# EDGAR Filing Document

**Accession Number:** 0001217286
**File Stem:** 0002071691-26-009302
**Filing Date:** 2026-4
**Character Count:** 178163
**Document Hash:** 634735b482ec4add302d9714246df2f4
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-009302.hdr.sgml**: 20260429

**ACCESSION NUMBER**: 0002071691-26-009302

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260429

**DATE AS OF CHANGE**: 20260429

**PERIOD START**: 20260228

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** 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:** 26912542

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

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

**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:** 390 Madison Avenue

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10017

  - **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:** 2026-02-28

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $4910459425.17

**Total Liabilities:** $51617388.27

**Net Assets:** $4858842036.90

**Cash Not Reported:** $554756.62

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 48243.79066000 | **1-Year:** 318961.47427000 | **5-Year:** 6772.28530000 | **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 C000090816 | 0.45%                | 0.34%                | 0.31%                |
| Class ID C000190446 | 0.33%                | 0.43%                | 0.30%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1854170.51              | $-161443.96                                |
| Month 2  | $1202371.89              | $-79748.52                                 |
| Month 3  | $1175661.18              | $-900844.05                                |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                               | Title                                                                        | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ABN AMRO Bank NV                                   | ABN AMRO Bank NV                                                             | CUSIP: 00084DAU4<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |  10300000 | PA      | $10222426.99  | 0.21%             | 2027-06-16      | Variable      | 1.54%                 | Yes           |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                   | ABN AMRO Bank NV                                                             | CUSIP: 00084DBA7<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |  46723000 | PA      | $47307215.05  | 0.97%             | 2027-09-18      | Variable      | 6.34%                 | Yes           |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                   | ABN AMRO Bank NV                                                             | CUSIP: 00084DBJ8<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   2627000 | PA      | $2641816.28   | 0.05%             | 2028-07-07      | Floating      | 4.44%                 | 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      | $1126531.51   | 0.02%             | 2026-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                          | Corebridge Global Funding                                                    | CUSIP: 00138CAU2<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |  10243000 | PA      | $10302735.33  | 0.21%             | 2026-07-02      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Corebridge Global Funding                          | Corebridge Global Funding                                                    | CUSIP: 00138CAY4<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |  23483000 | PA      | $23584796.93  | 0.49%             | 2026-06-24      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: —       |
| Corebridge Global Funding                          | Corebridge Global Funding                                                    | CUSIP: 00138CBB3<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |  20717000 | PA      | $20910712.44  | 0.43%             | 2027-08-20      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Corebridge Global Funding                          | Corebridge Global Funding                                                    | CUSIP: 00138CBG2<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   3108000 | PA      | $3117619.32   | 0.06%             | 2028-08-21      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| ANZ New Zealand Int'l Ltd.                         | ANZ New Zealand Int'l Ltd.                                                   | CUSIP: 00182EBV0<br>LEI: 213800VD256NU2D97H12 | Long             | DBT              | CORP              | NZ        |   3507000 | PA      | $3527351.54   | 0.07%             | 2029-01-22      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| ANZ New Zealand Int'l Ltd.                         | ANZ New Zealand Int'l Ltd.                                                   | CUSIP: 00182EBW8<br>LEI: 213800VD256NU2D97H12 | Long             | DBT              | CORP              | NZ        |   5078000 | PA      | $5075257.88   | 0.10%             | 2029-01-22      | Floating      | 4.29%                 | Yes           |                  2 | On Loan: No      |
| AT&T, Inc.                                         | AT&T, Inc.                                                                   | CUSIP: 00206RHV7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4980294.70   | 0.10%             | 2026-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                         | AT&T, Inc.                                                                   | CUSIP: 00206RML3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |  21328000 | PA      | $21296568.50  | 0.44%             | 2026-03-25      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                       | AbbVie, Inc.                                                                 | CUSIP: 00287YBV0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |  24137000 | PA      | $23983704.22  | 0.49%             | 2026-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                       | AbbVie, Inc.                                                                 | CUSIP: 00287YED7<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |  13953000 | PA      | $13971470.00  | 0.29%             | 2028-03-03      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                         | AerCap Ireland Capital DAC                                                   | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |  20050000 | PA      | $19855960.51  | 0.41%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                         | AerCap Ireland Capital DAC                                                   | CUSIP: 00774MBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   7489000 | PA      | $7616043.32   | 0.16%             | 2027-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                         | AerCap Ireland Capital DAC                                                   | CUSIP: 00774MBN4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |  10783000 | PA      | $10963871.89  | 0.23%             | 2028-04-01      | Fixed         | 4.88%                 | 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      | $15067504.51  | 0.31%             | 2026-04-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust                        | Ally Auto Receivables Trust, Series 2025-1, Class A2                         | CUSIP: 02008KAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  18382000 | PA      | $18392898.69  | 0.38%             | 2028-07-17      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Amcor Finance USA, Inc.                            | Amcor Finance USA, Inc.                                                      | CUSIP: 02343UAG0<br>LEI: 549300ZMT7FVT8R77U18 | Long             | DBT              | CORP              | US        |   2858000 | PA      | $2855138.97   | 0.06%             | 2026-04-28      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Ameren Corp.                                       | Ameren Corp.                                                                 | CUSIP: 023608AL6<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |  10255000 | PA      | $10047350.50  | 0.21%             | 2027-03-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| American Express Co.                               | American Express Co.                                                         | CUSIP: 025816CP2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   3572000 | PA      | $3554837.68   | 0.07%             | 2027-05-03      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| American Express Co.                               | American Express Co.                                                         | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  12021000 | PA      | $12144538.25  | 0.25%             | 2028-02-16      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| American Express Co.                               | American Express Co.                                                         | CUSIP: 025816DT3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   9997000 | PA      | $10019113.06  | 0.21%             | 2027-04-23      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| American Express Co.                               | American Express Co.                                                         | CUSIP: 025816EN5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   8757000 | PA      | $8783126.42   | 0.18%             | 2029-02-09      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| American Express Co.                               | American Express Co.                                                         | CUSIP: 025816EQ8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  14020000 | PA      | $14018037.20  | 0.29%             | 2029-02-09      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                       | American Honda Finance Corp.                                                 | CUSIP: 02665WFR7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   4157000 | PA      | $4160060.05   | 0.09%             | 2026-05-11      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                       | American Honda Finance Corp.                                                 | CUSIP: 02665WGA3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |  12944000 | PA      | $12976016.98  | 0.27%             | 2026-12-11      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                       | American Honda Finance Corp.                                                 | CUSIP: 02665WGE5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   9467000 | PA      | $9521163.93   | 0.20%             | 2027-07-09      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                       | American Honda Finance Corp.                                                 | CUSIP: 02665WGG0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |  25831000 | PA      | $25933834.76  | 0.53%             | 2027-01-15      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                       | American Honda Finance Corp.                                                 | CUSIP: 02665WGH8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |  17875000 | PA      | $17953650.00  | 0.37%             | 2027-08-13      | Floating      | 4.41%                 | 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        |  31474362 | PA      | $31906715.95  | 0.66%             | 2031-07-21      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: No      |
| Anglo American Capital plc                         | Anglo American Capital plc                                                   | CUSIP: 034863AR1<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |  11009000 | PA      | $11088154.71  | 0.23%             | 2027-04-10      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Athene Global Funding                              | Athene Global Funding                                                        | CUSIP: 04685A3D1<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  14797000 | PA      | $14594080.60  | 0.30%             | 2026-10-02      | Fixed         | 1.73%                 | Yes           |                  2 | On Loan: No      |
| Athene Global Funding                              | Athene Global Funding                                                        | CUSIP: 04685A4A6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  28425000 | PA      | $28527985.48  | 0.59%             | 2026-08-27      | Fixed         | 4.86%                 | Yes           |                  2 | On Loan: No      |
| Athene Global Funding                              | Athene Global Funding                                                        | CUSIP: 04685A4E8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  21517000 | PA      | $21671053.97  | 0.45%             | 2027-01-07      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.         | Australia & New Zealand Banking Group Ltd.                                   | CUSIP: 05253CP34<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | STIV             | CORP              | AU        |  13319000 | PA      | $12869232.02  | 0.26%             | 2027-02-03      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| AutoZone, Inc.                                     | AutoZone, Inc.                                                               | CUSIP: 053332AT9<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |   2834000 | PA      | $2829550.62   | 0.06%             | 2026-04-21      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| AutoZone, Inc.                                     | AutoZone, Inc.                                                               | CUSIP: 053332BE1<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |  16747000 | PA      | $16808755.57  | 0.35%             | 2026-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                         | Aviation Capital Group LLC                                                   | CUSIP: 05369AAR2<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   2642000 | PA      | $2658429.41   | 0.05%             | 2027-04-14      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                       | Avolon Holdings Funding Ltd.                                                 | CUSIP: 05401AAL5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |  13578000 | PA      | $13571889.90  | 0.28%             | 2026-04-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                       | Avolon Holdings Funding Ltd.                                                 | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   5884000 | PA      | $5716776.72   | 0.12%             | 2027-11-18      | Fixed         | 2.53%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                       | Avolon Holdings Funding Ltd.                                                 | CUSIP: 05401ABE0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   9996000 | PA      | $9969110.76   | 0.21%             | 2029-04-15      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| BAE Systems plc                                    | BAE Systems plc                                                              | CUSIP: 05523RAH0<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |   3377000 | PA      | $3417075.33   | 0.07%             | 2027-03-26      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| BAT Capital Corp.                                  | BAT Capital Corp.                                                            | CUSIP: 05526DBJ3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9963387.10   | 0.21%             | 2026-09-06      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| BAT International Finance plc                      | BAT International Finance plc                                                | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |  17304000 | PA      | $17277303.39  | 0.36%             | 2026-03-25      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                 | BMW US Capital LLC                                                           | CUSIP: 05565ECP8<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   3549000 | PA      | $3560264.31   | 0.07%             | 2026-08-13      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| BMW US Capital LLC                                 | BMW US Capital LLC                                                           | CUSIP: 05565EDA0<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |  11294000 | PA      | $11344734.00  | 0.23%             | 2027-08-11      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                            | BPCE SA                                                                      | CUSIP: 05571AAT2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   4670000 | PA      | $4725666.07   | 0.10%             | 2027-01-18      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust                            | BMW Vehicle Lease Trust, Series 2025-2, Class A2A                            | CUSIP: 05594HAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  35125182 | PA      | $35134434.40  | 0.72%             | 2027-11-26      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust                            | BMW Vehicle Lease Trust, Series 2024-1, Class A3                             | CUSIP: 05611UAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1126199 | PA      | $1128562.19   | 0.02%             | 2027-03-25      | Fixed         | 4.98%                 | 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        |   2903117 | PA      | $2904366.68   | 0.06%             | 2027-01-25      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                 | Banco Santander SA                                                           | CUSIP: 05964HAN5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |  30534000 | PA      | $30168726.34  | 0.62%             | 2027-09-14      | Variable      | 1.72%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                 | Banco Santander SA                                                           | CUSIP: 05973RGK2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | STIV             | CORP              | ES        |  25000000 | PA      | $25012927.50  | 0.51%             | 2026-06-11      | 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      | $25796267.86  | 0.53%             | 2027-04-23      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                              | Bank of America Corp., Series N                                              | CUSIP: 06051GJQ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1690000 | PA      | $1689048.82   | 0.03%             | 2027-03-11      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                              | Bank of America Corp.                                                        | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  36047000 | PA      | $35723406.44  | 0.74%             | 2027-07-22      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                              | Bank of America Corp.                                                        | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1149000 | PA      | $1134082.26   | 0.02%             | 2028-02-04      | Variable      | 2.55%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                              | Bank of America Corp.                                                        | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   7571000 | PA      | $7605638.84   | 0.16%             | 2028-04-27      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                   | Bank of Montreal, Series f2f                                                 | CUSIP: 06368L8K5<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |  24408000 | PA      | $24493273.74  | 0.50%             | 2027-09-10      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                   | Bank of Montreal, Series J                                                   | CUSIP: 06368MC69<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |  33171000 | PA      | $33199637.19  | 0.68%             | 2027-12-15      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                   | Bank of Montreal                                                             | CUSIP: 06376JHC8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |  16786000 | PA      | $16817508.83  | 0.35%             | 2028-01-13      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| Bank of New Zealand                                | Bank of New Zealand                                                          | CUSIP: 06407EAC9<br>LEI: N7LGVZM7X4UQ66T7LT74 | Long             | DBT              | CORP              | NZ        |  11036000 | PA      | $11035161.15  | 0.23%             | 2026-03-03      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                          | Bank of Nova Scotia (The)                                                    | CUSIP: 06418GAU1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |  23354000 | PA      | $23387637.70  | 0.48%             | 2028-09-15      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                          | Bank of Nova Scotia (The)                                                    | CUSIP: 06418GAY3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   9977000 | PA      | $10026231.01  | 0.21%             | 2030-02-02      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                          | Bank of Nova Scotia (The)                                                    | CUSIP: 06418JAA9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |  44371000 | PA      | $44889401.48  | 0.92%             | 2026-12-07      | Fixed         | 5.35%                 | 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        |  32889000 | PA      | $33113789.74  | 0.68%             | 2026-07-13      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Barclays plc                                       | Barclays plc                                                                 | CUSIP: 06738EBU8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  10202000 | PA      | $10065088.75  | 0.21%             | 2027-11-24      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                       | Barclays plc                                                                 | CUSIP: 06738ECF0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  10000000 | PA      | $10032209.00  | 0.21%             | 2027-05-09      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                       | Barclays plc                                                                 | CUSIP: 06738ECJ2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  39777000 | PA      | $40285138.84  | 0.83%             | 2027-09-13      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co.                             | Becton Dickinson & Co.                                                       | CUSIP: 075887CE7<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    469000 | PA      | $475969.19    | 0.01%             | 2026-12-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                     | BNP Paribas SA                                                               | CUSIP: 09659W2C7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   3516000 | PA      | $3490745.06   | 0.07%             | 2027-11-16      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                     | BNP Paribas SA                                                               | CUSIP: 09659W2Q6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   5762000 | PA      | $5717644.64   | 0.12%             | 2027-06-30      | Variable      | 1.68%                 | Yes           |                  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        |   6014607 | PA      | $6033291.05   | 0.12%             | 2027-09-27      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Securities LLC                         | Wells Fargo Securities LLC                                                   | CUSIP: N/A<br>LEI: VYVVCKR63DVZZN70PB21       | Long             | RA               | CORP              | US        |  60000000 | PA      | $60000000.00  | 1.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                   | Brixmor Operating Partnership LP                                             | CUSIP: 11120VAC7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |  29519000 | PA      | $29511911.90  | 0.61%             | 2026-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                     | Broadcom, Inc.                                                               | CUSIP: 11135FAN1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |  14118000 | PA      | $14089092.83  | 0.29%             | 2026-09-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                     | Broadcom, Inc.                                                               | CUSIP: 11135FCE9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |  34651000 | PA      | $35362069.36  | 0.73%             | 2028-04-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd. Finance Corp.                           | Bunge Ltd. Finance Corp.                                                     | CUSIP: 120568AX8<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |  26374000 | PA      | $26283713.36  | 0.54%             | 2026-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd. Finance Corp.                           | Bunge Ltd. Finance Corp.                                                     | CUSIP: 120568BL3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |  12703000 | PA      | $12667071.98  | 0.26%             | 2026-04-21      | Fixed         | 2.00%                 | 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        |  19263438 | PA      | $19426335.78  | 0.40%             | 2032-03-15      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| CGI, Inc.                                          | CGI, Inc.                                                                    | CUSIP: 12532HAC8<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |  11292000 | PA      | $11136598.71  | 0.23%             | 2026-09-14      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust                                | CNH Equipment Trust, Series 2022-A, Class A3                                 | CUSIP: 12660DAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     68757 | PA      | $68728.66     | 0.00%             | 2027-07-15      | Fixed         | 2.94%                 | No            |                  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        |   4915641 | PA      | $4914581.44   | 0.10%             | 2027-11-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                       | CaixaBank SA                                                                 | CUSIP: 12803RAB0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |  15076000 | PA      | $15290173.27  | 0.31%             | 2027-09-13      | Variable      | 6.68%                 | 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      | $15453348.35  | 0.32%             | 2027-06-28      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                 | Canadian Imperial Bank of Commerce                                           | CUSIP: 13607PHT4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |  23328000 | PA      | $23397796.44  | 0.48%             | 2027-09-11      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                 | Canadian Imperial Bank of Commerce                                           | CUSIP: 13607PVP6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |  33913000 | PA      | $34150200.41  | 0.70%             | 2028-01-13      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                 | Canadian Imperial Bank of Commerce                                           | CUSIP: 13607QFD9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   7878000 | PA      | $7913477.31   | 0.16%             | 2028-09-08      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd.                    | Canadian Natural Resources Ltd.                                              | CUSIP: 136385AX9<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   1971000 | PA      | $1970741.13   | 0.04%             | 2027-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                        | Capital One Financial Corp.                                                  | CUSIP: 14040HCH6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   2109000 | PA      | $2076036.37   | 0.04%             | 2027-11-02      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust           | Capital One Prime Auto Receivables Trust, Series 2022-2, Class A3            | CUSIP: 14043GAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    288465 | PA      | $288410.32    | 0.01%             | 2027-05-17      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust           | Capital One Prime Auto Receivables Trust, Series 2025-1, Class A2A           | CUSIP: 14043YAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5658000 | PA      | $5662208.99   | 0.12%             | 2029-01-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                              | Cardinal Health, Inc.                                                        | CUSIP: 14149YBQ0<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |   7238000 | PA      | $7280392.24   | 0.15%             | 2026-11-15      | Fixed         | 4.70%                 | 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        |  25207827 | PA      | $25366785.04  | 0.52%             | 2028-05-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                            | CarMax Auto Owner Trust, Series 2026-1, Class A2A                            | CUSIP: 14320XAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  17160000 | PA      | $17179800.92  | 0.35%             | 2029-04-16      | Fixed         | 3.87%                 | 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        |   4435585 | PA      | $4482122.43   | 0.09%             | 2035-10-15      | Fixed         | 6.16%                 | Yes           |                  2 | On Loan: No      |
| Chevron Phillips Chemical Co. LLC                  | Chevron Phillips Chemical Co. LLC                                            | CUSIP: 166754AP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    740000 | PA      | $737235.07    | 0.02%             | 2026-12-01      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                | Cisco Systems, Inc.                                                          | CUSIP: 17275RBL5<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   3563000 | PA      | $3538797.93   | 0.07%             | 2026-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| Citigroup Global Markets Holdings, Inc.            | Citigroup Global Markets Holdings, Inc.                                      | CUSIP: 17291W4U2<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | DBT              | CORP              | US        |   5641000 | PA      | $5647003.27   | 0.12%             | 2027-01-04      | Floating      | 4.20%                 | No            |                  2 | On Loan: —       |
| Citigroup, Inc.                                    | Citigroup, Inc.                                                              | CUSIP: 172967NA5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  21711000 | PA      | $21557873.84  | 0.44%             | 2027-06-09      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                    | Citigroup, Inc.                                                              | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4646000 | PA      | $4678328.17   | 0.10%             | 2028-05-07      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                        | Citibank NA                                                                  | CUSIP: 17325FBJ6<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   3365000 | PA      | $3377748.54   | 0.07%             | 2026-08-06      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                        | Citibank NA                                                                  | CUSIP: 17325FBL1<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |  26235000 | PA      | $26417052.27  | 0.54%             | 2027-11-19      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| CNO Global Funding                                 | CNO Global Funding                                                           | CUSIP: 18977W2H2<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   9466000 | PA      | $9480150.06   | 0.20%             | 2028-09-08      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Coca-Cola Europacific Partners plc                 | Coca-Cola Europacific Partners plc                                           | CUSIP: 19123MAF0<br>LEI: 549300LTH67W4GWMRF57 | Long             | DBT              | CORP              | GB        |   7612000 | PA      | $7450856.62   | 0.15%             | 2027-01-15      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Constellation Brands, Inc.                         | Constellation Brands, Inc.                                                   | CUSIP: 21036PBK3<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   1542000 | PA      | $1549302.79   | 0.03%             | 2027-05-09      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                | Constellation Energy Generation LLC                                          | CUSIP: 210385AN0<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   4905000 | PA      | $4913792.75   | 0.10%             | 2028-01-08      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                | Constellation Energy Generation LLC                                          | CUSIP: 210385AP5<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   7217000 | PA      | $7220034.10   | 0.15%             | 2028-01-08      | Fixed         | 3.90%                 | 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        |  13283000 | PA      | $13288734.27  | 0.27%             | 2026-04-21      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                 | Credit Agricole SA                                                           | CUSIP: 22534PAB9<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   1500000 | PA      | $1477190.07   | 0.03%             | 2027-01-11      | Fixed         | 2.02%                 | Yes           |                  2 | On Loan: —       |
| Credit Agricole SA                                 | Credit Agricole SA                                                           | CUSIP: 22535WAB3<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |  13251000 | PA      | $13279403.52  | 0.27%             | 2027-01-10      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                       | UBS Group AG                                                                 | CUSIP: 225401BR8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  13393000 | PA      | $13416824.54  | 0.28%             | 2030-04-10      | Variable      | 4.21%                 | Yes           |                  2 | On Loan: No      |
| DTE Energy Co.                                     | DTE Energy Co.                                                               | CUSIP: 233331AY3<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   5920000 | PA      | $5882188.66   | 0.12%             | 2026-10-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Dllad LLC                                          | Dllad LLC, Series 2024-1A, Class A2                                          | CUSIP: 23346MAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    926584 | PA      | $929914.64    | 0.02%             | 2027-08-20      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| DLLAD LLC                                          | DLLAD LLC, Series 2025-1A, Class A2                                          | CUSIP: 23347BAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2250000 | PA      | $2261334.38   | 0.05%             | 2028-11-20      | Fixed         | 4.46%                 | Yes           |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC            | Daimler Truck Finance North America LLC                                      | CUSIP: 233853AV2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |  10225000 | PA      | $10326609.20  | 0.21%             | 2027-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC            | Daimler Truck Finance North America LLC                                      | CUSIP: 233853BC3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |  15014000 | PA      | $15270743.15  | 0.31%             | 2028-01-13      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Danske Bank A/S                                    | Danske Bank A/S                                                              | CUSIP: 23636ABG5<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   2566000 | PA      | $2603902.44   | 0.05%             | 2028-03-01      | Variable      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| Danone SA                                          | Danone SA                                                                    | CUSIP: 23636TAE0<br>LEI: 969500KMUQ2B6CBAF162 | Long             | DBT              | CORP              | FR        |  41467000 | PA      | $41178941.19  | 0.85%             | 2026-11-02      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| Dell International LLC                             | Dell International LLC                                                       | CUSIP: 24703TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  14837000 | PA      | $14888732.91  | 0.31%             | 2026-10-01      | Fixed         | 4.90%                 | No            |                  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        |   6966155 | PA      | $6985114.19   | 0.14%             | 2027-07-22      | Fixed         | 4.68%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                   | Deutsche Bank AG                                                             | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   6177000 | PA      | $6101971.13   | 0.13%             | 2027-11-16      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                   | Deutsche Bank AG                                                             | CUSIP: 25160PAN7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   6356000 | PA      | $6427866.15   | 0.13%             | 2027-07-13      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                   | Deutsche Bank AG                                                             | CUSIP: 25161DAG8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | STIV             | CORP              | DE        |  20742000 | PA      | $20779263.00  | 0.43%             | 2026-07-08      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                   | Deutsche Bank AG                                                             | CUSIP: 25161DAK9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | STIV             | CORP              | DE        |  13658000 | PA      | $13682826.15  | 0.28%             | 2026-07-10      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Capital One NA                                     | Capital One NA                                                               | CUSIP: 25466AAJ0<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |  47719000 | PA      | $47629697.71  | 0.98%             | 2026-07-27      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                        | Capital One Financial Corp.                                                  | CUSIP: 254709AM0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7009656.22   | 0.14%             | 2027-02-09      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                              | Dominion Energy, Inc., Series D                                              | CUSIP: 25746UCK3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |  16926000 | PA      | $16841736.96  | 0.35%             | 2026-08-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                              | Dominion Energy, Inc., Series A                                              | CUSIP: 25746UDJ5<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   8400000 | PA      | $8374461.06   | 0.17%             | 2026-04-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| EIDP, Inc.                                         | EIDP, Inc.                                                                   | CUSIP: 263534CQ0<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |  11162000 | PA      | $11164735.58  | 0.23%             | 2026-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                  | Duke Energy Corp.                                                            | CUSIP: 26441CAS4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |  12609000 | PA      | $12526049.93  | 0.26%             | 2026-09-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                            | E.ON SE                                                                      | CUSIP: 26877KEM8<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | STIV             | CORP              | DE        |  22892000 | PA      | $22689856.77  | 0.47%             | 2026-05-21      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| ERAC USA Finance LLC                               | ERAC USA Finance LLC                                                         | CUSIP: 26884TAR3<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |   6502000 | PA      | $6472527.34   | 0.13%             | 2026-12-01      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| Ecolab, Inc.                                       | Ecolab, Inc.                                                                 | CUSIP: 278865BQ2<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |   2985000 | PA      | $3020027.75   | 0.06%             | 2028-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp.                     | Element Fleet Management Corp.                                               | CUSIP: 286181AH5<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |  11988000 | PA      | $12045548.39  | 0.25%             | 2026-06-26      | Fixed         | 6.27%                 | Yes           |                  2 | On Loan: No      |
| Element Fleet Management Corp.                     | Element Fleet Management Corp.                                               | CUSIP: 286181AM4<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   5782000 | PA      | $5866218.65   | 0.12%             | 2027-03-13      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Enbridge, Inc.                                     | Enbridge, Inc.                                                               | CUSIP: 29250NBH7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |  12809000 | PA      | $12633258.21  | 0.26%             | 2026-10-04      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                     | Enbridge, Inc.                                                               | CUSIP: 29250NBW4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   4757000 | PA      | $4814709.21   | 0.10%             | 2026-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                 | Energy Transfer LP                                                           | CUSIP: 29273VAR1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    883000 | PA      | $894764.07    | 0.02%             | 2026-12-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                      | Enel Finance International NV                                                | CUSIP: 29278GAA6<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   5154000 | PA      | $5139721.31   | 0.11%             | 2027-05-25      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Enel Finance International NV                      | Enel Finance International NV                                                | CUSIP: 29278GAM0<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   5662000 | PA      | $5609799.70   | 0.12%             | 2026-07-12      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| Enel Finance International NV                      | Enel Finance International NV                                                | CUSIP: 29278GAW8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |  24491000 | PA      | $24685336.57  | 0.51%             | 2027-06-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: —       |
| Enterprise Fleet Financing LLC                     | Enterprise Fleet Financing LLC, Series 2024-4, Class A2                      | CUSIP: 29374MAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6010245 | PA      | $6029726.73   | 0.12%             | 2027-07-20      | Fixed         | 4.69%                 | Yes           |                  2 | 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        |    832559 | PA      | $836431.47    | 0.02%             | 2030-04-22      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                  | Enterprise Products Operating LLC                                            | CUSIP: 29379VCJ0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   3097000 | PA      | $3130076.92   | 0.06%             | 2028-06-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                      | Equinix, Inc.                                                                | CUSIP: 29444UBQ8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |  16762000 | PA      | $16670386.12  | 0.34%             | 2026-05-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding            | Equitable Financial Life Global Funding                                      | CUSIP: 29449WAU1<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |  38398000 | PA      | $38674048.60  | 0.80%             | 2027-04-01      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: —       |
| Essex Portfolio LP                                 | Essex Portfolio LP                                                           | CUSIP: 29717PAQ0<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |  15490000 | PA      | $15472053.29  | 0.32%             | 2026-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                             | Extra Space Storage LP                                                       | CUSIP: 30225VAL1<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |  20934000 | PA      | $20895601.60  | 0.43%             | 2026-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| F&G Global Funding                                 | F&G Global Funding                                                           | CUSIP: 30321L2G6<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |  19991000 | PA      | $20302098.74  | 0.42%             | 2027-06-10      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| F&G Global Funding                                 | F&G Global Funding                                                           | CUSIP: 30321L2K7<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |   2048000 | PA      | $2041697.69   | 0.04%             | 2028-09-08      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| F&G Global Funding                                 | F&G Global Funding                                                           | CUSIP: 30321L2L5<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |   5457000 | PA      | $5486393.58   | 0.11%             | 2028-09-08      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec        | Federation des Caisses Desjardins du Quebec                                  | CUSIP: 31428GNK5<br>LEI: 549300B2Q47IR0CR5B54 | Long             | STIV             | CORP              | CA        |  25003000 | PA      | $24188307.25  | 0.50%             | 2027-01-19      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Fifth Third Bancorp                                | Fifth Third Bancorp                                                          | CUSIP: 316773DD9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |  25632000 | PA      | $25250904.71  | 0.52%             | 2027-11-01      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| First Abu Dhabi Bank PJSC                          | First Abu Dhabi Bank PJSC                                                    | CUSIP: 31849MLA7<br>LEI: 2138002Y3WMK6RZS8H90 | Long             | STIV             | CORP              | AE        |  30423000 | PA      | $29636480.27  | 0.61%             | 2026-11-10      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| First Abu Dhabi Bank PJSC                          | First Abu Dhabi Bank PJSC                                                    | CUSIP: 31849MNV9<br>LEI: 2138002Y3WMK6RZS8H90 | Long             | STIV             | CORP              | AE        |  22301000 | PA      | $21548332.33  | 0.44%             | 2027-01-29      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust                       | Ford Credit Auto Lease Trust, Series 2026-A, Class A2A                       | CUSIP: 345276AB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  22893000 | PA      | $22915471.77  | 0.47%             | 2028-08-15      | Fixed         | 3.83%                 | 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        |   1844210 | PA      | $1848027.17   | 0.04%             | 2027-05-17      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                       | Ford Credit Auto Owner Trust, Series 2024-C, Class A2A                       | CUSIP: 34532UAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6415438 | PA      | $6420609.79   | 0.13%             | 2027-08-15      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust              | GM Financial Automobile Leasing Trust, Series 2026-1, Class A2               | CUSIP: 36273VAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  35090000 | PA      | $35101516.54  | 0.72%             | 2028-04-20      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust | GM Financial Consumer Automobile Receivables Trust, Series 2025-1, Class A2A | CUSIP: 362955AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3542779 | PA      | $3546787.64   | 0.07%             | 2028-01-18      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust | GM Financial Consumer Automobile Receivables Trust, Series 2026-1, Class A2A | CUSIP: 362970AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7910000 | PA      | $7912360.34   | 0.16%             | 2029-03-16      | Fixed         | 3.77%                 | No            |                  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      | $5888000.00   | 0.12%             | 2026-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                 | General Motors Financial Co., Inc.                                           | CUSIP: 37045XBT2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2583000 | PA      | $2587089.12   | 0.05%             | 2027-01-17      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                 | General Motors Financial Co., Inc.                                           | CUSIP: 37045XDK9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1430204.47   | 0.03%             | 2026-06-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                 | General Motors Financial Co., Inc.                                           | CUSIP: 37045XDR4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1990000 | PA      | $1958684.37   | 0.04%             | 2027-02-26      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                 | General Motors Financial Co., Inc.                                           | CUSIP: 37045XDW3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   4170000 | PA      | $4212390.47   | 0.09%             | 2027-04-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                 | General Motors Financial Co., Inc.                                           | CUSIP: 37045XEX0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   3908000 | PA      | $3975585.42   | 0.08%             | 2027-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                               | Glencore Funding LLC                                                         | CUSIP: 37790BFW6<br>LEI: 213800STG1QDNBY87K49 | Long             | STIV             | CORP              | US        |  26421000 | PA      | $26068757.87  | 0.54%             | 2026-06-30      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Glencore Funding LLC                               | Glencore Funding LLC                                                         | CUSIP: 378272AN8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   5152000 | PA      | $5153368.58   | 0.11%             | 2027-03-27      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Glencore Funding LLC                               | Glencore Funding LLC                                                         | CUSIP: 378272BX5<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   2331000 | PA      | $2335722.61   | 0.05%             | 2026-10-01      | Floating      | 4.44%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust | GM Financial Consumer Automobile Receivables Trust, Series 2024-2, Class A3  | CUSIP: 379931AD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2087440 | PA      | $2104387.62   | 0.04%             | 2029-03-16      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust              | GM Financial Automobile Leasing Trust, Series 2024-3, Class A3               | CUSIP: 38012QAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3499000 | PA      | $3503368.15   | 0.07%             | 2027-10-20      | Fixed         | 4.21%                 | No            |                  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        |   1465489 | PA      | $1468993.68   | 0.03%             | 2028-02-16      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                    | Goldman Sachs Group, Inc. (The)                                              | CUSIP: 38141GD76<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   6741000 | PA      | $6742281.13   | 0.14%             | 2029-01-21      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                    | Goldman Sachs Group, Inc. (The)                                              | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  15229000 | PA      | $15219700.56  | 0.31%             | 2027-03-09      | Variable      | 1.43%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                    | Goldman Sachs Group, Inc. (The)                                              | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  22800000 | PA      | $22500319.76  | 0.46%             | 2027-09-10      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                    | Goldman Sachs Group, Inc. (The)                                              | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  13235000 | PA      | $13056848.96  | 0.27%             | 2027-10-21      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                    | Goldman Sachs Group, Inc. (The)                                              | CUSIP: 38145GAP5<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  10762000 | PA      | $10766457.51  | 0.22%             | 2029-01-21      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                             | Goldman Sachs Bank USA                                                       | CUSIP: 38151LAG5<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |  17189000 | PA      | $17240997.07  | 0.35%             | 2027-05-21      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                          | HCA, Inc.                                                                    | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |  15888000 | PA      | $15898497.20  | 0.33%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                          | HCA, Inc.                                                                    | CUSIP: 40412DEE5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | STIV             | CORP              | US        |  12200000 | PA      | $12092204.46  | 0.25%             | 2026-05-14      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Healthpeak OP LLC                                  | Healthpeak OP LLC                                                            | CUSIP: 40414LAQ2<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |  24858000 | PA      | $24787527.32  | 0.51%             | 2026-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                  | HSBC Holdings plc                                                            | CUSIP: 404280BB4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   5000000 | PA      | $4999202.10   | 0.10%             | 2026-05-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                  | HSBC Holdings plc                                                            | CUSIP: 404280CM9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   7443000 | PA      | $7401039.12   | 0.15%             | 2027-05-24      | Variable      | 1.59%                 | No            |                  2 | On Loan: —       |
| HSBC Holdings plc                                  | HSBC Holdings plc                                                            | CUSIP: 404280CX5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   7400000 | PA      | $7314502.69   | 0.15%             | 2027-11-22      | Variable      | 2.25%                 | No            |                  2 | On Loan: —       |
| HSBC Holdings plc                                  | HSBC Holdings plc                                                            | CUSIP: 404280DZ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  15896000 | PA      | $16031163.37  | 0.33%             | 2027-08-14      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                  | HSBC Holdings plc                                                            | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  10482000 | PA      | $10673718.82  | 0.22%             | 2028-05-17      | Variable      | 5.60%                 | 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      | $8022689.60   | 0.17%             | 2032-09-20      | Fixed         | 4.49%                 | Yes           |                  2 | On Loan: No      |
| HSBC Bank USA NA                                   | HSBC Bank USA NA                                                             | CUSIP: 40446JAB2<br>LEI: 1IE8VN30JCEQV1H4R804 | Long             | STIV             | CORP              | US        |  11407000 | PA      | $11412155.96  | 0.23%             | 2027-01-04      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                  | Healthpeak OP LLC                                                            | CUSIP: 42250PAC7<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |  11936000 | PA      | $11663249.15  | 0.24%             | 2027-02-01      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                     | Hewlett Packard Enterprise Co.                                               | CUSIP: 42824CBR9<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |  18746000 | PA      | $18801232.65  | 0.39%             | 2026-09-25      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                     | Hewlett Packard Enterprise Co.                                               | CUSIP: 42824CCB3<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   6731000 | PA      | $6743043.71   | 0.14%             | 2027-09-15      | Fixed         | 4.05%                 | No            |                  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        |  19342734 | PA      | $19379600.82  | 0.40%             | 2027-08-23      | Fixed         | 4.53%                 | No            |                  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        |   5757836 | PA      | $5795911.15   | 0.12%             | 2028-02-18      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner Trust                 | Honda Auto Receivables Owner Trust, Series 2023-3, Class A4                  | CUSIP: 43815QAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8848000 | PA      | $8950078.49   | 0.18%             | 2029-12-18      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace, Inc.                             | Howmet Aerospace, Inc.                                                       | CUSIP: 443201AF5<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |   4831000 | PA      | $4825459.76   | 0.10%             | 2028-03-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                            | Hyundai Capital America                                                      | CUSIP: 44891ABG1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    603000 | PA      | $597706.33    | 0.01%             | 2027-02-10      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: —       |
| Hyundai Capital America                            | Hyundai Capital America                                                      | CUSIP: 44891ACB1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   6663000 | PA      | $6669303.73   | 0.14%             | 2026-03-30      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                            | Hyundai Capital America                                                      | CUSIP: 44891ACX3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    180000 | PA      | $182473.06    | 0.00%             | 2027-03-19      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                            | Hyundai Capital America                                                      | CUSIP: 44891ADA2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |  11111000 | PA      | $11156513.54  | 0.23%             | 2026-06-24      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                            | Hyundai Capital America                                                      | CUSIP: 44891ADB0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    940000 | PA      | $955799.76    | 0.02%             | 2027-06-24      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                            | Hyundai Capital America                                                      | CUSIP: 44891ADF1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |  10031000 | PA      | $10076042.70  | 0.21%             | 2027-09-24      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                            | Hyundai Capital America                                                      | CUSIP: 44891ADP9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |  20602000 | PA      | $20797338.69  | 0.43%             | 2027-03-25      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                     | Hyundai Auto Receivables Trust, Series 2024-C, Class A2A                     | CUSIP: 448976AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5029773 | PA      | $5035782.15   | 0.10%             | 2027-09-15      | Fixed         | 4.53%                 | No            |                  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        |    213722 | PA      | $213555.30    | 0.00%             | 2028-04-17      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust            | Hyundai Auto Lease Securitization Trust, Series 2024-B, Class A3             | CUSIP: 44934FAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5911862 | PA      | $5934500.58   | 0.12%             | 2027-05-17      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                     | Hyundai Auto Receivables Trust, Series 2024-B, Class A2A                     | CUSIP: 44934QAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3929992 | PA      | $3933155.69   | 0.08%             | 2027-06-15      | Fixed         | 5.15%                 | 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        |   5102507 | PA      | $5120945.44   | 0.11%             | 2027-09-15      | Fixed         | 4.58%                 | Yes           |                  2 | On Loan: No      |
| ING Groep NV                                       | ING Groep NV                                                                 | CUSIP: 456837AH6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   7013000 | PA      | $7019539.90   | 0.14%             | 2027-03-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                       | ING Groep NV                                                                 | CUSIP: 456837AV5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |  19545000 | PA      | $19507971.02  | 0.40%             | 2027-04-01      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                       | ING Groep NV                                                                 | CUSIP: 456837BF9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |  19510000 | PA      | $19721218.38  | 0.41%             | 2027-09-11      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| Ingredion, Inc.                                    | Ingredion, Inc.                                                              | CUSIP: 457187AB8<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | DBT              | CORP              | US        |    831000 | PA      | $827225.02    | 0.02%             | 2026-10-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                | Intesa Sanpaolo SpA                                                          | CUSIP: 46115K6H8<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | STIV             | CORP              | IT        |  21658000 | PA      | $21669097.56  | 0.45%             | 2026-05-07      | Fixed         | 4.20%                 | 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        |  16383776 | NS      | $16383776.00  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson National Life Global Funding               | Jackson National Life Global Funding                                         | CUSIP: 46849CJR3<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |  11963000 | PA      | $11987991.54  | 0.25%             | 2027-06-09      | Floating      | 4.59%                 | Yes           |                  2 | On Loan: No      |
| Jackson National Life Global Funding               | Jackson National Life Global Funding                                         | CUSIP: 46849CJS1<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |  16765000 | PA      | $16813339.03  | 0.35%             | 2028-09-12      | Floating      | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Jackson National Life Global Funding               | Jackson National Life Global Funding                                         | CUSIP: 46849LUZ2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   2254000 | PA      | $2257881.73   | 0.05%             | 2026-04-10      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Jackson National Life Global Funding               | Jackson National Life Global Funding                                         | CUSIP: 46849LVA6<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |  12358000 | PA      | $12581486.40  | 0.26%             | 2027-07-02      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Jackson National Life Short Term Funding LLC       | Jackson National Life Short Term Funding LLC                                 | CUSIP: 46850CP35<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |  11287000 | PA      | $10897566.90  | 0.22%             | 2027-02-03      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Jefferies Financial Group, Inc.                    | Jefferies Financial Group, Inc.                                              | CUSIP: 47233WKS7<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   3993000 | PA      | $3993871.39   | 0.08%             | 2026-09-15      | Fixed         | 4.50%                 | 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        |   1168576 | PA      | $1170584.43   | 0.02%             | 2027-06-15      | Fixed         | 5.09%                 | 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        |  45049826 | NS      | $45067846.13  | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| KEB Hana Bank                                      | KEB Hana Bank                                                                | CUSIP: 48723KDW7<br>LEI: 6RPK2YDJN6L35AS0M510 | Long             | STIV             | CORP              | KR        |   4394000 | PA      | $4394325.16   | 0.09%             | 2026-07-28      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Kia Corp.                                          | Kia Corp.                                                                    | CUSIP: 493738AD0<br>LEI: 988400V8MJK9N7OI5X76 | Long             | DBT              | CORP              | KR        |   4416000 | PA      | $4410259.20   | 0.09%             | 2026-04-21      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: —       |
| Kroger Co. (The)                                   | Kroger Co. (The)                                                             | CUSIP: 501044DE8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   8724000 | PA      | $8659988.17   | 0.18%             | 2026-10-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| LSEG Finance plc                                   | LSEG Finance plc                                                             | CUSIP: 50220PAB9<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |   4732000 | PA      | $4720284.89   | 0.10%             | 2026-04-06      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                        | L3Harris Technologies, Inc.                                                  | CUSIP: 502431AL3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   3074000 | PA      | $3071846.66   | 0.06%             | 2026-12-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                        | L3Harris Technologies, Inc.                                                  | CUSIP: 502431AP4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |  22383000 | PA      | $22679698.98  | 0.47%             | 2027-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Laboratory Corp. of America Holdings               | Laboratory Corp. of America Holdings                                         | CUSIP: 50540RAX0<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |   8672000 | PA      | $8615332.64   | 0.18%             | 2026-06-01      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp.                             | Lincoln National Corp.                                                       | CUSIP: 534187BF5<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    359000 | PA      | $357702.96    | 0.01%             | 2026-12-12      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                           | Lloyds Banking Group plc                                                     | CUSIP: 539439AQ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |  10500000 | PA      | $10430383.53  | 0.21%             | 2028-11-07      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                           | Lloyds Banking Group plc                                                     | CUSIP: 539439AY5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |  50934000 | PA      | $51366185.18  | 1.06%             | 2027-08-07      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                           | Lloyds Banking Group plc                                                     | CUSIP: 53944YAZ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   8536000 | PA      | $8641195.19   | 0.18%             | 2028-01-05      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| Lloyds Bank Corporate Markets plc                  | Lloyds Bank plc                                                              | CUSIP: 53947B4U1<br>LEI: 213800MBWEIJDM5CU638 | Long             | STIV             | CORP              | GB        |   5307000 | PA      | $5312574.47   | 0.11%             | 2026-10-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                  | Lowe's Cos., Inc.                                                            | CUSIP: 548661EP8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   5132000 | PA      | $5132776.32   | 0.11%             | 2026-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                            | MPLX LP                                                                      | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |  15379000 | PA      | $15379000.00  | 0.32%             | 2026-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd.                                | Macquarie Bank Ltd.                                                          | CUSIP: 55607LLK8<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | STIV             | CORP              | AU        |  18911000 | PA      | $18398413.56  | 0.38%             | 2026-11-19      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Macquarie Bank Ltd.                                | Macquarie Bank Ltd.                                                          | CUSIP: 55608PBT0<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |  15460000 | PA      | $15783120.18  | 0.32%             | 2027-07-02      | Fixed         | 5.27%                 | Yes           |                  2 | On Loan: No      |
| Macquarie Bank Ltd.                                | Macquarie Bank Ltd.                                                          | CUSIP: 55608PBZ6<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   7096000 | PA      | $7123833.49   | 0.15%             | 2028-02-03      | Fixed         | 3.92%                 | Yes           |                  2 | On Loan: No      |
| Macquarie Bank Ltd.                                | Macquarie Bank Ltd.                                                          | CUSIP: 55608PCA0<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   6571000 | PA      | $6576913.90   | 0.14%             | 2028-02-03      | Floating      | 4.16%                 | Yes           |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                        | Marsh & McLennan Cos., Inc.                                                  | CUSIP: 571748AZ5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   8949000 | PA      | $8945749.99   | 0.18%             | 2026-03-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                       | Marriott International, Inc.                                                 | CUSIP: 571903BM4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   1864000 | PA      | $1875754.38   | 0.04%             | 2026-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                       | Marriott International, Inc.                                                 | CUSIP: 571903BV4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   9095000 | PA      | $9132782.63   | 0.19%             | 2027-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MassMutual Global Funding II                       | MassMutual Global Funding II                                                 | CUSIP: 57629TBY2<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |  14752000 | PA      | $14775522.36  | 0.30%             | 2028-08-01      | Floating      | 4.36%                 | Yes           |                  2 | On Loan: No      |
| MassMutual Global Funding II                       | MassMutual Global Funding II                                                 | CUSIP: 57629TCA3<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |   6896000 | PA      | $6903632.01   | 0.14%             | 2029-01-22      | Floating      | 4.34%                 | Yes           |                  2 | On Loan: No      |
| MassMutual Global Funding II                       | MassMutual Global Funding II                                                 | CUSIP: 57629TCB1<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |   3132000 | PA      | $3138280.26   | 0.06%             | 2029-01-22      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust                     | Mercedes-Benz Auto Lease Trust, Series 2025-A, Class A2A                     | CUSIP: 58768YAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7532555 | PA      | $7566344.91   | 0.16%             | 2028-04-17      | Fixed         | 4.57%                 | No            |                  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      | $10379760.40  | 0.21%             | 2026-07-31      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Met Tower Global Funding                           | Met Tower Global Funding                                                     | CUSIP: 58989V2J2<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |   2283000 | PA      | $2290267.29   | 0.05%             | 2027-10-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Met Tower Global Funding                           | Met Tower Global Funding                                                     | CUSIP: 58989V2M5<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |  24877000 | PA      | $24913877.42  | 0.51%             | 2029-01-14      | Fixed         | 4.00%                 | Yes           |                  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      | $7291444.73   | 0.15%             | 2028-08-25      | Floating      | 4.37%                 | Yes           |                  2 | On Loan: No      |
| Mid-America Apartments LP                          | Mid-America Apartments LP                                                    | CUSIP: 59523UAN7<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |   9502000 | PA      | $9479128.97   | 0.20%             | 2027-06-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                          | Mid-America Apartments LP                                                    | CUSIP: 59523UAT4<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |   8375000 | PA      | $8243717.52   | 0.17%             | 2026-09-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.               | Mitsubishi UFJ Financial Group, Inc.                                         | CUSIP: 606822BY9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |  20340000 | PA      | $20152564.87  | 0.41%             | 2027-07-20      | Variable      | 1.54%                 | 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      | $21381663.36  | 0.44%             | 2026-03-11      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                       | Mizuho Financial Group, Inc.                                                 | CUSIP: 60687YAG4<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   3375000 | PA      | $3356856.91   | 0.07%             | 2026-09-13      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                       | Mizuho Financial Group, Inc.                                                 | CUSIP: 60687YAK5<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   5729000 | PA      | $5718349.22   | 0.12%             | 2027-02-28      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                       | Mizuho Financial Group, Inc.                                                 | CUSIP: 60687YBP3<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |  28776000 | PA      | $28605202.07  | 0.59%             | 2027-05-22      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| Mizuho Bank Ltd.                                   | Mizuho Bank Ltd.                                                             | CUSIP: 60689GFA9<br>LEI: RB0PEZSDGCO3JS6CEU02 | Long             | STIV             | CORP              | JP        |   4963000 | PA      | $4910089.46   | 0.10%             | 2026-06-10      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Mizuho Markets Cayman LP                           | Mizuho Markets Cayman LP                                                     | CUSIP: 60700JFT7<br>LEI: 549300KHUXLS6Q30KT26 | Long             | DBT              | CORP              | KY        |  16932000 | PA      | $16950471.12  | 0.35%             | 2026-10-09      | Floating      | 4.22%                 | Yes           |                  2 | On Loan: No      |
| Mizuho Bank Ltd.                                   | Mizuho Bank Ltd.                                                             | CUSIP: 60710TF97<br>LEI: RB0PEZSDGCO3JS6CEU02 | Long             | STIV             | CORP              | JP        |   4795000 | PA      | $4795215.78   | 0.10%             | 2026-03-06      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| Molson Coors Beverage Co.                          | Molson Coors Beverage Co.                                                    | CUSIP: 60871RAG5<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |  13776000 | PA      | $13718022.60  | 0.28%             | 2026-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                             | Morgan Stanley Bank NA                                                       | CUSIP: 61690U8G8<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   5862000 | PA      | $5883027.05   | 0.12%             | 2027-10-15      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                     | Morgan Stanley                                                               | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  25184000 | PA      | $24950272.08  | 0.51%             | 2027-07-20      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                     | Morgan Stanley                                                               | CUSIP: 61748UAR3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  14580000 | PA      | $14631007.26  | 0.30%             | 2030-01-09      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                     | Morgan Stanley                                                               | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   6885000 | PA      | $6855994.80   | 0.14%             | 2027-05-04      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                     | Morgan Stanley Private Bank NA                                               | CUSIP: 61776NU43<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   7788000 | PA      | $7825039.34   | 0.16%             | 2030-02-08      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| NBN Co. Ltd.                                       | NBN Co. Ltd.                                                                 | CUSIP: 62878U2H4<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | NUSS              | AU        |   9275000 | PA      | $9295688.72   | 0.19%             | 2027-10-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| NTT Finance Corp.                                  | NTT Finance Corp.                                                            | CUSIP: 62954WAP0<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   9121000 | PA      | $9203740.51   | 0.19%             | 2027-07-16      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| National Bank of Canada                            | National Bank of Canada                                                      | CUSIP: 63307A2Y0<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |  24102000 | PA      | $24109676.97  | 0.50%             | 2027-03-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                            | National Bank of Canada                                                      | CUSIP: 63307A3A1<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   9774000 | PA      | $9825886.94   | 0.20%             | 2027-07-02      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                            | National Bank of Canada                                                      | CUSIP: 63307A3D5<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   3186000 | PA      | $3214179.98   | 0.07%             | 2028-02-01      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                            | National Bank of Canada                                                      | CUSIP: 63307A3G8<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |  15157000 | PA      | $15157267.82  | 0.31%             | 2027-03-05      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                            | National Bank of Canada                                                      | CUSIP: 63307A3K9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   8958000 | PA      | $8990265.82   | 0.19%             | 2029-01-20      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                            | National Bank of Canada                                                      | CUSIP: 63307A3L7<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   5643000 | PA      | $5649433.02   | 0.12%             | 2029-01-20      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| NNN REIT, Inc.                                     | NNN REIT, Inc.                                                               | CUSIP: 637417AJ5<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |   5649000 | PA      | $5632436.40   | 0.12%             | 2026-12-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp. | National Rural Utilities Cooperative Finance Corp.                           | CUSIP: 63743HFM9<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   4128000 | PA      | $4162564.69   | 0.09%             | 2027-02-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                        | Nationwide Building Society                                                  | CUSIP: 63861VAH0<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |  10257000 | PA      | $10406459.67  | 0.21%             | 2027-07-27      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: —       |
| NatWest Group plc                                  | NatWest Group plc                                                            | CUSIP: 639057AJ7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |  27913000 | PA      | $27913000.00  | 0.57%             | 2027-03-02      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                  | NatWest Group plc                                                            | CUSIP: 639057AL2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |  11400000 | PA      | $11581012.39  | 0.24%             | 2028-03-01      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| NatWest Markets plc                                | NatWest Markets plc                                                          | CUSIP: 63906YAD0<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    792000 | PA      | $781385.70    | 0.02%             | 2026-09-29      | Fixed         | 1.60%                 | Yes           |                  2 | On Loan: No      |
| NatWest Markets plc                                | NatWest Markets plc                                                          | CUSIP: 63906YAT5<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |  10622000 | PA      | $10659632.37  | 0.22%             | 2028-11-06      | Fixed         | 4.17%                 | Yes           |                  2 | On Loan: No      |
| New York Life Global Funding                       | New York Life Global Funding                                                 | CUSIP: 64952WFS7<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   8996000 | PA      | $9045767.31   | 0.19%             | 2029-02-02      | Fixed         | 4.05%                 | Yes           |                  2 | On Loan: No      |
| New York Life Global Funding                       | New York Life Global Funding                                                 | CUSIP: 64953BCA4<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |  11573000 | PA      | $11613254.94  | 0.24%             | 2028-07-25      | Floating      | 4.34%                 | Yes           |                  2 | On Loan: No      |
| New York Life Global Funding                       | New York Life Global Funding                                                 | CUSIP: 64953BCE6<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   9587000 | PA      | $9580116.53   | 0.20%             | 2029-02-02      | Floating      | 4.25%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.              | NextEra Energy Capital Holdings, Inc.                                        | CUSIP: 65339KBY5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |  17277000 | PA      | $16983982.25  | 0.35%             | 2027-01-15      | Fixed         | 1.88%                 | 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      | $11634451.33  | 0.24%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  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        |   5823423 | PA      | $5838996.72   | 0.12%             | 2027-11-15      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                    | Nordea Bank Abp                                                              | CUSIP: 65558WPW2<br>LEI: 529900ODI3047E2LIV03 | Long             | STIV             | CORP              | FI        |  20431000 | PA      | $20456670.94  | 0.42%             | 2027-02-05      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                    | Nordea Bank Abp                                                              | CUSIP: 65559CAE1<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |  17586000 | PA      | $17347793.23  | 0.36%             | 2026-09-30      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Northwest Pipeline LLC                             | Northwest Pipeline LLC                                                       | CUSIP: 66775VAB1<br>LEI: 549300FFKMN9OW536A14 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $12004469.76  | 0.25%             | 2027-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                                       | Nutrien Ltd.                                                                 | CUSIP: 67077MBE7<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |  17592000 | PA      | $17697677.78  | 0.36%             | 2027-03-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Omnicom Group, Inc.                                | Omnicom Group, Inc.                                                          | CUSIP: 68217FAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2433000 | PA      | $2432582.01   | 0.05%             | 2026-04-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                    | Oncor Electric Delivery Co. LLC                                              | CUSIP: 68233JCY8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   5609000 | PA      | $5648821.99   | 0.12%             | 2027-03-20      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp.                                       | Oracle Corp.                                                                 | CUSIP: 68389XBM6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  24200000 | PA      | $24055088.71  | 0.50%             | 2026-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)           | PNC Financial Services Group, Inc. (The)                                     | CUSIP: 693475BV6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   6374000 | PA      | $6450431.08   | 0.13%             | 2028-01-21      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| PPL Capital Funding, Inc.                          | PPL Capital Funding, Inc.                                                    | CUSIP: 69352PAL7<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |   8280000 | PA      | $8263192.10   | 0.17%             | 2026-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Pacific Life Global Funding II                     | Pacific Life Global Funding II                                               | CUSIP: 6944PL3K3<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |  24390000 | PA      | $24472788.44  | 0.50%             | 2028-07-10      | Floating      | 4.44%                 | 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        |  10054000 | PA      | $10000748.99  | 0.21%             | 2026-11-15      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                        | Penske Truck Leasing Co. LP                                                  | CUSIP: 709599AX2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4608000 | PA      | $4617149.41   | 0.10%             | 2027-04-01      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                        | Penske Truck Leasing Co. LP                                                  | CUSIP: 709599BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4689000 | PA      | $4709669.11   | 0.10%             | 2027-07-01      | Fixed         | 4.40%                 | 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      | $5354635.01   | 0.11%             | 2026-05-24      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                        | Penske Truck Leasing Co. LP                                                  | CUSIP: 709599BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1108000 | PA      | $1119186.19   | 0.02%             | 2027-01-12      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris International, Inc.                  | Philip Morris International, Inc.                                            | CUSIP: 718172DF3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   9717000 | PA      | $9805761.39   | 0.20%             | 2027-02-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                  | Philip Morris International, Inc.                                            | CUSIP: 718172DX4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   9507000 | PA      | $9527595.20   | 0.20%             | 2028-10-27      | Fixed         | 3.88%                 | 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        |   2864229 | PA      | $2872908.23   | 0.06%             | 2027-12-20      | Fixed         | 4.60%                 | Yes           |                  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      | $3749509.05   | 0.08%             | 2027-01-16      | Fixed         | 5.00%                 | 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      | $4334517.63   | 0.09%             | 2027-08-19      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Principal Life Global Funding II                   | Principal Life Global Funding II                                             | CUSIP: 7425APAC9<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |   6063000 | PA      | $6066009.61   | 0.12%             | 2028-08-18      | Floating      | 4.47%                 | Yes           |                  2 | On Loan: No      |
| Prudential International Treasury Ltd.             | Prudential International Treasury Ltd.                                       | CUSIP: 74457CHM1<br>LEI: 213800N4LVNTKOBW9E68 | Long             | STIV             | CORP              | HK        |  25845000 | PA      | $25376381.04  | 0.52%             | 2026-08-21      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                           | Cooperatieve Rabobank UA                                                     | CUSIP: 74977RDL5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |  19396000 | PA      | $19101957.22  | 0.39%             | 2027-12-15      | Variable      | 1.98%                 | Yes           |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                           | Cooperatieve Rabobank UA                                                     | CUSIP: 74977RDN1<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   5000000 | PA      | $4985113.15   | 0.10%             | 2028-04-06      | Variable      | 3.65%                 | Yes           |                  2 | On Loan: No      |
| Realty Income Corp.                                | Realty Income Corp.                                                          | CUSIP: 756109AR5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   5639000 | PA      | $5644205.92   | 0.12%             | 2026-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Treasury Services plc            | Reckitt Benckiser Treasury Services plc                                      | CUSIP: 75625QAE9<br>LEI: 213800LAXWIUOOBZ3908 | Long             | DBT              | CORP              | GB        |  11779000 | PA      | $11662841.51  | 0.24%             | 2027-06-26      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Rio Tinto Finance USA plc                          | Rio Tinto Finance USA plc                                                    | CUSIP: 76720AAQ9<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   1783000 | PA      | $1796908.40   | 0.04%             | 2027-03-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                           | Roper Technologies, Inc.                                                     | CUSIP: 776743AN6<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |  10400000 | PA      | $10002145.92  | 0.21%             | 2027-09-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                               | Royal Bank of Canada                                                         | CUSIP: 78015JSL2<br>LEI: 549300HXQQQCCUBS2Z23 | Long             | STIV             | CORP              | CA        |  22379000 | PA      | $22411033.30  | 0.46%             | 2026-11-17      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                               | Royal Bank of Canada                                                         | CUSIP: 78016HZX1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  23644000 | PA      | $23747910.41  | 0.49%             | 2027-07-23      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                               | Royal Bank of Canada                                                         | CUSIP: 78017FZQ9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   5957000 | PA      | $5984892.64   | 0.12%             | 2027-10-18      | Variable      | 4.51%                 | No            |                  2 | On Loan: —       |
| SCF Equipment Leasing LLC                          | SCF Equipment Leasing LLC, Series 2024-1A, Class A2                          | CUSIP: 783896AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1608290 | PA      | $1613678.12   | 0.03%             | 2029-11-20      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| SBNA Auto Lease Trust                              | SBNA Auto Lease Trust, Series 2024-C, Class A3                               | CUSIP: 78398DAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4192415 | PA      | $4200424.75   | 0.09%             | 2028-02-22      | Fixed         | 4.56%                 | Yes           |                  2 | On Loan: No      |
| SBNA Auto Lease Trust                              | SBNA Auto Lease Trust, Series 2024-A, Class A3                               | CUSIP: 78414SAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     36368 | PA      | $36400.75     | 0.00%             | 2026-11-20      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| SBNA Auto Lease Trust                              | SBNA Auto Lease Trust, Series 2023-A, Class A3                               | CUSIP: 78436TAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     23522 | PA      | $23562.63     | 0.00%             | 2027-04-20      | Fixed         | 6.51%                 | Yes           |                  2 | On Loan: No      |
| SCF Equipment Leasing LLC                          | SCF Equipment Leasing LLC, Series 2025-1A, Class A2                          | CUSIP: 78437DAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1178219 | PA      | $1181653.05   | 0.02%             | 2030-07-22      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| SBNA Auto Lease Trust                              | SBNA Auto Lease Trust, Series 2025-A, Class A2                               | CUSIP: 78437KAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3384882 | PA      | $3386631.18   | 0.07%             | 2027-04-20      | Fixed         | 4.68%                 | Yes           |                  2 | On Loan: No      |
| SCF Equipment Leasing LLC                          | SCF Equipment Leasing LLC, Series 2025-2A, Class A2                          | CUSIP: 78439XAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8300000 | PA      | $8341375.50   | 0.17%             | 2031-12-22      | Fixed         | 4.26%                 | Yes           |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                       | Santander Holdings USA, Inc.                                                 | CUSIP: 80282KAZ9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   2769000 | PA      | $2755048.86   | 0.06%             | 2026-10-05      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust             | Santander Drive Auto Receivables Trust, Series 2026-1, Class A2              | CUSIP: 80288FAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8430000 | PA      | $8430918.87   | 0.17%             | 2029-03-15      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust             | Santander Drive Auto Receivables Trust, Series 2025-4, Class A2              | CUSIP: 802923AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  20110000 | PA      | $20152188.77  | 0.41%             | 2029-01-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Scentre Group Trust 1                              | Scentre Group Trust 1                                                        | CUSIP: 80622GAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |  14066000 | PA      | $14036560.85  | 0.29%             | 2027-03-23      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                         | Charles Schwab Corp. (The)                                                   | CUSIP: 8085A3EF8<br>LEI: 549300VSGCJ7E698NM85 | Long             | STIV             | CORP              | US        |  10000000 | PA      | $9921196.00   | 0.20%             | 2026-05-15      | 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      | $5660788.08   | 0.12%             | 2027-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Shire Acquisitions Investments Ireland DAC         | Shire Acquisitions Investments Ireland DAC                                   | CUSIP: 82481LAD1<br>LEI: 549300XK5HGW68R8K327 | Long             | DBT              | CORP              | IE        |  19556000 | PA      | $19480137.97  | 0.40%             | 2026-09-23      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                | Societe Generale SA                                                          | CUSIP: 83368RBC5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |  17493000 | PA      | $17384740.72  | 0.36%             | 2027-06-09      | Variable      | 1.79%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                | Societe Generale SA                                                          | CUSIP: 83368RBV3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   2500000 | PA      | $2530985.90   | 0.05%             | 2028-01-19      | Variable      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                | Societe Generale SA                                                          | CUSIP: 83368RCA8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    678000 | PA      | $680861.16    | 0.01%             | 2027-02-19      | Floating      | 4.77%                 | Yes           |                  2 | On Loan: No      |
| Southern Co. (The)                                 | Southern Co. (The)                                                           | CUSIP: 842587CV7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |  10268000 | PA      | $10245788.57  | 0.21%             | 2026-07-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Spectra Energy Partners LP                         | Spectra Energy Partners LP                                                   | CUSIP: 84756NAH2<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |  11908000 | PA      | $11861340.41  | 0.24%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Standard Chartered plc                             | Standard Chartered plc                                                       | CUSIP: 853254AZ3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   5269000 | PA      | $5265377.56   | 0.11%             | 2026-04-12      | Fixed         | 4.05%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered plc                             | Standard Chartered plc                                                       | CUSIP: 853254CN8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   5964000 | PA      | $6311403.00   | 0.13%             | 2028-11-16      | Variable      | 7.77%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered plc                             | Standard Chartered plc                                                       | CUSIP: 853254CT5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   7300000 | PA      | $7351570.12   | 0.15%             | 2027-07-06      | Variable      | 6.19%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered plc                             | Standard Chartered plc                                                       | CUSIP: 853254CW8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |  24688000 | PA      | $25283227.68  | 0.52%             | 2028-02-08      | Variable      | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered plc                             | Standard Chartered plc                                                       | CUSIP: 85325C2K7<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   9790000 | PA      | $9801943.80   | 0.20%             | 2030-01-13      | Variable      | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered Bank                            | Standard Chartered Bank                                                      | CUSIP: 85325X2A3<br>LEI: RILFO74KP1CM8P6PCT96 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $801347.18    | 0.02%             | 2026-10-08      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                            | Standard Chartered Bank                                                      | CUSIP: 85325X2B1<br>LEI: RILFO74KP1CM8P6PCT96 | Long             | DBT              | CORP              | GB        |   8583000 | PA      | $8730308.31   | 0.18%             | 2027-12-03      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                 | State Street Corp.                                                           | CUSIP: 857477DA8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   8113000 | PA      | $8170860.94   | 0.17%             | 2028-04-24      | Variable      | 4.54%                 | No            |                  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      | $20948388.78  | 0.43%             | 2026-07-14      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.              | Sumitomo Mitsui Financial Group, Inc.                                        | CUSIP: 86562MCH1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   9266000 | PA      | $9146003.54   | 0.19%             | 2026-09-17      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.              | Sumitomo Mitsui Financial Group, Inc.                                        | CUSIP: 86562MCM0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   3758000 | PA      | $3705500.44   | 0.08%             | 2027-01-14      | Fixed         | 2.17%                 | 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      | $5218523.39   | 0.11%             | 2026-07-13      | Fixed         | 5.88%                 | No            |                  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      | $12797727.16  | 0.26%             | 2027-09-10      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Sumitomo Mitsui Banking Corp.                      | Sumitomo Mitsui Banking Corp.                                                | CUSIP: 86564KCT7<br>LEI: 5U0XI89JRFVHWIBS4F54 | Long             | STIV             | CORP              | JP        |   7352000 | PA      | $7359485.07   | 0.15%             | 2026-12-04      | Floating      | 4.07%                 | Yes           |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd.                    | Sumitomo Mitsui Trust Bank Ltd.                                              | CUSIP: 86564XC69<br>LEI: 5493006GGLR4BTEL8O61 | Long             | STIV             | CORP              | SG        |   6570000 | PA      | $6565378.66   | 0.14%             | 2026-03-06      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                 | Energy Transfer LP                                                           | CUSIP: 86765BAT6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |  14903000 | PA      | $14883631.47  | 0.31%             | 2026-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                           | Svenska Handelsbanken AB                                                     | CUSIP: 86959LAH6<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |   1730000 | PA      | $1717909.60   | 0.04%             | 2027-06-11      | Variable      | 1.42%                 | Yes           |                  2 | On Loan: No      |
| Svenska Handelsbanken                              | Svenska Handelsbanken AB                                                     | CUSIP: 86959TSF4<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | STIV             | CORP              | SE        |  39931000 | PA      | $39979727.80  | 0.82%             | 2026-11-17      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                 | T-Mobile USA, Inc.                                                           | CUSIP: 87264ABU8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |  13034000 | PA      | $13010225.85  | 0.27%             | 2026-04-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Teledyne Technologies, Inc.                        | Teledyne Technologies, Inc.                                                  | CUSIP: 879360AC9<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |   3445000 | PA      | $3437435.99   | 0.07%             | 2026-04-01      | Fixed         | 1.60%                 | No            |                  2 | On Loan: —       |
| Toronto-Dominion Bank (The)                        | Toronto-Dominion Bank (The)                                                  | CUSIP: 89114TZD7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    860000 | PA      | $853922.95    | 0.02%             | 2026-06-03      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                        | Toronto-Dominion Bank (The)                                                  | CUSIP: 89114TZH8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   5457000 | PA      | $5468123.71   | 0.11%             | 2026-09-10      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                        | Toronto-Dominion Bank (The), Series FXD                                      | CUSIP: 89114TZN5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    432000 | PA      | $425284.20    | 0.01%             | 2027-01-12      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                        | Toronto-Dominion Bank (The)                                                  | CUSIP: 89115A3A8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  15473000 | PA      | $15559981.16  | 0.32%             | 2026-12-17      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                        | Toronto-Dominion Bank (The)                                                  | CUSIP: 89115KAE0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   8744000 | PA      | $8784696.15   | 0.18%             | 2028-10-13      | Fixed         | 4.11%                 | No            |                  2 | On Loan: —       |
| 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        |   2071539 | PA      | $2075630.43   | 0.04%             | 2027-09-15      | Fixed         | 4.63%                 | 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        |    829270 | PA      | $829192.79    | 0.02%             | 2027-04-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                          | Toyota Motor Credit Corp.                                                    | CUSIP: 89236TNG6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   7356000 | PA      | $7427188.94   | 0.15%             | 2027-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                          | Toyota Motor Credit Corp.                                                    | CUSIP: 89236TNM3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   8330000 | PA      | $8331691.91   | 0.17%             | 2027-07-21      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                          | Toyota Motor Credit Corp.                                                    | CUSIP: 89236TNP6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |  30841000 | PA      | $30891071.91  | 0.64%             | 2027-08-25      | Floating      | 4.16%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                | Toyota Auto Receivables Owner Trust, Series 2024-A, Class A3                 | CUSIP: 89238DAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6478953 | PA      | $6519778.49   | 0.13%             | 2028-10-16      | Fixed         | 4.83%                 | 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        |   3653078 | PA      | $3659341.46   | 0.08%             | 2027-04-20      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Truist Bank                                        | Truist Bank                                                                  | CUSIP: 89788JAE9<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |  15904000 | PA      | $15925779.41  | 0.33%             | 2027-05-20      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                        | Truist Bank, Series I                                                        | CUSIP: 89788JAJ8<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   5649000 | PA      | $5662403.21   | 0.12%             | 2029-01-27      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                             | Truist Financial Corp.                                                       | CUSIP: 89788MAD4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |  27816000 | PA      | $27816000.00  | 0.57%             | 2027-03-02      | Variable      | 1.27%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                             | Truist Financial Corp.                                                       | CUSIP: 89788MAN2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |  16138000 | PA      | $16218633.03  | 0.33%             | 2027-06-08      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| Tyson Foods, Inc.                                  | Tyson Foods, Inc.                                                            | CUSIP: 902494BC6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |   3848000 | PA      | $3830088.71   | 0.08%             | 2027-06-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| UBS AG                                             | UBS AG                                                                       | CUSIP: 90261AAE2<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |  21330000 | PA      | $21345997.50  | 0.44%             | 2027-05-17      | Floating      | 4.16%                 | No            |                  2 | On Loan: No      |
| UDR, Inc.                                          | UDR, Inc.                                                                    | CUSIP: 90265EAL4<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |   6224000 | PA      | $6190873.20   | 0.13%             | 2026-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| US Bank NA                                         | US Bank NA                                                                   | CUSIP: 90331HPP2<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |  45497000 | PA      | $45685919.92  | 0.94%             | 2027-10-22      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| US Bank NA                                         | US Bank NA                                                                   | CUSIP: 90331HPS6<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |  14266000 | PA      | $14407689.91  | 0.30%             | 2028-05-15      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                         | US Bancorp                                                                   | CUSIP: 91159HJC5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   5627000 | PA      | $5543117.19   | 0.11%             | 2028-01-27      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| United States of America                           | U.S. Treasury Notes                                                          | CUSIP: 91282CLL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16400000 | PA      | $16384625.00  | 0.34%             | 2027-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States of America                           | U.S. Treasury Notes                                                          | CUSIP: 91282CPL9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  51700000 | PA      | $51667687.50  | 1.06%             | 2027-11-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States of America                           | U.S. Treasury Notes                                                          | CUSIP: 91282CPS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  52600000 | PA      | $52571234.11  | 1.08%             | 2027-12-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                   | Ventas Realty LP                                                             | CUSIP: 92277GAJ6<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |   8914000 | PA      | $8870438.26   | 0.18%             | 2026-10-15      | Fixed         | 3.25%                 | 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        |   5954033 | PA      | $5985159.46   | 0.12%             | 2027-05-01      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| VMware LLC                                         | VMware LLC                                                                   | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   4772000 | PA      | $4715567.00   | 0.10%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC            | Volkswagen Group of America Finance LLC                                      | CUSIP: 928668BS0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   2475000 | PA      | $2481842.29   | 0.05%             | 2027-06-08      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC            | Volkswagen Group of America Finance LLC                                      | CUSIP: 928668BV3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |  19637000 | PA      | $19806385.03  | 0.41%             | 2026-09-12      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: —       |
| Volkswagen Group of America Finance LLC            | Volkswagen Group of America Finance LLC                                      | CUSIP: 928668CK6<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |  10592000 | PA      | $10626378.56  | 0.22%             | 2026-08-14      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC            | Volkswagen Group of America Finance LLC                                      | CUSIP: 928668CN0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   2675000 | PA      | $2700099.23   | 0.06%             | 2027-03-25      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC            | Volkswagen Group of America Finance LLC                                      | CUSIP: 928668CV2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   4527000 | PA      | $4551085.54   | 0.09%             | 2027-09-11      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced Trust                | Volkswagen Auto Loan Enhanced Trust, Series 2025-2, Class A2A                | CUSIP: 92869QAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  44565000 | PA      | $44638995.73  | 0.92%             | 2028-08-21      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WP Carey, Inc.                                     | WP Carey, Inc.                                                               | CUSIP: 92936UAE9<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |   2767000 | PA      | $2767968.23   | 0.06%             | 2026-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                  | Wells Fargo & Co., Series W                                                  | CUSIP: 95000U3R2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  10931000 | PA      | $11017220.67  | 0.23%             | 2028-01-24      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                  | Wells Fargo & Co.                                                            | CUSIP: 95000U4D2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  10341000 | PA      | $10377643.75  | 0.21%             | 2030-01-23      | Variable      | 4.18%                 | No            |                  2 | On Loan: No      |
| Western-Southern Global Funding                    | Western-Southern Global Funding                                              | CUSIP: 95954A2D4<br>LEI: 635400PFYEGVSGK4VB37 | Long             | DBT              | CORP              | US        |   9909000 | PA      | $9952955.93   | 0.20%             | 2029-01-29      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Westlake Corp.                                     | Westlake Corp.                                                               | CUSIP: 960413AT9<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |  31688000 | PA      | $31624289.06  | 0.65%             | 2026-08-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Westpac New Zealand Ltd.                           | Westpac New Zealand Ltd.                                                     | CUSIP: 96122FAF4<br>LEI: 549300MW73M5PK1PNG73 | Long             | DBT              | CORP              | NZ        |   4481000 | PA      | $4510452.90   | 0.09%             | 2029-01-29      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| Westpac Banking Corp.                              | Westpac Banking Corp.                                                        | CUSIP: 9612C1NV5<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | STIV             | CORP              | AU        |  13377000 | PA      | $12929085.87  | 0.27%             | 2027-01-29      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC                     | Wheels Fleet Lease Funding LLC, Series 2024-3A, Class A1                     | CUSIP: 96328GBZ9<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |   2976105 | PA      | $3009246.18   | 0.06%             | 2039-09-19      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Wisconsin Electric Power Co.                       | Wisconsin Electric Power Co.                                                 | CUSIP: 976656CV8<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |   3245000 | PA      | $3254413.78   | 0.07%             | 2029-03-01      | Fixed         | 3.95%                 | 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        |    970560 | PA      | $973632.63    | 0.02%             | 2028-02-15      | Fixed         | 5.61%                 | 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        |   1099500 | PA      | $1112206.88   | 0.02%             | 2029-02-15      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                  | World Omni Auto Receivables Trust, Series 2025-A, Class A2A                  | CUSIP: 98164YAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8810969 | PA      | $8821378.48   | 0.18%             | 2028-04-17      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                  | World Omni Auto Receivables Trust, Series 2026-A, Class A2A                  | CUSIP: 98190AAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  19480000 | PA      | $19472506.04  | 0.40%             | 2029-04-16      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Xcel Energy, Inc.                                  | Xcel Energy, Inc.                                                            | CUSIP: 98389BAU4<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   9900000 | PA      | $9855183.59   | 0.20%             | 2026-12-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Xylem, Inc.                                        | Xylem, Inc.                                                                  | CUSIP: 98419MAJ9<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |   9430000 | PA      | $9388229.06   | 0.19%             | 2026-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings, Inc.                       | Zimmer Biomet Holdings, Inc.                                                 | CUSIP: 98956PBA9<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |  16449000 | PA      | $16571663.98  | 0.34%             | 2027-02-19      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** JPMorgan Trust I

**Signature:** Timothy J. Clemens

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

**Title:** Treasurer and Principal Financial Officer