# EDGAR Filing Document

**Accession Number:** 0001217286
**File Stem:** 0002071691-25-004198
**Filing Date:** 2025-10
**Character Count:** 176437
**Document Hash:** 3d26bba3c2bcf4a10a16143748612feb
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-25-004198.hdr.sgml**: 20251029

**ACCESSION NUMBER**: 0002071691-25-004198

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20251029

**DATE AS OF CHANGE**: 20251029

**PERIOD START**: 20260228

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JPMorgan Trust I
- **CENTRAL INDEX KEY:** 0001217286

**ORGANIZATION NAME:**
- **EIN:** 331043149
- **STATE OF INCORPORATION:** DE

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21295
- **FILM NUMBER:** 251429214

**BUSINESS ADDRESS:**
- **STREET 1:** 277 PARK AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10172
- **BUSINESS PHONE:** 800-480-4111

**MAIL ADDRESS:**
- **STREET 1:** 277 PARK AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10172

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** JP MORGAN MUTUAL FUND SERIES
- **DATE OF NAME CHANGE:** 20030204

## Series and Classes Contracts Data

### JPMorgan Managed Income Fund (Series ID: S000029581)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000090816 | Class L      | JMGIX           |
| C000190446 | Class I      | JMGLX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** JPMorgan Trust I

- **b. Investment Company Act file number:** 811-21295

- **c. CIK number of Registrant:** 0001217286

- **d. LEI of Registrant:** 549300DM5WZMCZZ70R78

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

  - **Street Address 1:** 277 Park Avenue

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10172

  - **Telephone number:** 800-480-4111

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

- **a. Name of Series:** JPMorgan Managed Income Fund

- **b. EDGAR series identifier (if any):** S000029581

- **c. LEI of Series:** 54930080XGK0GXPQLV03

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

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

- **b. Date as of which information is reported:** 2025-08-31

**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:** $5280200047.69

**Total Liabilities:** $26352034.64

**Net Assets:** $5253848013.05

**Cash Not Reported:** $23499.52

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 53193.12131000 | **1-Year:** 317799.67770000 | **5-Year:** 0.00000000 | **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 C000190446 | 0.45%                | 0.26%                | 0.55%                |
| Class ID C000090816 | 0.46%                | 0.27%                | 0.57%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1271375.79              | $5039292.88                                |
| Month 2  | $304696.49               | $-4276098.24                               |
| Month 3  | $1597090.75              | $7140854.82                                |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                | Title                                                                        | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Boston Properties LP                                | Boston Properties LP                                                         | CUSIP: 10112RAX2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |  10310000 | PA      | $10261660.33  | 0.20%             | 2026-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                           | HCA, Inc.                                                                    | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |  15888000 | PA      | $15915805.43  | 0.30%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd.                     | Sumitomo Mitsui Trust Bank Ltd.                                              | CUSIP: 86563VBG3<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   8335000 | PA      | $8389031.30   | 0.16%             | 2026-03-09      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Met Tower Global Funding                            | Met Tower Global Funding                                                     | CUSIP: 58989V2J2<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |   2283000 | PA      | $2276551.26   | 0.04%             | 2027-10-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced Trust                 | Volkswagen Auto Loan Enhanced Trust, Series 2023-2, Class A2A                | CUSIP: 92867YAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3378239 | PA      | $3383285.21   | 0.06%             | 2027-03-22      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                       | Equinix, Inc.                                                                | CUSIP: 29444UBQ8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |   8927000 | PA      | $8742699.05   | 0.17%             | 2026-05-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC             | Volkswagen Group of America Finance LLC                                      | CUSIP: 928668BY7<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |  30187000 | PA      | $30193028.34  | 0.57%             | 2025-09-12      | Floating      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                        | Dell Equipment Finance Trust, Series 2025-1, Class A2                        | CUSIP: 24703UAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8090000 | PA      | $8122148.04   | 0.15%             | 2027-07-22      | Fixed         | 4.68%                 | Yes           |                  2 | On Loan: No      |
| CNH Equipment Trust                                 | CNH Equipment Trust, Series 2022-B, Class A3                                 | CUSIP: 12663JAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7162640 | PA      | $7146697.40   | 0.14%             | 2027-11-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Lease Trust                               | SBNA Auto Lease Trust, Series 2024-C, Class A3                               | CUSIP: 78398DAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5638000 | PA      | $5650152.15   | 0.11%             | 2028-02-22      | Fixed         | 4.56%                 | Yes           |                  2 | On Loan: No      |
| Jefferies Financial Group, Inc.                     | Jefferies Financial Group, Inc.                                              | CUSIP: 47233WKM0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   6200000 | PA      | $6221721.20   | 0.12%             | 2026-08-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Prime Money Market Fund                    | JPMorgan Prime Money Market Fund, Class Institutional                        | CUSIP: 4812A2603<br>LEI: 549300YD7H8SEEU7VG41 | Long             | STIV             | RF                | US        |  38312425 | NS      | $38327749.86  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Fleet Financing LLC                      | Enterprise Fleet Financing LLC, Series 2023-2, Class A2                      | CUSIP: 29375NAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1617769 | PA      | $1628188.33   | 0.03%             | 2030-04-22      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| Citigroup, Inc.                                     | Citigroup, Inc.                                                              | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4646000 | PA      | $4671842.86   | 0.09%             | 2028-05-07      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                   | HSBC Holdings plc                                                            | CUSIP: 404280CM9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   7443000 | PA      | $7291206.56   | 0.14%             | 2027-05-24      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner Trust                  | Honda Auto Receivables Owner Trust, Series 2022-2, Class A3                  | CUSIP: 43815PAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1150648 | PA      | $1149754.13   | 0.02%             | 2026-07-20      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                    | Deutsche Bank AG                                                             | CUSIP: 25161DAK9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | STIV             | CORP              | DE        |  13658000 | PA      | $13677712.59  | 0.26%             | 2026-07-10      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC                      | Wheels Fleet Lease Funding LLC, Series 2024-3A, Class A1                     | CUSIP: 96328GBZ9<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |   3646000 | PA      | $3676508.63   | 0.07%             | 2039-09-19      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.               | Sumitomo Mitsui Financial Group, Inc.                                        | CUSIP: 86562MAF7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |  21043000 | PA      | $20761784.50  | 0.40%             | 2026-07-14      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| MassMutual Global Funding II                        | MassMutual Global Funding II                                                 | CUSIP: 57629TBY2<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |  21354000 | PA      | $21359707.92  | 0.41%             | 2028-08-01      | Floating      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Principal Life Global Funding II                    | Principal Life Global Funding II                                             | CUSIP: 74256LFA2<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |   4292000 | PA      | $4324667.31   | 0.08%             | 2027-08-19      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                           | Toyota Motor Credit Corp.                                                    | CUSIP: 89236TNP6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |  30841000 | PA      | $30846445.90  | 0.59%             | 2027-08-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Virginia Power Fuel Securitization LLC              | Virginia Power Fuel Securitization LLC, Series A-1                           | CUSIP: 92808VAA0<br>LEI: 254900BELJ95ONW6U791 | Long             | DBT              | CORP              | US        |   8277149 | PA      | $8316746.04   | 0.16%             | 2027-05-01      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust               | GM Financial Automobile Leasing Trust, Series 2024-2, Class A2A              | CUSIP: 36269WAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5133806 | PA      | $5142881.96   | 0.10%             | 2026-09-21      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                       | Equinix, Inc.                                                                | CUSIP: 29444UBK1<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |  11524000 | PA      | $11507524.60  | 0.22%             | 2025-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                   | Lowe's Cos., Inc.                                                            | CUSIP: 548661EP8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   5132000 | PA      | $5143078.35   | 0.10%             | 2026-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| HSBC USA, Inc.                                      | HSBC USA, Inc.                                                               | CUSIP: 40434PX35<br>LEI: 549300LBOHZ4QSIWU288 | Long             | STIV             | CORP              | US        |   8000000 | PA      | $7965920.00   | 0.15%             | 2025-10-03      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Teledyne Technologies, Inc.                         | Teledyne Technologies, Inc.                                                  | CUSIP: 879360AC9<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |   3445000 | PA      | $3387609.92   | 0.06%             | 2026-04-01      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd.                          | TransCanada PipeLines Ltd.                                                   | CUSIP: 89355PWC8<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | STIV             | CORP              | CA        |  15000000 | PA      | $14973691.50  | 0.29%             | 2025-09-12      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| SBNA Auto Lease Trust                               | SBNA Auto Lease Trust, Series 2023-A, Class A3                               | CUSIP: 78436TAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11355032 | PA      | $11370194.68  | 0.22%             | 2027-04-20      | Fixed         | 6.51%                 | Yes           |                  2 | On Loan: No      |
| SBNA Auto Lease Trust                               | SBNA Auto Lease Trust, Series 2025-A, Class A2                               | CUSIP: 78437KAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15361139 | PA      | $15373413.83  | 0.29%             | 2027-04-20      | Fixed         | 4.68%                 | Yes           |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust            | Capital One Prime Auto Receivables Trust, Series 2022-2, Class A3            | CUSIP: 14043GAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1331529 | PA      | $1328628.72   | 0.03%             | 2027-05-17      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                | Royal Bank of Canada                                                         | CUSIP: 78016HZX1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  19134000 | PA      | $19260704.58  | 0.37%             | 2027-07-23      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                | American Express Co.                                                         | CUSIP: 025816DT3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   9997000 | PA      | $10077924.42  | 0.19%             | 2027-04-23      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| Advanced Micro Devices, Inc.                        | Advanced Micro Devices, Inc.                                                 | CUSIP: 007903BH9<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |   8013000 | PA      | $8030922.12   | 0.15%             | 2026-09-24      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| EIDP, Inc.                                          | EIDP, Inc.                                                                   | CUSIP: 263534CQ0<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |  11162000 | PA      | $11172810.73  | 0.21%             | 2026-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                            | U.S. Treasury Notes                                                          | CUSIP: 91282CMV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  97850000 | PA      | $98102269.04  | 1.87%             | 2027-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                      | Citigroup Global Markets, Inc.                                               | CUSIP: 17327AY76<br>LEI: MBNUM2BPBDO7JBLYG310 | Long             | STIV             | CORP              | US        |   4300000 | PA      | $4264103.17   | 0.08%             | 2025-11-07      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Citibank Credit Card Issuance Trust                 | Citibank Credit Card Issuance Trust, Series 2023-A2, Class A2                | CUSIP: 17305EGX7<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-O            | CORP              | US        |  11413000 | PA      | $11419474.59  | 0.22%             | 2027-12-08      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Corporate and Investment Bank       | Credit Agricole Corporate and Investment Bank                                | CUSIP: 22532XB98<br>LEI: 254900BN8XS34XZDJ223 | Long             | STIV             | CORP              | FR        |  20185000 | PA      | $20197490.48  | 0.38%             | 2026-04-21      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                             | National Bank of Canada                                                      | CUSIP: 63307A3D5<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   3186000 | PA      | $3215805.95   | 0.06%             | 2028-02-01      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                   | Wells Fargo & Co., Series W                                                  | CUSIP: 95000U3R2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  10931000 | PA      | $11025991.59  | 0.21%             | 2028-01-24      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Norinchukin BK NY BR                                | Norinchukin Bank (The)                                                       | CUSIP: 65603AL33<br>LEI: 549300KQZJBM38M51L16 | Long             | STIV             | CORP              | US        |  28781000 | PA      | $28780692.04  | 0.55%             | 2025-10-09      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                        | Avolon Holdings Funding Ltd.                                                 | CUSIP: 05401AAL5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |  13578000 | PA      | $13517170.56  | 0.26%             | 2026-04-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Honda Auto Receivables Owner Trust                  | Honda Auto Receivables Owner Trust, Series 2023-3, Class A3                  | CUSIP: 43815QAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10052399 | PA      | $10125843.14  | 0.19%             | 2028-02-18      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                        | Marriott International, Inc.                                                 | CUSIP: 571903BM4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   1864000 | PA      | $1886139.47   | 0.04%             | 2026-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Toyota Lease Owner Trust                            | Toyota Lease Owner Trust, Series 2024-A, Class A3                            | CUSIP: 89238GAD3<br>LEI: 254900MVSB4M6HOIRE71 | Long             | ABS-O            | CORP              | US        |  13545684 | PA      | $13612362.16  | 0.26%             | 2027-04-20      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Danske Bank A/S                                     | Danske Bank A/S                                                              | CUSIP: 23636ABE0<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   6965000 | PA      | $6971437.75   | 0.13%             | 2026-09-22      | Variable      | 6.26%                 | Yes           |                  2 | On Loan: No      |
| Bank of Montreal                                    | Bank of Montreal, Series f2f                                                 | CUSIP: 06368L8K5<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |  24408000 | PA      | $24467450.32  | 0.47%             | 2027-09-10      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust                             | BMW Vehicle Lease Trust, Series 2024-1, Class A3                             | CUSIP: 05611UAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3348221 | PA      | $3360441.93   | 0.06%             | 2027-03-25      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust             | Hyundai Auto Lease Securitization Trust, Series 2025-B, Class A2A            | CUSIP: 44935DAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6290000 | PA      | $6312727.03   | 0.12%             | 2027-09-15      | Fixed         | 4.58%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                      | Hyundai Auto Receivables Trust, Series 2022-A, Class A4                      | CUSIP: 448977AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2322071 | PA      | $2309754.52   | 0.04%             | 2028-04-17      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                 | Societe Generale SA                                                          | CUSIP: 83368RBQ4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   2000000 | PA      | $2012374.92   | 0.04%             | 2027-01-12      | Variable      | 6.45%                 | Yes           |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                | Caterpillar Financial Services Corp.                                         | CUSIP: 14913UBC3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $20028440.00  | 0.38%             | 2028-08-15      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                             | Hyundai Capital America                                                      | CUSIP: 44891ACB1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   6663000 | PA      | $6702761.12   | 0.13%             | 2026-03-30      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust                      | Mercedes-Benz Auto Lease Trust, Series 2023-A, Class A3                      | CUSIP: 58768RAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1290232 | PA      | $1290890.86   | 0.02%             | 2027-01-15      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust  | GM Financial Consumer Automobile Receivables Trust, Series 2022-2, Class A3  | CUSIP: 362585AC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    541355 | PA      | $540301.85    | 0.01%             | 2027-02-16      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Laboratory Corp. of America Holdings                | Laboratory Corp. of America Holdings                                         | CUSIP: 50540RAX0<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |   8672000 | PA      | $8498174.70   | 0.16%             | 2026-06-01      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                  | General Motors Financial Co., Inc.                                           | CUSIP: 37045XDZ6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   4250000 | PA      | $4255647.19   | 0.08%             | 2025-10-10      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                        | Mizuho Financial Group, Inc.                                                 | CUSIP: 60687YAG4<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   3375000 | PA      | $3329638.79   | 0.06%             | 2026-09-13      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.               | NextEra Energy Capital Holdings, Inc.                                        | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |  11504000 | PA      | $11612719.36  | 0.22%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp.                      | Element Fleet Management Corp.                                               | CUSIP: 286181AH5<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |  11988000 | PA      | $12150723.67  | 0.23%             | 2026-06-26      | Fixed         | 6.27%                 | Yes           |                  2 | On Loan: No      |
| Scentre Group Trust 1                               | Scentre Group Trust 1                                                        | CUSIP: 80622GAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |   2322000 | PA      | $2313512.81   | 0.04%             | 2026-01-28      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                               | Bank of America Corp., Series N                                              | CUSIP: 06051GJQ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1690000 | PA      | $1666001.26   | 0.03%             | 2027-03-11      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust                             | Carmax Auto Owner Trust, Series 2022-2, Class A3                             | CUSIP: 14317HAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    605174 | PA      | $604327.17    | 0.01%             | 2027-02-16      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| First Abu Dhabi Bank PJSC                           | First Abu Dhabi Bank PJSC                                                    | CUSIP: 31849HYA4<br>LEI: 2138002Y3WMK6RZS8H90 | Long             | STIV             | CORP              | AE        |   1176000 | PA      | $1165739.52   | 0.02%             | 2025-11-10      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Honda Auto Receivables Owner Trust                  | Honda Auto Receivables Owner Trust, Series 2025-1, Class A2                  | CUSIP: 43814VAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  38743000 | PA      | $38805980.62  | 0.74%             | 2027-08-23      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings, Inc.                        | Zimmer Biomet Holdings, Inc.                                                 | CUSIP: 98956PBA9<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |  12792000 | PA      | $12882927.97  | 0.25%             | 2027-02-19      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Bank of New Zealand                                 | Bank of New Zealand                                                          | CUSIP: 06407EAC9<br>LEI: N7LGVZM7X4UQ66T7LT74 | Long             | DBT              | CORP              | NZ        |  11036000 | PA      | $10855193.46  | 0.21%             | 2026-03-03      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: —       |
| United States of America                            | U.S. Treasury Notes                                                          | CUSIP: 91282CLL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16400000 | PA      | $16323125.00  | 0.31%             | 2027-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                    | Ventas Realty LP                                                             | CUSIP: 92277GAG2<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |   3659000 | PA      | $3651538.24   | 0.07%             | 2026-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC             | Daimler Truck Finance North America LLC                                      | CUSIP: 233853BC3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |  15014000 | PA      | $15225363.49  | 0.29%             | 2028-01-13      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered Bank                             | Standard Chartered Bank                                                      | CUSIP: 85324UAE3<br>LEI: RILFO74KP1CM8P6PCT96 | Long             | STIV             | CORP              | GB        |    814000 | PA      | $800765.74    | 0.02%             | 2026-01-14      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust  | GM Financial Consumer Automobile Receivables Trust, Series 2025-1, Class A2A | CUSIP: 362955AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8671705 | PA      | $8678436.47   | 0.17%             | 2028-01-18      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                               | Athene Global Funding                                                        | CUSIP: 04685A4E8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  21517000 | PA      | $21700010.05  | 0.41%             | 2027-01-07      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                               | Nomura Holdings, Inc.                                                        | CUSIP: 65535HBG3<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   3227000 | PA      | $3240116.30   | 0.06%             | 2026-01-09      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                     | Citigroup, Inc.                                                              | CUSIP: 172967NA5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   5311000 | PA      | $5193643.47   | 0.10%             | 2027-06-09      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| United States of America                            | U.S. Treasury Notes                                                          | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  82600000 | PA      | $82687117.39  | 1.57%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                            | Cooperatieve Rabobank UA                                                     | CUSIP: 74977RDJ0<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   5522000 | PA      | $5510143.77   | 0.10%             | 2026-09-24      | Variable      | 1.00%                 | Yes           |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                          | AerCap Ireland Capital DAC                                                   | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |  13705000 | PA      | $13424319.00  | 0.26%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Trust & Banking Corp.                | Mitsubishi UFJ Trust & Banking Corp.                                         | CUSIP: 60683DZ28<br>LEI: JBONEPAGQXF4QP29B387 | Long             | STIV             | CORP              | JP        |  21380000 | PA      | $21390074.26  | 0.41%             | 2026-03-11      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Mizuho Bank Ltd.                                    | Mizuho Bank Ltd.                                                             | CUSIP: 60710TF97<br>LEI: RB0PEZSDGCO3JS6CEU02 | Long             | STIV             | CORP              | JP        |   4795000 | PA      | $4797395.58   | 0.09%             | 2026-03-06      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                 | Societe Generale SA                                                          | CUSIP: 83369BYM2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | STIV             | CORP              | FR        |   3000000 | PA      | $2970297.60   | 0.06%             | 2025-11-21      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                      | Morgan Stanley                                                               | CUSIP: 6174468V4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  45990000 | PA      | $45540858.90  | 0.87%             | 2026-12-10      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                             | BPCE SA                                                                      | CUSIP: 05583JAH5<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   9833000 | PA      | $9805450.69   | 0.19%             | 2026-10-06      | Variable      | 1.65%                 | Yes           |                  2 | On Loan: No      |
| Broadcom, Inc.                                      | Broadcom, Inc.                                                               | CUSIP: 11135FCE9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |  34651000 | PA      | $35280089.60  | 0.67%             | 2028-04-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                        | National Australia Bank Ltd.                                                 | CUSIP: 63253QAF1<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |   5375000 | PA      | $5380715.08   | 0.10%             | 2025-12-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                        | Barclays plc                                                                 | CUSIP: 06738EAN5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  14247000 | PA      | $14242871.93  | 0.27%             | 2026-01-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Federal Realty OP LP                                | Federal Realty OP LP                                                         | CUSIP: 313747BB2<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |  23178000 | PA      | $22812452.35  | 0.43%             | 2026-02-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Lease Trust                               | SBNA Auto Lease Trust, Series 2024-B, Class A2                               | CUSIP: 78437VAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    975017 | PA      | $975775.96    | 0.02%             | 2026-11-20      | Fixed         | 5.67%                 | Yes           |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                | Mitsubishi UFJ Financial Group, Inc.                                         | CUSIP: 606822BY9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |  12800000 | PA      | $12487864.96  | 0.24%             | 2027-07-20      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| NBN Co. Ltd.                                        | NBN Co. Ltd.                                                                 | CUSIP: 62878U2H4<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | NUSS              | AU        |   9275000 | PA      | $9231985.61   | 0.18%             | 2027-10-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC             | Mercedes-Benz Finance North America LLC                                      | CUSIP: 58769JAT4<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |  10340000 | PA      | $10401522.48  | 0.20%             | 2026-07-31      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Glencore Funding LLC                                | Glencore Funding LLC                                                         | CUSIP: 37790AXX6<br>LEI: 213800STG1QDNBY87K49 | Long             | STIV             | CORP              | US        |  38845000 | PA      | $38539367.54  | 0.73%             | 2025-10-31      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| New York Life Global Funding                        | New York Life Global Funding                                                 | CUSIP: 64953BBL1<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    473000 | PA      | $474824.35    | 0.01%             | 2027-04-02      | Floating      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Jackson National Life Global Funding                | Jackson National Life Global Funding                                         | CUSIP: 46849CJR3<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |  16816000 | PA      | $16887804.32  | 0.32%             | 2027-06-09      | Floating      | 5.29%                 | Yes           |                  2 | On Loan: No      |
| LYB International Finance III LLC                   | LYB International Finance III LLC                                            | CUSIP: 50249AAF0<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |  10768000 | PA      | $10737373.44  | 0.20%             | 2025-10-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                | Caterpillar Financial Services Corp.                                         | CUSIP: 14913UBA7<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |  15850000 | PA      | $15880918.60  | 0.30%             | 2027-07-07      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| NatWest Markets plc                                 | NatWest Markets plc                                                          | CUSIP: 63906EYJ5<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | STIV             | CORP              | GB        |  13586000 | PA      | $13455930.35  | 0.26%             | 2025-11-18      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                      | Hyundai Auto Receivables Trust, Series 2024-C, Class A2A                     | CUSIP: 448976AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12439548 | PA      | $12452637.38  | 0.24%             | 2027-09-15      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.               | Sumitomo Mitsui Financial Group, Inc.                                        | CUSIP: 86562MDA5<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   5181000 | PA      | $5252054.82   | 0.10%             | 2026-07-13      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                  | Energy Transfer LP                                                           | CUSIP: 86765BAT6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |  14903000 | PA      | $14850778.99  | 0.28%             | 2026-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Omnicom Group, Inc.                                 | Omnicom Group, Inc.                                                          | CUSIP: 68217FAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2433000 | PA      | $2419965.32   | 0.05%             | 2026-04-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                           | Chesapeake Funding LLC, Series 2023-2A, Class A1                             | CUSIP: 165183CZ5<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |   6554908 | PA      | $6642458.22   | 0.13%             | 2035-10-15      | Fixed         | 6.16%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                        | Avolon Holdings Funding Ltd.                                                 | CUSIP: 05401AAM3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |  13606000 | PA      | $13439462.56  | 0.26%             | 2026-02-21      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| LSEGA Financing plc                                 | LSEGA Financing plc                                                          | CUSIP: 50220PAB9<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |   4732000 | PA      | $4644906.78   | 0.09%             | 2026-04-06      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| WP Carey, Inc.                                      | WP Carey, Inc.                                                               | CUSIP: 92936UAE9<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |   2767000 | PA      | $2763100.58   | 0.05%             | 2026-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Amur Equipment Finance Receivables XIV LLC          | Amur Equipment Finance Receivables LLC, Series 2024-2A, Class A2             | CUSIP: 03238BAB9<br>LEI: 254900VBZK8DVZNJFJ70 | Long             | ABS-O            | CORP              | US        |  39862877 | PA      | $40322177.51  | 0.77%             | 2031-07-21      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: No      |
| Credit Industriel et Commercial                     | Credit Industriel et Commercial                                              | CUSIP: 22536MBB3<br>LEI: N4JDFKKH2FTD8RKFXO39 | Long             | STIV             | CORP              | FR        |  10654000 | PA      | $10450955.00  | 0.20%             | 2026-02-11      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                    | Deutsche Bank AG                                                             | CUSIP: 25160PAN7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   5846000 | PA      | $5978179.81   | 0.11%             | 2027-07-13      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                         | Toronto-Dominion Bank (The)                                                  | CUSIP: 89114TZH8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   5457000 | PA      | $5472952.56   | 0.10%             | 2026-09-10      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC             | Volkswagen Group of America Finance LLC                                      | CUSIP: 928668CN0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   2675000 | PA      | $2692690.71   | 0.05%             | 2027-03-25      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                  | Energy Transfer LP                                                           | CUSIP: 29273RBG3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2274000 | PA      | $2274671.15   | 0.04%             | 2026-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BofA Auto Trust                                     | BofA Auto Trust, Series 2024-1A, Class A2                                    | CUSIP: 09709AAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2112230 | PA      | $2114133.11   | 0.04%             | 2026-12-15      | Fixed         | 5.57%                 | Yes           |                  2 | On Loan: No      |
| Rio Tinto Finance USA plc                           | Rio Tinto Finance USA plc                                                    | CUSIP: 76720AAQ9<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   1783000 | PA      | $1793501.94   | 0.03%             | 2027-03-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                   | Healthpeak OP LLC                                                            | CUSIP: 40414LAQ2<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |  23951000 | PA      | $23728833.40  | 0.45%             | 2026-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Principal Life Global Funding II                    | Principal Life Global Funding II                                             | CUSIP: 74256LEX3<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |   3712000 | PA      | $3753078.89   | 0.07%             | 2027-01-16      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| HSBC USA, Inc.                                      | HSBC USA, Inc.                                                               | CUSIP: 40434PXA9<br>LEI: 549300LBOHZ4QSIWU288 | Long             | STIV             | CORP              | US        |  24000000 | PA      | $23877640.80  | 0.45%             | 2025-10-10      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                             | Hyundai Capital America                                                      | CUSIP: 44891ADA2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |  17511000 | PA      | $17644828.52  | 0.34%             | 2026-06-24      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| First Abu Dhabi Bank PJSC                           | First Abu Dhabi Bank PJSC                                                    | CUSIP: 31849MBC4<br>LEI: 2138002Y3WMK6RZS8H90 | Long             | STIV             | CORP              | AE        |   2795000 | PA      | $2740967.62   | 0.05%             | 2026-02-12      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Sherwin-Williams Co. (The)                          | Sherwin-Williams Co. (The)                                                   | CUSIP: 824348AW6<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |   5689000 | PA      | $5622003.49   | 0.11%             | 2027-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Mizuho Bank Ltd.                                    | Mizuho Bank Ltd.                                                             | CUSIP: 60689GFA9<br>LEI: RB0PEZSDGCO3JS6CEU02 | Long             | STIV             | CORP              | JP        |   4963000 | PA      | $4804730.92   | 0.09%             | 2026-06-10      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered Bank                             | Standard Chartered Bank                                                      | CUSIP: 85325X2A3<br>LEI: RILFO74KP1CM8P6PCT96 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $801523.34    | 0.02%             | 2026-10-08      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                             | BPCE SA                                                                      | CUSIP: 05571CBB6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | STIV             | CORP              | FR        |  32555000 | PA      | $31932323.77  | 0.61%             | 2026-02-11      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                        | Ford Credit Auto Owner Trust, Series 2024-C, Class A2A                       | CUSIP: 34532UAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  16421206 | PA      | $16421396.16  | 0.31%             | 2027-08-15      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                | Verizon Master Trust, Series 2024-1, Class A1A                               | CUSIP: 92348KCL5<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |  13122000 | PA      | $13148125.90  | 0.25%             | 2028-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo Funding LLC                         | Intesa Sanpaolo Funding LLC                                                  | CUSIP: 4611K1BP9<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   4771000 | PA      | $4664106.22   | 0.09%             | 2026-02-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                                        | Nutrien Ltd.                                                                 | CUSIP: 67077MAY4<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |   5492000 | PA      | $5499227.75   | 0.10%             | 2025-11-07      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                                        | Nutrien Ltd.                                                                 | CUSIP: 67077MBE7<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |  17592000 | PA      | $17673721.17  | 0.34%             | 2027-03-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities Lending Money Market Fund       | JPMorgan Securities Lending Money Market Fund, Class Agency SL Shares        | CUSIP: 46645V642<br>LEI: 5493002FD4HXUJXMRO62 | Long             | STIV             | RF                | US        |   5801747 | NS      | $5801747.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One NA                                      | Capital One NA                                                               | CUSIP: 25466AAJ0<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |  47719000 | PA      | $47351153.79  | 0.90%             | 2026-07-27      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                  | T-Mobile USA, Inc.                                                           | CUSIP: 87264ABU8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |  13034000 | PA      | $12885782.57  | 0.25%             | 2026-04-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| USAA Auto Owner Trust                               | USAA Auto Owner Trust, Series 2024-A, Class A2                               | CUSIP: 90327VAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1513453 | PA      | $1515140.02   | 0.03%             | 2027-03-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Honda Auto Receivables Owner Trust                  | Honda Auto Receivables Owner Trust, Series 2024-1, Class A2                  | CUSIP: 437918AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3227192 | PA      | $3228573.78   | 0.06%             | 2026-09-15      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                          | AerCap Ireland Capital DAC                                                   | CUSIP: 00774MAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   8442000 | PA      | $8440164.29   | 0.16%             | 2025-10-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding             | Equitable Financial Life Global Funding                                      | CUSIP: 29449WAE7<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |   3528000 | PA      | $3485823.50   | 0.07%             | 2026-01-09      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Aviation Capital Group LLC                          | Aviation Capital Group LLC                                                   | CUSIP: 05369AAK7<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |  17694000 | PA      | $17510989.19  | 0.33%             | 2026-01-30      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| Ecolab, Inc.                                        | Ecolab, Inc.                                                                 | CUSIP: 278865BQ2<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |   2985000 | PA      | $3010839.68   | 0.06%             | 2028-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Securities LLC                          | Wells Fargo Securities LLC                                                   | CUSIP: N/A<br>LEI: VYVVCKR63DVZZN70PB21       | Long             | RA               | CORP              | US        |  60000000 | PA      | $60000000.00  | 1.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                | Royal Bank of Canada                                                         | CUSIP: 78017DAE8<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  26495000 | PA      | $26524442.04  | 0.50%             | 2026-08-03      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| KEB Hana Bank                                       | KEB Hana Bank                                                                | CUSIP: 48252PYS1<br>LEI: 6RPK2YDJN6L35AS0M510 | Long             | STIV             | CORP              | KR        |  11339000 | PA      | $11218974.42  | 0.21%             | 2025-11-26      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                      | Hyundai Auto Receivables Trust, Series 2022-B, Class A3                      | CUSIP: 44918MAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    464355 | PA      | $464030.04    | 0.01%             | 2026-11-16      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                             | MPLX LP                                                                      | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |  15379000 | PA      | $15172027.88  | 0.29%             | 2026-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Reliance Standard Life Global Funding II            | Reliance Standard Life Global Funding II                                     | CUSIP: 75951ACY2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1933000 | PA      | $1936927.82   | 0.04%             | 2026-02-02      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Barclays plc                                        | Barclays plc                                                                 | CUSIP: 06738ECC7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2200000 | PA      | $2209487.21   | 0.04%             | 2026-11-02      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Corporate and Investment Bank       | Credit Agricole Corporate and Investment Bank                                | CUSIP: 22536HW96<br>LEI: 254900BN8XS34XZDJ223 | Long             | STIV             | CORP              | FR        |   5100000 | PA      | $5100775.20   | 0.10%             | 2025-10-09      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                      | Enterprise Fleet Financing LLC, Series 2024-4, Class A2                      | CUSIP: 29374MAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9234063 | PA      | $9258668.17   | 0.18%             | 2027-07-20      | Fixed         | 4.69%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust  | GM Financial Consumer Automobile Receivables Trust, Series 2024-1, Class A2A | CUSIP: 36268GAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    556314 | PA      | $556507.65    | 0.01%             | 2027-02-16      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                 | Toyota Auto Receivables Owner Trust, Series 2023-A, Class A3                 | CUSIP: 891940AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4222441 | PA      | $4229249.88   | 0.08%             | 2027-09-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                 | Societe Generale SA                                                          | CUSIP: 83368RAZ5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |  40630000 | PA      | $40259407.68  | 0.77%             | 2026-12-14      | Variable      | 1.49%                 | Yes           |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                   | World Omni Auto Receivables Trust, Series 2025-A, Class A2A                  | CUSIP: 98164YAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  19470769 | PA      | $19489916.77  | 0.37%             | 2028-04-17      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings plc                     | Santander UK Group Holdings plc                                              | CUSIP: 80281LAS4<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   9117000 | PA      | $9160713.10   | 0.17%             | 2026-11-21      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| DLLAD LLC                                           | DLLAD LLC, Series 2025-1A, Class A2                                          | CUSIP: 23347BAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2250000 | PA      | $2256952.73   | 0.04%             | 2028-11-20      | Fixed         | 4.46%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                             | Hyundai Capital America                                                      | CUSIP: 44891ADF1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |  10031000 | PA      | $10019668.68  | 0.19%             | 2027-09-24      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Jackson National Life Global Funding                | Jackson National Life Global Funding                                         | CUSIP: 46849LUZ2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |  12996000 | PA      | $13087915.12  | 0.25%             | 2026-04-10      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| BAT International Finance plc                       | BAT International Finance plc                                                | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |  17304000 | PA      | $17037472.72  | 0.32%             | 2026-03-25      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding             | Equitable Financial Life Global Funding                                      | CUSIP: 29449WAP2<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |   3308000 | PA      | $3316010.82   | 0.06%             | 2025-12-02      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                          | CNH Industrial Capital LLC                                                   | CUSIP: 12592BAL8<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |  10169000 | PA      | $10058955.76  | 0.19%             | 2026-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                      | Morgan Stanley                                                               | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  16495000 | PA      | $16086984.96  | 0.31%             | 2027-07-20      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                             | National Bank of Canada                                                      | CUSIP: 63307A3A1<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   9774000 | PA      | $9866673.26   | 0.19%             | 2027-07-02      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd.                                 | Macquarie Bank Ltd.                                                          | CUSIP: 55607KYL4<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | STIV             | CORP              | AU        |  33083000 | PA      | $32751432.25  | 0.62%             | 2025-11-20      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC             | Volkswagen Group of America Finance LLC                                      | CUSIP: 928668CK6<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   5875000 | PA      | $5906255.76   | 0.11%             | 2026-08-14      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                        | Mizuho Financial Group, Inc.                                                 | CUSIP: 60687YBP3<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |  23776000 | PA      | $23251492.41  | 0.44%             | 2027-05-22      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| Mizuho Bank Ltd.                                    | Mizuho Bank Ltd.                                                             | CUSIP: 60689FYJ1<br>LEI: RB0PEZSDGCO3JS6CEU02 | Long             | STIV             | CORP              | JP        |  17583000 | PA      | $17413985.17  | 0.33%             | 2025-11-18      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                             | Hyundai Capital America                                                      | CUSIP: 44891ACQ8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   5048000 | PA      | $5062297.15   | 0.10%             | 2025-11-03      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.               | Sumitomo Mitsui Financial Group, Inc.                                        | CUSIP: 86562MCT5<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |  11188000 | PA      | $11229827.46  | 0.21%             | 2026-01-13      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                      | Commonwealth Bank of Australia                                               | CUSIP: 20271AAK3<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |  13594000 | PA      | $13618002.65  | 0.26%             | 2025-12-09      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Wisconsin Public Service Corp.                      | Wisconsin Public Service Corp.                                               | CUSIP: 976843BP6<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |   1895000 | PA      | $1895811.33   | 0.04%             | 2025-11-10      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                     | Citigroup, Inc.                                                              | CUSIP: 17327CAM5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  11289000 | PA      | $11137331.61  | 0.21%             | 2027-01-28      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| Chevron USA, Inc.                                   | Chevron USA, Inc.                                                            | CUSIP: 166756BG0<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |   9790000 | PA      | $9819525.27   | 0.19%             | 2027-08-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                    | Brixmor Operating Partnership LP                                             | CUSIP: 11120VAC7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |  29519000 | PA      | $29433810.53  | 0.56%             | 2026-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                      | Hyundai Auto Receivables Trust, Series 2024-B, Class A2A                     | CUSIP: 44934QAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  23469605 | PA      | $23521576.09  | 0.45%             | 2027-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust                                 | CNH Equipment Trust, Series 2024-A, Class A2                                 | CUSIP: 18978FAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1058890 | PA      | $1059464.56   | 0.02%             | 2027-07-15      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| United States of America                            | U.S. Treasury Notes                                                          | CUSIP: 91282CJK8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  27500000 | PA      | $27758886.65  | 0.53%             | 2026-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Corporate and Investment Bank       | Credit Agricole Corporate and Investment Bank                                | CUSIP: 22536HVZ9<br>LEI: 254900BN8XS34XZDJ223 | Long             | STIV             | CORP              | FR        |  30914000 | PA      | $30912108.06  | 0.59%             | 2025-10-07      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                  | Credit Agricole SA                                                           | CUSIP: 22535WAH0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   7619000 | PA      | $7519059.29   | 0.14%             | 2027-01-26      | Variable      | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                            | Cooperatieve Rabobank UA                                                     | CUSIP: 74977RDL5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |  19396000 | PA      | $18832970.97  | 0.36%             | 2027-12-15      | Variable      | 1.98%                 | Yes           |                  2 | On Loan: No      |
| Credit Industriel et Commercial                     | Credit Industriel et Commercial                                              | CUSIP: 22536MEC8<br>LEI: N4JDFKKH2FTD8RKFXO39 | Long             | STIV             | CORP              | FR        |  25105000 | PA      | $24384057.20  | 0.46%             | 2026-05-12      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| AT&T, Inc.                                          | AT&T, Inc.                                                                   | CUSIP: 00206RHV7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4944450.10   | 0.09%             | 2026-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Jackson National Life Global Funding                | Jackson National Life Global Funding                                         | CUSIP: 46849LVC2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |  19836000 | PA      | $19978659.52  | 0.38%             | 2027-01-13      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                      | BNP Paribas SA                                                               | CUSIP: 09659W2Q6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   5762000 | PA      | $5630984.10   | 0.11%             | 2027-06-30      | Variable      | 1.68%                 | Yes           |                  2 | On Loan: No      |
| Pernod Ricard SA                                    | Pernod Ricard SA                                                             | CUSIP: 714264AM0<br>LEI: 52990097YFPX9J0H5D87 | Long             | DBT              | CORP              | FR        |  26492000 | PA      | $26272565.44  | 0.50%             | 2026-06-08      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| American Honda Finance Corp.                        | American Honda Finance Corp.                                                 | CUSIP: 02665WGH8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |  17875000 | PA      | $17903921.75  | 0.34%             | 2027-08-13      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                  | Canadian Imperial Bank of Commerce                                           | CUSIP: 13607PHT4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |  22861000 | PA      | $22910119.14  | 0.44%             | 2027-09-11      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                        | ING Groep NV                                                                 | CUSIP: 456837BF9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1797000 | PA      | $1827225.86   | 0.03%             | 2027-09-11      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA               | Banque Federative du Credit Mutuel SA                                        | CUSIP: 06675FBA4<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |  18150000 | PA      | $18401400.91  | 0.35%             | 2026-07-13      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| NatWest Markets plc                                 | NatWest Markets plc                                                          | CUSIP: 63906YAD0<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    792000 | PA      | $770645.17    | 0.01%             | 2026-09-29      | Fixed         | 1.60%                 | Yes           |                  2 | On Loan: No      |
| Essex Portfolio LP                                  | Essex Portfolio LP                                                           | CUSIP: 29717PAQ0<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |  15490000 | PA      | $15384363.31  | 0.29%             | 2026-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                               | Athene Global Funding                                                        | CUSIP: 04685A3D1<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  14797000 | PA      | $14395442.42  | 0.27%             | 2026-10-02      | Fixed         | 1.73%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                              | Goldman Sachs Bank USA                                                       | CUSIP: 38151LAG5<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |  17189000 | PA      | $17314074.04  | 0.33%             | 2027-05-21      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                             | Standard Chartered Bank                                                      | CUSIP: 85325VNW6<br>LEI: RILFO74KP1CM8P6PCT96 | Long             | STIV             | CORP              | GB        |   9558000 | PA      | $9557414.09   | 0.18%             | 2025-10-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                        | Fiserv, Inc.                                                                 | CUSIP: 337738AT5<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |  27045000 | PA      | $26794782.63  | 0.51%             | 2026-07-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                | Caterpillar Financial Services Corp.                                         | CUSIP: 14913UAN0<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |  11665000 | PA      | $11720937.41  | 0.22%             | 2026-10-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust                              | John Deere Owner Trust, Series 2022-C, Class A3                              | CUSIP: 47800BAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3027112 | PA      | $3036548.36   | 0.06%             | 2027-06-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                  | T-Mobile USA, Inc.                                                           | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |  35201000 | PA      | $34810121.06  | 0.66%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                     | Citigroup, Inc.                                                              | CUSIP: 172967NX5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  19835000 | PA      | $19849155.45  | 0.38%             | 2026-09-29      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                  | BMW US Capital LLC                                                           | CUSIP: 05565ECU7<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   7095000 | PA      | $7150349.23   | 0.14%             | 2027-03-19      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Bank of Montreal                                    | Bank of Montreal                                                             | CUSIP: 06369LYM1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | STIV             | CORP              | CA        |  11308000 | PA      | $11196073.42  | 0.21%             | 2025-11-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.  | National Rural Utilities Cooperative Finance Corp.                           | CUSIP: 63743HFY3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |  14928000 | PA      | $14980855.12  | 0.29%             | 2026-11-22      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                 | Toyota Auto Receivables Owner Trust, Series 2022-C, Class A3                 | CUSIP: 89231CAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3535101 | PA      | $3528773.98   | 0.07%             | 2027-04-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| CGI, Inc.                                           | CGI, Inc.                                                                    | CUSIP: 12532HAC8<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |  11292000 | PA      | $10993587.56  | 0.21%             | 2026-09-14      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust              | Santander Drive Auto Receivables Trust, Series 2023-3, Class A3              | CUSIP: 80285XAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    246627 | PA      | $246766.16    | 0.00%             | 2027-10-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                     | Danske Bank A/S                                                              | CUSIP: 23636AAZ4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   8984000 | PA      | $8977773.73   | 0.17%             | 2026-09-11      | Variable      | 1.62%                 | Yes           |                  2 | On Loan: No      |
| Nissan Auto Receivables Owner Trust                 | Nissan Auto Receivables Owner Trust, Series 2023-A, Class A3                 | CUSIP: 65480WAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12344288 | PA      | $12377211.08  | 0.24%             | 2027-11-15      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust LLC                             | SCF Equipment Trust LLC, Series 2025-1A, Class A2                            | CUSIP: 78437DAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1834342 | PA      | $1839171.21   | 0.04%             | 2030-07-22      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Capital One Financial Corp.                         | Capital One Financial Corp.                                                  | CUSIP: 254709AM0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6984110.70   | 0.13%             | 2027-02-09      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                  | Canadian Imperial Bank of Commerce                                           | CUSIP: 13607PVP6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |  33913000 | PA      | $34198488.79  | 0.65%             | 2028-01-13      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                 | Wells Fargo Bank NA                                                          | CUSIP: 94988J6G7<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |   6976000 | PA      | $7038784.00   | 0.13%             | 2026-12-11      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                           | Bank of Nova Scotia (The)                                                    | CUSIP: 06418JAA9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |  44371000 | PA      | $44993521.14  | 0.86%             | 2026-12-07      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Porsche Innovative Lease Owner Trust                | Porsche Innovative Lease Owner Trust, Series 2025-1A, Class A2A              | CUSIP: 73329KAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4600000 | PA      | $4612029.00   | 0.09%             | 2027-12-20      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Dominion Energy, Inc.                               | Dominion Energy, Inc.                                                        | CUSIP: 25746UCE7<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |  18548000 | PA      | $18535407.95  | 0.35%             | 2025-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA               | Banque Federative du Credit Mutuel SA                                        | CUSIP: 06675FAZ0<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |  13749000 | PA      | $13774978.05  | 0.26%             | 2026-01-26      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Danske Bank A/S                                     | Danske Bank A/S                                                              | CUSIP: 23636RAD6<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | STIV             | CORP              | DK        |  12379000 | PA      | $12181267.76  | 0.23%             | 2026-01-13      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Entergy Corp.                                       | Entergy Corp.                                                                | CUSIP: 29364GAM5<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |   7870000 | PA      | $7859601.45   | 0.15%             | 2025-09-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Lease Trust                         | Volkswagen Auto Lease Trust, Series 2023-A, Class A3                         | CUSIP: 92867UAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5659501 | PA      | $5677928.50   | 0.11%             | 2026-10-20      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Leasing LLC                           | SCF Equipment Leasing LLC, Series 2024-1A, Class A2                          | CUSIP: 783896AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4448712 | PA      | $4477242.60   | 0.09%             | 2029-11-20      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Ally Auto Receivables Trust                         | Ally Auto Receivables Trust, Series 2022-3, Class A3                         | CUSIP: 02008DAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6086745 | PA      | $6095198.59   | 0.12%             | 2027-04-15      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Kia Corp.                                           | Kia Corp.                                                                    | CUSIP: 493738AD0<br>LEI: 988400V8MJK9N7OI5X76 | Long             | DBT              | CORP              | KR        |   4416000 | PA      | $4382305.92   | 0.08%             | 2026-04-21      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                         | Penske Truck Leasing Co. LP                                                  | CUSIP: 709599BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12062000 | PA      | $11980347.26  | 0.23%             | 2025-11-15      | Fixed         | 1.20%                 | Yes           |                  2 | On Loan: No      |
| Pacific Life Global Funding II                      | Pacific Life Global Funding II                                               | CUSIP: 6944PL3K3<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |  28052000 | PA      | $28202685.25  | 0.54%             | 2028-07-10      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                 | Societe Generale SA                                                          | CUSIP: 83368RCA8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    678000 | PA      | $680915.40    | 0.01%             | 2027-02-19      | Floating      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| Corebridge Global Funding                           | Corebridge Global Funding                                                    | CUSIP: 00138CAY4<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |  23483000 | PA      | $23688499.26  | 0.45%             | 2026-06-24      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Principal Life Global Funding II                    | Principal Life Global Funding II                                             | CUSIP: 7425APAC9<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |   6063000 | PA      | $6078971.46   | 0.12%             | 2028-08-18      | Floating      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Molson Coors Beverage Co.                           | Molson Coors Beverage Co.                                                    | CUSIP: 60871RAG5<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4942184.75   | 0.09%             | 2026-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                  | Metropolitan Life Global Funding I                                           | CUSIP: 592179KS3<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   7267000 | PA      | $7283808.57   | 0.14%             | 2028-08-25      | Floating      | 5.06%                 | Yes           |                  2 | On Loan: —       |
| Jackson National Life Global Funding                | Jackson National Life Global Funding                                         | CUSIP: 46849LVA6<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |  12358000 | PA      | $12622638.54  | 0.24%             | 2027-07-02      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole SA                                  | Credit Agricole SA                                                           | CUSIP: 22534PAB9<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   1500000 | PA      | $1457352.86   | 0.03%             | 2027-01-11      | Fixed         | 2.02%                 | Yes           |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                         | Penske Truck Leasing Co. LP                                                  | CUSIP: 709599BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5342000 | PA      | $5381604.25   | 0.10%             | 2026-05-24      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Corebridge Global Funding                           | Corebridge Global Funding                                                    | CUSIP: 00138CAU2<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   9329000 | PA      | $9444717.76   | 0.18%             | 2026-07-02      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| CRH America Finance, Inc.                           | CRH America Finance, Inc.                                                    | CUSIP: 12636CWK2<br>LEI: 549300WEVUODRJ4CWK56 | Long             | STIV             | CORP              | US        |  40000000 | PA      | $39894532.00  | 0.76%             | 2025-09-19      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                   | World Omni Auto Receivables Trust, Series 2024-A, Class A2A                  | CUSIP: 98164RAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    859691 | PA      | $859862.63    | 0.02%             | 2027-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                               | Cardinal Health, Inc.                                                        | CUSIP: 14149YBE7<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |  14832000 | PA      | $14827802.40  | 0.28%             | 2025-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US Bank NA                                          | US Bank NA                                                                   | CUSIP: 90331HPP2<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |  27710000 | PA      | $27785836.73  | 0.53%             | 2027-10-22      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC             | Mercedes-Benz Finance North America LLC                                      | CUSIP: 58769JAP2<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |  23032000 | PA      | $23055871.06  | 0.44%             | 2026-01-09      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Corebridge Global Funding                           | Corebridge Global Funding                                                    | CUSIP: 00138CBB3<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |  20717000 | PA      | $20916198.31  | 0.40%             | 2027-08-20      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Schlumberger Holdings Corp.                         | Schlumberger Holdings Corp.                                                  | CUSIP: 80686DWW0<br>LEI: 529900IKZG65COT1D505 | Long             | STIV             | CORP              | US        |  14359000 | PA      | $14303163.59  | 0.27%             | 2025-09-30      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust                        | Ford Credit Auto Lease Trust, Series 2024-B, Class A2A                       | CUSIP: 345279AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11285609 | PA      | $11309298.95  | 0.22%             | 2027-02-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| PPL Capital Funding, Inc.                           | PPL Capital Funding, Inc.                                                    | CUSIP: 69352PAL7<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |   8280000 | PA      | $8194742.58   | 0.16%             | 2026-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust                      | Mercedes-Benz Auto Lease Trust, Series 2025-A, Class A2A                     | CUSIP: 58768YAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8020000 | PA      | $8057446.18   | 0.15%             | 2028-04-17      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                           | Corebridge Global Funding                                                    | CUSIP: 00138CBG2<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   3108000 | PA      | $3116899.04   | 0.06%             | 2028-08-21      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| First Abu Dhabi Bank PJSC                           | First Abu Dhabi Bank PJSC                                                    | CUSIP: 31849MBT7<br>LEI: 2138002Y3WMK6RZS8H90 | Long             | STIV             | CORP              | AE        |  21495000 | PA      | $21044288.54  | 0.40%             | 2026-02-27      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| DNB Bank ASA                                        | DNB Bank ASA                                                                 | CUSIP: 23329PAF7<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |   3176000 | PA      | $3171653.52   | 0.06%             | 2026-09-16      | Variable      | 1.13%                 | Yes           |                  2 | On Loan: No      |
| American Honda Finance Corp.                        | American Honda Finance Corp.                                                 | CUSIP: 02665WGA3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |  12944000 | PA      | $12954965.25  | 0.25%             | 2026-12-11      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                          | Aviation Capital Group LLC                                                   | CUSIP: 05369AAR2<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   2642000 | PA      | $2654378.30   | 0.05%             | 2027-04-14      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| New York Life Global Funding                        | New York Life Global Funding                                                 | CUSIP: 64953BBY3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |  32779000 | PA      | $32846268.08  | 0.63%             | 2027-06-11      | Floating      | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Danske Bank A/S                                     | Danske Bank A/S                                                              | CUSIP: 23636RB60<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | STIV             | CORP              | DK        |  13868000 | PA      | $13609207.87  | 0.26%             | 2026-02-06      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                  | Canadian Imperial Bank of Commerce                                           | CUSIP: 13607L8C0<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |  15175000 | PA      | $15474845.40  | 0.29%             | 2027-06-28      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                          | US Bancorp                                                                   | CUSIP: 91159HJH4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |  17580000 | PA      | $17606609.44  | 0.34%             | 2026-10-21      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group, Inc.                              | WEC Energy Group, Inc.                                                       | CUSIP: 92939UAK2<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |  18085000 | PA      | $18096316.69  | 0.34%             | 2026-01-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                        | Avolon Holdings Funding Ltd.                                                 | CUSIP: 05401AAK7<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1713000 | PA      | $1715432.46   | 0.03%             | 2026-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole SA                                  | Credit Agricole SA                                                           | CUSIP: 22535WAB3<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |  13251000 | PA      | $13220094.96  | 0.25%             | 2027-01-10      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| DNB Bank ASA                                        | DNB Bank ASA                                                                 | CUSIP: 2332K0YR7<br>LEI: 549300GKFG0RYRRQ1414 | Long             | STIV             | CORP              | NO        |   7169000 | PA      | $7095628.87   | 0.14%             | 2025-11-25      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| NNN REIT, Inc.                                      | NNN REIT, Inc.                                                               | CUSIP: 637417AH9<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |  11075000 | PA      | $11057481.12  | 0.21%             | 2025-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                    | Deutsche Bank AG                                                             | CUSIP: 25161DAG8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | STIV             | CORP              | DE        |  20742000 | PA      | $20771221.33  | 0.40%             | 2026-07-08      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| AutoZone, Inc.                                      | AutoZone, Inc.                                                               | CUSIP: 053332BE1<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |  13112000 | PA      | $13201967.59  | 0.25%             | 2026-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development | International Bank for Reconstruction & Development                          | CUSIP: 45906M6D8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |  17345000 | PA      | $17351261.55  | 0.33%             | 2028-07-18      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                  | BMW US Capital LLC                                                           | CUSIP: 05565EDA0<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |  11294000 | PA      | $11298111.47  | 0.22%             | 2027-08-11      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd.                     | Sumitomo Mitsui Trust Bank Ltd.                                              | CUSIP: 86563VBT5<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |  12666000 | PA      | $12748470.48  | 0.24%             | 2027-09-10      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                             | Hyundai Capital America                                                      | CUSIP: 44891ADP9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |  12802000 | PA      | $12896959.99  | 0.25%             | 2027-03-25      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Southern Co. Gas Capital Corp.                      | Southern Co. Gas Capital Corp.                                               | CUSIP: 001192AM5<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |   1129000 | PA      | $1120898.18   | 0.02%             | 2026-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                    | ABN AMRO Bank NV                                                             | CUSIP: 00084DBJ8<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |  13951000 | PA      | $13994117.38  | 0.27%             | 2028-07-07      | Floating      | 5.16%                 | Yes           |                  2 | On Loan: No      |
| DLLAA LLC                                           | DLLAA LLC, Series 2023-1A, Class A2                                          | CUSIP: 23292HAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4501 | PA      | $4504.01      | 0.00%             | 2026-07-20      | Fixed         | 5.93%                 | Yes           |                  2 | On Loan: No      |
| Macquarie Bank Ltd.                                 | Macquarie Bank Ltd.                                                          | CUSIP: 55608PBT0<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |  15460000 | PA      | $15822285.47  | 0.30%             | 2027-07-02      | Fixed         | 5.27%                 | Yes           |                  2 | On Loan: No      |
| HPEFS Equipment Trust                               | HPEFS Equipment Trust, Series 2023-2A, Class A3                              | CUSIP: 44328UAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    881128 | PA      | $882270.29    | 0.02%             | 2031-01-21      | Fixed         | 5.99%                 | Yes           |                  2 | On Loan: No      |
| Ally Auto Receivables Trust                         | Ally Auto Receivables Trust, Series 2022-1, Class A3                         | CUSIP: 02008JAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     56863 | PA      | $56832.50     | 0.00%             | 2026-11-15      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Microchip Technology, Inc.                          | Microchip Technology, Inc.                                                   | CUSIP: 595017BA1<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |  26453000 | PA      | $26453000.00  | 0.50%             | 2025-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Standard Chartered plc                              | Standard Chartered plc                                                       | CUSIP: 853254CQ1<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |  12977000 | PA      | $13048243.73  | 0.25%             | 2027-01-09      | Variable      | 6.17%                 | Yes           |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                         | Penske Truck Leasing Co. LP                                                  | CUSIP: 709599AW4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9634000 | PA      | $9520165.23   | 0.18%             | 2026-11-15      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                      | Hyundai Auto Receivables Trust, Series 2024-A, Class A2A                     | CUSIP: 448973AB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1794823 | PA      | $1797642.20   | 0.03%             | 2027-04-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                        | American Honda Finance Corp.                                                 | CUSIP: 02665WFR7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   4157000 | PA      | $4164438.20   | 0.08%             | 2026-05-11      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| First Abu Dhabi Bank PJSC                           | First Abu Dhabi Bank PJSC                                                    | CUSIP: 31849HYD8<br>LEI: 2138002Y3WMK6RZS8H90 | Long             | STIV             | CORP              | AE        |  58393000 | PA      | $57863083.53  | 1.10%             | 2025-11-13      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| NatWest Group plc                                   | NatWest Group plc                                                            | CUSIP: 639057AJ7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |  25613000 | PA      | $25794877.91  | 0.49%             | 2027-03-02      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                          | AT&T, Inc.                                                                   | CUSIP: 00206RML3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |  21328000 | PA      | $21016228.79  | 0.40%             | 2026-03-25      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.          | Australia & New Zealand Banking Group Ltd.                                   | CUSIP: 05253JAZ4<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   7300000 | PA      | $7376507.21   | 0.14%             | 2027-01-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Expedia Group, Inc.                                 | Expedia Group, Inc.                                                          | CUSIP: 30212PAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  22284000 | PA      | $22299171.39  | 0.42%             | 2026-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                        | UBS Group AG                                                                 | CUSIP: 90351DAB3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  11246000 | PA      | $11241786.69  | 0.21%             | 2025-09-24      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| State Street Corp.                                  | State Street Corp.                                                           | CUSIP: 857477DA8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   8113000 | PA      | $8174476.26   | 0.16%             | 2028-04-24      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)            | PNC Financial Services Group, Inc. (The)                                     | CUSIP: 693475BL8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |  26380000 | PA      | $26402890.45  | 0.50%             | 2027-01-26      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| CCG Receivables Trust                               | CCG Receivables Trust, Series 2024-1, Class A2                               | CUSIP: 12515PAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  26947888 | PA      | $27149514.90  | 0.52%             | 2032-03-15      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                        | UBS Group AG                                                                 | CUSIP: 902613AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1439000 | PA      | $1421042.01   | 0.03%             | 2027-01-30      | Variable      | 1.36%                 | Yes           |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                        | Dell Equipment Finance Trust, Series 2024-1, Class A2                        | CUSIP: 24702GAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9885996 | PA      | $9899372.80   | 0.19%             | 2030-03-22      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                        | Sabine Pass Liquefaction LLC                                                 | CUSIP: 785592AV8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   4328000 | PA      | $4344905.60   | 0.08%             | 2026-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Protective Life Global Funding                      | Protective Life Global Funding                                               | CUSIP: 74368CBH6<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |  10581000 | PA      | $10271485.43  | 0.20%             | 2026-09-20      | Fixed         | 1.30%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                               | Bank of America Corp.                                                        | CUSIP: 06051GJK6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  17533000 | PA      | $17450962.22  | 0.33%             | 2026-10-24      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                      | Hewlett Packard Enterprise Co.                                               | CUSIP: 42824CBR9<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |  16023000 | PA      | $16045608.13  | 0.31%             | 2026-09-25      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AutoZone, Inc.                                      | AutoZone, Inc.                                                               | CUSIP: 053332AT9<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |   2834000 | PA      | $2811651.59   | 0.05%             | 2026-04-21      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                        | AbbVie, Inc.                                                                 | CUSIP: 00287BWG0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | STIV             | CORP              | US        |  24812000 | PA      | $24755986.91  | 0.47%             | 2025-09-16      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Brookfield Corporate Treasury Ltd.                  | Brookfield Corporate Treasury Ltd.                                           | CUSIP: 11271EWV6<br>LEI: N/A                  | Long             | STIV             | CORP              | CA        |   9000000 | PA      | $8963887.50   | 0.17%             | 2025-09-29      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Mutual of Omaha Cos. Global Funding                 | Mutual of Omaha Cos. Global Funding                                          | CUSIP: 62829D2G4<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |  13840000 | PA      | $13949251.02  | 0.27%             | 2028-06-09      | Fixed         | 4.51%                 | Yes           |                  2 | On Loan: No      |
| Element Fleet Management Corp.                      | Element Fleet Management Corp.                                               | CUSIP: 286181AM4<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   1982000 | PA      | $2019543.38   | 0.04%             | 2027-03-13      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Dominion Energy, Inc.                               | Dominion Energy, Inc., Series A                                              | CUSIP: 25746UDJ5<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   8400000 | PA      | $8251912.45   | 0.16%             | 2026-04-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                        | New York Life Global Funding                                                 | CUSIP: 64953BCA4<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |  13830000 | PA      | $13879112.68  | 0.26%             | 2028-07-25      | Floating      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| General Motors Co.                                  | General Motors Co.                                                           | CUSIP: 37045VAV2<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |  11702000 | PA      | $11702000.00  | 0.22%             | 2025-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                   | Enterprise Products Operating LLC                                            | CUSIP: 29379VCE1<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |  15042000 | PA      | $15133651.51  | 0.29%             | 2027-01-11      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                      | Morgan Stanley                                                               | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   6885000 | PA      | $6756724.81   | 0.13%             | 2027-05-04      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                  | General Motors Financial Co., Inc.                                           | CUSIP: 37045XDD5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   6004000 | PA      | $5934807.80   | 0.11%             | 2026-01-08      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                   | NatWest Group plc                                                            | CUSIP: 639057AG3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |  24865000 | PA      | $24997733.60  | 0.48%             | 2026-11-10      | Variable      | 7.47%                 | No            |                  2 | On Loan: No      |
| Mizuho Bank Ltd.                                    | Mizuho Bank Ltd.                                                             | CUSIP: 60710TWK3<br>LEI: RB0PEZSDGCO3JS6CEU02 | Long             | STIV             | CORP              | JP        |   8898000 | PA      | $8900763.72   | 0.17%             | 2025-11-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                   | World Omni Auto Receivables Trust, Series 2023-D, Class A3                   | CUSIP: 98164DAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1642722 | PA      | $1659804.83   | 0.03%             | 2029-02-15      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| DuPont de Nemours, Inc.                             | DuPont de Nemours, Inc.                                                      | CUSIP: 26078JAC4<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |   7707000 | PA      | $7700030.56   | 0.15%             | 2025-11-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.               | Alexandria Real Estate Equities, Inc.                                        | CUSIP: 015271AH2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |  10838000 | PA      | $10828504.29  | 0.21%             | 2026-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                 | Toyota Auto Receivables Owner Trust, Series 2022-B, Class A3                 | CUSIP: 89238FAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    339744 | PA      | $339269.09    | 0.01%             | 2026-09-15      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                      | BNP Paribas SA                                                               | CUSIP: 09659W2N3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   8971000 | PA      | $8866235.59   | 0.17%             | 2027-01-13      | Variable      | 1.32%                 | Yes           |                  2 | On Loan: No      |
| Dllad LLC                                           | Dllad LLC, Series 2024-1A, Class A2                                          | CUSIP: 23346MAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2020902 | PA      | $2031204.42   | 0.04%             | 2027-08-20      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                            | Cooperatieve Rabobank UA                                                     | CUSIP: 74977RDK7<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   7069000 | PA      | $6960472.47   | 0.13%             | 2027-02-24      | Variable      | 1.11%                 | Yes           |                  2 | On Loan: No      |
| ING Groep NV                                        | ING Groep NV                                                                 | CUSIP: 456837AV5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |  19545000 | PA      | $19254098.28  | 0.37%             | 2027-04-01      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                 | Societe Generale SA                                                          | CUSIP: 83368RBC5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |  17493000 | PA      | $17122578.03  | 0.33%             | 2027-06-09      | Variable      | 1.79%                 | Yes           |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                           | Williams Cos., Inc. (The)                                                    | CUSIP: 96949LAB1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   6989000 | PA      | $6987624.01   | 0.13%             | 2025-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                               | Bank of America Corp.                                                        | CUSIP: 06051GHT9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  25815000 | PA      | $25686441.30  | 0.49%             | 2027-04-23      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                             | BPCE SA                                                                      | CUSIP: 05571AAT2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   4670000 | PA      | $4731289.36   | 0.09%             | 2027-01-18      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: —       |
| Brookfield Corporate Treasury Ltd.                  | Brookfield Corporate Treasury Ltd.                                           | CUSIP: 11271EWR5<br>LEI: N/A                  | Long             | STIV             | CORP              | CA        |  15000000 | PA      | $14947380.00  | 0.28%             | 2025-09-25      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust  | GM Financial Consumer Automobile Receivables Trust, Series 2023-1, Class A3  | CUSIP: 38013JAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2788616 | PA      | $2794657.05   | 0.05%             | 2028-02-16      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                         | Marsh & McLennan Cos., Inc.                                                  | CUSIP: 571748AZ5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   8949000 | PA      | $8920687.78   | 0.17%             | 2026-03-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                  | BMW US Capital LLC                                                           | CUSIP: 05565ECP8<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   3549000 | PA      | $3563893.63   | 0.07%             | 2026-08-13      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                | ERAC USA Finance LLC                                                         | CUSIP: 26884TAP7<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |   8987000 | PA      | $8972202.90   | 0.17%             | 2025-11-01      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered plc                              | Standard Chartered plc                                                       | CUSIP: 853254BZ2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   4018000 | PA      | $3972194.80   | 0.08%             | 2027-01-14      | Variable      | 1.46%                 | Yes           |                  2 | On Loan: No      |
| National Bank of Canada                             | National Bank of Canada                                                      | CUSIP: 63307A2Y0<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |  24102000 | PA      | $24142505.58  | 0.46%             | 2027-03-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                               | HPEFS Equipment Trust, Series 2025-1A, Class A2                              | CUSIP: 40446EAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8000000 | PA      | $8020399.20   | 0.15%             | 2032-09-20      | Fixed         | 4.49%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered plc                              | Standard Chartered plc                                                       | CUSIP: 853254AZ3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   5269000 | PA      | $5249715.46   | 0.10%             | 2026-04-12      | Fixed         | 4.05%                 | Yes           |                  2 | On Loan: No      |
| Citibank NA                                         | Citibank NA                                                                  | CUSIP: 17325FBL1<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |  21435000 | PA      | $21596871.33  | 0.41%             | 2027-11-19      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust                                 | CNH Equipment Trust, Series 2022-A, Class A3                                 | CUSIP: 12660DAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    568033 | PA      | $565312.69    | 0.01%             | 2027-07-15      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                        | Marriott International, Inc.                                                 | CUSIP: 571903BV4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   9095000 | PA      | $9109099.07   | 0.17%             | 2027-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                        | UBS Group AG                                                                 | CUSIP: 902613AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   8333000 | PA      | $8367906.10   | 0.16%             | 2027-01-12      | Variable      | 5.71%                 | Yes           |                  2 | On Loan: No      |
| SBNA Auto Lease Trust                               | SBNA Auto Lease Trust, Series 2024-C, Class A2                               | CUSIP: 78398DAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    909044 | PA      | $909475.09    | 0.02%             | 2026-11-20      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                           | Toyota Motor Credit Corp.                                                    | CUSIP: 89236TNM3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   8330000 | PA      | $8338182.23   | 0.16%             | 2027-07-21      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                 | Societe Generale SA                                                          | CUSIP: 83368RBV3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   2500000 | PA      | $2532020.48   | 0.05%             | 2028-01-19      | Variable      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| John Deere Owner Trust                              | John Deere Owner Trust, Series 2024-A, Class A2A                             | CUSIP: 47800RAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3620057 | PA      | $3623368.38   | 0.07%             | 2027-02-16      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.               | Alexandria Real Estate Equities, Inc.                                        | CUSIP: 015271AP4<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |  15078000 | PA      | $15020417.27  | 0.29%             | 2026-04-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CDP Financial, Inc.                                 | CDP Financial, Inc.                                                          | CUSIP: 12509TAC1<br>LEI: 549300OXMGVYFCBFV096 | Long             | STIV             | CORP              | CA        |   7607000 | PA      | $7486915.14   | 0.14%             | 2026-01-12      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Chevron Phillips Chemical Co. LLC                   | Chevron Phillips Chemical Co. LLC                                            | CUSIP: 166754AP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    740000 | PA      | $733201.54    | 0.01%             | 2026-12-01      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| Extra Space Storage LP                              | Extra Space Storage LP                                                       | CUSIP: 30225VAL1<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |  19297000 | PA      | $19141286.91  | 0.36%             | 2026-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                               | Athene Global Funding                                                        | CUSIP: 04685A2U4<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   7319000 | PA      | $7239618.71   | 0.14%             | 2026-01-08      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: —       |
| New York Life Global Funding                        | New York Life Global Funding                                                 | CUSIP: 64953BBW7<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |  22015000 | PA      | $22245964.21  | 0.42%             | 2028-04-25      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| Truist Bank                                         | Truist Bank                                                                  | CUSIP: 89788JAE9<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |  15904000 | PA      | $15934115.50  | 0.30%             | 2027-05-20      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                   | HSBC Holdings plc                                                            | CUSIP: 404280BX6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   9457000 | PA      | $9456420.10   | 0.18%             | 2026-09-12      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                      | BNP Paribas SA                                                               | CUSIP: 09659W2C7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   3516000 | PA      | $3453960.46   | 0.07%             | 2027-11-16      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| NTT Finance Americas, Inc.                          | NTT Finance Americas Inc                                                     | CUSIP: 67018BWH3<br>LEI: 5493002G2563PEW0DU90 | Long             | STIV             | CORP              | US        |  27000000 | PA      | $26937435.60  | 0.51%             | 2025-09-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                           | HCA, Inc.                                                                    | CUSIP: 404119BS7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   3260000 | PA      | $3262687.74   | 0.06%             | 2026-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                     | Goldman Sachs Group, Inc. (The)                                              | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  24154000 | PA      | $23778160.86  | 0.45%             | 2027-03-09      | Variable      | 1.43%                 | No            |                  2 | On Loan: No      |
| Principal Life Global Funding II                    | Principal Life Global Funding II                                             | CUSIP: 74256LEP0<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |  10419000 | PA      | $10132189.62  | 0.19%             | 2026-08-16      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                  | General Motors Financial Co., Inc.                                           | CUSIP: 37045XBG0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   5888000 | PA      | $5897953.37   | 0.11%             | 2026-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                        | American Honda Finance Corp.                                                 | CUSIP: 02665WGE5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   9467000 | PA      | $9495685.01   | 0.18%             | 2027-07-09      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust                             | BMW Vehicle Lease Trust, Series 2024-2, Class A2A                            | CUSIP: 05613MAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14501681 | PA      | $14505707.03  | 0.28%             | 2027-01-25      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                  | Banco Bilbao Vizcaya Argentaria SA                                           | CUSIP: 05946KAJ0<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |   4600000 | PA      | $4593025.43   | 0.09%             | 2025-09-18      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                    | Deutsche Bank AG                                                             | CUSIP: 251526CE7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |  18845000 | PA      | $18737948.34  | 0.36%             | 2026-11-24      | Variable      | 2.13%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                    | ABN AMRO Bank NV                                                             | CUSIP: 00084DBA7<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |  32423000 | PA      | $33066547.92  | 0.63%             | 2027-09-18      | Variable      | 6.34%                 | Yes           |                  2 | On Loan: No      |
| F&G Global Funding                                  | F&G Global Funding                                                           | CUSIP: 30321L2G6<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |  19991000 | PA      | $20509907.99  | 0.39%             | 2027-06-10      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| National Bank of Canada                             | National Bank of Canada                                                      | CUSIP: 63307A3G8<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |  27811000 | PA      | $27842202.83  | 0.53%             | 2027-03-05      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust                        | Ford Credit Auto Lease Trust, Series 2023-B, Class A3                        | CUSIP: 34529NAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4811090 | PA      | $4815101.33   | 0.09%             | 2026-10-15      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                   | World Omni Auto Receivables Trust, Series 2022-D, Class A3                   | CUSIP: 98163VAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2169640 | PA      | $2178208.64   | 0.04%             | 2028-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                   | HSBC Holdings plc                                                            | CUSIP: 404280CX5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   7400000 | PA      | $7216297.15   | 0.14%             | 2027-11-22      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                    | Bank of Montreal                                                             | CUSIP: 06368LC61<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |  16665000 | PA      | $16818275.84  | 0.32%             | 2026-12-11      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                    | Bank of Montreal                                                             | CUSIP: 06368MFW9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |  25285000 | PA      | $25312958.13  | 0.48%             | 2026-12-11      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                  | Banco Bilbao Vizcaya Argentaria SA                                           | CUSIP: 05946KAK7<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |  47640000 | PA      | $47661051.64  | 0.91%             | 2026-09-14      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                     | Oncor Electric Delivery Co. LLC                                              | CUSIP: 68233JCY8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   5609000 | PA      | $5647599.40   | 0.11%             | 2027-03-20      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd.                          | TransCanada PipeLines Ltd.                                                   | CUSIP: 89352HAT6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |  16706000 | PA      | $16705930.00  | 0.32%             | 2026-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| KEB Hana Bank                                       | KEB Hana Bank                                                                | CUSIP: 48723KDM9<br>LEI: 6RPK2YDJN6L35AS0M510 | Long             | STIV             | CORP              | KR        |  19005000 | PA      | $19004256.90  | 0.36%             | 2026-02-26      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Mondelez International, Inc.                        | Mondelez International, Inc.                                                 | CUSIP: 60920VWK4<br>LEI: 549300DV9GIB88LZ5P30 | Long             | STIV             | CORP              | US        |  13450000 | PA      | $13415007.14  | 0.26%             | 2025-09-19      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| State Street Corp.                                  | State Street Corp.                                                           | CUSIP: 857477BX0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   8605000 | PA      | $8624153.35   | 0.16%             | 2026-11-04      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                             | Standard Chartered Bank                                                      | CUSIP: 85325X2B1<br>LEI: RILFO74KP1CM8P6PCT96 | Long             | DBT              | CORP              | GB        |   8583000 | PA      | $8740669.71   | 0.17%             | 2027-12-03      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Amcor Finance USA, Inc.                             | Amcor Finance USA, Inc.                                                      | CUSIP: 02343UAG0<br>LEI: 549300ZMT7FVT8R77U18 | Long             | DBT              | CORP              | US        |   2858000 | PA      | $2842867.58   | 0.05%             | 2026-04-28      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust                             | BMW Vehicle Lease Trust, Series 2023-2, Class A3                             | CUSIP: 055979AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2684507 | PA      | $2691012.74   | 0.05%             | 2026-09-25      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Prudential International Treasury Ltd.              | Prudential International Treasury Ltd.                                       | CUSIP: 74457CHM1<br>LEI: 213800N4LVNTKOBW9E68 | Long             | STIV             | CORP              | HK        |  25845000 | PA      | $24817441.57  | 0.47%             | 2026-08-21      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                        | Dell Equipment Finance Trust, Series 2023-1, Class A3                        | CUSIP: 24702HAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1636291 | PA      | $1638493.53   | 0.03%             | 2028-09-22      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                          | AerCap Ireland Capital DAC                                                   | CUSIP: 00774MBN4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |  10783000 | PA      | $10943779.17  | 0.21%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                           | Toyota Motor Credit Corp.                                                    | CUSIP: 89236TNG6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   7356000 | PA      | $7417584.58   | 0.14%             | 2027-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Manufacturers & Traders Trust Co.                   | Manufacturers & Traders Trust Co.                                            | CUSIP: 55279HAV2<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |  36903000 | PA      | $36929869.44  | 0.70%             | 2026-01-27      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                               | Nomura Holdings, Inc.                                                        | CUSIP: 65535HAW9<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |  26765000 | PA      | $26169842.22  | 0.50%             | 2026-07-14      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                      | Hyundai Auto Receivables Trust, Series 2023-C, Class A2A                     | CUSIP: 44918CAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     48274 | PA      | $48301.59     | 0.00%             | 2027-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| KeyBank NA                                          | KeyBank NA                                                                   | CUSIP: 49327M3G7<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |  18018000 | PA      | $18023239.09  | 0.34%             | 2026-01-26      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                        | Ford Credit Auto Owner Trust, Series 2022-D, Class A3                        | CUSIP: 345295AD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5538046 | PA      | $5558921.55   | 0.11%             | 2027-05-17      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                         | Citibank NA                                                                  | CUSIP: 17325FBJ6<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   3365000 | PA      | $3387561.58   | 0.06%             | 2026-08-06      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                         | Toronto-Dominion Bank (The)                                                  | CUSIP: 89115A3A8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  15473000 | PA      | $15546373.58  | 0.30%             | 2026-12-17      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust                             | BMW Vehicle Lease Trust, Series 2025-1, Class A2A                            | CUSIP: 096912AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8170000 | PA      | $8190747.72   | 0.16%             | 2027-09-27      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                               | Cardinal Health, Inc.                                                        | CUSIP: 14149YBQ0<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |   7238000 | PA      | $7284005.31   | 0.14%             | 2026-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.               | NextEra Energy Capital Holdings, Inc.                                        | CUSIP: 65339KCS7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |  16599000 | PA      | $16632202.48  | 0.32%             | 2026-01-29      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                 | Intesa Sanpaolo SpA                                                          | CUSIP: 46115K5M8<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | STIV             | CORP              | IT        |  27340000 | PA      | $27354326.16  | 0.52%             | 2025-11-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                             | Standard Chartered Bank                                                      | CUSIP: 85325VPJ3<br>LEI: RILFO74KP1CM8P6PCT96 | Long             | STIV             | CORP              | GB        |  31300000 | PA      | $31311098.98  | 0.60%             | 2025-11-12      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust                             | Carmax Auto Owner Trust, Series 2023-3, Class A3                             | CUSIP: 14319BAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  41351754 | PA      | $41635121.06  | 0.79%             | 2028-05-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                               | Athene Global Funding                                                        | CUSIP: 04685A4A6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  35429000 | PA      | $35608481.90  | 0.68%             | 2026-08-27      | Fixed         | 4.86%                 | Yes           |                  2 | On Loan: No      |
| PNC Bank NA                                         | PNC Bank NA                                                                  | CUSIP: 69353RFX1<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |  32560000 | PA      | $32592644.98  | 0.62%             | 2027-01-15      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust  | GM Financial Consumer Automobile Receivables Trust, Series 2024-2, Class A2A | CUSIP: 379931AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1032397 | PA      | $1033465.03   | 0.02%             | 2027-03-16      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                        | ING Groep NV                                                                 | CUSIP: 45685NAA4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   8584000 | PA      | $8587625.11   | 0.16%             | 2026-01-06      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                             | Hyundai Capital America                                                      | CUSIP: 44891ABZ9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   3820000 | PA      | $3715992.33   | 0.07%             | 2026-09-17      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                        | UBS Group AG                                                                 | CUSIP: 225401AT5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  18364000 | PA      | $18127006.34  | 0.35%             | 2027-02-02      | Variable      | 1.30%                 | Yes           |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                           | Bank of Nova Scotia (The)                                                    | CUSIP: 06417XAN1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |  18495000 | PA      | $18530389.44  | 0.35%             | 2026-02-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                     | Goldman Sachs Group, Inc. (The)                                              | CUSIP: 38141GXM1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4176000 | PA      | $4138038.82   | 0.08%             | 2026-12-09      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding             | Equitable Financial Life Global Funding                                      | CUSIP: 29449WAU1<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |  41748000 | PA      | $41989510.51  | 0.80%             | 2027-04-01      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| ERP Operating LP                                    | ERP Operating LP                                                             | CUSIP: 26885TWC1<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | STIV             | CORP              | US        |  10000000 | PA      | $9982461.00   | 0.19%             | 2025-09-12      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding             | Equitable Financial Life Global Funding                                      | CUSIP: 29449W7M3<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |  18342000 | PA      | $17896681.37  | 0.34%             | 2026-07-12      | Fixed         | 1.30%                 | Yes           |                  2 | On Loan: No      |
| Truist Financial Corp.                              | Truist Financial Corp.                                                       | CUSIP: 89788MAD4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |  24482000 | PA      | $24111996.19  | 0.46%             | 2027-03-02      | Variable      | 1.27%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                   | BAT Capital Corp.                                                            | CUSIP: 05526DBJ3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9891134.90   | 0.19%             | 2026-09-06      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                        | American Honda Finance Corp.                                                 | CUSIP: 02665WGG0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |  25831000 | PA      | $25915642.25  | 0.49%             | 2027-01-15      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| US Bank NA                                          | US Bank NA                                                                   | CUSIP: 90331HPS6<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |  14266000 | PA      | $14395339.55  | 0.27%             | 2028-05-15      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.               | NextEra Energy Capital Holdings, Inc.                                        | CUSIP: 65339KBS8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |  24616000 | PA      | $24616000.00  | 0.47%             | 2025-09-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group, Inc.                     | Jefferies Financial Group, Inc.                                              | CUSIP: 47233WJG5<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |  23357000 | PA      | $23326474.50  | 0.44%             | 2026-03-16      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                              | Truist Financial Corp.                                                       | CUSIP: 89788MAN2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |  16138000 | PA      | $16323419.97  | 0.31%             | 2027-06-08      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp.                                   | NTT Finance Corp.                                                            | CUSIP: 62954WAP0<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   9121000 | PA      | $9178851.58   | 0.17%             | 2027-07-16      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| Glencore Funding LLC                                | Glencore Funding LLC                                                         | CUSIP: 378272BX5<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   2331000 | PA      | $2336468.11   | 0.04%             | 2026-10-01      | Floating      | 5.14%                 | Yes           |                  2 | On Loan: No      |
| Mizuho Bank Ltd.                                    | Mizuho Bank Ltd.                                                             | CUSIP: 60710TYR6<br>LEI: RB0PEZSDGCO3JS6CEU02 | Long             | STIV             | CORP              | JP        |  17816000 | PA      | $17827813.79  | 0.34%             | 2026-01-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                   | HSBC Holdings plc                                                            | CUSIP: 404280BB4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   5000000 | PA      | $4986028.45   | 0.09%             | 2026-05-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                        | Oracle Corp.                                                                 | CUSIP: 68389XBM6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  24200000 | PA      | $23862545.04  | 0.45%             | 2026-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Lease Trust                               | SBNA Auto Lease Trust, Series 2024-A, Class A3                               | CUSIP: 78414SAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1789171 | PA      | $1793781.76   | 0.03%             | 2026-11-20      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| Sumitomo Mitsui Banking Corp.                       | Sumitomo Mitsui Banking Corp.                                                | CUSIP: 86562LFB3<br>LEI: 5U0XI89JRFVHWIBS4F54 | Long             | STIV             | CORP              | JP        |  24983000 | PA      | $24182769.53  | 0.46%             | 2026-06-11      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Manufacturers & Traders Trust Co.                   | Manufacturers & Traders Trust Co.                                            | CUSIP: 55279HAT7<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |   4015000 | PA      | $4019585.97   | 0.08%             | 2025-11-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-09-30

**Name of Applicant:** JPMorgan Trust I

**Signature:** Timothy J. Clemens

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

**Title:** Treasurer and Principal Financial Officer