# EDGAR Filing Document

**Accession Number:** 0001479026
**File Stem:** 0000940400-25-004936
**Filing Date:** 2025-10
**Character Count:** 168249
**Document Hash:** caeced7c46895871c09aa47d5343699a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-25-004936.hdr.sgml**: 20251021

**ACCESSION NUMBER**: 0000940400-25-004936

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20251021

**DATE AS OF CHANGE**: 20251021

**PERIOD START**: 20250831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Goldman Sachs ETF Trust
- **CENTRAL INDEX KEY:** 0001479026

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0831

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23013
- **FILM NUMBER:** 251407553

**BUSINESS ADDRESS:**
- **STREET 1:** 200 WEST STREET
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10282-2198
- **BUSINESS PHONE:** (312) 655-4400

**MAIL ADDRESS:**
- **STREET 1:** 200 WEST STREET
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10282-2198

## Series and Classes Contracts Data

### Goldman Sachs Access Ultra Short Bond ETF (Series ID: S000064104)

| Class ID   | Class Name                                | Ticker Symbol   |
|:---|:---|:---|
| C000207250 | Goldman Sachs Access Ultra Short Bond ETF | GSST            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Goldman Sachs ETF Trust

- **b. Investment Company Act file number:** 811-23013

- **c. CIK number of Registrant:** 0001479026

- **d. LEI of Registrant:** 549300VEZF7K2ES5WL82

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

  - **Street Address 1:** 200 West Street

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10282

  - **Telephone number:** 312-655-4400

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

- **a. Name of Series:** Goldman Sachs Ultra Short Bond ETF

- **b. EDGAR series identifier (if any):** S000064104

- **c. LEI of Series:** 549300FKQVF6C8MY6C40

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

- **a. Date of fiscal year-end:** 2025-08-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1035507652.82

**Total Liabilities:** $32851189.74

**Net Assets:** $1002656463.08

**Delayed Delivery Securities:** $15000000.00

**Cash Not Reported:** $18049978.65

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 3855.99000000 | **1-Year:** 55072.75000000 | **5-Year:** 21073.08000000 | **10-Year:** 18702.05000000 | **30-Year:** 11816.40000000

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

- **3-Month:** 147.02000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000207250 | 0.49%                | 0.38%                | 0.54%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $251501.35               | $777513.41                                 |
| Month 2  | $142210.87               | $-220631.37                                |
| Month 3  | $213388.56               | $1335450.77                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Sculptor CLO Ltd                               | Sculptor CLO XXVIII Ltd                                          | CUSIP: 81124LAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7000000 | PA      | $6999300.00   | 0.70%             | 2035-01-20      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                            | NatWest Markets PLC                                              | CUSIP: 63906YAD0<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   2937000 | PA      | $2858442.09   | 0.29%             | 2026-09-29      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                   | Ford Credit Auto Owner Trust 2024-C                              | CUSIP: 34532UAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2025000 | PA      | $2027091.62   | 0.20%             | 2029-07-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| PEACEHEALTH OBLIGATED GR                       | PeaceHealth Obligated Group                                      | CUSIP: 70462GAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     21000 | PA      | $20861.86     | 0.00%             | 2025-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                 | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP2    | CUSIP: 46590MAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13583 | PA      | $13544.68     | 0.00%             | 2049-08-15      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| INTESA                                         | INTESA FDG 3/10/25                                               | CUSIP: 4611K0X36<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3981760.00   | 0.40%             | 2025-10-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                   | UBS Group AG                                                     | CUSIP: 225401AT5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    786000 | PA      | $775806.99    | 0.08%             | 2027-02-02      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Bank of America Credit Card Tr                 | BA Credit Card Trust                                             | CUSIP: 05522RDF2<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-O            | CORP              | US        |   2100000 | PA      | $2103347.82   | 0.21%             | 2028-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                        | National Bank of Canada                                          | CUSIP: 63307A2Z7<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1002524.64   | 0.10%             | 2027-07-02      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| KOOKMIN BANK CD 11/28/25                       | KOOKMIN BANK CD 11/28/25                                         | CUSIP: 48668M6D0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3058000 | PA      | $3060293.50   | 0.31%             | 2025-12-28      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Carval CLO LTD                                 | CarVal CLO II Ltd                                                | CUSIP: 14686AAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2402434 | PA      | $2402676.96   | 0.24%             | 2032-04-20      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                        | Morgan Stanley Private Bank NA                                   | CUSIP: 61776NVF7<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $9022104.27   | 0.90%             | 2028-07-06      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit                 | Bain Capital Credit CLO 2018-2                                   | CUSIP: 05682VAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    343961 | PA      | $343961.94    | 0.03%             | 2031-07-19      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                | CUSIP: 31398NQH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    115057 | PA      | $114214.30    | 0.01%             | 2040-10-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                        | Hyundai Capital America                                          | CUSIP: 44891ADJ3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   3748000 | PA      | $3756575.09   | 0.37%             | 2027-09-24      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                            | NatWest Markets PLC                                              | CUSIP: 63906YAN8<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   4603000 | PA      | $4620994.83   | 0.46%             | 2028-03-21      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                      | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C29      | CUSIP: 61766EBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3864023 | PA      | $3838961.61   | 0.38%             | 2049-05-15      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                           | Glencore Funding LLC                                             | CUSIP: 378272AX6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1901000 | PA      | $1901000.00   | 0.19%             | 2025-09-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                            | Charles Schwab Corp/The                                          | CUSIP: 808513BQ7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   1259000 | PA      | $1260042.84   | 0.13%             | 2026-05-13      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| PACIFIC BELL TELEPHONE                         | Pacific Bell Telephone Co                                        | CUSIP: 694032AT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    599000 | PA      | $604756.45    | 0.06%             | 2026-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                       | Take-Two Interactive Software Inc                                | CUSIP: 874054AJ8<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |   1729000 | PA      | $1733808.44   | 0.17%             | 2026-03-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                       | Jackson National Life Global Funding                             | CUSIP: 46849LVA6<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   4540000 | PA      | $4639635.75   | 0.46%             | 2027-07-02      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                             | Bank of America NA                                               | CUSIP: 06428CAB0<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DBT              | CORP              | US        |   1695000 | PA      | $1704517.73   | 0.17%             | 2026-08-18      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                              | CUSIP: 46647PBT2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   6589000 | PA      | $6540614.14   | 0.65%             | 2026-11-19      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitizat                 | Hyundai Auto Lease Securitization Trust 2024-C                   | CUSIP: 448984AD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4024046.00   | 0.40%             | 2028-04-17      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                       | Cooperatieve Rabobank UA                                         | CUSIP: 74977RDK7<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   5148000 | PA      | $5068646.41   | 0.51%             | 2027-02-24      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                  | DTE Energy Co                                                    | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   2268000 | PA      | $2297486.09   | 0.23%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                   | UBS Group AG                                                     | CUSIP: 902613AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2000000 | PA      | $1974647.26   | 0.20%             | 2027-01-30      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                            | COMMONSPIRIT HEALTH                                              | CUSIP: 14918GWA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3535000 | PA      | $3529344.00   | 0.35%             | 2025-09-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables                  | Exeter Automobile Receivables Trust 2024-5                       | CUSIP: 30165BAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    255399 | PA      | $255431.59    | 0.03%             | 2027-04-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| NATL BANK OF KUWAIT NY                         | National Bank of Kuwait/New York NY                              | CUSIP: 63376F2G4<br>LEI: 549300NB7FE83IH6BW96 | Long             | DBT              | CORP              | KW        |   5500000 | PA      | $5503080.00   | 0.55%             | 2026-08-19      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                | CUSIP: 3136A45W5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    102253 | PA      | $101700.32    | 0.01%             | 2035-12-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                         | Daimler Truck Finance North America LLC                          | CUSIP: 233853AX8<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1072031.67   | 0.11%             | 2027-09-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                               | Deutsche Bank AG/New York NY                                     | CUSIP: 251526CN7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   4591000 | PA      | $4608641.74   | 0.46%             | 2027-11-16      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                              | Eversource Energy                                                | CUSIP: 30040WAV0<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1032097.46   | 0.10%             | 2026-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                        | CUSIP: 89115A2T8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   2356000 | PA      | $2371347.13   | 0.24%             | 2026-07-17      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                  | CUSIP: 37045XBG0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   3307000 | PA      | $3313053.07   | 0.33%             | 2026-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                 | CUSIP: 87264AAT2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1287000 | PA      | $1287000.00   | 0.13%             | 2027-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| STANDARD CHART FRN 11/25                       | STANDARD CHART FRN 11/25                                         | CUSIP: 85325VPQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   2311000 | PA      | $2311970.62   | 0.23%             | 2025-11-20      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| TORONTO- 4.58 12/17/2025                       | TORONTO- 4.58 12/17/2025                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3211000 | PA      | $3212862.38   | 0.32%             | 2025-12-17      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                  | CUSIP: 31418CXP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    676004 | PA      | $661186.15    | 0.07%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                | CUSIP: 31394AGS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42824 | PA      | $42789.87     | 0.00%             | 2034-07-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                        | National Bank of Canada                                          | CUSIP: 63307A3A1<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    792000 | PA      | $799588.92    | 0.08%             | 2027-07-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                | CUSIP: 31396KYA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    237635 | PA      | $235855.19    | 0.02%             | 2036-08-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                        | Dryden 97 CLO Ltd                                                | CUSIP: 26248XAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5000000.00   | 0.50%             | 2038-10-20      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                         | Canadian Imperial Bank of Commerce                               | CUSIP: 13607L8D8<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   2877000 | PA      | $2902317.60   | 0.29%             | 2027-06-28      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                            | NatWest Markets PLC                                              | CUSIP: 63906YAH1<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    860000 | PA      | $878790.12    | 0.09%             | 2027-05-17      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                 | Air Lease Corp                                                   | CUSIP: 00914AAJ1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   3538000 | PA      | $3514687.69   | 0.35%             | 2026-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                | CUSIP: 404280BX6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2123000 | PA      | $2122653.57   | 0.21%             | 2026-09-12      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                   | Barclays PLC                                                     | CUSIP: 06738ECC7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1895000 | PA      | $1903145.22   | 0.19%             | 2026-11-02      | Fixed         | 7.33%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                 | CUSIP: 9128282R0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10253000 | PA      | $9986261.75   | 1.00%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  1 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                | CUSIP: 31396KE99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    257900 | PA      | $256030.70    | 0.03%             | 2036-09-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                           | Glencore Funding LLC                                             | CUSIP: 378272BX5<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   4906000 | PA      | $4909932.06   | 0.49%             | 2026-10-01      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                 | CSAIL 2015-C3 Commercial Mortgage Trust                          | CUSIP: 12635FAT1<br>LEI: 549300ZAGI6FKGY8O078 | Long             | ABS-MBS          | CORP              | US        |     78353 | PA      | $78104.39     | 0.01%             | 2048-08-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                      | Mosaic Co/The                                                    | CUSIP: 61945CAG8<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3183909.73   | 0.32%             | 2027-11-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables                  | Exeter Automobile Receivables Trust 2024-5                       | CUSIP: 30165BAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1825000 | PA      | $1824732.09   | 0.18%             | 2028-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                | CUSIP: 3136ATKM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    581438 | PA      | $576547.19    | 0.06%             | 2046-08-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                | CUSIP: 31398GMX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    114450 | PA      | $114938.00    | 0.01%             | 2040-01-25      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                               | NTT Finance Corp                                                 | CUSIP: 62954WAP0<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   4696000 | PA      | $4727803.66   | 0.47%             | 2027-07-16      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                              | State Street Corp                                                | CUSIP: 857477CQ4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1299000 | PA      | $1299628.69   | 0.13%             | 2027-10-22      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/F                 | Ford Credit Auto Owner Trust 2020-REV2                           | CUSIP: 34532JAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1625000 | PA      | $1618580.76   | 0.16%             | 2033-04-15      | Fixed         | 1.06%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl                 | Santander Drive Auto Receivables Trust 2025-1                    | CUSIP: 80288DAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1575000 | PA      | $1579983.93   | 0.16%             | 2029-01-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| General Motors                                 | GMF Floorplan Owner Revolving Trust                              | CUSIP: 361886CR3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1512922.50   | 0.15%             | 2028-06-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                        | Corebridge Global Funding                                        | CUSIP: 00138CAW8<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   1860000 | PA      | $1873285.61   | 0.19%             | 2026-09-25      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl                 | Santander Drive Auto Receivables Trust 2025-2                    | CUSIP: 80287NAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1688879 | PA      | $1692011.02   | 0.17%             | 2028-06-15      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                | CUSIP: 3136B3P79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1409306 | PA      | $1390949.87   | 0.14%             | 2049-03-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                               | CUSIP: 3137FN4L1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    131526 | PA      | $127927.30    | 0.01%             | 2048-09-15      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                | CUSIP: 31398T6X4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     88398 | PA      | $87819.38     | 0.01%             | 2040-10-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Fort Greene Park CLO                           | Fort Greene Park CLO LLC                                         | CUSIP: 18914KAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6000000 | PA      | $5988606.00   | 0.60%             | 2034-04-22      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| LANDESBANK 12/16/2025                          | LANDESBANK 12/16/2025                                            | CUSIP: 51500XQC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5505000 | PA      | $5509183.80   | 0.55%             | 2025-12-16      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                              | Expedia Group Inc                                                | CUSIP: 30212PAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    921000 | PA      | $921574.16    | 0.09%             | 2026-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CP 0.0 5/1/26                                  | CP 0.0 5/1/26                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4851307.50   | 0.48%             | 2026-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                | CUSIP: 3136A0ZP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    107123 | PA      | $105773.88    | 0.01%             | 2041-09-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                            | Macquarie Group Ltd                                              | CUSIP: 55608JAR9<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |   6098000 | PA      | $6030351.65   | 0.60%             | 2027-01-12      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                | CUSIP: 3136AB4P5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43636 | PA      | $43207.94     | 0.00%             | 2043-02-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Capital One Multi-Asset Execut                 | Capital One Multi-Asset Execution Trust                          | CUSIP: 14041NGB1<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3003120.90   | 0.30%             | 2027-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                 | Morgan Stanley Capital I 2017-HR2                                | CUSIP: 61691NAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1664815 | PA      | $1648096.30   | 0.16%             | 2050-12-15      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl                 | Santander Drive Auto Receivables Trust 2025-1                    | CUSIP: 80288DAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    348328 | PA      | $348494.74    | 0.03%             | 2027-08-16      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                        | BPCE SA                                                          | CUSIP: 05583JAH5<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   2081000 | PA      | $2075046.28   | 0.21%             | 2026-10-06      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                        | Hyundai Capital America                                          | CUSIP: 44891ADN4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   3915000 | PA      | $3914194.84   | 0.39%             | 2028-01-07      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Discover Card Execution Note T                 | Discover Card Execution Note Trust                               | CUSIP: 254683CY9<br>LEI: 549300CKCX1QE4RUW216 | Long             | ABS-O            | CORP              | US        |   2925000 | PA      | $2927806.54   | 0.29%             | 2028-03-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                    | CUSIP: 172967PY1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4478000 | PA      | $4503434.37   | 0.45%             | 2028-05-07      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Marathon CLO LTD                               | Marathon CLO XIII Ltd                                            | CUSIP: 56579ABJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1549229 | PA      | $1549228.77   | 0.15%             | 2032-04-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                             | Credit Agricole SA                                               | CUSIP: 22535WAH0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   1938000 | PA      | $1912582.51   | 0.19%             | 2027-01-26      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ANZ NATIONAL INTERNATIONAL LIMITED             | CP 0.0 2 0 05/22/2026                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2668000 | PA      | $2588680.36   | 0.26%             | 2026-05-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                | CUSIP: 3136A76U1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     94081 | PA      | $92509.22     | 0.01%             | 2042-09-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust        | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   8891000 | PA      | $8706971.86   | 0.87%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                       | RTX Corp                                                         | CUSIP: 913017CH0<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    921000 | PA      | $905201.63    | 0.09%             | 2026-11-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BK CP 10/3/25                        | MACQUARIE BK CP 10/3/25                                          | CUSIP: 55607NXN5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1019984.50   | 0.10%             | 2025-10-03      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner                  | Toyota Auto Receivables 2024-C Owner Trust                       | CUSIP: 89237QAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2100000 | PA      | $2119015.50   | 0.21%             | 2029-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                         | Roper Technologies Inc                                           | CUSIP: 776743AD8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |   1935000 | PA      | $1923413.08   | 0.19%             | 2026-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                | CUSIP: 31398P5P0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    106986 | PA      | $107111.79    | 0.01%             | 2040-05-25      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                       | Santander UK Group Holdings PLC                                  | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   1777000 | PA      | $1738775.10   | 0.17%             | 2027-06-14      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| Bank of America Credit Card Tr                 | BA Credit Card Trust                                             | CUSIP: 05522RDH8<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-O            | CORP              | US        |   6075000 | PA      | $6143270.85   | 0.61%             | 2028-11-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                               | CUSIP: 31394LYU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     95517 | PA      | $96404.84     | 0.01%             | 2033-11-15      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                               | Freddie Mac Strips                                               | CUSIP: 3128HVZR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    298185 | PA      | $294600.42    | 0.03%             | 2036-08-15      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                               | NTT Finance Corp                                                 | CUSIP: 62954WAR6<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   3813000 | PA      | $3851673.28   | 0.38%             | 2028-07-16      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                   | CUSIP: 61747YEZ4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5011890.15   | 0.50%             | 2027-01-28      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                            | Intesa Sanpaolo SpA                                              | CUSIP: 46115HBU0<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   3201000 | PA      | $3214885.17   | 0.32%             | 2025-11-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                            | NatWest Markets PLC                                              | CUSIP: 63906YAK4<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   3000000 | PA      | $3013805.61   | 0.30%             | 2027-05-17      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| BX Trust                                       | BX 2021-MFM1                                                     | CUSIP: 05608VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10704 | PA      | $10700.75     | 0.00%             | 2034-01-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner                  | Toyota Auto Receivables 2023-B Owner Trust                       | CUSIP: 891941AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1905306 | PA      | $1910719.65   | 0.19%             | 2028-02-15      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                | CUSIP: 31396VMF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44867 | PA      | $44219.31     | 0.00%             | 2037-04-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                    | ABBVIE INC.                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3231000 | PA      | $3199982.40   | 0.32%             | 2025-11-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                         | Standard Chartered PLC                                           | CUSIP: 853254BZ2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   4906000 | PA      | $4849856.32   | 0.48%             | 2027-01-14      | Fixed         | 1.46%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                | Venture 34 CLO Ltd                                               | CUSIP: 92332CAE9<br>LEI: 549300MYRV6PEDBLPL32 | Long             | ABS-CBDO         | CORP              | KY        |   1902800 | PA      | $1903955.05   | 0.19%             | 2031-10-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                        | BPCE SA                                                          | CUSIP: 05583JAN2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   2873000 | PA      | $2887164.21   | 0.29%             | 2027-01-18      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                           | Glencore Funding LLC                                             | CUSIP: 378272BW7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   4275000 | PA      | $4290482.72   | 0.43%             | 2027-04-04      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Invesco CLO 2022-2, Ltd.                       | Invesco CLO 2022-2 Ltd                                           | CUSIP: 46145XAL0<br>LEI: 54930008L2A8UYGN7A86 | Long             | ABS-CBDO         | CORP              | JE        |   4900000 | PA      | $4899951.00   | 0.49%             | 2035-07-20      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                               | Bank of Montreal                                                 | CUSIP: 06376CHJ8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   2900000 | PA      | $2890352.57   | 0.29%             | 2026-07-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| American Express Credit Accoun                 | American Express Credit Account Master Trust                     | CUSIP: 02582JKP4<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |   2750000 | PA      | $2773988.53   | 0.28%             | 2030-04-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                | CUSIP: 31398RNL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1208142 | PA      | $1207407.25   | 0.12%             | 2040-06-25      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| NATL BANK OF KUWAIT NY                         | National Bank of Kuwait/New York NY                              | CUSIP: 63376FXX3<br>LEI: 549300NB7FE83IH6BW96 | Long             | DBT              | CORP              | KW        |   5500000 | PA      | $5499937.30   | 0.55%             | 2025-12-12      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                 | CUSIP: 91282CLQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4967000 | PA      | $4992611.09   | 0.50%             | 2027-10-15      | Fixed         | 3.88%                 | No            |                  1 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                          | CUSIP: 06417XAN1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1853000 | PA      | $1855341.54   | 0.19%             | 2026-02-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Commercial Mort                 | LCCM 2017-LC26                                                   | CUSIP: 50190DAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $882928.44    | 0.09%             | 2050-07-12      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                        | Hyundai Capital America                                          | CUSIP: 44891ADP9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   3690000 | PA      | $3719654.72   | 0.37%             | 2027-03-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                   | Drive Auto Receivables Trust 2024-2                              | CUSIP: 26207AAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    436906 | PA      | $437290.61    | 0.04%             | 2027-12-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                 | J.P. Morgan Chase Commercial Mortgage Securities Trust 2024-OMNI | CUSIP: 46593JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4800000 | PA      | $4901008.32   | 0.49%             | 2039-10-05      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                 | Morgan Stanley Capital I Trust 2016-BNK2                         | CUSIP: 61690YBS0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    119795 | PA      | $118760.28    | 0.01%             | 2049-11-15      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                       | New York Life Global Funding                                     | CUSIP: 64953BBQ0<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    801000 | PA      | $803274.22    | 0.08%             | 2026-08-28      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| MOUNTAIN VIEW CLO                              | Mountain View CLO XVI Ltd                                        | CUSIP: 62432UAN1<br>LEI: 549300MWKXOHYV7Z8O91 | Long             | ABS-CBDO         | CORP              | KY        |   2325000 | PA      | $2326436.85   | 0.23%             | 2034-04-15      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Chase Issuance Trust                           | Chase Issuance Trust                                             | CUSIP: 161571HT4<br>LEI: 5493008SHVCX2Y068L12 | Long             | ABS-O            | CORP              | US        |   3975000 | PA      | $4020557.08   | 0.40%             | 2028-09-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                         | Skandinaviska Enskilda Banken AB                                 | CUSIP: 830505BA0<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |   2427000 | PA      | $2442170.47   | 0.24%             | 2027-03-05      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                 | CUSIP: 3142GR7B0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9169657 | PA      | $9594699.96   | 0.96%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                | CUSIP: 31394VJV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    252154 | PA      | $250972.01    | 0.03%             | 2036-01-25      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                | CUSIP: 3136AJXT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    621310 | PA      | $611609.76    | 0.06%             | 2044-04-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                               | CUSIP: 31397HJN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    383309 | PA      | $378957.42    | 0.04%             | 2035-08-15      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| AM.HONDA 2/8/08 4.25%                          | CP 0.0 2025-11-13                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3909000 | PA      | $3871356.33   | 0.39%             | 2025-11-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Tr                 | World Omni Auto Receivables Trust 2023-C                         | CUSIP: 98164FAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2076307 | PA      | $2086124.23   | 0.21%             | 2028-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                         | Daimler Truck Finance North America LLC                          | CUSIP: 233853AM2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    968000 | PA      | $959504.41    | 0.10%             | 2027-04-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Toyota Lease Owner Trust                       | Toyota Lease Owner Trust 2024-B                                  | CUSIP: 891943AD4<br>LEI: 254900R64DFTI1MWY364 | Long             | ABS-O            | CORP              | US        |   3250000 | PA      | $3253369.60   | 0.32%             | 2027-09-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                               | ABN AMRO Bank NV                                                 | CUSIP: 00084DAU4<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   3100000 | PA      | $3031096.18   | 0.30%             | 2027-06-16      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| Bryant Park Funding Ltd                        | Bryant Park Funding 2023-21 Ltd                                  | CUSIP: 117650AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4200000 | PA      | $4209025.80   | 0.42%             | 2036-10-18      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner                  | Toyota Auto Receivables 2022-D Owner Trust                       | CUSIP: 89239HAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    940435 | PA      | $944925.98    | 0.09%             | 2027-09-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                | CUSIP: 3136AVZT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    571690 | PA      | $558169.70    | 0.06%             | 2047-03-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Citibank Credit Card Issuance                  | Citibank Credit Card Issuance Trust                              | CUSIP: 17305EGW9<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-O            | CORP              | US        |   1300000 | PA      | $1303173.04   | 0.13%             | 2027-12-08      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                           | Mercedes-Benz Finance North America LLC                          | CUSIP: 58769JAT4<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   2131000 | PA      | $2142789.44   | 0.21%             | 2026-07-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                         | NextEra Energy Capital Holdings Inc                              | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   9616000 | PA      | $9706788.60   | 0.97%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander SA                                               | CUSIP: 05964HBE4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    800000 | PA      | $805289.02    | 0.08%             | 2028-07-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables                  | Exeter Automobile Receivables Trust 2025-1                       | CUSIP: 30167MAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    539489 | PA      | $539752.44    | 0.05%             | 2027-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                       | Svenska Handelsbanken AB                                         | CUSIP: 86959LAN3<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |   1807000 | PA      | $1821484.17   | 0.18%             | 2026-06-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                            | Charles Schwab Corp/The                                          | CUSIP: 808513BY0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   1031000 | PA      | $1007280.88   | 0.10%             | 2027-03-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AGL CLO 16 LTD                                 | AGL CLO 16 Ltd                                                   | CUSIP: 00120LAE8<br>LEI: 2549009GL17CEZFCKZ48 | Long             | ABS-CBDO         | CORP              | KY        |   2270000 | PA      | $2271893.18   | 0.23%             | 2035-01-20      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                  | CUSIP: 37045XEF9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4520013.48   | 0.45%             | 2026-04-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                    | Citibank NA                                                      | CUSIP: 17325FBL1<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   4966000 | PA      | $5003057.43   | 0.50%             | 2027-11-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                | CUSIP: 31394V5L0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50401 | PA      | $50038.99     | 0.00%             | 2036-03-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                       | Volkswagen Group of America Finance LLC                          | CUSIP: 928668CE0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   1203000 | PA      | $1206966.51   | 0.12%             | 2026-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                  | CUSIP: 37045XFH4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1948000 | PA      | $1969504.83   | 0.20%             | 2027-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                | CUSIP: 31398SXN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     72587 | PA      | $72154.53     | 0.01%             | 2040-12-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                      | Amgen Inc                                                        | CUSIP: 031162DN7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   9136000 | PA      | $9138492.85   | 0.91%             | 2026-03-02      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                               | CUSIP: 3137FGW76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    163459 | PA      | $157716.47    | 0.02%             | 2048-04-15      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                | CUSIP: 31396WPE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    105509 | PA      | $104153.05    | 0.01%             | 2037-07-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| American Express Credit Accoun                 | American Express Credit Account Master Trust                     | CUSIP: 02582JJZ4<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |   6175000 | PA      | $6208036.25   | 0.62%             | 2028-05-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                                     | NBN Co Ltd                                                       | CUSIP: 62878U2A9<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |   3106000 | PA      | $3047614.62   | 0.30%             | 2026-05-05      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                             | Macquarie Bank Ltd                                               | CUSIP: 55608PBU7<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   2462000 | PA      | $2478789.12   | 0.25%             | 2027-07-02      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                  | CUSIP: 37045XEW2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2568000 | PA      | $2562634.01   | 0.26%             | 2027-07-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                               | Deutsche Bank AG/New York NY                                     | CUSIP: 25152XWX4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   3200000 | PA      | $3199856.96   | 0.32%             | 2025-10-10      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trus                 | CFCRE Commercial Mortgage Trust 2016-C3                          | CUSIP: 12531WBB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4145000 | PA      | $4129918.00   | 0.41%             | 2048-01-10      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                           | ERAC USA Finance LLC                                             | CUSIP: 26884TAR3<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $989403.90    | 0.10%             | 2026-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                              | CUSIP: 86562MAC4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1651000 | PA      | $1646415.12   | 0.16%             | 2026-03-09      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                               | CUSIP: 3137FMNT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    823518 | PA      | $810485.57    | 0.08%             | 2049-07-15      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                               | CUSIP: 3137FKBB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1083203 | PA      | $1056176.37   | 0.11%             | 2048-12-15      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                               | CUSIP: 3137B35B0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    563862 | PA      | $551389.55    | 0.05%             | 2043-06-15      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                          | CUSIP: 0641598K5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1076000 | PA      | $1045420.40   | 0.10%             | 2026-09-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL                         | Protective Life Global Funding                                   | CUSIP: 74368CBC7<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    939000 | PA      | $923213.18    | 0.09%             | 2026-04-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust                 | Mercedes-Benz Auto Lease Trust 2024-B                            | CUSIP: 58769GAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    672683 | PA      | $673099.21    | 0.07%             | 2026-12-15      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                         | Standard Chartered PLC                                           | CUSIP: 853254CV0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $2020974.00   | 0.20%             | 2027-07-06      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                              | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2633000 | PA      | $2587626.56   | 0.26%             | 2027-04-22      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                         | CUSIP: 38374KKL6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    197603 | PA      | $197203.86    | 0.02%             | 2035-01-16      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                  | CUSIP: 37045XFF8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   5602000 | PA      | $5594955.32   | 0.56%             | 2028-04-04      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                              | CUSIP: 86562MAF7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   2388000 | PA      | $2356542.73   | 0.24%             | 2026-07-14      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE                       | Equitable Financial Life Global Funding                          | CUSIP: 29449WAU1<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |   3980000 | PA      | $4003308.87   | 0.40%             | 2027-04-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE 4.63 11/06/2025                       | DEUTSCHE 4.63 11/06/2025                                         | CUSIP: 25158B6Q0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1800360.00   | 0.18%             | 2025-11-06      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                               | Bank of Montreal                                                 | CUSIP: 06368MFW9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   2014000 | PA      | $2015626.08   | 0.20%             | 2026-12-11      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Zais CLO 13, Limited                           | Zais Clo 13 Ltd                                                  | CUSIP: 98876NAW4<br>LEI: 549300GODB02F7ODZK39 | Long             | ABS-CBDO         | CORP              | KY        |    807754 | PA      | $807870.20    | 0.08%             | 2032-07-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander SA                                               | CUSIP: 05964HAB1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |  10200000 | PA      | $10204638.65  | 1.02%             | 2027-04-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust                    | Ally Auto Receivables Trust 2022-1                               | CUSIP: 02008JAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    103004 | PA      | $102953.09    | 0.01%             | 2026-11-15      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                               | Trinitas CLO VI Ltd                                              | CUSIP: 89640YBN3<br>LEI: 549300IUAXGLQ814UD95 | Long             | ABS-CBDO         | CORP              | KY        |   5900000 | PA      | $5905044.50   | 0.59%             | 2034-01-25      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                        | MPLX LP                                                          | CUSIP: 55336VAK6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   3138000 | PA      | $3130162.28   | 0.31%             | 2027-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                | CUSIP: 3136AHC40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     70249 | PA      | $69429.40     | 0.01%             | 2044-01-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                              | CUSIP: 46647PBA3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1997037.70   | 0.20%             | 2027-01-29      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| ENTERGY NEW ORLEANS LLC                        | Entergy New Orleans LLC                                          | CUSIP: 29364PAP8<br>LEI: 1Q8BAFRNDFTDI3IGJH73 | Long             | DBT              | CORP              | US        |   2257000 | PA      | $2240649.21   | 0.22%             | 2026-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                        | Dryden 80 CLO Ltd                                                | CUSIP: 26245JBA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10000000.00  | 1.00%             | 2033-01-17      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                             | CUSIP: 78017FZR7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   2950000 | PA      | $2953956.36   | 0.29%             | 2027-10-18      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| MANUF & TRADERS TRUST CO                       | Manufacturers & Traders Trust Co                                 | CUSIP: 55279HAV2<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |  11033000 | PA      | $11032388.88  | 1.10%             | 2026-01-27      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables                  | Exeter Automobile Receivables Trust 2025-1                       | CUSIP: 30167MAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    450000 | PA      | $451382.13    | 0.05%             | 2028-08-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Barclays Dryrock Issuance Trus                 | Barclays Dryrock Issuance Trust                                  | CUSIP: 06742LBB8<br>LEI: 213800R4G3N2G68CHU37 | Long             | ABS-O            | CORP              | US        |   2050000 | PA      | $2051861.20   | 0.20%             | 2028-08-15      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                | CUSIP: 3136ACLU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    277754 | PA      | $276654.35    | 0.03%             | 2041-09-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobi                 | GM Financial Consumer Automobile Receivables Trust 2025-1        | CUSIP: 362955AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2475000 | PA      | $2501688.42   | 0.25%             | 2029-12-17      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust                   | Ford Credit Auto Lease Trust 2025-A                              | CUSIP: 345282AD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2925000 | PA      | $2950790.90   | 0.29%             | 2028-06-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                        | Jefferies Financial Group Inc                                    | CUSIP: 47233WKM0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   3599000 | PA      | $3610761.17   | 0.36%             | 2026-08-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BX Trust                                       | BX Trust 2021-ARIA                                               | CUSIP: 05608RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1300000 | PA      | $1298520.38   | 0.13%             | 2036-10-15      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LT                 | Golub Capital Partners CLO 53B Ltd                               | CUSIP: 38177YAL6<br>LEI: 254900DPK2EA9C8DGV68 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1499595.00   | 0.15%             | 2034-07-20      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                    | Extended Stay America Trust 2021-ESH                             | CUSIP: 30227FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1233799 | PA      | $1233413.15   | 0.12%             | 2038-07-15      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                | CUSIP: 31398PU56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    159853 | PA      | $161251.20    | 0.02%             | 2036-03-25      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                         | CUSIP: 38374HYS3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    254240 | PA      | $253447.34    | 0.03%             | 2034-08-16      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                               | CUSIP: 3137FUAH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    145496 | PA      | $143030.64    | 0.01%             | 2050-07-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Financial Square Government Fund | Goldman Sachs Financial Square Government Fund                   | CUSIP: 38141W273<br>LEI: 549300BRJMXN4GUWZ402 | Long             | STIV             | RF                | US        |  20972337 | NS      | $20972336.99  | 2.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL BANK OF CANADA                        | National Bank of Canada                                          | CUSIP: 63307A2Y0<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   2437000 | PA      | $2441087.75   | 0.24%             | 2027-03-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                | CUSIP: 31396LXF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1525894 | PA      | $1509644.36   | 0.15%             | 2036-11-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                         | CUSIP: 38381YXB5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1363229 | PA      | $1342241.14   | 0.13%             | 2049-09-20      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                       | Caterpillar Financial Services Corp                              | CUSIP: 14913UBA7<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   2414000 | PA      | $2417355.44   | 0.24%             | 2027-07-07      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasin                 | GM Financial Automobile Leasing Trust 2024-3                     | CUSIP: 38012QAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2700000 | PA      | $2702158.92   | 0.27%             | 2027-10-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                 | CUSIP: 91282CMP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8490000 | PA      | $8538751.11   | 0.85%             | 2027-02-28      | Fixed         | 4.12%                 | No            |                  1 | On Loan: No      |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group Inc/The                             | CUSIP: 693475BL8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    794000 | PA      | $794693.57    | 0.08%             | 2027-01-26      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                                       | CUSIP: 60687YAG4<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1421000 | PA      | $1401559.54   | 0.14%             | 2026-09-13      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| NATL BANK OF KUWAIT NY                         | National Bank of Kuwait/New York NY                              | CUSIP: 63376FK41<br>LEI: 549300NB7FE83IH6BW96 | Long             | DBT              | CORP              | KW        |   4866000 | PA      | $4870379.40   | 0.49%             | 2026-03-26      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                | CUSIP: 3136A4XW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    493401 | PA      | $488880.65    | 0.05%             | 2042-03-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| BIO-RAD LABS                                   | Bio-Rad Laboratories Inc                                         | CUSIP: 090572AR9<br>LEI: 549300ZC1GPV35XYDK53 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $985257.14    | 0.10%             | 2027-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AGL CLO 5 Ltd                                  | AGL CLO 5 Ltd                                                    | CUSIP: 00119TAR5<br>LEI: 549300N06ILVP775P131 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4002176.00   | 0.40%             | 2034-07-20      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                        | Hyundai Capital America                                          | CUSIP: 44891ADA2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1380641.41   | 0.14%             | 2026-06-24      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                               | Bank of Montreal                                                 | CUSIP: 06368LC61<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   2983000 | PA      | $3009840.08   | 0.30%             | 2026-12-11      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                               | CUSIP: 3137ARHL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    578542 | PA      | $571950.97    | 0.06%             | 2042-06-15      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                | CUSIP: 3136B1HD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    745989 | PA      | $721837.97    | 0.07%             | 2048-03-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| GULFSTREAM NATURAL GAS                         | Gulfstream Natural Gas System LLC                                | CUSIP: 402740AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    368000 | PA      | $368756.62    | 0.04%             | 2025-11-01      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                 | CUSIP: 91282CKK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5761400 | PA      | $5793582.78   | 0.58%             | 2026-04-30      | Fixed         | 4.88%                 | No            |                  1 | On Loan: No      |
| UNICREDIT SPA                                  | UniCredit SpA                                                    | CUSIP: 904678AB5<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |   5755000 | PA      | $5765248.10   | 0.57%             | 2027-04-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                 | Wells Fargo Commercial Mortgage Trust 2024-1CHI                  | CUSIP: 95003PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1018000 | PA      | $1031197.25   | 0.10%             | 2035-07-15      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| MOUNTAIN VIEW CLO                              | Mountain View CLO 2016-1 LLC                                     | CUSIP: 62432FAS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    975475 | PA      | $976563.59    | 0.10%             | 2033-04-14      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                | CUSIP: 31394FV51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    255907 | PA      | $254515.82    | 0.03%             | 2035-10-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Jamestown CLO Ltd                              | Jamestown CLO XV Ltd                                             | CUSIP: 47050EAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4400000 | PA      | $4403625.60   | 0.44%             | 2035-07-15      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                              | Cedar Funding VII Clo Ltd                                        | CUSIP: 15032FAL0<br>LEI: 549300G87EGFMLOYN341 | Long             | ABS-CBDO         | CORP              | KY        |    422041 | PA      | $421725.21    | 0.04%             | 2031-01-20      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                               | Deutsche Bank AG/New York NY                                     | CUSIP: 251526CE7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   4099000 | PA      | $4075695.63   | 0.41%             | 2026-11-24      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                        | Dryden 43 Senior Loan Fund                                       | CUSIP: 26245CBQ5<br>LEI: 5493002P75UIPU4MC757 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4003828.00   | 0.40%             | 2034-04-20      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                             | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   7482000 | PA      | $7498636.75   | 0.75%             | 2028-04-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                 | Hyundai Auto Receivables Trust 2023-C                            | CUSIP: 44918CAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     59321 | PA      | $59356.80     | 0.01%             | 2027-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| 1988 CLO Ltd.                                  | 1988 CLO 3 Ltd                                                   | CUSIP: 653949AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6500000 | PA      | $6515177.50   | 0.65%             | 2038-10-15      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                               | CUSIP: 31397GX39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15711 | PA      | $15552.61     | 0.00%             | 2036-12-15      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                 | Apidos CLO XXIII                                                 | CUSIP: 03765YBG8<br>LEI: 635400C39IXGGYE6DH05 | Long             | ABS-CBDO         | CORP              | KY        |   3848286 | PA      | $3849079.23   | 0.38%             | 2033-04-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                        | Southwestern Electric Power Co                                   | CUSIP: 845437BP6<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |   2560000 | PA      | $2516252.01   | 0.25%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BXHPP Trust                                    | BXHPP Trust 2021-FILM                                            | CUSIP: 05609JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1850000 | PA      | $1791394.70   | 0.18%             | 2036-08-15      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                  | UBS Commercial Mortgage Trust 2017-C2                            | CUSIP: 90276CAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    307836 | PA      | $305206.02    | 0.03%             | 2050-08-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                 | Hyundai Auto Receivables Trust 2023-A                            | CUSIP: 448979AD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250918 | PA      | $1251772.85   | 0.12%             | 2027-04-15      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                         | Daimler Truck Finance North America LLC                          | CUSIP: 233853BB5<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   7247000 | PA      | $7233110.83   | 0.72%             | 2028-01-13      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| VW CREDIT INC.                                 | VW CREDIT INC.                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2589000 | PA      | $2576391.57   | 0.26%             | 2025-10-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                         | CUSIP: 38378VQF5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1238513 | PA      | $1220390.66   | 0.12%             | 2043-07-20      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| WESTPAC NEW ZEALAND LTD                        | Westpac New Zealand Ltd                                          | CUSIP: 96122FAB3<br>LEI: 549300MW73M5PK1PNG73 | Long             | DBT              | CORP              | NZ        |   2288000 | PA      | $2320119.52   | 0.23%             | 2027-02-26      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                         | Standard Chartered PLC                                           | CUSIP: 853254CQ1<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1005426.04   | 0.10%             | 2027-01-09      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                         | Daimler Truck Finance North America LLC                          | CUSIP: 233853BG4<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   3933000 | PA      | $3939283.32   | 0.39%             | 2027-08-12      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                              | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2497000 | PA      | $2500040.55   | 0.25%             | 2028-04-26      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                        | Hyundai Capital America                                          | CUSIP: 44891ACW5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3029920.47   | 0.30%             | 2027-01-08      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                            | General Electric Co                                              | CUSIP: 36962GW75<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   1469000 | PA      | $1470629.90   | 0.15%             | 2026-05-05      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                              | Eversource Energy                                                | CUSIP: 30040WAN8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   4250000 | PA      | $4133958.38   | 0.41%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust                   | Ford Credit Auto Lease Trust 2024-B                              | CUSIP: 345279AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2014742.40   | 0.20%             | 2027-12-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                               | CUSIP: 3137AUGN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1227235 | PA      | $1209883.17   | 0.12%             | 2042-09-15      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                | CUSIP: 3136AKTA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    219900 | PA      | $218606.09    | 0.02%             | 2044-08-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl                 | Santander Drive Auto Receivables Trust 2024-5                    | CUSIP: 802920AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    981212 | PA      | $981625.07    | 0.10%             | 2027-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                               | CUSIP: 3137ARPN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    142392 | PA      | $140613.31    | 0.01%             | 2042-06-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                   | UBS Group AG                                                     | CUSIP: 902613AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   7602000 | PA      | $7634649.15   | 0.76%             | 2027-01-12      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                 | CUSIP: 95000U2F9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3964207.56   | 0.40%             | 2027-06-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                              | State Street Corp                                                | CUSIP: 857477CE1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1383000 | PA      | $1388547.85   | 0.14%             | 2026-08-03      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                | CUSIP: 31398PU98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    361685 | PA      | $363019.65    | 0.04%             | 2037-06-25      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                           | CUSIP: 91324PEY4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1716000 | PA      | $1729786.40   | 0.17%             | 2027-04-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BAYLOR SCOTT & WHITE HOL                       | Baylor Scott & White Holdings                                    | CUSIP: 072863AG8<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |    290000 | PA      | $286965.70    | 0.03%             | 2025-11-15      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                          | Amrize Finance US LLC                                            | CUSIP: 43475RAA4<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1005247.78   | 0.10%             | 2027-04-07      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                               | Freddie Mac Strips                                               | CUSIP: 3128HVZG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    119274 | PA      | $117986.21    | 0.01%             | 2036-08-15      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                             | BMW US Capital LLC                                               | CUSIP: 05565ECX1<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   4460000 | PA      | $4472041.78   | 0.45%             | 2028-03-21      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                            | American Express Co                                              | CUSIP: 025816DM8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1116000 | PA      | $1117154.95   | 0.11%             | 2026-10-30      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                   | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4090000 | PA      | $4013105.59   | 0.40%             | 2027-05-04      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                               | CUSIP: 3137AQ7B8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    218486 | PA      | $218183.20    | 0.02%             | 2032-05-15      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                | CUSIP: 31398PUZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1210968 | PA      | $1208395.74   | 0.12%             | 2040-05-25      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                         | CUSIP: 38381VB33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    649457 | PA      | $637225.38    | 0.06%             | 2049-05-20      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust                         | Chase Auto Owner Trust 2024-2                                    | CUSIP: 16144CAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    239156 | PA      | $239454.22    | 0.02%             | 2027-05-26      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                           | CUSIP: 91324PDW9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1666000 | PA      | $1644978.76   | 0.16%             | 2026-01-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                            | Intesa Sanpaolo SpA                                              | CUSIP: 46115HBB2<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   4515000 | PA      | $4477925.71   | 0.45%             | 2027-07-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                 | BBCMS Mortgage Trust 2018-C2                                     | CUSIP: 05491UBA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    338563 | PA      | $337838.17    | 0.03%             | 2051-12-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                               | CUSIP: 3137B5QC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     38049 | PA      | $37668.66     | 0.00%             | 2043-11-15      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                               | CUSIP: 31397KNW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     80517 | PA      | $80194.74     | 0.01%             | 2037-09-15      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| NEW YORK NY                                    | City of New York NY                                              | CUSIP: 64966HYK0<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   3220000 | PA      | $3256714.12   | 0.32%             | 2027-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                           | CUSIP: 91324PCV2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    326000 | PA      | $323535.40    | 0.03%             | 2026-03-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                        | CUSIP: 89115A3F7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   3142000 | PA      | $3154740.84   | 0.31%             | 2028-01-31      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                        | Nationwide Building Society                                      | CUSIP: 63861VAG2<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    926000 | PA      | $932915.44    | 0.09%             | 2028-02-16      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                | CUSIP: 31397URA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    100832 | PA      | $100304.78    | 0.01%             | 2041-06-25      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                                      | CUSIP: 02665WGD7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5038347.75   | 0.50%             | 2027-07-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl                 | Santander Drive Auto Receivables Trust 2024-4                    | CUSIP: 802919AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4125000 | PA      | $4135119.45   | 0.41%             | 2029-01-16      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                              | Eversource Energy                                                | CUSIP: 30040WAQ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $981957.07    | 0.10%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| NATIXIS NY BRANCH                              | Natixis SA/New York NY                                           | CUSIP: 63873Q6M1<br>LEI: 2549003L5ZG5M2ZSE107 | Long             | DBT              | CORP              | FR        |   4667000 | PA      | $4686543.30   | 0.47%             | 2026-10-29      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust                        | Nissan Auto Lease Trust 2024-A                                   | CUSIP: 65481CAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4015269.20   | 0.40%             | 2027-04-15      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                | CUSIP: 31395DPR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32411 | PA      | $32018.82     | 0.00%             | 2036-05-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                               | CUSIP: 3137AVX28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1760816 | PA      | $1733942.84   | 0.17%             | 2042-11-15      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                         | CUSIP: 38375LPU8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     85367 | PA      | $85178.65     | 0.01%             | 2037-10-20      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                         | Bunge Ltd Finance Corp                                           | CUSIP: 120568AX8<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $990922.80    | 0.10%             | 2026-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                | CUSIP: 3136AYRQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1352217 | PA      | $1312991.40   | 0.13%             | 2047-11-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                       | Jackson National Life Global Funding                             | CUSIP: 46849CJR3<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   4347000 | PA      | $4364950.76   | 0.44%             | 2027-06-09      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                 | CUSIP: 3132A5J89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    584540 | PA      | $589771.90    | 0.06%             | 2048-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                               | CUSIP: 31394KHG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     93459 | PA      | $93887.32     | 0.01%             | 2033-10-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                    | PNC Bank NA                                                      | CUSIP: 69353RFW3<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   2657000 | PA      | $2657295.78   | 0.27%             | 2027-01-15      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                  | UniCredit SpA                                                    | CUSIP: 904678AW9<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |  10881000 | PA      | $10680796.02  | 1.07%             | 2027-06-03      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| Toyota Lease Owner Trust                       | Toyota Lease Owner Trust 2024-A                                  | CUSIP: 89238GAD3<br>LEI: 254900MVSB4M6HOIRE71 | Long             | ABS-O            | CORP              | US        |   2062166 | PA      | $2069673.08   | 0.21%             | 2027-04-20      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANK NA                            | Fifth Third Bank NA                                              | CUSIP: 31677AAB0<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |   1659000 | PA      | $1652463.19   | 0.16%             | 2026-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                        | Dryden XXVI Senior Loan Fund                                     | CUSIP: 26250UAQ8<br>LEI: 549300ENU7ZZLTPT3E22 | Long             | ABS-CBDO         | CORP              | KY        |     57717 | PA      | $57795.02     | 0.01%             | 2029-04-15      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                         | Banque Federative du Credit Mutuel SA                            | CUSIP: 06675DCG5<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   2251000 | PA      | $2268555.10   | 0.23%             | 2026-07-13      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced                  | Volkswagen Auto Loan Enhanced Trust 2024-1                       | CUSIP: 92868RAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2423542 | PA      | $2428039.33   | 0.24%             | 2027-11-22      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                       | Volkswagen Group of America Finance LLC                          | CUSIP: 928668CK6<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $3312869.11   | 0.33%             | 2026-08-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                | Danske Bank A/S                                                  | CUSIP: 23636AAZ4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   2069000 | PA      | $2067021.54   | 0.21%             | 2026-09-11      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                      | CUSIP: 68389XCC7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1230693.18   | 0.12%             | 2026-03-25      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                | CUSIP: 3136B5TK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    868421 | PA      | $853562.01    | 0.09%             | 2049-08-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                 | Wells Fargo Commercial Mortgage Trust 2016-C32                   | CUSIP: 94989YAY9<br>LEI: 549300VOKB4Z9J8DIM89 | Long             | ABS-MBS          | CORP              | US        |    518791 | PA      | $516491.26    | 0.05%             | 2059-01-15      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitizat                 | Hyundai Auto Lease Securitization Trust 2024-B                   | CUSIP: 44934FAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2400000 | PA      | $2418212.40   | 0.24%             | 2027-05-17      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                            | PayPal Holdings Inc                                              | CUSIP: 70450YAR4<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |   1909000 | PA      | $1913386.16   | 0.19%             | 2028-03-06      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                 | CUSIP: 91282CMV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  26074600 | PA      | $26143860.66  | 2.61%             | 2027-03-31      | Fixed         | 3.88%                 | No            |                  1 | On Loan: No      |
| Hyundai Auto Receivables Trust                 | Hyundai Auto Receivables Trust 2024-B                            | CUSIP: 44934QAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1925000 | PA      | $1945039.06   | 0.19%             | 2029-03-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                | CUSIP: 3136ACAX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     69256 | PA      | $68192.97     | 0.01%             | 2043-02-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                    | PNC Bank NA                                                      | CUSIP: 69353RFX1<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   3718000 | PA      | $3721639.18   | 0.37%             | 2027-01-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                          | CUSIP: 24422EXW4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1134000 | PA      | $1137678.96   | 0.11%             | 2027-07-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                         | Banque Federative du Credit Mutuel SA                            | CUSIP: 06675DCH3<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   2896000 | PA      | $2909929.50   | 0.29%             | 2027-01-23      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                             | BMW US Capital LLC                                               | CUSIP: 05565EDA0<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   2366000 | PA      | $2367583.61   | 0.24%             | 2027-08-11      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                         | Morgan Stanley Bank NA                                           | CUSIP: 61690U8F0<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   1552000 | PA      | $1555002.73   | 0.16%             | 2027-10-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                               | Societe Generale SA                                              | CUSIP: 83368RBZ4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   4207000 | PA      | $4249043.08   | 0.42%             | 2027-02-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                         | Canadian Imperial Bank of Commerce                               | CUSIP: 13607HR61<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   3078000 | PA      | $3051211.33   | 0.30%             | 2027-04-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                               | Societe Generale SA                                              | CUSIP: 83368RCA8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |  10095000 | PA      | $10133076.52  | 1.01%             | 2027-02-19      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                    | Truist Bank                                                      | CUSIP: 89788JAE9<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   8276000 | PA      | $8293014.30   | 0.83%             | 2027-05-20      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH 10/25                      | COMMONSPIRIT HEALTH 10/25                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3037000 | PA      | $3013554.36   | 0.30%             | 2025-10-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                         | Canadian Imperial Bank of Commerce                               | CUSIP: 13607LWU3<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   1851000 | PA      | $1865641.45   | 0.19%             | 2026-10-02      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| SOCIETE 0 06/01/2026                           | SOCIETE 0 06/01/2026                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6780970.00   | 0.68%             | 2026-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                  | Citigroup Commercial Mortgage Trust 2015-GC33                    | CUSIP: 29425AAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    458574 | PA      | $454300.57    | 0.05%             | 2058-09-10      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| NATIONAL 0 05/26/2026                          | NATIONAL 0 05/26/2026                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5135000 | PA      | $4980950.00   | 0.50%             | 2026-05-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                               | CUSIP: 3137B2EA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    758093 | PA      | $747089.66    | 0.07%             | 2043-05-15      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                  | Citigroup Commercial Mortgage Trust 2016-GC37                    | CUSIP: 17290XAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2218652 | PA      | $2213207.70   | 0.22%             | 2049-04-10      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                           | Enel Finance International NV                                    | CUSIP: 29278GAA6<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   2193000 | PA      | $2171879.81   | 0.22%             | 2027-05-25      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                         | Banque Federative du Credit Mutuel SA                            | CUSIP: 06675DCE0<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    285000 | PA      | $287979.92    | 0.03%             | 2027-07-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                | CUSIP: 3136ANWT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49578 | PA      | $49296.74     | 0.00%             | 2045-05-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                         | CUSIP: 38381VXC9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1547632 | PA      | $1523364.59   | 0.15%             | 2049-05-20      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                               | CUSIP: 31398KRF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    852902 | PA      | $851190.79    | 0.08%             | 2036-02-15      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                 | Hyundai Auto Receivables Trust 2022-C                            | CUSIP: 44933DAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1230113 | PA      | $1233907.59   | 0.12%             | 2027-06-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                        | Corebridge Global Funding                                        | CUSIP: 00138CBE7<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   3560000 | PA      | $3554939.60   | 0.35%             | 2028-01-07      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                             | Credit Agricole SA                                               | CUSIP: 22534PAJ2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   2500000 | PA      | $2508755.98   | 0.25%             | 2027-03-11      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                        | CUSIP: 89115A3B6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1802000 | PA      | $1806478.83   | 0.18%             | 2026-12-17      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| M&T Bank Auto Receivables Trus                 | M&T Bank Auto Receivables Trust 2025-1                           | CUSIP: 55287XAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2733985 | PA      | $2740078.52   | 0.27%             | 2028-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                               | CUSIP: 31397GFX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     71968 | PA      | $71105.33     | 0.01%             | 2037-04-15      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                            | Dow Chemical Co/The                                              | CUSIP: 260543CN1<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    816000 | PA      | $814988.80    | 0.08%             | 2025-11-30      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                           | Mercedes-Benz Finance North America LLC                          | CUSIP: 58769JBC0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   4880000 | PA      | $4914900.00   | 0.49%             | 2027-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BASF                                           | BASF SE                                                          | CUSIP: 05526LXH5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1023603.70   | 0.10%             | 2025-10-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                               | CUSIP: 3137B6BC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     38203 | PA      | $37742.77     | 0.00%             | 2043-11-15      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                        | Dell International LLC / EMC Corp                                | CUSIP: 24703TAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    502000 | PA      | $506338.38    | 0.05%             | 2026-06-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                | CUSIP: 31395DUX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53048 | PA      | $52726.38     | 0.01%             | 2036-06-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                | CUSIP: 31396YCY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37972 | PA      | $37930.72     | 0.00%             | 2038-02-25      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                        | Corebridge Global Funding                                        | CUSIP: 00138CAY4<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   1061000 | PA      | $1070031.78   | 0.11%             | 2026-06-24      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                                       | CUSIP: 91159HJH4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    790000 | PA      | $791187.58    | 0.08%             | 2026-10-21      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| TELUS CORP CP 2/26                             | TELUS CORP CP 2/26                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5259000 | PA      | $5133993.57   | 0.51%             | 2026-02-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HSBC USA INC                                   | HSBC USA Inc                                                     | CUSIP: 40428HS29<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |   1488000 | PA      | $1498873.98   | 0.15%             | 2028-06-03      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                                      | CUSIP: 02665WGE5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   5650000 | PA      | $5666379.58   | 0.57%             | 2027-07-09      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                       | Neuberger Berman Loan Advisers Clo 50 Ltd                        | CUSIP: 64134VAQ9<br>LEI: 549300UMYON6L2REF246 | Long             | ABS-CBDO         | CORP              | JE        |   3075000 | PA      | $3079560.23   | 0.31%             | 2036-07-23      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                               | CUSIP: 3137AT6Q0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     73727 | PA      | $73409.64     | 0.01%             | 2041-11-15      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                | CUSIP: 3136AJN44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1151140 | PA      | $1138955.05   | 0.11%             | 2044-05-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                | CUSIP: 31395N2P1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    118024 | PA      | $116932.15    | 0.01%             | 2036-07-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| BAYERISCHE LANDESBANK NY                       | Bayerische Landesbank/New York                                   | CUSIP: 0727MDDR3<br>LEI: 549300DJ6F1V4GISFC11 | Long             | DBT              | CORP              | DE        |   3489000 | PA      | $3492593.67   | 0.35%             | 2026-01-28      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| ONE Park Mortgage Trust                        | ONE 2021-PARK Mortgage Trust                                     | CUSIP: 682413AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    908000 | PA      | $890564.84    | 0.09%             | 2036-03-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                        | Metropolitan Life Global Funding I                               | CUSIP: 592179KS3<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   9018000 | PA      | $9037564.91   | 0.90%             | 2028-08-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasin                 | GM Financial Automobile Leasing Trust 2023-3                     | CUSIP: 379929AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1117815 | PA      | $1119299.07   | 0.11%             | 2026-11-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                               | CUSIP: 606822BY9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   3233000 | PA      | $3154322.62   | 0.31%             | 2027-07-20      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                 | CUSIP: 91282CKZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14056200 | PA      | $14237942.17  | 1.42%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  1 | On Loan: No      |
| LABORATORY CORP OF AMER                        | Laboratory Corp of America Holdings                              | CUSIP: 50540RAX0<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |   2392000 | PA      | $2342946.85   | 0.23%             | 2026-06-01      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                              | NatWest Group PLC                                                | CUSIP: 639057AG3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   2152000 | PA      | $2163534.59   | 0.22%             | 2026-11-10      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                             | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4508000 | PA      | $4405007.75   | 0.44%             | 2027-07-22      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                | CUSIP: 31398MRG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    216521 | PA      | $218310.01    | 0.02%             | 2036-06-25      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                        | Hyundai Capital America                                          | CUSIP: 44891ACB1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    215000 | PA      | $216211.16    | 0.02%             | 2026-03-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                | CUSIP: 31395NCU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    599669 | PA      | $595557.32    | 0.06%             | 2036-06-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                        | National Bank of Canada                                          | CUSIP: 63307A3G8<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   3265000 | PA      | $3268370.88   | 0.33%             | 2027-03-05      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SAN ANTONIO TX                                 | City of San Antonio TX                                           | CUSIP: 79623PQQ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1730000 | PA      | $1734200.44   | 0.17%             | 2026-02-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                     | Intel Corp                                                       | CUSIP: 458140BQ2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $990549.42    | 0.10%             | 2027-03-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HSBC USA INC                                   | HSBC USA Inc                                                     | CUSIP: 40428HA51<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |   7365000 | PA      | $7404788.38   | 0.74%             | 2027-03-04      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                               | CUSIP: 3137FQVN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    837681 | PA      | $823621.67    | 0.08%             | 2050-01-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                               | CUSIP: 226373AQ1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    307000 | PA      | $306979.53    | 0.03%             | 2027-05-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                   | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5092000 | PA      | $4965640.95   | 0.50%             | 2027-07-20      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| Trysail CLO Ltd                                | Trysail CLO 2021-1 Ltd                                           | CUSIP: 89855AAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2328725 | PA      | $2324163.48   | 0.23%             | 2032-07-20      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| CVS CORP                                       | CVS CP 09/26/25                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2464000 | PA      | $2454513.60   | 0.24%             | 2025-09-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                               | CUSIP: 31396AC93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    313729 | PA      | $310653.02    | 0.03%             | 2035-09-15      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                   | DNB Bank ASA                                                     | CUSIP: 23329PAF7<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |   3750000 | PA      | $3744159.79   | 0.37%             | 2026-09-16      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| FIRST ABU DHABI CP 2/26                        | FIRST ABU DHABI CP 2/26                                          | CUSIP: 31849MBC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3980000 | PA      | $3903066.60   | 0.39%             | 2026-02-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                      | Nelnet Student Loan Trust 2016-1                                 | CUSIP: 64033UAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    178191 | PA      | $178470.44    | 0.02%             | 2065-09-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                            | COMMONSPIRIT HEALTH                                              | CUSIP: 14918GXW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3353000 | PA      | $3324365.38   | 0.33%             | 2025-10-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                             | CUSIP: 78016HZX1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1480000 | PA      | $1489633.26   | 0.15%             | 2027-07-23      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                | CUSIP: 31392EJM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    117081 | PA      | $116956.04    | 0.01%             | 2032-08-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                   | ARES LII CLO Ltd                                                 | CUSIP: 04009AAW0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2397270 | PA      | $2394273.87   | 0.24%             | 2031-04-22      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                            | American Express Co                                              | CUSIP: 025816DS5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   5917000 | PA      | $5928657.20   | 0.59%             | 2027-04-23      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                               | CUSIP: 3137B4UR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     52435 | PA      | $52053.85     | 0.01%             | 2041-05-15      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                         | Marriott International Inc/MD                                    | CUSIP: 571903BV4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   3640000 | PA      | $3645640.51   | 0.36%             | 2027-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BOFA SEC 0 11/13/2025                          | BOFA SEC 0 11/13/2025                                            | CUSIP: 06054NYD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1652000 | PA      | $1636950.28   | 0.16%             | 2025-11-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                         | Canadian Imperial Bank of Commerce                               | CUSIP: 13607L8C0<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   3159000 | PA      | $3220271.90   | 0.32%             | 2027-06-28      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust                         | Chase Auto Owner Trust 2024-5                                    | CUSIP: 16144QAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2002409.20   | 0.20%             | 2029-08-27      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                            | COMM 2016-DC2 Mortgage Trust                                     | CUSIP: 12594CBE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    156122 | PA      | $155827.64    | 0.02%             | 2049-02-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK NA                            | Wells Fargo Bank NA                                              | CUSIP: 94988J6G7<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |   2122000 | PA      | $2141098.00   | 0.21%             | 2026-12-11      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables                  | Exeter Automobile Receivables Trust                              | CUSIP: 30166XAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1450000 | PA      | $1459959.62   | 0.15%             | 2029-07-16      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable                 | Westlake Automobile Receivables Trust 2025-2                     | CUSIP: 96041KAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1900000 | PA      | $1905137.22   | 0.19%             | 2028-09-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                         | Federal Home Loan Banks                                          | CUSIP: 3130B77D0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   4350000 | PA      | $4349279.21   | 0.43%             | 2026-08-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                      | CUSIP: 68389XBM6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1171000 | PA      | $1155200.97   | 0.12%             | 2026-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortg                 | DBJPM 2016-C3 Mortgage Trust                                     | CUSIP: 23312VAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     63068 | PA      | $62663.16     | 0.01%             | 2049-08-10      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                       | Jackson National Life Global Funding                             | CUSIP: 46849LVC2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   4584000 | PA      | $4620724.07   | 0.46%             | 2027-01-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                           | CUSIP: 91324PEG3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1602000 | PA      | $1593114.70   | 0.16%             | 2027-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                    | Citibank NA                                                      | CUSIP: 17325FBJ6<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   3542000 | PA      | $3565239.70   | 0.36%             | 2026-08-06      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                | CUSIP: 31394AGW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    156708 | PA      | $156662.10    | 0.02%             | 2034-07-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                       | BMARK 2023-V4                                                    | CUSIP: 081926AC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4450000 | PA      | $4735989.04   | 0.47%             | 2056-11-15      | Variable      | 6.84%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP 09/04/2025                      | AIR LEASE CORP 09/04/2025                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3394000 | PA      | $3391352.68   | 0.34%             | 2025-09-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                               | CUSIP: 3137FNVK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    939058 | PA      | $916890.95    | 0.09%             | 2038-03-15      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                 | Air Lease Corp                                                   | CUSIP: 00914AAM4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   1266000 | PA      | $1236487.36   | 0.12%             | 2026-08-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                        | CUSIP: 89115A2W1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1368000 | PA      | $1385917.33   | 0.14%             | 2027-04-05      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                | CUSIP: 3136AQWE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    259726 | PA      | $255972.55    | 0.03%             | 2045-12-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| RHODE ISLAND ST STUDENT LOAN A                 | Rhode Island Student Loan Authority                              | CUSIP: 762315MG1<br>LEI: N/A                  | Long             | ABS-O            | MUN               | US        |    243364 | PA      | $243188.24    | 0.02%             | 2031-07-01      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                       | Constellation Brands Inc                                         | CUSIP: 21036PAS7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1877552.18   | 0.19%             | 2027-05-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                        | Hyundai Capital America                                          | CUSIP: 44891ABD8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1762000 | PA      | $1743852.44   | 0.17%             | 2026-11-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-10-21

**Name of Applicant:** Goldman Sachs ETF Trust

**Signature:** Peter Fortner

**Name of Signer:** Peter Fortner

**Title:** Vice President Assistant Treasurer