | 2026-12-17      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK        | Toronto-Dominion Bank/The                                  | CUSIP: 89115A3D2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   2375000 | PA      | $2391055.00   | 0.09%             | 2029-12-17      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK        | Toronto-Dominion Bank/The                                  | CUSIP: 89115A3F7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   4550000 | PA      | $4566607.50   | 0.17%             | 2028-01-31      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK        | Toronto-Dominion Bank/The                                  | CUSIP: 89115KAA8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   2450000 | PA      | $2461147.50   | 0.09%             | 2028-06-02      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK        | Toronto-Dominion Bank/The                                  | CUSIP: 89115KAF7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   5250000 | PA      | $5253255.00   | 0.19%             | 2028-10-13      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP     | Toyota Motor Credit Corp                                   | CUSIP: 89236TKV6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   2886000 | PA      | $2891945.16   | 0.11%             | 2026-05-18      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP     | Toyota Motor Credit Corp                                   | CUSIP: 89236TMA0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |  11091000 | PA      | $11122387.53  | 0.41%             | 2027-03-19      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP     | Toyota Motor Credit Corp                                   | CUSIP: 89236TME2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   7061000 | PA      | $7066225.14   | 0.26%             | 2026-05-15      | Floating      | 4.26%                 | No            |                  2 | On Loan: —       |
| TOYOTA MOTOR CREDIT CORP     | Toyota Motor Credit Corp                                   | CUSIP: 89236TML6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   9688000 | PA      | $9715417.04   | 0.36%             | 2026-08-07      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP     | Toyota Motor Credit Corp                                   | CUSIP: 89236TMR3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    510000 | PA      | $510311.10    | 0.02%             | 2026-04-10      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP     | Toyota Motor Credit Corp                                   | CUSIP: 89236TMZ5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $3304224.00   | 0.12%             | 2027-01-08      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP     | Toyota Motor Credit Corp                                   | CUSIP: 89236TNH4<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4519530.00   | 0.17%             | 2027-05-14      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP     | Toyota Motor Credit Corp                                   | CUSIP: 89236TNS0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   4250000 | PA      | $4275840.00   | 0.16%             | 2028-09-05      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                  | Truist Bank                                                | CUSIP: 89788JAG4<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   4700000 | PA      | $4698449.00   | 0.17%             | 2028-07-24      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| UBS AG STAMFORD CT           | UBS AG/Stamford CT                                         | CUSIP: 90261AAE2<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |   1500000 | PA      | $1501470.00   | 0.06%             | 2027-05-17      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| US BANK NA CINCINNATI        | US Bank NA/Cincinnati OH                                   | CUSIP: 90331HPQ0<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |   4950000 | PA      | $4955148.00   | 0.18%             | 2027-10-22      | Floating      | 4.60%                 | No            |                  2 | On Loan: —       |
| US BANK NA CINCINNATI        | US Bank NA/Cincinnati OH                                   | CUSIP: 90331HPT4<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3512530.00   | 0.13%             | 2028-05-15      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD     | United Overseas Bank Ltd                                   | CUSIP: 91127KAL6<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |  10800000 | PA      | $10827000.00  | 0.40%             | 2028-04-02      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC       | UnitedHealth Group Inc                                     | CUSIP: 91324PFE7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   4570000 | PA      | $4573747.40   | 0.17%             | 2026-07-15      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors | State Street Institutional US Government Money Market Fund | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |  30685142 | NS      | $30685142.38  | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA     | Volkswagen Group of America Finance LLC                    | CUSIP: 928668CD2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   5387000 | PA      | $5388993.19   | 0.20%             | 2026-03-20      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA     | Volkswagen Group of America Finance LLC                    | CUSIP: 928668CJ9<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   3650000 | PA      | $3659599.50   | 0.14%             | 2026-08-14      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA     | Volkswagen Group of America Finance LLC                    | CUSIP: 928668CT7<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   2850000 | PA      | $2855529.00   | 0.11%             | 2027-03-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| WALMART INC                  | Walmart Inc                                                | CUSIP: 931142FM0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   6825000 | PA      | $6843700.50   | 0.25%             | 2027-04-28      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK NA          | Wells Fargo Bank NA                                        | CUSIP: 94988J6E2<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |   3232000 | PA      | $3245865.28   | 0.12%             | 2026-08-07      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK NA          | Wells Fargo Bank NA                                        | CUSIP: 94988J6G7<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |   4070000 | PA      | $4098123.70   | 0.15%             | 2026-12-11      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY        | Wells Fargo & Co                                           | CUSIP: 95000U3M3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   9762000 | PA      | $9810907.62   | 0.36%             | 2028-04-22      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY        | Wells Fargo & Co                                           | CUSIP: 95000U3S0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   6565000 | PA      | $6574781.85   | 0.24%             | 2028-01-24      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY        | Wells Fargo & Co                                           | CUSIP: 95000U3U5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5488000 | PA      | $5551331.52   | 0.21%             | 2029-04-23      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY        | Wells Fargo & Co                                           | CUSIP: 95000U3Z4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   8010000 | PA      | $8012563.20   | 0.30%             | 2029-09-15      | Floating      | 4.60%                 | No            |                  2 | On Loan: —       |
| WESTPAC BANKING CORP         | Westpac Banking Corp                                       | CUSIP: 961214ES8<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   4167000 | PA      | $4171417.02   | 0.15%             | 2026-06-03      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP         | Westpac Banking Corp                                       | CUSIP: 961214FS7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   7300000 | PA      | $7303650.00   | 0.27%             | 2026-04-16      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP         | Westpac Banking Corp                                       | CUSIP: 961214FU2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   6950000 | PA      | $7006503.50   | 0.26%             | 2029-04-16      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP         | Westpac Banking Corp                                       | CUSIP: 961214FX6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   6199000 | PA      | $6208980.39   | 0.23%             | 2026-10-20      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP         | Westpac Banking Corp                                       | CUSIP: 961214GD9<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   6433000 | PA      | $6489481.74   | 0.24%             | 2030-07-01      | Floating      | 4.61%                 | No            |                  2 | On Loan: —       |
| WESTPAC BANKING CORP         | Westpac Banking Corp                                       | CUSIP: 9612E0DL8<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   3500000 | PA      | $3500070.00   | 0.13%             | 2028-03-06      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| KODIT GLOBAL 2025-1          | Kodit Global 2025-1 Co Ltd                                 | CUSIP: 000000000<br>LEI: 988400KC9O1AUXLBUS54 | Long             | DBT              | CORP              | KR        |   2800000 | PA      | $2800112.00   | 0.10%             | 2028-09-30      | Floating      | 4.43%                 | Yes           |                  2 | On Loan: No      |
| KEB HANA BANK                | KEB Hana Bank                                              | CUSIP: 000000000<br>LEI: 6RPK2YDJN6L35AS0M510 | Long             | DBT              | CORP              | KR        |   2500000 | PA      | $2504900.00   | 0.09%             | 2028-10-21      | Floating      | 4.55%                 | Yes           |                  2 | On Loan: No      |
| KOREA HOUSING FINANCE CO     | Korea Housing Finance Corp                                 | CUSIP: 000000000<br>LEI: 9884002AAOBT56QW9B80 | Long             | DBT              | NUSS              | KR        |   2700000 | PA      | $2724526.67   | 0.10%             | 2030-01-21      | Floating      | 4.85%                 | Yes           |                  2 | On Loan: No      |
| KOREA GAS CORP               | Korea Gas Corp                                             | CUSIP: 000000000<br>LEI: 988400TFZILHBD5M3R71 | Long             | DBT              | NUSS              | KR        |   2500000 | PA      | $2506101.98   | 0.09%             | 2028-07-10      | Floating      | 4.64%                 | Yes           |                  2 | On Loan: No      |
| KOREA ELECTRIC POWER CO      | Korea Electric Power Corp                                  | CUSIP: 000000000<br>LEI: 988400QG33WS7JEIV602 | Long             | DBT              | NUSS              | KR        |   5800000 | PA      | $5799307.71   | 0.21%             | 2028-11-12      | Floating      | 4.47%                 | Yes           |                  2 | On Loan: No      |
| KOREA NATIONAL OIL CORP      | Korea National Oil Corp                                    | CUSIP: 000000000<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | NUSS              | KR        |   1250000 | PA      | $1255716.58   | 0.05%             | 2026-11-14      | Floating      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| KOREA NATIONAL OIL CORP      | Korea National Oil Corp                                    | CUSIP: 000000000<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | NUSS              | KR        |   8050000 | PA      | $8077856.22   | 0.30%             | 2027-04-03      | Floating      | 4.86%                 | Yes           |                  2 | On Loan: No      |
| KOREA NATIONAL OIL CORP      | Korea National Oil Corp                                    | CUSIP: 000000000<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | NUSS              | KR        |   1872000 | PA      | $1882180.83   | 0.07%             | 2027-09-30      | Floating      | 4.68%                 | Yes           |                  2 | On Loan: No      |
| KOREA NATIONAL OIL CORP      | Korea National Oil Corp                                    | CUSIP: 000000000<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | NUSS              | KR        |   3950000 | PA      | $3961574.21   | 0.15%             | 2028-03-31      | Floating      | 4.55%                 | Yes           |                  2 | On Loan: No      |
| KOREA NATIONAL OIL CORP      | Korea National Oil Corp                                    | CUSIP: 000000000<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | NUSS              | KR        |   3500000 | PA      | $3501952.13   | 0.13%             | 2028-09-29      | Floating      | 4.45%                 | Yes           |                  2 | On Loan: No      |
| NONGHYUP BANK                | NongHyup Bank                                              | CUSIP: 000000000<br>LEI: 988400GSDJCW3LKJBD20 | Long             | DBT              | CORP              | KR        |   3500000 | PA      | $3516240.00   | 0.13%             | 2027-07-22      | Floating      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| NONGHYUP BANK                | NongHyup Bank                                              | CUSIP: 000000000<br>LEI: 988400GSDJCW3LKJBD20 | Long             | DBT              | CORP              | KR        |   1900000 | PA      | $1903268.00   | 0.07%             | 2029-01-21      | Floating      | 4.64%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-16

**Name of Applicant:** SPDR SERIES TRUST

**Signature:** Arthur Jensen

**Name of Signer:** Arthur Jensen

**Title:** Deputy Treasurer