# EDGAR Filing Document

**Accession Number:** 0001872555
**File Stem:** 0002048251-26-005317
**Filing Date:** 2026-6
**Character Count:** 193855
**Document Hash:** fdf0695b1c66cae389806c650071e8bd
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002048251-26-005317.hdr.sgml**: 20260625

**ACCESSION NUMBER**: 0002048251-26-005317

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260625

**DATE AS OF CHANGE**: 20260625

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Catholic Responsible Investments Funds
- **CENTRAL INDEX KEY:** 0001872555

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23718
- **FILM NUMBER:** 261121366

**BUSINESS ADDRESS:**
- **STREET 1:** ONE FREEDOM VALLEY DRIVE
- **CITY:** OAKS
- **STATE:** PA
- **ZIP:** 19456
- **BUSINESS PHONE:** 610-676-1000

**MAIL ADDRESS:**
- **STREET 1:** ONE FREEDOM VALLEY DRIVE
- **CITY:** OAKS
- **STATE:** PA
- **ZIP:** 19456

## Series and Classes Contracts Data

### CATHOLIC RESPONSIBLE INVESTMENTS OPPORTUNISTIC BOND FUND (Series ID: S000073782)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000230948 | Investor Shares      | CROVX           |
| C000230949 | Institutional Shares | CROSX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Catholic Responsible Investments Funds

- **b. Investment Company Act file number:** 811-23718

- **c. CIK number of Registrant:** 0001872555

- **d. LEI of Registrant:** 549300NTV87BU611VE10

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

  - **Street Address 1:** ONE FREEDOM VALLEY DRIVE

  - **City:** OAKS

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19456

  - **Telephone number:** 6106761000

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

- **a. Name of Series:** Catholic Responsible Investments Opportunistic Bond Fund

- **b. EDGAR series identifier (if any):** S000073782

- **c. LEI of Series:** 549300IL4ZPE3K458K91

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

- **a. Date of fiscal year-end:** 2026-10-31

- **b. Date as of which information is reported:** 2026-04-30

**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:** $758986081.79

**Total Liabilities:** $1775428.47

**Net Assets:** $757210653.32

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1491.06279828 | **1-Year:** -27197.08320158 | **5-Year:** -49853.77403228 | **10-Year:** -15350.06427149 | **30-Year:** -604.74572409

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

- **3-Month:** -1052.00146084 | **1-Year:** -13926.51246353 | **5-Year:** -24662.05100473 | **10-Year:** -16345.94644297 | **30-Year:** -3597.63519621

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000230949 | 0.43%                | -0.55%               | 0.63%                |
| Class ID C000230948 | 0.41%                | -0.56%               | 0.61%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-20898.28               | $319765.58                                 |
| Month 2  | $448958.88               | $-7500500.31                               |
| Month 3  | $130187.87               | $2041397.83                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| NYC COMMERCIAL MORTGAGE TRUST                                                              | NYC COMMERCIAL MORTGAGE TRUST 2025-11X NYC 2025-11X D                             | CUSIP: 67122NAG6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $501562.50    | 0.07%             | 2040-10-15      | Floating      | 6.85%                 | Yes           |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL PLC                                                                 | ANGLO AMERICAN CAPITAL PLC 144A 2.625000% 09/10/2030                              | CUSIP: 034863AX8<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | NUSS              | ZA        |    200000 | PA      | $183271.96    | 0.02%             | 2030-09-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY FRN VARIABLE RATE 01/31/2028                                          | CUSIP: 91282CPX3<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  49850000 | PA      | $49853592.69  | 6.58%             | 2028-01-31      | Floating      | 3.74%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM LLC                                                             | SOFI CONSUMER LOAN PROGRAM TRUST 2026-1 SCLP 2026-1 D                             | CUSIP: 83408AAD3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2175000 | PA      | $2148247.28   | 0.28%             | 2035-12-26      | Fixed         | 5.06%                 | Yes           |                  2 | On Loan: No      |
| SLG OFFICE TRUST                                                                           | SLG OFFICE TRUST 2026-OMA SLG 2026-OMA A                                          | CUSIP: 78451FAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2500000 | PA      | $2509223.25   | 0.33%             | 2041-04-15      | Floating      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST                                                 | JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2015-C2 JPMBB 2015-C28 C               | CUSIP: 46644FAK7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    259899 | PA      | $256525.41    | 0.03%             | 2048-10-15      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| OCTANE RECEIVABLES TRUST                                                                   | OCTANE RECEIVABLES TRUST 2023-1 OCTL 2023-1A D                                    | CUSIP: 67571BAD5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1080000 | PA      | $1114201.44   | 0.15%             | 2030-03-20      | Fixed         | 7.76%                 | Yes           |                  2 | On Loan: No      |
| European Investment Bank                                                                   | EUROPEAN INVESTMENT BANK 2.375000% 05/24/2027                                     | CUSIP: 298785HM1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   1253000 | PA      | $1232791.84   | 0.16%             | 2027-05-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| FORT WAYNE IND ECONOMIC DEV SOLID WASTE FAC REV                                            | FORT WAYNE IN ECON DEV SOLID W CITY OF FORT WAYNE IN                              | CUSIP: 34924CAB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    234358 | PA      | $23.44        | 0.00%             | 2029-12-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                               | BARCLAYS PLC 5.690000% 03/12/2030                                                 | CUSIP: 06738ECR4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | NUSS              | GB        |    610000 | PA      | $625972.79    | 0.08%             | 2030-03-12      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                                                              | COMMONBOND STUDENT LOAN TRUST 2021-A-GS CBSLT 2021-AGS B                          | CUSIP: 20268WAB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    347227 | PA      | $267710.70    | 0.04%             | 2052-03-25      | Fixed         | 1.40%                 | Yes           |                  2 | On Loan: No      |
| BRCK TRUST                                                                                 | BRCK TRUST 2025-830B BRCK 2025-830B B                                             | CUSIP: 10635AAE9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    600000 | PA      | $598505.46    | 0.08%             | 2042-12-10      | Floating      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| MSWF COMMERCIAL MORTGAGE TRUST                                                             | MSWF COMMERCIAL MORTGAGE TRUST 2023-1 MSWF 2023-1 D                               | CUSIP: 55376CBL6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1550000 | PA      | $1234257.41   | 0.16%             | 2056-05-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| European Investment Bank                                                                   | EUROPEAN INVESTMENT BANK 3.250000% 11/15/2027                                     | CUSIP: 298785JT4<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    700000 | PA      | $693155.65    | 0.09%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PHILADELPHIA PA REDEV AUTH REV                                                             | PHILADELPHIA PA REDEV AUTH REDEVELOPMENT AUTHORITY OF THE CITY OF PHILADELPHI     | CUSIP: 717868KC6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    275000 | PA      | $273312.90    | 0.04%             | 2040-09-01      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| HUDSON YARDS MORTGAGE TRUST                                                                | HUDSON YARDS 2016-10HY MORTGAGE TRUST HY 2016-10HY A                              | CUSIP: 44421LAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $994341.20    | 0.13%             | 2038-08-10      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY FRN VARIABLE RATE 10/31/2027                                          | CUSIP: 91282CPG0<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  49770000 | PA      | $49846577.12  | 6.58%             | 2027-10-31      | Floating      | 3.83%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                                                      | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2025-609M WFCM 2025-609M A                  | CUSIP: 95004NAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $500000.00    | 0.07%             | 2042-08-15      | Floating      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| ENFIN RESIDENTIAL SOLAR RECEIVABLES TRUST                                                  | ENFIN RESIDENTIAL SOLAR RECEIVABLES TRUST 2024-2 ENFIN 2024-2A A                  | CUSIP: 29281EAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |         0 | PA      | $0.06         | 0.00%             | 2055-09-20      | Fixed         | 5.98%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 3.875000% 04/30/2031                                              | CUSIP: 91282CQK0<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   5000000 | PA      | $4966796.90   | 0.66%             | 2031-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BRCK TRUST                                                                                 | BRCK TRUST 2025-830B BRCK 2025-830B D                                             | CUSIP: 10635AAJ8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2000000 | PA      | $1996754.20   | 0.26%             | 2042-12-10      | Floating      | 6.41%                 | Yes           |                  2 | On Loan: No      |
| NXPA RE-REMIC TRUST                                                                        | NXPA RE-REMIC TRUST 2026-FRR1 NXPA 2026-FRR1 A                                    | CUSIP: 62957WAA0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1565000 | PA      | $1501115.14   | 0.20%             | 2049-12-27      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| XPLR INFRASTRUCTURE OPERATING PARTNERS, LP                                                 | XPLR INFRASTRUCTURE OPERATING PARTNERS LP 144A 7.750000% 04/15/2034               | CUSIP: 98379YAA0<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    285000 | PA      | $298704.35    | 0.04%             | 2034-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST                                                        | EXETER AUTOMOBILE RECEIVABLES TRUST EART 2025-3A D                                | CUSIP: 30166XAF1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2040000 | PA      | $2058345.52   | 0.27%             | 2031-10-15      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST ENERGY RESH & DEV AUTH RESIDENTIAL CLEAN ENERGY & ENERGY EFFICIENCY FING GREEN | NEW YORK ST ENERGY RESEARCH & NEW YORK STATE ENERGY RESEARCH & DEVELOPMENT AUTHO  | CUSIP: 64985VBG0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $500507.30    | 0.07%             | 2028-04-01      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| PAGAYA POINT OF SALE HOLDINGS TRUST                                                        | PAGAYA POINT OF SALE HOLDINGS GRANTOR TRUST 2025-1 POSH 2025-1 D                  | CUSIP: 694952AH5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    760000 | PA      | $763495.16    | 0.10%             | 2034-01-20      | Fixed         | 6.74%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC MSCR TRUST MN6 MSCR 2023-MN6 B1                                       | CUSIP: 355920AB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1710000 | PA      | $1964902.69   | 0.26%             | 2043-05-25      | Floating      | 12.90%                | Yes           |                  2 | On Loan: No      |
| STWD MORTGAGE TRUST                                                                        | STWD 2021-LIH MORTGAGE TRUST STWD 2021-LIH AS                                     | CUSIP: 78486EAG3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    715000 | PA      | $713784.07    | 0.09%             | 2036-11-15      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| DEERFIELD ILL                                                                              | DEERFIELD IL VILLAGE OF DEERFIELD IL                                              | CUSIP: 244415JP1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1245852.00   | 0.16%             | 2028-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                                                                 | AVIATION CAPITAL GROUP LLC 144A 6.375000% 07/15/2030                              | CUSIP: 05366DAA6<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1371012.38   | 0.18%             | 2030-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST                                                                 | CONSUMER PORTFOLIO SERVICES AUTO TRUST 2025-D CPS 2025-D D                        | CUSIP: 223936AD7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1035000 | PA      | $1042509.96   | 0.14%             | 2032-02-17      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| ZAYO ISSUER, LLC                                                                           | ZAYO ISSUER LLC ZAYO 2025-1A B                                                    | CUSIP: 98919WAC7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    680000 | PA      | $685466.38    | 0.09%             | 2055-03-20      | Fixed         | 6.09%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA8489                                                      | CUSIP: 36179XNE2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    730149 | PA      | $710086.81    | 0.09%             | 2052-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                                                 | APPLE INC 3.000000% 06/20/2027                                                    | CUSIP: 037833CX6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1415000 | PA      | $1400463.73   | 0.18%             | 2027-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | TSY INFL IX N/B 2.375000% 02/15/2056                                              | CUSIP: 912810US5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | USGA              | US        |   3880000 | PA      | $3631792.68   | 0.48%             | 2056-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MARS, INCORPORATED                                                                         | MARS INC 144A 4.650000% 04/20/2031                                                | CUSIP: 571676AU9<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1006367.88   | 0.13%             | 2031-04-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING, LTD.                                                                 | MADISON PARK FUNDING XXXVI LTD MDPK 2019-36A D1RR                                 | CUSIP: 55819PBJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6000000 | PA      | $5746284.00   | 0.76%             | 2035-04-15      | Floating      | 6.22%                 | Yes           |                  2 | On Loan: No      |
| DC COMMERCIAL MORTGAGE TRUST                                                               | DC COMMERCIAL MORTGAGE TRUST 2023-DC DC 2023-DC C                                 | CUSIP: 24023AAE0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    530000 | PA      | $535484.86    | 0.07%             | 2040-09-12      | Floating      | 7.38%                 | Yes           |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORPORATION                                                               | BLUE OWL CAPITAL CORP 2.875000% 06/11/2028                                        | CUSIP: 69121KAG9<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    810000 | PA      | $759839.43    | 0.10%             | 2028-06-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development                                      | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMEN VARIABLE RATE 03/31/2028       | CUSIP: 459058KR3<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $983168.00    | 0.13%             | 2028-03-31      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| CSAIL COMMERCIAL MORTGAGE TRUST                                                            | CSAIL 2021-C20 COMMERCIAL MORTGAGE TRUST CSAIL 2021-C20 C                         | CUSIP: 22945EBA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1200000 | PA      | $1014972.24   | 0.13%             | 2054-03-15      | Floating      | 3.83%                 | No            |                  2 | On Loan: No      |
| SIERRA TIMESHARE RECEIVABLES FUNDING LLC                                                   | SIERRA TIMESHARE 2025-3 RECEIVABLES FUNDING LLC SRFC 2025-3A C                    | CUSIP: 82650FAC1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    981672 | PA      | $971421.67    | 0.13%             | 2044-08-22      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| CHI COMMERCIAL MORTGAGE TRUST                                                              | CHI COMMERCIAL MORTGAGE TRUST 2025-SFT CHI 2025-SFT A                             | CUSIP: 16706GAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $507066.90    | 0.07%             | 2042-04-15      | Floating      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST                                                        | CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-P6 CGCMT 2016-P6 AS                      | CUSIP: 17291EAY7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1400000 | PA      | $1335284.30   | 0.18%             | 2049-12-10      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.125000% 02/15/2036                                              | CUSIP: 91282CPZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    505000 | PA      | $494426.56    | 0.07%             | 2036-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                                     | ASIAN DEVELOPMENT BANK MTN 1.750000% 08/14/2026                                   | CUSIP: 045167DR1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    750000 | PA      | $745531.80    | 0.10%             | 2026-08-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST                                                               | PAGAYA AI DEBT GRANTOR TRUST 2025-R2 PAID 2025-R2 D                               | CUSIP: 69544VAD1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1244528 | PA      | $1236748.76   | 0.16%             | 2032-10-15      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| BRIDGE HOUSING CORPORATION                                                                 | BRIDGE HOUSING CORP 3.250000% 07/15/2030                                          | CUSIP: 10806CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2077613.66   | 0.27%             | 2030-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA7768                                                      | CUSIP: 36179WTZ1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    400022 | PA      | $356867.10    | 0.05%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TRINITY RAIL LEASING LLC                                                                   | TRINITY RAIL LEASING 2025 LLC TRL 2025-1A A                                       | CUSIP: 89657MAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    245930 | PA      | $242244.68    | 0.03%             | 2055-10-19      | Fixed         | 5.09%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                        | BROWN BROTHERS HARRIMAN SWEEP INTEREST                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | US        |      1694 | PA      | $1694.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| International Bank for Reconstruction and Development                                      | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMEN 1.123000% 03/31/2032           | CUSIP: 459058MA8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   2500000 | PA      | $2460072.95   | 0.32%             | 2032-03-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                                                             | CARVANA AUTO RECEIVABLES TRUST 2021-N2 CRVNA 2021-N2 C                            | CUSIP: 14686KAD9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     72107 | PA      | $70923.95     | 0.01%             | 2028-03-10      | Fixed         | 1.07%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 3.625000% 10/31/2030                                              | CUSIP: 91282CPD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   8220000 | PA      | $8092525.80   | 1.07%             | 2030-10-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                                 | VERUS SECURITIZATION TRUST 2021-1 VERUS 2021-1 A1                                 | CUSIP: 92537QAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    492251 | PA      | $448757.66    | 0.06%             | 2066-01-25      | Floating      | 0.82%                 | Yes           |                  2 | On Loan: No      |
| CHNGE MORTGAGE TRUST                                                                       | CHNGE MORTGAGE TRUST 2022-NQM1 CHNGE 2022-NQM1 A3                                 | CUSIP: 12569CAC5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    668999 | PA      | $666948.80    | 0.09%             | 2067-06-25      | Floating      | 5.82%                 | Yes           |                  2 | On Loan: No      |
| JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST                                                 | JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2017-C5 JPMDB 2017-C5 AS               | CUSIP: 46590TAJ4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2340000 | PA      | $2155074.95   | 0.28%             | 2050-03-15      | Floating      | 3.86%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                                 | VERUS SECURITIZATION TRUST 2025-12 VERUS 2025-12 M1                               | CUSIP: 92490FAN0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $990869.30    | 0.13%             | 2070-12-25      | Floating      | 5.76%                 | Yes           |                  2 | On Loan: No      |
| SERVICEMASTER FUNDING LLC                                                                  | SERVICEMASTER FUNDING LLC SERV 2020-1 A2I                                         | CUSIP: 81761TAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    937960 | PA      | $893093.90    | 0.12%             | 2051-01-30      | Fixed         | 2.84%                 | Yes           |                  2 | On Loan: No      |
| COMPASS DATACENTER ISSUER III LLC                                                          | COMPASS DATACENTERS ISSUER III LLC CMDC 2026-1A A22                               | CUSIP: 20469BAG2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    600000 | PA      | $596462.10    | 0.08%             | 2056-02-25      | Fixed         | 5.29%                 | Yes           |                  2 | On Loan: No      |
| QTS FAYETTEVILLE I DC1-2, LLC                                                              | QTS FAYETTEVILLE I DC1-2 LLC / QTS TRS FAYETTEVILL 5.700000% 04/15/2036           | CUSIP: 74751AAA1<br>LEI: 2549006U199OTLBS8M46 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1799307.95   | 0.24%             | 2036-04-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                                                     | GENERAL MOTORS FINANCIAL CO INC 3.600000% 06/21/2030                              | CUSIP: 37045XCY0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1552350.70   | 0.21%             | 2030-06-21      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORPORATION                                                                  | EXPAND ENERGY CORP 5.375000% 03/15/2030                                           | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    620000 | PA      | $626411.24    | 0.08%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORPORATION.                                                                  | ARES CAPITAL CORP 2.875000% 06/15/2028                                            | CUSIP: 04010LBB8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    650000 | PA      | $620388.51    | 0.08%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                         | ORACLE CORP 2.875000% 03/25/2031                                                  | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $888913.97    | 0.12%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AVENTURA MALL VENTURE                                                                      | AVENTURA MALL TRUST AVMT 2018-AVM D                                               | CUSIP: 05359AAJ2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1200000 | PA      | $1163873.04   | 0.15%             | 2040-07-05      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA9489                                                      | CUSIP: 36179YRJ5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1679645 | PA      | $1724051.83   | 0.23%             | 2054-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PATTERSON-UTI ENERGY, INC.                                                                 | PATTERSON-UTI ENERGY INC 3.950000% 02/01/2028                                     | CUSIP: 703481AB7<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1499608.00   | 0.20%             | 2028-02-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL PLC                                                                 | ANGLO AMERICAN CAPITAL PLC 144A 3.875000% 03/16/2029                              | CUSIP: 034863BB5<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | NUSS              | ZA        |    200000 | PA      | $196431.16    | 0.03%             | 2029-03-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                                                   | BENCHMARK 2025-V13 MORTGAGE TRUST BMARK 2025-V13 C                                | CUSIP: 08164AAN2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1750000 | PA      | $1738035.78   | 0.23%             | 2058-02-15      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| BB BLUE FINANCING DESIGNATED ACTIVITY COMPANY                                              | BB BLUE FINANCING DAC 4.395000% 09/20/2029                                        | CUSIP: BZ1196170<br>LEI: 635400ZEZBP91CFF7965 | Long             | DBT              | NUSS              | IE        |   2395833 | PA      | $2328187.07   | 0.31%             | 2029-09-20      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| THE CHARLES SCHWAB CORPORATION                                                             | CHARLES SCHWAB CORP/THE 4.000000% MATURITY: PERPETUAL                             | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   2560000 | PA      | $2555808.20   | 0.34%             | 2174-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank N.V.                                                           | NEDERLANDSE WATERSCHAPSBANK NV 144A 1.000000% 05/28/2030                          | CUSIP: 63983TBU8<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |   1000000 | PA      | $885610.30    | 0.12%             | 2030-05-28      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA8647                                                      | CUSIP: 36179XTC0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    503430 | PA      | $501959.51    | 0.07%             | 2053-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                               | BARCLAYS PLC 5.674000% 03/12/2028                                                 | CUSIP: 06738ECP8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | NUSS              | GB        |    760000 | PA      | $767008.75    | 0.10%             | 2028-03-12      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 3.875000% 03/31/2031                                              | CUSIP: 91282CQG9<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   2910000 | PA      | $2890675.80   | 0.38%             | 2031-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST                                                               | PAGAYA AI DEBT GRANTOR TRUST 2025-R3 PAID 2025-R3 D                               | CUSIP: 69549EAD4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2122883 | PA      | $2116151.90   | 0.28%             | 2033-01-18      | Fixed         | 5.66%                 | Yes           |                  2 | On Loan: No      |
| NJ TRUST                                                                                   | NJ TRUST 2023-GSP NJ 2023-GSP A                                                   | CUSIP: 65486XAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1500000 | PA      | $1549982.25   | 0.20%             | 2029-01-06      | Floating      | 6.48%                 | Yes           |                  2 | On Loan: No      |
| AS MILEAGE PLAN IP LTD.                                                                    | AS MILEAGE PLAN IP LTD 144A 5.021000% 10/20/2029                                  | CUSIP: 00218QAA8<br>LEI: N/A                  | Long             | DBT              | NUSS              | US        |   3205000 | PA      | $3181017.63   | 0.42%             | 2029-10-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| BBCMS TRUST                                                                                | BBCMS MORTGAGE TRUST 2025-C32 BBCMS 2025-C32 D                                    | CUSIP: 07337AAT3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $807199.70    | 0.11%             | 2062-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC.                                                                      | FREEPORT-MCMORAN INC 5.250000% 09/01/2029                                         | CUSIP: 35671DCD5<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    810000 | PA      | $816596.37    | 0.11%             | 2029-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NATIONAL FIN AUTH N H INDL DEV REV                                                         | NATIONAL FIN AUTH NH INDL DEVR NEW HAMPSHIRE BUSINESS FINANCE AUTHORITY           | CUSIP: 63609FAC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    850000 | PA      | $850000.00    | 0.11%             | 2033-07-01      | Floating      | 3.84%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                               | UBS GROUP AG 5.125000% MATURITY: PERPETUAL                                        | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | NUSS              | CH        |   2140000 | PA      | $2140849.58   | 0.28%             | 2174-07-29      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SFAVE COMMERCIAL MORTGAGE SECURITIES TRUST                                                 | SFAVE COMMERCIAL MORTGAGE SECURITIES TRUST 2015-5A SFAVE 2015-5AVE A1             | CUSIP: 78413MAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    242500 | PA      | $211472.13    | 0.03%             | 2043-01-05      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                | BANK OF AMERICA CORP 6.110000% 01/29/2037                                         | CUSIP: 59022CAJ2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1301648.25   | 0.17%             | 2037-01-29      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| TESLA AUTO LEASE TRUST                                                                     | TESLA AUTO LEASE TRUST 2024-B TESLA 2024-B A3                                     | CUSIP: 881934AD5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    824160 | PA      | $825853.98    | 0.11%             | 2027-10-20      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                                        | FIFTH THIRD BANCORP 1.707000% 11/01/2027                                          | CUSIP: 316773DD9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    503000 | PA      | $496269.06    | 0.07%             | 2027-11-01      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| SUMIT MORTGAGE TRUST                                                                       | SUMIT 2022-BVUE MORTGAGE TRUST SUMMT 2022-BVUE A                                  | CUSIP: 865592AA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    660000 | PA      | $604013.85    | 0.08%             | 2041-02-12      | Fixed         | 2.79%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                                                   | BENCHMARK 2024-V6 MORTGAGE TRUST BMARK 2024-V6 D                                  | CUSIP: 081927AM7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1200000 | PA      | $1079544.84   | 0.14%             | 2057-03-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                                                      | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2024-SVEN WFCM 2024-SVEN A                  | CUSIP: 949937AA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1500000 | PA      | $1528653.30   | 0.20%             | 2037-06-10      | Fixed         | 6.01%                 | Yes           |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO LTD                                                             | GOLUB CAPITAL PARTNERS CLO 45M LTD GOCAP 2019-45A A1R                             | CUSIP: 381931AC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3400000 | PA      | $3387256.80   | 0.45%             | 2037-07-20      | Floating      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION                                                | INTERNATIONAL BUSINESS MACHINES CORP 4.950000% 02/03/2036                         | CUSIP: 459200LT6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1305656.35   | 0.17%             | 2036-02-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Japan International Cooperation Agency                                                     | JAPAN INT'L COOP AGENCY 4.250000% 05/22/2030                                      | CUSIP: 47109LAJ3<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |    230000 | PA      | $230324.42    | 0.03%             | 2030-05-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SFAVE COMMERCIAL MORTGAGE SECURITIES TRUST                                                 | SFAVE COMMERCIAL MORTGAGE SECURITIES TRUST 2015-5A SFAVE 2015-5AVE A2B            | CUSIP: 78413MAE8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1500000 | PA      | $1312725.60   | 0.17%             | 2043-01-05      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                                      | ATHENE GLOBAL FUNDING 144A 5.583000% 01/09/2029                                   | CUSIP: 04685A3Q2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   2485000 | PA      | $2519168.28   | 0.33%             | 2029-01-09      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MB0424                                                      | CUSIP: 3618N5PJ2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   5491621 | PA      | $5535496.99   | 0.73%             | 2055-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BSPDF ISSUER LTD                                                                           | BSPDF 2026-FL3 ISSUER LLC BSPDF 2026-FL3 A                                        | CUSIP: 05594VAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    980000 | PA      | $979996.08    | 0.13%             | 2043-09-18      | Floating      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| Banque africaine de developpement                                                          | AFRICAN DEVELOPMENT BANK 4.125000% 02/25/2027                                     | CUSIP: 00828EEZ8<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $1001480.84   | 0.13%             | 2027-02-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST                                                                 | CPS AUTO RECEIVABLES TRUST 2023-B CPS 2023-B D                                    | CUSIP: 12664WAD3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1955000 | PA      | $1991516.47   | 0.26%             | 2029-07-16      | Fixed         | 6.34%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MB0873                                                      | CUSIP: 3618N56K0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   6428213 | PA      | $6568877.34   | 0.87%             | 2056-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CDP FINANCIAL INC.                                                                         | CDP FINANCIAL INC MTN 1.000000% 05/26/2026                                        | CUSIP: 125094AV4<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |   1000000 | PA      | $998021.26    | 0.13%             | 2026-05-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                        | BROWN BROTHERS HARRIMAN SWEEP INTEREST                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | US        |  11815777 | PA      | $11815777.33  | 1.56%             |  |  |  | No            |                  1 | On Loan: No      |
| INTER AMERICAN DEVELOPMENT BANK                                                            | INTER-AMERICAN DEVELOPMENT BANK VARIABLE RATE 04/12/2027                          | CUSIP: 4581X0ED6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $1000587.53   | 0.13%             | 2027-04-12      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST                                                        | EXETER AUTOMOBILE RECEIVABLES TRUST 2024-5 EART 2024-5A D                         | CUSIP: 30165BAG8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1110000 | PA      | $1115857.69   | 0.15%             | 2031-02-18      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                                                      | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2025-1 WLAKE 2025-1A D                      | CUSIP: 96043VAH1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1435000 | PA      | $1453020.16   | 0.19%             | 2030-11-15      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                                                        | COMM 2022-HC MORTGAGE TRUST COMM 2022-HC C                                        | CUSIP: 12659DAG5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $477908.70    | 0.06%             | 2039-01-10      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| CITADEL FINANCE LLC                                                                        | CITADEL FINANCE LLC 144A 5.150000% 02/14/2031                                     | CUSIP: 17287HAF7<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2684965.91   | 0.35%             | 2031-02-14      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| RFM RE-REMIC TRUST                                                                         | RFM REREMIC TRUST 2022-FRR1 RFM 2022-FRR1 AK64                                    | CUSIP: 74971BAY1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2100000 | PA      | $2036283.90   | 0.27%             | 2050-03-01      | Floating      | 2.81%                 | Yes           |                  2 | On Loan: No      |
| SHOPS COMMERCIAL MORTGAGE TRUST                                                            | SHOPS COMMERCIAL MORTGAGE TRUST 2026-CSTL SHOPS 2026-CSTL A                       | CUSIP: 82510YAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $500000.00    | 0.07%             | 2039-05-15      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME CORP.                                                               | BLUE OWL CREDIT INCOME CORP 7.750000% 01/15/2029                                  | CUSIP: 69120VAW1<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    955000 | PA      | $984389.92    | 0.13%             | 2029-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| WLB ASSET II D PTE. LTD.                                                                   | WLB ASSET II D PTE LTD 144A 6.500000% 12/21/2026                                  | CUSIP: ZN8384739<br>LEI: 549300RHQSFI6RYM6N43 | Long             | DBT              | NUSS              | SG        |    978522 | PA      | $950583.19    | 0.13%             | 2026-12-21      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST                                                                    | MOSAIC SOLAR LOAN TRUST 2022-1 MSAIC 2022-1A B                                    | CUSIP: 61946QAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    917693 | PA      | $615302.07    | 0.08%             | 2053-01-20      | Fixed         | 3.16%                 | Yes           |                  2 | On Loan: No      |
| CFCRE COMMERCIAL MORTGAGE TRUST                                                            | CFCRE COMMERCIAL MORTGAGE TRUST 2016-C6 CFCRE 2016-C6 AM                          | CUSIP: 12532ABA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3005000 | PA      | $2953494.30   | 0.39%             | 2049-11-10      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                                                   | BX TRUST 2022-CLS BX 2022-CLS B                                                   | CUSIP: 05609XAC5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2200000 | PA      | $2193625.50   | 0.29%             | 2027-10-13      | Fixed         | 6.30%                 | Yes           |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                              | GOLDMAN SACHS GROUP INC/THE 4.387000% 06/15/2027                                  | CUSIP: 38141GZT4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $999871.59    | 0.13%             | 2027-06-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO LTD                                                             | GOLUB CAPITAL PARTNERS CLO 47M LTD GOCAP 2020-47A A1AR                            | CUSIP: 381948AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1385000 | PA      | $1380396.26   | 0.18%             | 2037-08-05      | Floating      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST                                               | AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2025- ACAR 2025-4 D                  | CUSIP: 024948AG6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1515000 | PA      | $1513159.73   | 0.20%             | 2031-09-12      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| ONE BRYANT PARK TRUST                                                                      | ONE BRYANT PARK TRUST 2019-OBP OBP 2019-OBP A                                     | CUSIP: 68236JAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $925610.40    | 0.12%             | 2054-09-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| CF MORTGAGE TRUST                                                                          | CANTOR COMMERCIAL REAL ESTATE LENDING 2019-CF2 CF 2019-CF2 E                      | CUSIP: 12528YAV5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2000000 | PA      | $1436385.00   | 0.19%             | 2052-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| IOWA FIN AUTH MULTI FAMILY REV                                                             | IOWA ST FIN AUTH MF REVENUE IOWA FINANCE AUTHORITY                                | CUSIP: 46246JNP6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    415000 | PA      | $417931.23    | 0.06%             | 2027-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BMO MORTGAGE TRUST                                                                         | BMO 2024-5C5 MORTGAGE TRUST BMO 2024-5C5 D                                        | CUSIP: 05593RAL6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1400000 | PA      | $1244946.36   | 0.16%             | 2057-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA9780                                                      | CUSIP: 36179Y2M5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   5651063 | PA      | $5780958.93   | 0.76%             | 2054-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                               | BX COMMERCIAL MORTGAGE TRUST 2022-AHP BX 2022-AHP AS                              | CUSIP: 05610FAB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2459790 | PA      | $2459021.49   | 0.32%             | 2039-01-17      | Floating      | 5.14%                 | Yes           |                  2 | On Loan: No      |
| SAN FRANCISCO CALIF CITY & CNTY                                                            | SAN FRANCISCO CA CITY & CNTY CITY & COUNTY OF SAN FRANCISCO CA                    | CUSIP: 79773KSJ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2499449.00   | 0.33%             | 2026-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Citibank National Association                                                              | CITIBANK NA 4.876000% 11/19/2027                                                  | CUSIP: 17325FBL1<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2006783.88   | 0.27%             | 2027-11-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MONTGOMERY CNTY MD HSG OPPTYS COMMN LTD OBLIG                                              | MONTGOMERY CNTY MD HSG OPPORTU MONTGOMERY COUNTY HOUSING OPPORTUNITIES COMMISSION | CUSIP: 61335AAE5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $252646.75    | 0.03%             | 2029-12-01      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| HUDSON YARDS MORTGAGE TRUST                                                                | HUDSON YARDS 2025-SPRL MORTGAGE TRUST HY 2025-SPRL D                              | CUSIP: 44855PAG3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2000000 | PA      | $2050268.20   | 0.27%             | 2040-01-13      | Floating      | 6.55%                 | Yes           |                  2 | On Loan: No      |
| COMPASS DATACENTER ISSUER III LLC                                                          | COMPASS DATACENTERS ISSUER III LLC CMDC 2026-1A A21                               | CUSIP: 20469BAF4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1090000 | PA      | $1079750.40   | 0.14%             | 2056-02-25      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST                                                               | DRIVE AUTO RECEIVABLES TRUST 2025-S1 DRIVE 2025-S1 R2                             | CUSIP: 26210HAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1656017 | PA      | $1666066.59   | 0.22%             | 2029-06-16      | Fixed         | 6.26%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                                                      | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2025-2 WLAKE 2025-2A D                      | CUSIP: 96041KAG9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    245000 | PA      | $245570.73    | 0.03%             | 2031-05-15      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST                                                               | PAGAYA AI DEBT GRANTOR TRUST 2025-1 PAID 2025-1 D                                 | CUSIP: 69544NAE7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    577092 | PA      | $578616.62    | 0.08%             | 2032-07-15      | Fixed         | 6.28%                 | Yes           |                  2 | On Loan: No      |
| SEMPRA                                                                                     | SEMPRA 6.625000% 04/01/2055                                                       | CUSIP: 816851BU2<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   2029000 | PA      | $2042807.35   | 0.27%             | 2055-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA8487                                                      | CUSIP: 36179XNC6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    194780 | PA      | $177193.81    | 0.02%             | 2052-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FUND                                                                 | ARES STRATEGIC INCOME FUND 5.700000% 03/15/2028                                   | CUSIP: 04020EAG2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |   2105000 | PA      | $2106673.64   | 0.28%             | 2028-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PAGAYA POINT OF SALE HOLDINGS TRUST                                                        | PAGAYA POINT OF SALE HOLDINGS GRANTOR TRUST 2025-2 POSH 2025-2 D                  | CUSIP: 69549JAD3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1085000 | PA      | $1084621.23   | 0.14%             | 2033-07-20      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| BMO MORTGAGE TRUST                                                                         | BMO 2023-C7 MORTGAGE TRUST BMO 2023-C7 C                                          | CUSIP: 05593FAK4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    250000 | PA      | $257043.95    | 0.03%             | 2056-12-15      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| SUNNOVA HELIOS ISSUER LLC                                                                  | SUNNOVA HELIOS XI ISSUER LLC SNVA 2023-A A                                        | CUSIP: 86746AAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    848335 | PA      | $797689.98    | 0.11%             | 2050-05-20      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST                                                               | GS MORTGAGE SECURITIES TRUST 2017-GS8 GSMS 2017-GS8 B                             | CUSIP: 36254KAT9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    675000 | PA      | $630744.91    | 0.08%             | 2050-11-10      | Floating      | 3.95%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST                                                        | EXETER AUTOMOBILE RECEIVABLES TRUST 2026-1 EART 2026-1A D                         | CUSIP: 30168HAF4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    780000 | PA      | $772328.93    | 0.10%             | 2032-05-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST                                                               | PAGAYA AI DEBT GRANTOR TRUST 2024-11 PAID 2024-11 D                               | CUSIP: 69544AAD7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    620854 | PA      | $623655.53    | 0.08%             | 2032-07-15      | Fixed         | 6.31%                 | Yes           |                  2 | On Loan: No      |
| BBCMS TRUST                                                                                | BBCMS 2018-TALL MORTGAGE TRUST BBCMS 2018-TALL D                                  | CUSIP: 05548WAG2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $890000.00    | 0.12%             | 2037-03-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST                                                                                 | CSMC 2014-USA OA LLC CSMC 2014-USA A2                                             | CUSIP: 12649AAC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $931128.60    | 0.12%             | 2037-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST                                                                 | FLAGSHIP CREDIT AUTO TRUST 2022-1 FCAT 2022-1 D                                   | CUSIP: 33845VAG6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $981037.30    | 0.13%             | 2028-03-15      | Fixed         | 3.64%                 | Yes           |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE, LLC                                                   | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 144A 5.350000% 03/27/2030                 | CUSIP: 928668CQ3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | DE        |   2165000 | PA      | $2194530.54   | 0.29%             | 2030-03-27      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST                                                        | EXETER AUTOMOBILE RECEIVABLES TRUST 2025-5 EART 2025-5A D                         | CUSIP: 30166VAL2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3375000 | PA      | $3382938.68   | 0.45%             | 2032-03-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                                | VERIZON COMMUNICATIONS INC 1.500000% 09/18/2030                                   | CUSIP: 92343VFL3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $880828.96    | 0.12%             | 2030-09-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SMURFIT KAPPA TREASURY UNLIMITED COMPANY                                                   | SMURFIT KAPPA TREASURY ULC 5.200000% 01/15/2030                                   | CUSIP: 83272GAD3<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | NUSS              | IE        |   2250000 | PA      | $2292060.35   | 0.30%             | 2030-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CONSUMERS SECURITIZATION FUNDING LLC                                                       | CONSUMERS 2023 SECURITIZATION FUNDING LLC 5.550000% 03/01/2028                    | CUSIP: 21071BAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    253825 | PA      | $255583.97    | 0.03%             | 2028-03-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| XPLR INFRASTRUCTURE OPERATING PARTNERS, LP                                                 | XPLR INFRASTRUCTURE OPERATING PARTNERS LP 144A 7.250000% 01/15/2029               | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |   1016000 | PA      | $1056621.71   | 0.14%             | 2029-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                       | JPMORGAN CHASE & CO 6.070000% 10/22/2027                                          | CUSIP: 46647PDW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5041538.35   | 0.67%             | 2027-10-22      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                                                                 | GLS AUTO RECEIVABLES ISSUER TRUST 2021-1 GCAR 2021-1A E                           | CUSIP: 36261AAJ4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    864917 | PA      | $864500.90    | 0.11%             | 2028-01-18      | Fixed         | 3.14%                 | Yes           |                  2 | On Loan: No      |
| AGL CLO LTD                                                                                | AGL CLO 16 LTD AGL 2021-16A DR                                                    | CUSIP: 00120LAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3100000 | PA      | $2994671.30   | 0.40%             | 2035-01-20      | Floating      | 6.08%                 | Yes           |                  2 | On Loan: No      |
| PMT LOAN TRUST                                                                             | PMT LOAN TRUST 2025-INV11 PMTLT 2025-INV11 A36                                    | CUSIP: 729916BK1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2625592 | PA      | $2637186.62   | 0.35%             | 2056-11-25      | Floating      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST                                                             | MORGAN STANLEY CAPITAL I TRUST 2018-L1 MSC 2018-L1 C                              | CUSIP: 61691QAK4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2455000 | PA      | $2235014.08   | 0.30%             | 2051-10-15      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| KEB Hana Bank                                                                              | KEB HANA BANK MTN VARIABLE RATE 10/21/2028                                        | CUSIP: 482466AH2<br>LEI: 6RPK2YDJN6L35AS0M510 | Long             | DBT              | NUSS              | KR        |    425000 | PA      | $426321.18    | 0.06%             | 2028-10-21      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |
| AREIT LTD.                                                                                 | AREIT 2025-CRE11 AREIT 2025-CRE11 A                                               | CUSIP: 04002DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    940000 | PA      | $941501.18    | 0.12%             | 2043-07-25      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| ANTARES CLO LTD                                                                            | ANTARES CLO 2023-1 LTD ANTR 2023-1A A2R                                           | CUSIP: 03665GAP9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   2795000 | PA      | $2782050.77   | 0.37%             | 2037-07-25      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| THE CONSERVATION FUND, A NONPROFIT CORPORATION                                             | CONSERVATION FUND A NONPROFIT CORP/THE 3.474000% 12/15/2029                       | CUSIP: 20848FAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2862932.01   | 0.38%             | 2029-12-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| FOUNDATION FINANCE TRUST                                                                   | FOUNDATION FINANCE TRUST 2023-2 FFIN 2023-2A C                                    | CUSIP: 35042RAC0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1173550 | PA      | $1218123.36   | 0.16%             | 2049-06-15      | Fixed         | 7.31%                 | Yes           |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                                 | VERUS SECURITIZATION TRUST 2025-12 VERUS 2025-12 A3                               | CUSIP: 92490FAM2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2182298 | PA      | $2177452.00   | 0.29%             | 2070-12-25      | Fixed         | 5.37%                 | Yes           |                  2 | On Loan: No      |
| HAWAII ST DEPT BUSINESS ECONOMIC DEV & TOURISM GREEN ENERGY MKT SECURITIZATION             | HAWAII ST DEPT BUSINESS ECON D STATE OF HAWAII DEPARTMENT OF BUSINESS ECONOMIC DE | CUSIP: 41980UAB7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    562108 | PA      | $554088.54    | 0.07%             | 2031-01-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                         | ORACLE CORP 5.500000% 08/03/2035                                                  | CUSIP: 68389XDA0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    670000 | PA      | $638324.95    | 0.08%             | 2035-08-03      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LIMITED                                                                          | AIRCASTLE LTD / AIRCASTLE IRELAND DAC 144A 5.000000% 09/15/2030                   | CUSIP: 00929JAC0<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | NUSS              | US        |   1735000 | PA      | $1734355.73   | 0.23%             | 2030-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                        | CORP ANDINA DE FOMENTO MTN 4.251000% 02/03/2031                                   | CUSIP: P31341AC7<br>LEI: N/A                  | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $974258.16    | 0.13%             | 2031-02-03      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA9907                                                      | CUSIP: 36180AAG8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     54878 | PA      | $56150.58     | 0.01%             | 2054-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS LLC                                                         | NEUBERGER BERMAN LOAN ADVISERS CLO 35 LTD NEUB 2019-35A DR                        | CUSIP: 64133CAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3200000 | PA      | $3164755.20   | 0.42%             | 2033-01-19      | Floating      | 6.83%                 | Yes           |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                                                                 | GLS AUTO RECEIVABLES ISSUER TRUST 2026-1 GCAR 2026-1A D                           | CUSIP: 36274AAF7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2295000 | PA      | $2281019.32   | 0.30%             | 2031-12-15      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL, INC.                                                                 | COREBRIDGE FINANCIAL INC 6.875000% 12/15/2052                                     | CUSIP: 21871XAP4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   4123000 | PA      | $4183929.69   | 0.55%             | 2052-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORPORATION                                                                   | STATE STREET INSTITUTIONAL INV TST US GVT INSTL                                   | CUSIP: 857492573<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | STIV             |  | US        |    676260 | PA      | $676260.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST                                                     | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-4 SDART 2025-4 D                      | CUSIP: 802923AF9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    400000 | PA      | $398104.72    | 0.05%             | 2032-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Kuntarahoitus Oyj                                                                          | KUNTARAHOITUS OYJ 144A 3.625000% 10/09/2029                                       | CUSIP: 62628PAG1<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |   1000000 | PA      | $987370.00    | 0.13%             | 2029-10-09      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BPR TRUST                                                                                  | BPR TRUST 2023-BRK2 BPR 2023-BRK2 C                                               | CUSIP: 05610WAE0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1500000 | PA      | $1561890.75   | 0.21%             | 2038-10-05      | Floating      | 8.63%                 | Yes           |                  2 | On Loan: No      |
| LPL HOLDINGS, INC.                                                                         | LPL HOLDINGS INC 5.150000% 06/15/2030                                             | CUSIP: 50212YAP9<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   3190000 | PA      | $3211768.72   | 0.42%             | 2030-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| METRONET INFRASTRUCTURE ISSUER LLC                                                         | METRONET INFRASTRUCTURE ISSUER LLC MNET 2025-2A A2                                | CUSIP: 59170JAX6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1935000 | PA      | $1950356.93   | 0.26%             | 2055-08-20      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| RFM RE-REMIC TRUST                                                                         | RFM REREMIC TRUST 2022-FRR1 RFM 2022-FRR1 AK55                                    | CUSIP: 74971BAA3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1640000 | PA      | $1634966.84   | 0.22%             | 2049-03-28      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST                                                        | EXETER AUTOMOBILE RECEIVABLES TRUST 2026-2 EART 2026-2A D                         | CUSIP: 30166WAF3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1685000 | PA      | $1696275.85   | 0.22%             | 2032-08-16      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                               | BX COMMERCIAL MORTGAGE TRUST 2026-VLT9 BX 2026-VLT9 A                             | CUSIP: 05618UAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    940000 | PA      | $938237.50    | 0.12%             | 2045-03-15      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATING, LLC                                                             | TERRAFORM POWER OPERATING, LLC 5/21/2029                                          | CUSIP: 88103NAL4<br>LEI: N/A                  | Long             | LON              |  | US        |   1487123 | PA      | $1474571.81   | 0.19%             | 2029-05-21      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST, INC.                                                              | STARWOOD PROPERTY TRUST INC 144A 6.000000% 04/15/2030                             | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    360000 | PA      | $364204.08    | 0.05%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STWD MORTGAGE TRUST                                                                        | STWD 2021-LIH MORTGAGE TRUST STWD 2021-LIH D                                      | CUSIP: 78486EAN8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    450000 | PA      | $449437.50    | 0.06%             | 2036-11-15      | Floating      | 6.07%                 | Yes           |                  2 | On Loan: No      |
| CONTINENTAL WIND, LLC                                                                      | CONTINENTAL WIND LLC 144A 6.000000% 02/28/2033                                    | CUSIP: 212168AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    787179 | PA      | $798991.59    | 0.11%             | 2033-02-28      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST                                                                 | CONSUMER PORTFOLIO SERVICES AUTO TRUST 2025-A CPS 2025-A D                        | CUSIP: 12633SAD0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3520000 | PA      | $3562141.44   | 0.47%             | 2031-04-15      | Fixed         | 5.66%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                        | CLEARINGHOUSE COMMUNITY DEVELOPMENT FINANCIAL INST 7.000000% 10/15/2030           | CUSIP: 184917AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $994795.40    | 0.13%             | 2030-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ARIZONA INDL DEV AUTH REV                                                                  | ARIZONA ST INDL DEV AUTH REVEN ARIZONA INDUSTRIAL DEVELOPMENT AUTHORITY           | CUSIP: 04052AEM4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $504183.40    | 0.07%             | 2030-10-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                                       | M&T BANK CORP MTN 4.833000% 01/16/2029                                            | CUSIP: 55261FAU8<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1003915.22   | 0.13%             | 2029-01-16      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MB0093                                                      | CUSIP: 3618N5C72<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2464200 | PA      | $2520141.25   | 0.33%             | 2054-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST                                               | AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2026- ACAR 2026-1 D                  | CUSIP: 02531FAG5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    935000 | PA      | $929005.72    | 0.12%             | 2033-01-12      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Truist Financial Corporation                                                               | TRUIST FINANCIAL CORP MTN 7.161000% 10/30/2029                                    | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1965000 | PA      | $2084654.12   | 0.28%             | 2029-10-30      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| WLB Asset VII Pte. Ltd.                                                                    | WLB ASSET VII PTE LTD 144A 5.880000% 07/30/2029                                   | CUSIP: YM4883695<br>LEI: 254900606PGU4UDQPS56 | Long             | DBT              | NUSS              | MU        |    462500 | PA      | $461206.22    | 0.06%             | 2029-07-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                                               | NORFOLK SOUTHERN CORP 2.300000% 05/15/2031                                        | CUSIP: 655844CK2<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4498569.90   | 0.59%             | 2031-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| SOLAR STAR FUNDING, LLC                                                                    | SOLAR STAR FUNDING LLC 144A 3.950000% 06/30/2035                                  | CUSIP: 83416WAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    606661 | PA      | $574358.95    | 0.08%             | 2035-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                        | CREDIT AGRICOLE CORPORATE & INVESTMENT BANK SA MTN 4.570000% 08/25/2030           | CUSIP: 22534W5E4<br>LEI: N/A                  | Long             | DBT              | NUSS              | FR        |   2000000 | PA      | $1973805.30   | 0.26%             | 2030-08-25      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                               | BARCLAYS PLC 5.690000% 03/12/2030                                                 | CUSIP: 06738ECR4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | NUSS              | GB        |   1300000 | PA      | $1334032.77   | 0.18%             | 2030-03-12      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA CMNTY CHOICE FING AUTH CLEAN ENERGY PROJ REV                                    | CALIFORNIA CMNTY CHOICE FING A CALIFORNIA COMMUNITY CHOICE FINANCING AUTHORITY    | CUSIP: 13013JDE3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1420000 | PA      | $1470985.67   | 0.19%             | 2030-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                                                        | CONNECTICUT AVENUE SECURITIES TRUST 2022-R02 CAS 2022-R02 2B1                     | CUSIP: 20754BAF8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1630000 | PA      | $1667180.30   | 0.22%             | 2042-01-25      | Floating      | 8.15%                 | Yes           |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST                                                                 | CPS AUTO RECEIVABLES TRUST 2026-B CPS 2026-B D                                    | CUSIP: 12676XAD7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1685000 | PA      | $1680078.79   | 0.22%             | 2032-07-15      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                                                        | CONNECTICUT AVENUE SECURITIES TRUST 2022-R05 CAS 2022-R05 2B1                     | CUSIP: 20754DAF4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1530000 | PA      | $1579250.70   | 0.21%             | 2042-04-25      | Floating      | 8.15%                 | Yes           |                  2 | On Loan: No      |
| OCTANE RECEIVABLES TRUST                                                                   | OCTANE RECEIVABLES TRUST 2023-3 OCTL 2023-3A D                                    | CUSIP: 67571CAE1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $1031607.90   | 0.14%             | 2029-09-20      | Fixed         | 7.58%                 | No            |                  2 | On Loan: No      |
| KfW                                                                                        | KREDITANSTALT FUER WIEDERAUFBAU 1.750000% 09/14/2029                              | CUSIP: 500769JD7<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |   1000000 | PA      | $931834.80    | 0.12%             | 2029-09-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TESLA ELECTRIC VEHICLE TRUST                                                               | TESLA ELECTRIC VEHICLE TRUST 2023-1 TEVT 2023-1 A3                                | CUSIP: 881943AD6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    408436 | PA      | $411133.31    | 0.05%             | 2028-06-20      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST                                                                 | CPS AUTO RECEIVABLES TRUST 2026-A CPS 2026-A D                                    | CUSIP: 22410MAD1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2175000 | PA      | $2150920.14   | 0.28%             | 2032-06-15      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| ENEL Finance International N.V.                                                            | ENEL FINANCE INTERNATIONAL NV 144A 5.125000% 06/26/2029                           | CUSIP: 29278GBD9<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | NUSS              | IT        |   2000000 | PA      | $2029663.48   | 0.27%             | 2029-06-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                                                      | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2024-1 WLAKE 2024-1A D                      | CUSIP: 96043RAG2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1685000 | PA      | $1717349.14   | 0.23%             | 2029-10-15      | Fixed         | 6.02%                 | Yes           |                  2 | On Loan: No      |
| BANK                                                                                       | BANK 2023-BNK45 BANK 2023-BNK45 E                                                 | CUSIP: 06541BAL2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1837000 | PA      | $1334395.15   | 0.18%             | 2056-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BBCMS TRUST                                                                                | BBCMS TRUST 2015-SRCH BBCMS 2015-SRCH B                                           | CUSIP: 05547HAJ0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $955063.50    | 0.13%             | 2035-08-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA9242                                                      | CUSIP: 36179YHT4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3647604 | PA      | $3743493.86   | 0.49%             | 2053-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BRCK TRUST                                                                                 | BRCK TRUST 2025-830B BRCK 2025-830B C                                             | CUSIP: 10635AAG4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    600000 | PA      | $599710.74    | 0.08%             | 2042-12-10      | Floating      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| ATLANTICA SUSTAINABLE INFRASTRUCTURE GROUP PLC                                             | CALIFORNIA BUYER LTD / ATLANTICA SUSTAINABLE INFRA 6.375000% 02/15/2032           | CUSIP: 13005HAA8<br>LEI: 254900V5SMQ1UP1CLC26 | Long             | DBT              | NUSS              | GB        |    675000 | PA      | $670847.13    | 0.09%             | 2032-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Alcoa Nederland Holding B.V.                                                               | ALCOA NEDERLAND HOLDING BV 144A 7.125000% 03/15/2031                              | CUSIP: 013822AH4<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | NUSS              | US        |    685000 | PA      | $707944.76    | 0.09%             | 2031-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BMO MORTGAGE TRUST                                                                         | BMO 2024-5C8 MORTGAGE TRUST BMO 2024-5C8 D                                        | CUSIP: 09661XAL2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1200000 | PA      | $1073160.60   | 0.14%             | 2057-12-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                                                  | TORONTO-DOMINION BANK/THE 5.146000% 09/10/2034                                    | CUSIP: 89116CQJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | NUSS              | CA        |   2935000 | PA      | $2948815.05   | 0.39%             | 2034-09-10      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                                 | VERUS SECURITIZATION TRUST 2026-1 VERUS 2026-1 M1                                 | CUSIP: 92541JAN1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1660000 | PA      | $1634363.79   | 0.22%             | 2071-01-25      | Floating      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| DLIC RE-REMIC TRUST                                                                        | DLIC RE-REMIC TRUST 2025-FRR1 DLIC 2025-FRR1 CK57                                 | CUSIP: 255928AE3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1565000 | PA      | $1547377.47   | 0.20%             | 2049-08-27      | Floating      | 1.27%                 | Yes           |                  2 | On Loan: No      |
| PHILADELPHIA PA REDEV AUTH REV                                                             | PHILADELPHIA PA REDEV AUTH REDEVELOPMENT AUTHORITY OF THE CITY OF PHILADELPHI     | CUSIP: 717868KK8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    550000 | PA      | $546915.16    | 0.07%             | 2030-11-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                                                              | FREDDIE MAC STACR REMIC TRUST 2022-DNA6 STACR 2022-DNA6 M1B                       | CUSIP: 35564KH44<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2420000 | PA      | $2501287.80   | 0.33%             | 2042-09-25      | Floating      | 7.35%                 | No            |                  2 | On Loan: No      |
| NHP FOUNDATION (THE)                                                                       | NHP FOUNDATION/THE 5.850000% 12/01/2028                                           | CUSIP: 62925MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $256951.74    | 0.03%             | 2028-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST                                                        | EXETER AUTOMOBILE RECEIVABLES TRUST 2023-1 EART 2023-1A D                         | CUSIP: 30168BAF7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1259476 | PA      | $1273203.74   | 0.17%             | 2029-06-15      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| HARDEES FUNDING LLC                                                                        | HARDEE'S FUNDING LLC HNGRY 2021-1A A2                                             | CUSIP: 411707AK8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1309688 | PA      | $1222278.83   | 0.16%             | 2051-06-20      | Fixed         | 2.87%                 | Yes           |                  2 | On Loan: No      |
| ERP OPERATING LIMITED PARTNERSHIP                                                          | ERP OPERATING LP 4.150000% 12/01/2028                                             | CUSIP: 26884ABK8<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $994735.84    | 0.13%             | 2028-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                                   | AMERICAN EXPRESS CO 3.550000% MATURITY: PERPETUAL                                 | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    360000 | PA      | $356595.26    | 0.05%             | 2174-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA8347                                                      | CUSIP: 36179XHY5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    341058 | PA      | $331854.91    | 0.04%             | 2052-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                                 | VERUS SECURITIZATION TRUST 2026-1 VERUS 2026-1 A3                                 | CUSIP: 92541JAM3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    642782 | PA      | $640287.43    | 0.08%             | 2071-01-25      | Fixed         | 5.22%                 | Yes           |                  2 | On Loan: No      |
| REPSOL E&P CAPITAL MARKETS US LLC                                                          | REPSOL E&P CAPITAL MARKETS US LLC 144A 4.805000% 09/16/2028                       | CUSIP: 76026AAA5<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | ES        |   1305000 | PA      | $1309472.04   | 0.17%             | 2028-09-16      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                                                                 | GLS AUTO RECEIVABLES ISSUER TRUST 2025-4 GCAR 2025-4A D                           | CUSIP: 36273HAL0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1740000 | PA      | $1737020.42   | 0.23%             | 2031-08-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| TRINITY RAIL LEASING LLC                                                                   | TRINITY RAIL LEASING 2025 LLC TRL 2026-1A A                                       | CUSIP: 89657MAC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    600000 | PA      | $598519.44    | 0.08%             | 2056-04-19      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                        | BROWN BROTHERS HARRIMAN SWEEP INTEREST                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | US        |   6383796 | PA      | $6383796.20   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                                 | JP MORGAN MORTGAGE TRUST SERIES 2026-ACES1 JPMMT 2026-ACES1 A2                    | CUSIP: 46664MAH4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    830000 | PA      | $820318.22    | 0.11%             | 2066-04-25      | Floating      | 5.16%                 | Yes           |                  2 | On Loan: No      |
| LOS ANGELES CALIF DEPT ARPTS CUSTOMER FAC CHARGE REV                                       | LOS ANGELES CA DEPT OF ARPTS C CITY OF LOS ANGELES DEPARTMENT OF AIRPORTS CUSTOME | CUSIP: 54445CAB9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $962504.90    | 0.13%             | 2030-05-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MB0366                                                      | CUSIP: 3618N5MQ9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   4265002 | PA      | $4303087.85   | 0.57%             | 2055-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM LLC                                                             | SOFI CONSUMER LOAN PROGRAM 2025-4 TRUST SCLP 2025-4 D                             | CUSIP: 83405UAD2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2345000 | PA      | $2327892.76   | 0.31%             | 2035-08-25      | Fixed         | 5.27%                 | Yes           |                  2 | On Loan: No      |
| Swedbank AB                                                                                | SWEDBANK AB 144A 1.538000% 11/16/2026                                             | CUSIP: 87020PAP2<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | NUSS              | SE        |   2000000 | PA      | $1971933.20   | 0.26%             | 2026-11-16      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| The Arab Energy Fund                                                                       | ARAB ENERGY FUND /THE 144A 5.428000% 05/02/2029                                   | CUSIP: 03845EAD4<br>LEI: 213800A54KIUYH5YD185 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $1023892.34   | 0.14%             | 2029-05-02      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORPORATION.                                                                  | ARES CAPITAL CORP 7.000000% 01/15/2027                                            | CUSIP: 04010LBE2<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    240000 | PA      | $243155.33    | 0.03%             | 2027-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST                                                               | DRIVE AUTO RECEIVABLES TRUST 2025-2 DRIVE 2025-2 D                                | CUSIP: 262103AG9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1460000 | PA      | $1453136.98   | 0.19%             | 2032-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BBCMS TRUST                                                                                | BBCMS 2018-CHRS MORTGAGE TRUST BBCMS 2018-CHRS D                                  | CUSIP: 05491VAJ5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1500000 | PA      | $1350276.90   | 0.18%             | 2038-08-05      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST ENERGY RESH & DEV AUTH RESIDENTIAL CLEAN ENERGY & ENERGY EFFICIENCY FING GREEN | NEW YORK ST ENERGY RESEARCH & NEW YORK STATE ENERGY RESEARCH & DEVELOPMENT AUTHO  | CUSIP: 64985VAE6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    820000 | PA      | $820400.73    | 0.11%             | 2027-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CLOUDHQ DATA CENTERS                                                                       | ISKANDAR ENTERPRISE LLC CLDHQ 2026-1A A21                                         | CUSIP: 464338AA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    880000 | PA      | $878269.92    | 0.12%             | 2056-04-17      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                                                                 | GLS AUTO RECEIVABLES ISSUER TRUST 2022-3 GCAR 2022-3A D                           | CUSIP: 38014QAE6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    324997 | PA      | $327682.80    | 0.04%             | 2028-06-15      | Fixed         | 6.42%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                                                              | FREDDIE MAC STACR REMIC TRUST 2023-DNA2 STACR 2023-DNA2 M1A                       | CUSIP: 35564KT58<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    585126 | PA      | $592410.55    | 0.08%             | 2043-04-25      | Floating      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| USAA CAPITAL CORPORATION                                                                   | USAA CAPITAL CORP 144A 2.125000% 05/01/2030                                       | CUSIP: 90327QD55<br>LEI: 5493007XLF4LU3U2W757 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2286905.23   | 0.30%             | 2030-05-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| AGL CLO LTD                                                                                | AGL CLO 13 LTD AGL 2021-13A CR                                                    | CUSIP: 00120JAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1765000 | PA      | $1765988.40   | 0.23%             | 2034-10-20      | Floating      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| ARES CAPITAL CORPORATION.                                                                  | ARES CAPITAL CORP 5.800000% 03/08/2032                                            | CUSIP: 04010LBH5<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    665000 | PA      | $660576.24    | 0.09%             | 2032-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| PORT LIONS ALASKA REV                                                                      | PORT LIONS AK REVENUE CITY OF PORT LIONS AK                                       | CUSIP: 734707AA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    380000 | PA      | $399266.46    | 0.05%             | 2032-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST                                                               | PAGAYA AI DEBT TRUST 2025-4 PAID 2025-4 D                                         | CUSIP: 69547DAE6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1119960 | PA      | $1125547.23   | 0.15%             | 2033-01-17      | Fixed         | 6.57%                 | Yes           |                  2 | On Loan: No      |
| TESLA SUSTAINABLE ENERGY TRUST                                                             | TESLA SUSTAINABLE ENERGY TRUST 2024-1 TSET 2024-1A A3                             | CUSIP: 88164AAC8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    865000 | PA      | $861482.65    | 0.11%             | 2050-06-20      | Fixed         | 5.29%                 | Yes           |                  2 | On Loan: No      |
| FOUNDATION FINANCE TRUST                                                                   | FOUNDATION FINANCE TRUST 2025-3 FFIN 2025-3A D                                    | CUSIP: 35042TAD4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2290000 | PA      | $2269023.83   | 0.30%             | 2052-08-15      | Fixed         | 5.71%                 | Yes           |                  2 | On Loan: No      |
| METRONET INFRASTRUCTURE ISSUER LLC                                                         | METRONET INFRASTRUCTURE ISSUER LLC MNET 2025-2A A2                                | CUSIP: 59170JAX6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2300000 | PA      | $2318209.79   | 0.31%             | 2055-08-20      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| CPTS MORTGAGE TRUST                                                                        | CENTURY PLAZA TOWERS 2019-CPT CPTS 2019-CPT A                                     | CUSIP: 12654YAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    530000 | PA      | $490683.65    | 0.06%             | 2039-11-13      | Fixed         | 2.87%                 | Yes           |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO LTD                                                             | GOLUB CAPITAL PARTNERS CLO 78M GOCAP 2025-78A C                                   | CUSIP: 381934AJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1230000 | PA      | $1217168.64   | 0.16%             | 2039-04-21      | Floating      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                                            | AVOLON HOLDINGS FUNDING LTD 144A 5.375000% 05/30/2030                             | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | NUSS              | IE        |   3925000 | PA      | $3975666.57   | 0.53%             | 2030-05-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| OMERS Finance Trust                                                                        | OMERS FINANCE TRUST 144A 3.500000% 04/19/2032                                     | CUSIP: 682142AG9<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | NUSS              | CA        |   1000000 | PA      | $951574.47    | 0.13%             | 2032-04-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BPR TRUST                                                                                  | BPR TRUST 2023-BRK2 BPR 2023-BRK2 A                                               | CUSIP: 05610WAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2100000 | PA      | $2161835.55   | 0.29%             | 2038-10-05      | Floating      | 7.15%                 | Yes           |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST                                                                 | CONSUMER PORTFOLIO SERVICES AUTO TRUST 2025-B CPS 2025-B D                        | CUSIP: 12630SAD3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3415000 | PA      | $3447475.97   | 0.46%             | 2031-07-15      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| HOTWIRE FUNDING LLC                                                                        | HOTWIRE FUNDING LLC HWIRE 2024-1A A2                                              | CUSIP: 44148JAH2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $506064.90    | 0.07%             | 2054-06-20      | Fixed         | 5.89%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA9906                                                      | CUSIP: 36180AAF0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    416630 | PA      | $420883.68    | 0.06%             | 2054-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UBS COMMERCIAL MORTGAGE TRUST                                                              | UBS COMMERCIAL MORTGAGE TRUST 2017-C3 UBSCM 2017-C3 C                             | CUSIP: 90276GAY8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1500000 | PA      | $1417761.45   | 0.19%             | 2050-08-15      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST                                                     | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-1 SDART 2025-1 D                      | CUSIP: 80288DAF3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    600000 | PA      | $605416.56    | 0.08%             | 2031-03-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| OWS CRE FDG I LLC                                                                          | OWS REAL ESTATE FINANCE LLC OWSCRE 2025-MARG2 A                                   | CUSIP: 67121XAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2310000 | PA      | $2310727.65   | 0.31%             | 2034-08-15      | Floating      | 7.75%                 | Yes           |                  2 | On Loan: No      |
| NRG ENERGY, INC.                                                                           | NRG ENERGY INC 144A 4.955000% 04/30/2031                                          | CUSIP: 629377DE9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $993057.47    | 0.13%             | 2031-04-30      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                                                | TRUIST BANK 4.632000% 09/17/2029                                                  | CUSIP: 07330MAC1<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1986379.66   | 0.26%             | 2029-09-17      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| OCTANE RECEIVABLES TRUST                                                                   | OCTANE RECEIVABLES TRUST 2023-2 OCTL 2023-2A D                                    | CUSIP: 67571QAE0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3779000 | PA      | $3878852.14   | 0.51%             | 2031-06-20      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| NYMT LOAN TRUST                                                                            | NYMT LOAN TRUST SERIES 2024-BPL2 NYMT 2024-BPL2 A1                                | CUSIP: 67120TAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1580000 | PA      | $1586196.44   | 0.21%             | 2039-05-25      | Fixed         | 6.51%                 | Yes           |                  2 | On Loan: No      |
| HANWHA FUTUREPROOF CORP.                                                                   | HANWHA FUTUREPROOF CORP 144A 4.750000% 04/30/2028                                 | CUSIP: 41090AAA0<br>LEI: 9884007L4WD2KH9RM154 | Long             | DBT              | CORP              | KR        |    500000 | PA      | $503691.14    | 0.07%             | 2028-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED COMMUNICATIONS LLC                                                            | CONSOLIDATED COMMUNICATIONS LLC/FIDIUM FIBER FINAN CNSL 2025-1A B                 | CUSIP: 209031AB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    660000 | PA      | $671200.27    | 0.09%             | 2055-05-20      | Fixed         | 6.51%                 | Yes           |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST, INC.                                                              | STARWOOD PROPERTY TRUST INC 144A 5.250000% 10/15/2028                             | CUSIP: 85571BBF1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    180000 | PA      | $179139.49    | 0.02%             | 2028-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| International Development Association                                                      | INTERNATIONAL DEVELOPMENT ASSOCIATION 144A 4.000000% 06/11/2030                   | CUSIP: 45939E2E9<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | XX        |    450000 | PA      | $449221.02    | 0.06%             | 2030-06-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SEACUBE CONTAINER CLIF                                                                     | CLI FUNDING VI LLC CLIF 2020-1A A                                                 | CUSIP: 12563LAN7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    875429 | PA      | $822507.21    | 0.11%             | 2045-09-18      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FINANCE FACILITY FOR IMMUNISATION COMPANY                                    | INTERNATIONAL FINANCE FACILITY FOR IMMUNISATION CO 4.125000% 10/29/2027           | CUSIP: G4888VBS1<br>LEI: 549300ILK2NRULX3HX87 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $1001426.82   | 0.13%             | 2027-10-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST                                               | AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2023- ACAR 2023-1 D                  | CUSIP: 02530UAG3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1776884 | PA      | $1791691.94   | 0.24%             | 2029-04-12      | Fixed         | 6.35%                 | Yes           |                  2 | On Loan: No      |
| NATIONAL FIN AUTH N H INDL DEV REV                                                         | NATIONAL FIN AUTH NH INDL DEVR NEW HAMPSHIRE BUSINESS FINANCE AUTHORITY           | CUSIP: 63609FAD1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2500000.00   | 0.33%             | 2029-02-01      | Floating      | 3.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC MULTICLASS CERTIFICATES SERIES 2024-P0 FHMR 2024-P016 A2              | CUSIP: 3137HDJU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2500000 | PA      | $2505274.00   | 0.33%             | 2033-09-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST                                                                 | CPS AUTO RECEIVABLES TRUST 2023-D CPS 2023-D D                                    | CUSIP: 12598VAD6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3555000 | PA      | $3680910.63   | 0.49%             | 2030-01-15      | Fixed         | 7.80%                 | Yes           |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                                 | VERUS SECURITIZATION TRUST 2025-3 VERUS 2025-3 A1                                 | CUSIP: 924928AA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    357210 | PA      | $359896.60    | 0.05%             | 2070-05-25      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                                 | VERUS SECURITIZATION TRUST 2025-11 VERUS 2025-11 A3                               | CUSIP: 924935AJ8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2126385 | PA      | $2113890.36   | 0.28%             | 2070-11-25      | Fixed         | 5.27%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC MULTIFAMILY STRUCTURED CREDIT RISK MSCR 2022-MN4 B1                   | CUSIP: 35563HAC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1710000 | PA      | $2026620.35   | 0.27%             | 2052-05-25      | Floating      | 13.15%                | Yes           |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                                 | VERUS SECURITIZATION TRUST 2025-3 VERUS 2025-3 A3                                 | CUSIP: 924928AC8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1394277 | PA      | $1400011.00   | 0.18%             | 2070-05-25      | Fixed         | 5.93%                 | Yes           |                  2 | On Loan: No      |
| BBCMS TRUST                                                                                | BBCMS 2018-TALL MORTGAGE TRUST BBCMS 2018-TALL A                                  | CUSIP: 05548WAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1670000 | PA      | $1578150.00   | 0.21%             | 2037-03-15      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| WESTGATE RESORTS LLC                                                                       | WESTGATE RESORTS 2023-1 LLC WESTR 2023-1A C                                       | CUSIP: 96033EAC2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    908165 | PA      | $924766.53    | 0.12%             | 2037-12-20      | Fixed         | 7.49%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC MULTIFAMILY STRUCTURED CREDIT RISK MSCR 2022-MN5 B1                   | CUSIP: 35563LAA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1710000 | PA      | $1967825.42   | 0.26%             | 2042-11-25      | Floating      | 13.15%                | Yes           |                  2 | On Loan: No      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION                                   | NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP 1.350000% 03/15/2031            | CUSIP: 637432NW1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    789000 | PA      | $676714.32    | 0.09%             | 2031-03-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Banque africaine de developpement                                                          | AFRICAN DEVELOPMENT BANK 5.750000% MATURITY: PERPETUAL                            | CUSIP: 008281BF3<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $977403.70    | 0.13%             | 2174-08-07      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST                                                               | PAGAYA AI DEBT GRANTOR TRUST 2024-10 PAID 2024-10 D                               | CUSIP: 69544MAD1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    720575 | PA      | $724011.97    | 0.10%             | 2032-06-15      | Fixed         | 6.43%                 | Yes           |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST, INC.                                                              | STARWOOD PROPERTY TRUST INC 144A 7.250000% 04/01/2029                             | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    500000 | PA      | $518124.74    | 0.07%             | 2029-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| THE PNC FINANCIAL SERVICES GROUP, INC.                                                     | PNC FINANCIAL SERVICES GROUP INC/THE 1.150000% 08/13/2026                         | CUSIP: 693475BB0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495911.68    | 0.07%             | 2026-08-13      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Citizens Bank, National Association                                                        | CITIZENS BANK NA/PROVIDENCE RI 4.575000% 08/09/2028                               | CUSIP: 75524KPG3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |    520000 | PA      | $520778.02    | 0.07%             | 2028-08-09      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA9907                                                      | CUSIP: 36180AAG8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   5125560 | PA      | $5240893.10   | 0.69%             | 2054-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MVW OWNER TRUST                                                                            | MVW 2024-2 LLC MVWOT 2024-2A C                                                    | CUSIP: 55389QAC1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    416964 | PA      | $410443.12    | 0.05%             | 2042-03-20      | Fixed         | 4.92%                 | Yes           |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                                                        | CONNECTICUT AVENUE SECURITIES TRUST 2022-R02 CAS 2022-R02 2M2                     | CUSIP: 20754BAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1122166 | PA      | $1136135.27   | 0.15%             | 2042-01-25      | Floating      | 6.65%                 | Yes           |                  2 | On Loan: No      |
| WLB Asset VI Pte. Ltd.                                                                     | WLB ASSET VI PTE LTD 144A 7.250000% 12/21/2027                                    | CUSIP: ZG6473158<br>LEI: 254900M29A8RHZTF4J92 | Long             | DBT              | NUSS              | MU        |    987888 | PA      | $1021837.13   | 0.13%             | 2027-12-21      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| REPSOL E&P CAPITAL MARKETS US LLC                                                          | REPSOL E&P CAPITAL MARKETS US LLC 144A 5.204000% 09/16/2030                       | CUSIP: 76026AAB3<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | ES        |   1000000 | PA      | $1012377.97   | 0.13%             | 2030-09-16      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SALESFORCE, INC.                                                                           | SALESFORCE INC 5.550000% 03/15/2036                                               | CUSIP: 79466LAU8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    650000 | PA      | $648204.49    | 0.09%             | 2036-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL, INC.                                                                 | PRUDENTIAL FINANCIAL INC 5.125000% 03/01/2052                                     | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   1535000 | PA      | $1496231.43   | 0.20%             | 2052-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NEW YORK STATE ELECTRIC & GAS CORPORATION                                                  | NEW YORK STATE ELECTRIC & GAS CORP 144A 2.150000% 10/01/2031                      | CUSIP: 649840CT0<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $873271.20    | 0.12%             | 2031-10-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| AGL CLO LTD                                                                                | AGL CLO 11 LTD AGL 2021-11A CR                                                    | CUSIP: 00851TAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1655000 | PA      | $1657394.79   | 0.22%             | 2038-10-15      | Floating      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| SUNNOVA HELIOS ISSUER LLC                                                                  | SUNNOVA HELIOS XII ISSUER LLC SNVA 2023-B A                                       | CUSIP: 86745YAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    827261 | PA      | $755067.76    | 0.10%             | 2050-08-22      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| SOUTH DAKOTA HSG DEV AUTH                                                                  | SOUTH DAKOTA ST HSG DEV AUTH SOUTH DAKOTA HOUSING DEVELOPMENT AUTHORITY           | CUSIP: 83756CY90<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    180000 | PA      | $182707.70    | 0.02%             | 2053-05-01      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN BM7558                                                         | CUSIP: 3140JCMG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1000000 | PA      | $1006995.77   | 0.13%             | 2029-07-01      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| VIVINT SOLAR FINANCING V LLC                                                               | VIVINT SOLAR FINANCING V LLC VSLR 2018-1A B                                       | CUSIP: 92854VAB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    109696 | PA      | $107853.69    | 0.01%             | 2048-04-30      | Fixed         | 7.37%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST                                                               | PAGAYA AI DEBT GRANTOR TRUST 2025-5 PAID 2025-5 D                                 | CUSIP: 69548WAE3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    719972 | PA      | $719818.12    | 0.10%             | 2033-03-15      | Fixed         | 5.87%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                                                              | FREDDIE MAC STACR REMIC TRUST 2022-DNA6 STACR 2022-DNA6 M2                        | CUSIP: 35564KH77<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1610000 | PA      | $1711880.80   | 0.23%             | 2042-09-25      | Floating      | 9.40%                 | No            |                  2 | On Loan: No      |
| WENDYS FUNDING LLC                                                                         | WENDY'S FUNDING LLC WEN 2025-1A A2I                                               | CUSIP: 95058XAR9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1157100 | PA      | $1140662.70   | 0.15%             | 2055-12-15      | Fixed         | 5.42%                 | Yes           |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST                                                               | PAGAYA AI DEBT GRANTOR TRUST 2025-3 PAID 2025-3 D                                 | CUSIP: 69544TAE4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    959805 | PA      | $966488.49    | 0.13%             | 2032-12-15      | Fixed         | 6.99%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 3.875000% 03/31/2031                                              | CUSIP: 91282CQG9<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    851000 | PA      | $845348.83    | 0.11%             | 2031-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST                                                        | EXETER AUTOMOBILE RECEIVABLES TRUST 2024-1 EART 2024-1A D                         | CUSIP: 30167PAF7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1005000 | PA      | $1017813.05   | 0.13%             | 2030-06-17      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA9606                                                      | CUSIP: 36179YU77<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   4300019 | PA      | $4426924.07   | 0.58%             | 2054-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank N.V.                                                           | NEDERLANDSE WATERSCHAPSBANK NV 144A 4.375000% 02/28/2029                          | CUSIP: 63983TEJ0<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |    400000 | PA      | $403912.00    | 0.05%             | 2029-02-28      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST                                              | BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2026 BLAST 2026-2 D                 | CUSIP: 10807VAF2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1095000 | PA      | $1094275.33   | 0.14%             | 2032-02-17      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| OCTANE RECEIVABLES TRUST                                                                   | OCTANE RECIEVABLES TRUST 2024-RPT1 OCTL 2024-RPT1 R1                              | CUSIP: 67578QAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3875000 | PA      | $3875000.00   | 0.51%             | 2030-02-22      | Fixed         | 6.68%                 | Yes           |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                                   | JPN BANK FOR INT'L COOP 4.375000% 10/05/2027                                      | CUSIP: 471048CU0<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   2046000 | PA      | $2055050.81   | 0.27%             | 2027-10-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SUNRUN NEPTUNE ISSUER LLC                                                                  | SUNRUN NEPTUNE ISSUER 2024-1 LLC SUNRN 2024-1A A                                  | CUSIP: 86773CAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1243269 | PA      | $1233768.41   | 0.16%             | 2055-02-01      | Fixed         | 6.27%                 | Yes           |                  2 | On Loan: No      |
| CALIFORNIA CMNTY CHOICE FING AUTH CLEAN ENERGY PROJ REV                                    | CALIFORNIA CMNTY CHOICE FING A CALIFORNIA COMMUNITY CHOICE FINANCING AUTHORITY    | CUSIP: 13013JBN5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    825000 | PA      | $840388.23    | 0.11%             | 2029-08-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MB0485                                                      | CUSIP: 3618N5RF8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   5607720 | PA      | $5658069.38   | 0.75%             | 2055-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| YMCA of Greater New York                                                                   | YMCA OF GREATER NEW YORK 5.184000% 08/01/2030                                     | CUSIP: 98425BAX4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $498034.71    | 0.07%             | 2030-08-01      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA8201                                                      | CUSIP: 36179XDE3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    300676 | PA      | $292651.94    | 0.04%             | 2052-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                                                              | FREDDIE MAC STACR REMIC TRUST 2023-DNA1 STACR 2023-DNA1 M2                        | CUSIP: 35564KP94<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2420000 | PA      | $2586375.00   | 0.34%             | 2043-03-25      | Floating      | 9.15%                 | Yes           |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST                                              | BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2025 BLAST 2025-2 D                 | CUSIP: 10807HAF3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3055000 | PA      | $3092388.92   | 0.41%             | 2031-03-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| INTER AMERICAN DEVELOPMENT BANK                                                            | INTER-AMERICAN DEVELOPMENT BANK MTN 3.802000% 11/12/2030                          | CUSIP: U4582NQS6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $977787.33    | 0.13%             | 2030-11-12      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST                                                               | PAGAYA AI DEBT GRANTOR TRUST 2024-6 AND PAGAYA AI PAID 2024-6 C                   | CUSIP: 69548KAC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    881928 | PA      | $882916.82    | 0.12%             | 2031-11-15      | Fixed         | 7.07%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA7989                                                      | CUSIP: 36179W2W7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    513280 | PA      | $467694.09    | 0.06%             | 2052-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC FIN AUTH WIS REV                                                                    | PUBLIC FIN AUTH WI REVENUE PUBLIC FINANCE AUTHORITY                               | CUSIP: 74442PG25<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $501387.05    | 0.07%             | 2029-07-01      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| LV TRUST                                                                                   | FASHION SHOW MALL LLC LV 2024-SHOW C                                              | CUSIP: 50245XAE7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2300000 | PA      | $2307860.48   | 0.30%             | 2041-10-10      | Floating      | 6.28%                 | Yes           |                  2 | On Loan: No      |
| CVS LEASE BACKED PASS THROUGH SERIES TRUST                                                 | CVS PASS-THROUGH TRUST 6.036000% 12/10/2028                                       | CUSIP: 126650BP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    757954 | PA      | $763252.21    | 0.10%             | 2028-12-10      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                               | UBS GROUP AG 144A 3.875000% MATURITY: PERPETUAL                                   | CUSIP: 902613AG3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | NUSS              | CH        |   1590000 | PA      | $1589996.18   | 0.21%             | 2174-12-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                                                               | SANTANDER HOLDINGS USA INC 5.353000% 09/06/2030                                   | CUSIP: 80282KBM7<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    785000 | PA      | $793623.37    | 0.10%             | 2030-09-06      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST                                               | AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2024- ACAR 2024-1 D                  | CUSIP: 02531AAG6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1630000 | PA      | $1647499.84   | 0.22%             | 2030-05-13      | Fixed         | 5.86%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                                                      | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-C35 WFCM 2016-C35 C                    | CUSIP: 95000FAZ9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2000000 | PA      | $1986557.20   | 0.26%             | 2048-07-15      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INFRASTRUCTURE CAPITAL, INC.                                                | HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC 8.000000% 06/01/2056                    | CUSIP: 41068XAG5<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    950000 | PA      | $1008260.73   | 0.13%             | 2056-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                                                      | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-C50 WFCM 2019-C50 D                    | CUSIP: 95001XAJ5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2000000 | PA      | $1597338.80   | 0.21%             | 2052-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BBCMS TRUST                                                                                | BBCMS 2018-TALL MORTGAGE TRUST BBCMS 2018-TALL C                                  | CUSIP: 05548WAE7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2400000 | PA      | $2184000.00   | 0.29%             | 2037-03-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| MVW OWNER TRUST                                                                            | MVW 2024-1 LLC MVWOT 2024-1A C                                                    | CUSIP: 62847RAC1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    564245 | PA      | $572839.41    | 0.08%             | 2043-02-20      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| FIVE MORTGAGE TRUST                                                                        | FIVE 2023-V1 MORTGAGE TRUST F1VE 2023-V1 C                                        | CUSIP: 337964AG5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2223000 | PA      | $2223119.38   | 0.29%             | 2056-02-10      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC MULTIFAMILY ML CERTIFICATES FRETE 2023-ML18 XCA                       | CUSIP: 3137HASR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  22886983 | PA      | $2380690.22   | 0.31%             | 2037-09-25      | Floating      | 1.51%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                                      | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 4.200000% 03/15/2028           | CUSIP: 161175BK9<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    310000 | PA      | $306779.23    | 0.04%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                        | INT DEVELOPMENT FIN CORP 1.790000% 10/15/2029                                     | CUSIP: 90376PAD3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    174164 | PA      | $165968.63    | 0.02%             | 2029-10-15      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                                                                 | GLS AUTO RECEIVABLES ISSUER TRUST 2025-2 GCAR 2025-2A D                           | CUSIP: 37989BAL6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1001000 | PA      | $1015222.71   | 0.13%             | 2031-01-15      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO.                                                                     | SOUTHWEST AIRLINES CO 5.250000% 11/15/2035                                        | CUSIP: 844741BM9<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1270767.09   | 0.17%             | 2035-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC                                                  | SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC 5.026000% 10/01/2029                    | CUSIP: 83007CAD4<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | CA        |   1580000 | PA      | $1590318.47   | 0.21%             | 2029-10-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Vistra Zero Opt Co, LLC                                                                    | Vistra Zero Opt Co, LLC 3/20/2031                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    995000 | PA      | $991268.75    | 0.13%             | 2031-03-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                                                      | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2026-1 WLAKE 2026-1A D                      | CUSIP: 96043BAG7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1175000 | PA      | $1164560.24   | 0.15%             | 2031-07-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA9363                                                      | CUSIP: 36179YML5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3578730 | PA      | $3671183.22   | 0.48%             | 2053-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SWITCH ABS ISSUER LLC                                                                      | SWITCH ABS ISSUER LLC SWTCH 2025-2A A21                                           | CUSIP: 871044AS2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1090000 | PA      | $1074415.18   | 0.14%             | 2055-10-25      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA9726                                                      | CUSIP: 36179YYX6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2382200 | PA      | $2441326.67   | 0.32%             | 2054-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC, INC.                                                                    | GOLUB CAPITAL BDC INC 2.500000% 08/24/2026                                        | CUSIP: 38173MAB8<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |   1610000 | PA      | $1595409.97   | 0.21%             | 2026-08-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST                                                                 | CPS AUTO RECEIVABLES TRUST 2022-C CPS 2022-C D                                    | CUSIP: 12664DAG8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    325241 | PA      | $327717.67    | 0.04%             | 2030-04-15      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| FIVE MORTGAGE TRUST                                                                        | FIVE 2023-V1 MORTGAGE TRUST F1VE 2023-V1 D                                        | CUSIP: 337964AP5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    384000 | PA      | $367381.02    | 0.05%             | 2056-02-10      | Floating      | 6.56%                 | Yes           |                  2 | On Loan: No      |
| AVANGRID, INC.                                                                             | AVANGRID INC 3.800000% 06/01/2029                                                 | CUSIP: 05351WAB9<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1950755.44   | 0.26%             | 2029-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| GAM RE-REMIC TRUST                                                                         | GAM RE-REMIC TRUST 2021-FRR2 GAM 2021-FRR2 AK74                                   | CUSIP: 36459TBL9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1500000 | PA      | $1359130.05   | 0.18%             | 2051-09-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS & ELECTRIC COMPANY                                                           | SAN DIEGO GAS & ELECTRIC CO 4.950000% 08/15/2028                                  | CUSIP: 797440CE2<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1013393.02   | 0.13%             | 2028-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CPTS MORTGAGE TRUST                                                                        | CENTURY PLAZA TOWERS 2019-CPT CPTS 2019-CPT B                                     | CUSIP: 12654YAE9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $913492.40    | 0.12%             | 2039-11-13      | Floating      | 3.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA9669                                                      | CUSIP: 36179YW67<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2722385 | PA      | $2786281.44   | 0.37%             | 2054-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ZAYO ISSUER, LLC                                                                           | ZAYO ISSUER LLC ZAYO 2025-2A B                                                    | CUSIP: 98919WAJ2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1800000 | PA      | $1837940.22   | 0.24%             | 2055-06-20      | Fixed         | 6.59%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                                                              | FREDDIE MAC STACR REMIC TRUST 2022-HQA2 STACR 2022-HQA2 M2                        | CUSIP: 35564KB65<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1080000 | PA      | $1141045.81   | 0.15%             | 2042-07-25      | Floating      | 9.65%                 | Yes           |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development                                      | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMEN ZERO COUPON 03/31/2027         | CUSIP: 45906M3A7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   2500000 | PA      | $2408927.72   | 0.32%             | 2027-03-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST                                                          | AFFIRM ASSET SECURITIZATION TRUST 2024-X2 AFFRM 2024-X2 D                         | CUSIP: 00833QAD7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    710000 | PA      | $713520.32    | 0.09%             | 2029-12-17      | Fixed         | 6.08%                 | Yes           |                  2 | On Loan: No      |
| OMERS Finance Trust                                                                        | OMERS FINANCE TRUST 3.500000% 04/19/2032                                          | CUSIP: C68012AF7<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | NUSS              | CA        |   1000000 | PA      | $951574.47    | 0.13%             | 2032-04-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA9306                                                      | CUSIP: 36179YKT0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   4401713 | PA      | $4538086.59   | 0.60%             | 2053-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                                                                 | GLS AUTO RECEIVABLES ISSUER TRUST 2023-2 GCAR 2023-2A D                           | CUSIP: 379928AJ3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    430000 | PA      | $437379.88    | 0.06%             | 2029-03-15      | Fixed         | 6.31%                 | Yes           |                  2 | On Loan: No      |
| OAKTREE STRATEGIC CREDIT FUND                                                              | OAKTREE STRATEGIC CREDIT FUND 8.400000% 11/14/2028                                | CUSIP: 67403AAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1415000 | PA      | $1486207.84   | 0.20%             | 2028-11-14      | Fixed         | 8.40%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                                                              | FREDDIE MAC STACR REMIC TRUST 2026-DNA2 STACR 2026-DNA2 M2                        | CUSIP: 35564UDR5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1110000 | PA      | $1113072.70   | 0.15%             | 2046-03-25      | Floating      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST                                                               | PAGAYA AI DEBT GRANTOR TRUST 2024-9 PAID 2024-9 D                                 | CUSIP: 69546QAD0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    791311 | PA      | $794158.74    | 0.10%             | 2032-03-15      | Fixed         | 6.17%                 | Yes           |                  2 | On Loan: No      |
| BARINGS PRIVATE CREDIT CORP CLO LTD                                                        | BARINGS PRIVATE CREDIT CORP CLO 2023-1 LTD BPCC 2023-1A A1AR                      | CUSIP: 067930AL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |   3255000 | PA      | $3249557.64   | 0.43%             | 2036-10-15      | Floating      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                                      | FOUNDRY JV HOLDCO LLC 144A 5.900000% 01/25/2033                                   | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3122502.21   | 0.41%             | 2033-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                                                      | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-C49 WFCM 2019-C49 D                    | CUSIP: 95001WAC2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1500000 | PA      | $1215571.20   | 0.16%             | 2052-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| The Arab Energy Fund                                                                       | ARAB ENERGY FUND /THE 1.483000% 10/06/2026                                        | CUSIP: N/A<br>LEI: 213800A54KIUYH5YD185       | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $493864.00    | 0.07%             | 2026-10-06      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| SOLAR STAR FUNDING, LLC                                                                    | SOLAR STAR FUNDING LLC 144A 5.375000% 06/30/2035                                  | CUSIP: 83416WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1556077 | PA      | $1555672.53   | 0.21%             | 2035-06-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| COMPASS DATACENTER ISSUER III LLC                                                          | COMPASS DATACENTERS ISSUER III LLC CMDC 2025-1A A3                                | CUSIP: 20469BAC1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    240000 | PA      | $241494.55    | 0.03%             | 2050-02-25      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                                      | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 6.100000% 06/01/2029           | CUSIP: 161175CQ5<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    810000 | PA      | $836601.49    | 0.11%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                                                 | MIDAMERICAN ENERGY CO 3.650000% 04/15/2029                                        | CUSIP: 595620AT2<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $982155.83    | 0.13%             | 2029-04-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| FOUNDATION FINANCE TRUST                                                                   | FOUNDATION FINANCE TRUST 2021-1 FFIN 2021-1A D                                    | CUSIP: 35041LAD2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    632898 | PA      | $627260.30    | 0.08%             | 2041-05-15      | Fixed         | 4.96%                 | Yes           |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                                                        | CONNECTICUT AVENUE SECURITIES TRUST 2023-R03 CAS 2023-R03 2M2                     | CUSIP: 20753AAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    670000 | PA      | $700329.29    | 0.09%             | 2043-04-25      | Floating      | 7.55%                 | Yes           |                  2 | On Loan: No      |
| RESIDENTIAL FUNDING MORTGAGE SECURITIES INCORPORATED                                       | HOME EQUITY LOAN TRUST 2006-HSA2 RFMS2 2006-HSA2 AI3                              | CUSIP: 76110VTP3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     40889 | PA      | $679.05       | 0.00%             | 2036-03-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| OCTANE RECEIVABLES TRUST                                                                   | OCTANE RECEIVABLES TRUST 2024-1 OCTL 2024-1A D                                    | CUSIP: 67571FAE4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1295000 | PA      | $1321112.90   | 0.17%             | 2030-10-21      | Fixed         | 6.43%                 | Yes           |                  2 | On Loan: No      |
| CHI COMMERCIAL MORTGAGE TRUST                                                              | CHI COMMERCIAL MORTGAGE TRUST 2025-110W CHI 2025-110W A                           | CUSIP: 12577HAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1100000 | PA      | $1093958.69   | 0.14%             | 2040-12-13      | Floating      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS, INC.                                                      | NEXTERA ENERGY CAPITAL HOLDINGS INC 6.700000% 09/01/2054                          | CUSIP: 65339KCW8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   3008000 | PA      | $3086195.97   | 0.41%             | 2054-09-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| OHA CREDIT FUNDING LTD                                                                     | OHA CREDIT FUNDING 17-R LTD OAKC 2024-17RA D1                                     | CUSIP: 676920AL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1930000 | PA      | $1919745.91   | 0.25%             | 2039-04-20      | Floating      | 5.98%                 | Yes           |                  2 | On Loan: No      |
| CENTERPOINT ENERGY, INC.                                                                   | CENTERPOINT ENERGY INC 7.000000% 02/15/2055                                       | CUSIP: 15189TBH9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1547223.00   | 0.20%             | 2055-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA8428                                                      | CUSIP: 36179XLH7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    654760 | PA      | $653426.77    | 0.09%             | 2052-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                                                  | TORONTO-DOMINION BANK/THE 4.568000% 12/17/2026                                    | CUSIP: 89115A3A8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | NUSS              | CA        |   4820000 | PA      | $4834691.99   | 0.64%             | 2026-12-17      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| RIDE TRUST                                                                                 | RIDE 2025-SHRE RIDE 2025-SHRE D                                                   | CUSIP: 765692AG3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1310000 | PA      | $1323901.07   | 0.17%             | 2047-02-14      | Floating      | 6.97%                 | Yes           |                  2 | On Loan: No      |
| CHI COMMERCIAL MORTGAGE TRUST                                                              | CHI COMMERCIAL MORTGAGE TRUST 2025-SFT CHI 2025-SFT XA                            | CUSIP: 16706GAC1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1975000 | PA      | $16130.81     | 0.00%             | 2042-04-15      | Floating      | 0.31%                 | Yes           |                  2 | On Loan: No      |
| MAD COMMERCIAL MORTGAGE TRUST                                                              | MAD COMMERCIAL MORTGAGE TRUST 2025-11MD MAD 2025-11MD C                           | CUSIP: 55616AAE7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2730000 | PA      | $2749461.35   | 0.36%             | 2042-10-15      | Floating      | 5.82%                 | Yes           |                  2 | On Loan: No      |
| CIFC FUNDING LTD                                                                           | CIFC FUNDING 2019-III LTD CIFC 2019-3A CR2                                        | CUSIP: 12554VBC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    895000 | PA      | $894409.30    | 0.12%             | 2038-01-16      | Floating      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| KOREA ELECTRIC POWER CORPORATION                                                           | KOREA ELECTRIC POWER CORP 144A 4.875000% 01/31/2027                               | CUSIP: 500631BB1<br>LEI: 988400QG33WS7JEIV602 | Long             | DBT              | NUSS              | KR        |    250000 | PA      | $251138.35    | 0.03%             | 2027-01-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                              | FORD MOTOR CREDIT CO LLC 5.303000% 09/06/2029                                     | CUSIP: 345397G23<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    560000 | PA      | $558382.84    | 0.07%             | 2029-09-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| LIFE MORTGAGE TRUST                                                                        | LIFE 2021-BMR MORTGAGE TRUST LIFE 2021-BMR C                                      | CUSIP: 53218CAE0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     80100 | PA      | $79348.96     | 0.01%             | 2038-03-15      | Floating      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST                                                                    | MOSAIC SOLAR LOAN TRUST 2023-2 MSAIC 2023-2A C                                    | CUSIP: 61945WAC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $127995.40    | 0.02%             | 2053-09-22      | Fixed         | 8.18%                 | Yes           |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL, INC.                                                                 | PRUDENTIAL FINANCIAL INC 5.700000% 09/15/2048                                     | CUSIP: 744320BF8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   2115000 | PA      | $2104327.50   | 0.28%             | 2048-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                             | BNP PARIBAS SA 144A 5.176000% 01/09/2030                                          | CUSIP: 05581KAH4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | NUSS              | FR        |   2390000 | PA      | $2424783.18   | 0.32%             | 2030-01-09      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA8267                                                      | CUSIP: 36179XFG6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    816574 | PA      | $770488.06    | 0.10%             | 2052-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST                                                          | AFFIRM ASSET SECURITIZATION TRUST 2025-X1 AFFRM 2025-X1 D                         | CUSIP: 00834MAD5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1215000 | PA      | $1222815.24   | 0.16%             | 2030-04-15      | Fixed         | 6.11%                 | Yes           |                  2 | On Loan: No      |
| TESLA AUTO LEASE TRUST                                                                     | TESLA AUTO LEASE TRUST 2024-A TESLA 2024-A A3                                     | CUSIP: 88166VAD8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    248868 | PA      | $249268.70    | 0.03%             | 2027-06-21      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| ALPHABET INC.                                                                              | ALPHABET INC 1.100000% 08/15/2030                                                 | CUSIP: 02079KAD9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2197970.70   | 0.29%             | 2030-08-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| PUBLIC FIN AUTH WIS EDL FAC REV                                                            | PUBLIC FIN AUTH WI EDUCTNL FAC PUBLIC FINANCE AUTHORITY                           | CUSIP: 74443DMA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    223432 | PA      | $224912.21    | 0.03%             | 2031-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                                   | JPN BANK FOR INT'L COOP 1.625000% 01/20/2027                                      | CUSIP: 471048CP1<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   1500000 | PA      | $1475632.13   | 0.19%             | 2027-01-20      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY FRN VARIABLE RATE 07/31/2027                                          | CUSIP: 91282CNQ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  18470000 | PA      | $18487631.83  | 2.44%             | 2027-07-31      | Floating      | 3.80%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 3.500000% 02/28/2031                                              | CUSIP: 91282CQD6<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  45075000 | PA      | $44071377.18  | 5.82%             | 2031-02-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MONTAUK PARK CLO, LTD.                                                                     | MONTAUK PARK CLO LTD MONTPK 2026-1A D1                                            | CUSIP: 61218AAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2315000 | PA      | $2315000.00   | 0.31%             | 2039-04-24      | Floating      | 6.87%                 | Yes           |                  2 | On Loan: No      |
| LIBERTY UTILITIES FINANCE GP1                                                              | LIBERTY UTILITIES FINANCE GP 1 144A 2.050000% 09/15/2030                          | CUSIP: 531546AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $898510.14    | 0.12%             | 2030-09-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| U.S. BANCORP                                                                               | US BANCORP 5.300000% MATURITY: PERPETUAL                                          | CUSIP: 902973AZ9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    985000 | PA      | $981771.17    | 0.13%             | 2175-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MAD COMMERCIAL MORTGAGE TRUST                                                              | MAD COMMERCIAL MORTGAGE TRUST 2025-11MD MAD 2025-11MD D                           | CUSIP: 55616AAG2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1800000 | PA      | $1819452.42   | 0.24%             | 2042-10-15      | Floating      | 6.57%                 | Yes           |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL, INC.                                                                 | PRUDENTIAL FINANCIAL INC MTN 5.700000% 12/14/2036                                 | CUSIP: 74432QAQ8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1290441.36   | 0.17%             | 2036-12-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Citibank National Association                                                              | CITIBANK NA VARIABLE RATE 11/19/2027                                              | CUSIP: 17325FBM9<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1501189.50   | 0.20%             | 2027-11-19      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                                 | JP MORGAN MORTGAGE TRUST SERIES 2025-NQM4 JPMMT 2025-NQM4 A1F                     | CUSIP: 46660HAE6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1402346 | PA      | $1401012.23   | 0.19%             | 2066-03-25      | Floating      | 4.85%                 | Yes           |                  2 | On Loan: No      |
| ARROW ELECTRONICS, INC.                                                                    | ARROW ELECTRONICS INC 5.150000% 08/21/2029                                        | CUSIP: 04273WAF8<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1920258.69   | 0.25%             | 2029-08-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BBCMS TRUST                                                                                | BBCMS MORTGAGE TRUST 2024-5C25 BBCMS 2024-5C25 C                                  | CUSIP: 05554VAG5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    925000 | PA      | $940320.04    | 0.12%             | 2057-03-15      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                                                        | COMM 2022-HC MORTGAGE TRUST COMM 2022-HC A                                        | CUSIP: 12659DAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    386000 | PA      | $375802.57    | 0.05%             | 2039-01-10      | Fixed         | 2.82%                 | Yes           |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                                           | COMISION FEDERAL DE ELECTRICIDAD 144A 5.700000% 01/24/2030                        | CUSIP: 200447AN0<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | NUSS              | MX        |    525000 | PA      | $530250.00    | 0.07%             | 2030-01-24      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                                                              | FREDDIE MAC STACR REMIC TRUST 2022-DNA5 STACR 2022-DNA5 M1B                       | CUSIP: 35564KYP8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    680000 | PA      | $705710.80    | 0.09%             | 2042-06-25      | Floating      | 8.15%                 | Yes           |                  2 | On Loan: No      |
| HUDSON YARDS MORTGAGE TRUST                                                                | HUDSON YARDS 2019-55HY MORTGAGE TRUST HY 2019-55HY D                              | CUSIP: 44421MAJ9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1500000 | PA      | $1351740.15   | 0.18%             | 2041-12-10      | Floating      | 3.04%                 | No            |                  2 | On Loan: No      |
| PG&E RECOVERY FUNDING LLC                                                                  | PG&E RECOVERY FUNDING LLC 4.838000% 06/01/2033                                    | CUSIP: 71710TAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2169718 | PA      | $2191192.98   | 0.29%             | 2033-06-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 3.875000% 03/31/2028                                              | CUSIP: 91282CQH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   2385000 | PA      | $2384441.00   | 0.31%             | 2028-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-30

**Name of Applicant:** Catholic Responsible Investments Funds

**Signature:** Eileen Whitemiller

**Name of Signer:** Eileen Whitemiller

**Title:** Director