# EDGAR Filing Document

**Accession Number:** 0001592900
**File Stem:** 0000894189-25-013815
**Filing Date:** 2025-11
**Character Count:** 121032
**Document Hash:** 456d29308c10758705ee0c6ceea27127
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000894189-25-013815.hdr.sgml**: 20251118

**ACCESSION NUMBER**: 0000894189-25-013815

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251118

**DATE AS OF CHANGE**: 20251118

**PERIOD START**: 20260630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** EA Series Trust
- **CENTRAL INDEX KEY:** 0001592900

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22961
- **FILM NUMBER:** 251493244

**BUSINESS ADDRESS:**
- **STREET 1:** 3803 WEST CHESTER PIKE, SUITE 150
- **CITY:** NEWTOWN SQUARE
- **STATE:** PA
- **ZIP:** 19073
- **BUSINESS PHONE:** 1.215.882.9983

**MAIL ADDRESS:**
- **STREET 1:** 3803 WEST CHESTER PIKE, SUITE 150
- **CITY:** NEWTOWN SQUARE
- **STATE:** PA
- **ZIP:** 19073

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Alpha Architect ETF Trust
- **DATE OF NAME CHANGE:** 20140428

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Empowered Funds ETF Trust
- **DATE OF NAME CHANGE:** 20131125

## Series and Classes Contracts Data

### Strive Total Return Bond ETF (Series ID: S000080332)

| Class ID   | Class Name                   | Ticker Symbol   |
|:---|:---|:---|
| C000242670 | Strive Total Return Bond ETF | STXT            |

## Nport-Ex

---

| |
|:---|
| **STRIVE TOTAL RETURN BOND ETF** |
| **SCHEDULE OF INVESTMENTS** |
| **September 30, 2025 (Unaudited)** |

---

---

| | | |
|:---|:---|:---|
| **MORTGAGE-BACKED SECURITIES - 41.3%** | **Par** | **Value**  |
| Federal Home Loan Mortgage Corp. |  |  |
| Pool QF3730, 5.00%, 11/01/2052  | $793903 | $792338 |
| Pool QF5342, 4.00%, 12/01/2052  | 1376413 | 1297154 |
| Pool QJ0225, 6.00%, 07/01/2054  | 1189721 | 1221873 |
| Pool QJ6384, 5.50%, 10/01/2054  | 450884 | 455003 |
| Pool QJ7705, 5.00%, 11/01/2054  | 488113 | 485097 |
| Pool QJ7711, 5.00%, 11/01/2054  | 926681 | 920376 |
| Pool QX1669, 5.00%, 12/01/2054  | 902904 | 905226 |
| Pool SD1961, 5.50%, 12/01/2052  | 352021 | 355017 |
| Pool SD2500, 5.00%, 03/01/2053  | 860109 | 853183 |
| Pool SD8134, 2.00%, 03/01/2051  | 1397492 | 1129449 |
| Pool SD8256, 4.00%, 10/01/2052  | 1827872 | 1727756 |
| Pool SD8322, 4.50%, 05/01/2053  | 852807 | 827351 |
| Pool SD8325, 6.00%, 05/01/2053  | 879647 | 900396 |
| Pool SD8384, 6.00%, 12/01/2053  | 1844016 | 1884056 |
| Pool SL0079, 5.00%, 02/01/2055  | 978846 | 976183 |
| Pool SL0741, 6.00%, 02/01/2055  | 950103 | 974651 |
| Federal National Mortgage Association |  |  |
| Pool CB4379, 4.00%, 08/01/2052  | 2209753 | 2087339 |
| Pool DB6624, 5.50%, 06/01/2054  | 620755 | 632099 |
| Pool DC9709, 6.00%, 01/01/2055  | 443916 | 455497 |
| Pool FA0516, 5.00%, 02/01/2055  | 988011 | 982525 |
| Pool FA1342, 5.00%, 03/01/2054  | 3329632 | 3317385 |
| Pool FA2387, 4.50%, 06/01/2053  | 3436207 | 3349746 |
| Pool FS3826, 3.00%, 01/01/2052  | 3175208 | 2796149 |
| Pool FS4932, 6.00%, 06/01/2053  | 662686 | 680803 |
| Pool FS5635, 4.00%, 11/01/2052  | 1743436 | 1643042 |
| Pool FS8417, 4.00%, 10/01/2052  | 1004531 | 953592 |
| Pool FS9287, 5.50%, 09/01/2054  | 970552 | 980631 |
| Pool MA4919, 5.50%, 02/01/2053  | 831661 | 838737 |
| Pool MA5008, 4.50%, 05/01/2053  | 1277148 | 1239025 |
| Pool MA5039, 5.50%, 06/01/2053  | 879269 | 889498 |
| Pool MA5109, 6.50%, 08/01/2053  | 300180 | 311188 |
| Pool MA5165, 5.50%, 10/01/2053  | 827237 | 836086 |
| Pool MA5215, 5.50%, 12/01/2053  | 2559056 | 2587229 |
| Pool MB0302, 5.50%, 02/01/2055  | 963104 | 971299 |
| Ginnie Mae II Pool |  |  |
| Pool MA8493, 6.50%, 12/20/2052  | 91578 | 94039 |
| Pool MA8570, 5.50%, 01/20/2053  | 696030 | 701246 |
| Pool MA8727, 6.00%, 03/20/2053  | 916506 | 932359 |
| Pool MA8800, 5.00%, 04/20/2053  | 404963 | 404865 |
| Pool MA8801, 5.50%, 04/20/2053  | 809197 | 816272 |
| Pool MA8877, 4.50%, 05/20/2053  | 1288820 | 1250097 |
| Pool MA8880, 6.00%, 05/20/2053  | 619593 | 630311 |

---

------

---

| |
|:---|
| **STRIVE TOTAL RETURN BOND ETF** |
| **SCHEDULE OF INVESTMENTS (CONTINUED)** |
| **September 30, 2025 (Unaudited)** |

---

---

| | | |
|:---|:---|:---|
| **MORTGAGE-BACKED SECURITIES - 41.3% (CONTINUED)** | **Par** | **Value**  |
| Pool MA8949, 6.00%, 06/20/2053  | $983215 | $1002681 |
| Pool MA9018, 6.00%, 07/20/2053  | 320143 | 325681 |
| Pool MA9105, 5.00%, 08/20/2053  | 1724744 | 1715705 |
| Pool MA9166, 3.00%, 09/20/2053  | 161594 | 145130 |
| Pool MA9305, 5.50%, 11/20/2053  | 730161 | 735633 |
| **TOTAL MORTGAGE-BACKED SECURITIES** (Cost $49,363,428) | **TOTAL MORTGAGE-BACKED SECURITIES** (Cost $49,363,428) | 50010998 |
| **U.S. TREASURY SECURITIES - 13.4%** |  |  |
| United States Treasury Note/Bond |  |  |
| 4.63%, 11/15/2026  | 1350000 | 1363342 |
| 1.25%, 04/30/2028  | 1000000 | 942246 |
| 4.38%, 08/31/2028  | 1000000 | 1020508 |
| 3.50%, 04/30/2030  | 1000000 | 990625 |
| 4.13%, 08/31/2030  | 1000000 | 1016933 |
| 1.25%, 08/15/2031  | 2250000 | 1946338 |
| 4.13%, 11/15/2032  | 1200000 | 1214109 |
| 3.50%, 02/15/2033  | 1000000 | 970976 |
| 3.88%, 08/15/2033  | 1000000 | 991973 |
| 4.38%, 05/15/2034  | 1000000 | 1023340 |
| 4.50%, 05/15/2038  | 1000000 | 1021914 |
| 3.50%, 02/15/2039  | 1200000 | 1098469 |
| 1.13%, 08/15/2040  | 1000000 | 631015 |
| 3.88%, 08/15/2040  | 1200000 | 1119141 |
| 1.88%, 11/15/2051  | 1500000 | 848848 |
| **TOTAL U.S. TREASURY SECURITIES** (Cost $16,095,999) |  | 16199777 |
| **ASSET-BACKED SECURITIES - 13.3%** |  |  |
| Affirm, Inc., Series 2024-A, Class D, 6.89%, 02/15/2029 <sup>(a)</sup> | 200000 | 201213 |
| American Heritage Auto Receivables Trust, Series 2024-1A, Class D, 6.34%, 01/18/2033 <sup>(a)</sup> | 250000 | 257097 |
| Arivo Acceptance Auto Loan Receivables Trust, Series 2025-1A, Class D, 5.82%, 01/15/2032 <sup>(a)</sup> | 500000 | 501790 |
| Avis Budget Car Rental LLC, Series 2025-2A, Class C, 6.24%, 08/20/2031 <sup>(a)</sup> | 1000000 | 1036165 |
| Carvana Auto Receivables Trust |  |  |
| Series 2023-P4, Class D, 7.37%, 10/10/2030 <sup>(a)</sup> | 1000000 | 1073437 |
| Series 2023-P5, Class D, 7.18%, 12/10/2030 <sup>(a)</sup> | 1000000 | 1068346 |
| FHF Trust |  |  |
| Series 2024-2A, Class D, 7.15%, 09/15/2031 <sup>(a)</sup> | 500000 | 510974 |
| Series 2024-3A, Class D, 6.01%, 12/15/2031 <sup>(a)</sup> | 500000 | 497244 |
| FIGRE Trust 2024-HE1, Series 2024-HE1, Class B, 6.51%, 03/25/2054 <sup>(a)(b)</sup> | 688169 | 707153 |

---

------

---

| |
|:---|
| **STRIVE TOTAL RETURN BOND ETF** |
| **SCHEDULE OF INVESTMENTS (CONTINUED)** |
| **September 30, 2025 (Unaudited)** |

---

---

| | | |
|:---|:---|:---|
| **ASSET-BACKED SECURITIES - 13.3% (CONTINUED)** | **Par** | **Value**  |
| FREED ABS Trust |  |  |
| Series 2021-3FP, Class D, 2.37%, 11/20/2028 <sup>(a)</sup> | $17321 | $17300 |
| Series 2022-4FP, Class D, 7.40%, 12/18/2029 <sup>(a)</sup> | 127364 | 128177 |
| GLS Auto Select Receivables Trust, Series 2024-2A, Class D, 6.37%, 08/15/2031 <sup>(a)</sup> | 1000000 | 1039868 |
| GoodLeap Sustainable Home Solutions Trust, Series 2022-1GS, Class A, 2.70%, 01/20/2049 <sup>(a)</sup> | 122928 | 109536 |
| GreenSky LLC, Series 2024-2, Class D, 6.43%, 10/27/2059 <sup>(a)</sup> | 1000000 | 1022216 |
| Hertz Corp., Series 2023-4A, Class C, 7.51%, 03/25/2030 <sup>(a)</sup> | 500000 | 529177 |
| Mariner Finance Issuance Trust, Series 2024-BA, Class D, 6.36%, 11/20/2038 <sup>(a)</sup> | 538000 | 553321 |
| Marlette Funding Trust |  |  |
| Series 2023-2A, Class D, 7.92%, 06/15/2033 <sup>(a)</sup> | 300000 | 306762 |
| Series 2024-1A, Class D, 6.93%, 07/17/2034 <sup>(a)</sup> | 500000 | 515170 |
| Marlette Funding Trust 2025-1, Series 2025-1A, Class D, 6.02%, 07/16/2035 <sup>(a)</sup> | 500000 | 505137 |
| Octane Receivables Trust, Series 2024-RVM1, Class D, 6.30%, 01/22/2046 <sup>(a)</sup> | 500000 | 518181 |
| Pagaya AI Debt Selection Trust, Series 2025-1, Class D, 6.28%, 07/15/2032 <sup>(a)</sup> | 999915 | 1010475 |
| Purchasing Power Funding, Series 2024-A, Class D, 7.26%, 08/15/2028 <sup>(a)</sup> | 200000 | 201583 |
| Republic Finance Issuance Trust, Series 2024-A, Class C, 7.28%, 08/20/2032 <sup>(a)</sup> | 250000 | 256682 |
| Saluda Grade Mortgage Funding LLC, Series 2023-FIG4, Class A, 6.72%, 11/25/2053 <sup>(a)(b)</sup> | 343369 | 351144 |
| SoFi Consumer Loan Program Trust, Series 2025-1, Class D, 5.72%, 02/27/2034 <sup>(a)</sup> | 1000000 | 1018164 |
| Sunnova Energy International, Inc., Series 2023-B, Class A, 5.30%, 08/22/2050 <sup>(a)</sup> | 85582 | 78537 |
| Theorem Funding Trust, Series 2022-2A, Class B, 9.27%, 12/15/2028 <sup>(a)</sup> | 180876 | 181729 |
| Towd Point Mortgage Trust, Series 2024-4, Class A2, 4.54%, 10/27/2064 <sup>(a)(b)</sup> | 1500000 | 1361449 |
| Veros Automobile Receivables Trust, Series 2024-1, Class C, 7.57%, 12/15/2028 <sup>(a)</sup> | 500000 | 513795 |
| **TOTAL ASSET-BACKED SECURITIES** (Cost $15,725,451) |  | 16071822 |
| **CORPORATE BONDS - 9.9%** |  |  |
| **<u>Communication Services</u> - 0.5%** |  |  |
| **Cable & Satellite - 0.1%** |  |  |
| Comcast Corp., 6.50%, 11/15/2035  | 100000 | 111950 |

---

------

---

| |
|:---|
| **STRIVE TOTAL RETURN BOND ETF** |
| **SCHEDULE OF INVESTMENTS (CONTINUED)** |
| **September 30, 2025 (Unaudited)** |

---

---

| | | |
|:---|:---|:---|
| **CORPORATE BONDS - 9.9% (CONTINUED)** | **Par** | **Value**  |
| **Integrated Telecommunication Services - 0.3%** | | |
| AT&T, Inc., 4.90%, 08/15/2037  | $100000 | $97569 |
| Verizon Communications, Inc., 4.27%, 01/15/2036  | 200000 | 187665 |
|  |  | 285234 |
| **Technology - 0.1%** |  |  |
| T-Mobile USA, Inc., 5.05%, 07/15/2033  | 150000 | 153267 |
| **Total Communication Services** |  | 550451 |
| **<u>Consumer Discretionary</u> - 0.7%** |  |  |
| **Automobile Manufacturers - 0.1%** |  |  |
| Ford Motor Credit Co. LLC, 6.13%, 03/08/2034  | 100000 | 100536 |
| General Motors Financial Co., Inc., 6.10%, 01/07/2034  | 100000 | 105167 |
|  |  | 205703 |
| **Automotive Parts & Equipment - 0.2%** |  |  |
| BorgWarner, Inc., 5.40%, 08/15/2034  | 100000 | 103223 |
| Phinia, Inc., 6.75%, 04/15/2029 <sup>(a)</sup> | 100000 | 103144 |
|  |  | 206367 |
| **Automotive Retail - 0.1%** |  |  |
| O'Reilly Automotive, Inc., 4.70%, 06/15/2032  | 100000 | 100887 |
| **Home Improvement Retail - 0.1%** |  |  |
| Lowe's Cos., Inc., 5.15%, 07/01/2033  | 100000 | 103325 |
| **Homebuilding - 0.2%** |  |  |
| Meritage Homes Corp., 5.65%, 03/15/2035  | 100000 | 101619 |
| PulteGroup, Inc., 6.38%, 05/15/2033  | 100000 | 109161 |
|  |  | 210780 |
| **Total Consumer Discretionary** |  | 827062 |
| **<u>Consumer Staples</u> - 1.2%** |  |  |
| **Agricultural Products & Services - 0.1%** |  |  |
| Bunge Ltd. Finance Corp., 2.75%, 05/14/2031  | 150000 | 137582 |
| **Brewers - 0.0%**<sup>(c)</sup> |  |  |
| Molson Coors Beverage Co., 4.20%, 07/15/2046  | 75000 | 61147 |
| **Distillers & Vintners - 0.2%** |  |  |
| Brown-Forman Corp., 4.00%, 04/15/2038  | 100000 | 90280 |
| Constellation Brands, Inc., 4.90%, 05/01/2033  | 100000 | 100993 |
|  |  | 191273 |

---

------

---

| |
|:---|
| **STRIVE TOTAL RETURN BOND ETF** |
| **SCHEDULE OF INVESTMENTS (CONTINUED)** |
| **September 30, 2025 (Unaudited)** |

---

---

| | | |
|:---|:---|:---|
| **CORPORATE BONDS - 9.9% (CONTINUED)** | **Par** | **Value**  |
| **Food & Beverage - 0.2%** | | |
| JBS USA Holding Lux Sarl/ JBS USA Food Co./ JBS Lux Co. Sarl, 6.75%, 03/15/2034  | $93000 | $102870 |
| Mars, Inc., 5.20%, 03/01/2035 <sup>(a)</sup> | 150000 | 153398 |
|  |  | 256268 |
| **Food Retail - 0.1%** |  |  |
| Kroger Co., 5.00%, 09/15/2034  | 75000 | 75677 |
| **Packaged Foods & Meats - 0.4%** |  |  |
| Campbell's Co., 5.40%, 03/21/2034  | 100000 | 102497 |
| Conagra Brands, Inc., 5.30%, 11/01/2038  | 75000 | 72040 |
| J M Smucker Co., 6.20%, 11/15/2033  | 150000 | 162994 |
| Kraft Heinz Foods Co., 6.88%, 01/26/2039  | 75000 | 83726 |
| Tyson Foods, Inc., 4.88%, 08/15/2034  | 100000 | 99917 |
|  |  | 521174 |
| **Soft Drinks & Non-alcoholic Beverages - 0.1%** |  |  |
| Keurig Dr Pepper, Inc., 5.30%, 03/15/2034  | 150000 | 151754 |
| **Tobacco - 0.1%** |  |  |
| Philip Morris International, Inc., 5.25%, 02/13/2034  | 100000 | 103299 |
| **Total Consumer Staples** |  | 1498174 |
| **<u>Energy</u> - 1.0%** |  |  |
| **Midstream - 0.1%** |  |  |
| Plains All American Pipeline LP / PAA Finance Corp., 5.70%, 09/15/2034  | 100000 | 103142 |
| **Oil & Gas Exploration & Production - 0.2%** |  |  |
| Continental Resources, Inc., 5.75%, 01/15/2031 <sup>(a)</sup> | 100000 | 103169 |
| Greenfire Resources Ltd., 12.00%, 10/01/2028 <sup>(a)</sup> | 40000 | 42548 |
| Hess Corp., 7.13%, 03/15/2033  | 100000 | 116122 |
|  |  | 261839 |
| **Oil & Gas Storage & Transportation - 0.7%** |  |  |
| Cheniere Corpus Christi Holdings LLC, 2.74%, 12/31/2039  | 100000 | 83921 |
| Cheniere Energy Partners LP, 5.75%, 08/15/2034  | 100000 | 104009 |
| Energy Transfer LP, 7.38%, 02/01/2031 <sup>(a)</sup> | 100000 | 104455 |
| Kinder Morgan, Inc., 5.95%, 08/01/2054  | 100000 | 100809 |
| MPLX LP, 5.00%, 03/01/2033  | 100000 | 100067 |
| ONEOK, Inc., 6.05%, 09/01/2033  | 100000 | 106076 |
| Targa Resources Corp., 6.50%, 03/30/2034  | 100000 | 109027 |

---

------

---

| |
|:---|
| **STRIVE TOTAL RETURN BOND ETF** |
| **SCHEDULE OF INVESTMENTS (CONTINUED)** |
| **September 30, 2025 (Unaudited)** |

---

---

| | | |
|:---|:---|:---|
| **CORPORATE BONDS - 9.9% (CONTINUED)** | **Par** | **Value**  |
| **Oil & Gas Storage & Transportation - 0.7% (Continued)** | | |
| Western Midstream Operating LP, 6.15%, 04/01/2033  | $100000 | $105691 |
|  |  | 814055 |
| **Total Energy** |  | 1179036 |
| **<u>Financials</u> - 3.6%** |  |  |
| **Commercial & Residential Mortgage Finance - 0.3%** |  |  |
| Enact Holdings, Inc., 6.25%, 05/28/2029  | 100000 | 104623 |
| NMI Holdings, Inc., 6.00%, 08/15/2029  | 100000 | 103479 |
| Radian Group, Inc., 6.20%, 05/15/2029  | 150000 | 156749 |
|  |  | 364851 |
| **Consumer Finance - 0.4%** |  |  |
| American Express Co., 5.28% to 07/26/2034 then SOFR + 1.42%, 07/26/2035  | 225000 | 232329 |
| Capital One Financial Corp., 6.18% to 01/30/2035 then SOFR + 2.04%, 01/30/2036  | 225000 | 233488 |
|  |  | 465817 |
| **Diversified Banks - 1.1%** |  |  |
| Bank of America Corp., 2.48% to 09/21/2031 then 5 yr. CMT Rate + 1.20%, 09/21/2036  | 275000 | 238813 |
| Fifth Third Bancorp, 5.63% to 01/29/2031 then SOFR + 1.84%, 01/29/2032  | 225000 | 235950 |
| JPMorgan Chase & Co., 6.25% to 10/23/2033 then SOFR + 1.81%, 10/23/2034  | 300000 | 330697 |
| PNC Financial Services Group, Inc., 5.68% to 01/22/2034 then SOFR + 1.90%, 01/22/2035  | 250000 | 263721 |
| Wells Fargo & Co., 5.56% to 07/25/2033 then SOFR + 1.99%, 07/25/2034  | 250000 | 262688 |
|  |  | 1331869 |
| **Diversified Capital Markets - 0.2%** |  |  |
| UBS Group AG, 5.70% to 02/08/2034 then 1 yr. CMT Rate + 1.77%, 02/08/2035 <sup>(a)</sup> | 225000 | 237131 |
| **Finance Companies - 0.3%** |  |  |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 3.30%, 01/30/2032  | 150000 | 138218 |
| Avolon Holdings Funding Ltd., 5.75%, 11/15/2029 <sup>(a)</sup> | 100000 | 103942 |
| Macquarie Airfinance Holdings Ltd., 6.50%, 03/26/2031 <sup>(a)</sup> | 100000 | 107275 |
|  |  | 349435 |

---

------

---

| |
|:---|
| **STRIVE TOTAL RETURN BOND ETF** |
| **SCHEDULE OF INVESTMENTS (CONTINUED)** |
| **September 30, 2025 (Unaudited)** |

---

---

| | | |
|:---|:---|:---|
| **CORPORATE BONDS - 9.9% (CONTINUED)** | **Par** | **Value**  |
| **Finance-Leasing Companies - 0.1%** | | |
| GGAM Finance Ltd., 6.88%, 04/15/2029 <sup>(a)</sup> | $100000 | $103951 |
| **Financial Exchanges & Data - 0.1%** |  |  |
| MSCI, Inc., 5.25%, 09/01/2035  | 100000 | 100866 |
| **Investment Banking & Brokerage - 0.6%** |  |  |
| Goldman Sachs Group, Inc., 5.54% to 01/28/2035 then SOFR + 1.38%, 01/28/2036  | 225000 | 234974 |
| LPL Holdings, Inc., 4.00%, 03/15/2029 <sup>(a)</sup> | 200000 | 195778 |
| Morgan Stanley, 5.95% to 01/19/2033 then 5 yr. CMT Rate + 2.43%, 01/19/2038  | 250000 | 262197 |
|  |  | 692949 |
| **Life & Health Insurance - 0.1%** |  |  |
| Prudential Financial, Inc., 5.20%, 03/14/2035  | 100000 | 102865 |
| **Regional Banks - 0.2%** |  |  |
| M&T Bank Corp., 5.40% to 07/30/2030 then 5 yr. CMT Rate + 1.43%, 07/30/2035  | 225000 | 226783 |
| **Trading Companies & Distributors - 0.1%** |  |  |
| Aircastle Ltd. / Aircastle Ireland DAC, 5.25%, 03/15/2030 <sup>(a)</sup> | 150000 | 153090 |
| **Transaction & Payment Processing Services - 0.1%** |  |  |
| Fiserv, Inc., 5.63%, 08/21/2033  | 100000 | 105031 |
| Global Payments, Inc., 5.40%, 08/15/2032  | 100000 | 102363 |
|  |  | 207394 |
| **Total Financials** |  | 4337001 |
| **<u>Health Care</u> - 0.7%** |  |  |
| **Biotechnology - 0.1%** |  |  |
| Amgen, Inc., 5.25%, 03/02/2033  | 100000 | 103615 |
| **Health Care Equipment - 0.3%** |  |  |
| Baxter International, Inc., 2.54%, 02/01/2032  | 100000 | 87696 |
| GE HealthCare Technologies, Inc., 5.91%, 11/22/2032  | 125000 | 134556 |
| Zimmer Biomet Holdings, Inc., 2.60%, 11/24/2031  | 150000 | 134849 |
|  |  | 357101 |
| **Health Care Providers & Services - 0.1%** |  |  |
| HCA, Inc., 5.45%, 09/15/2034  | 100000 | 102615 |

---

------

---

| |
|:---|
| **STRIVE TOTAL RETURN BOND ETF** |
| **SCHEDULE OF INVESTMENTS (CONTINUED)** |
| **September 30, 2025 (Unaudited)** |

---

---

| | | |
|:---|:---|:---|
| **CORPORATE BONDS - 9.9% (CONTINUED)** | **Par** | **Value**  |
| **Life Sciences Tools & Services - 0.1%** | | |
| Agilent Technologies, Inc., 4.75%, 09/09/2034  | $100000 | $99730 |
| Bio-Rad Laboratories, Inc., 3.70%, 03/15/2032  | 75000 | 70134 |
|  |  | 169864 |
| **Pharmaceuticals - 0.1%** |  |  |
| Royalty Pharma PLC, 3.30%, 09/02/2040  | 100000 | 76759 |
| **Total Health Care** |  | 809954 |
| **<u>Industrials</u> - 0.8%** |  |  |
| **Aerospace & Defense - 0.1%** |  |  |
| Northrop Grumman Corp., 5.20%, 06/01/2054  | 100000 | 95295 |
| RTX Corp., 6.10%, 03/15/2034  | 100000 | 109538 |
|  |  | 204833 |
| **Air Freight & Logistics - 0.0%**<sup>(c)</sup> |  |  |
| United Parcel Service, Inc., 5.50%, 05/22/2054  | 50000 | 49635 |
| **Building Products - 0.0%**<sup>(c)</sup> |  |  |
| Carrier Global Corp., 3.38%, 04/05/2040  | 75000 | 60585 |
| **Commercial Services - 0.2%** |  |  |
| Ashtead Capital, Inc., 5.95%, 10/15/2033 <sup>(a)</sup> | 200000 | 211531 |
| **Construction & Engineering - 0.1%** |  |  |
| MasTec, Inc., 4.50%, 08/15/2028 <sup>(a)</sup> | 100000 | 99812 |
| **Environmental & Facilities Services - 0.1%** |  |  |
| Waste Management, Inc., 4.88%, 02/15/2034  | 100000 | 102341 |
| **Ground Transportation - 0.1%** |  |  |
| Burlington Northern Santa Fe LLC, 4.13%, 06/15/2047  | 100000 | 84034 |
| **Rail Transportation - 0.1%** |  |  |
| CSX Corp., 6.15%, 05/01/2037  | 100000 | 110507 |
| **Trading Companies & Distributors - 0.1%** |  |  |
| GATX Corp., 5.50%, 06/15/2035  | 100000 | 103264 |
| **Total Industrials** |  | 1026542 |
| **<u>Information Technology</u> - 0.4%** |  |  |
| **Application Software - 0.1%** |  |  |
| Roper Technologies, Inc., 1.75%, 02/15/2031  | 100000 | 87184 |

---

------

---

| |
|:---|
| **STRIVE TOTAL RETURN BOND ETF** |
| **SCHEDULE OF INVESTMENTS (CONTINUED)** |
| **September 30, 2025 (Unaudited)** |

---

---

| | | |
|:---|:---|:---|
| **CORPORATE BONDS - 9.9% (CONTINUED)** | **Par** | **Value**  |
| **Electronic Components - 0.1%** | | |
| Amphenol Corp., 5.25%, 04/05/2034  | $100000 | $104375 |
| **Systems Software - 0.1%** |  |  |
| Oracle Corp., 3.90%, 05/15/2035  | 100000 | 91175 |
| VMware LLC, 2.20%, 08/15/2031  | 100000 | 88235 |
|  |  | 179410 |
| **Technology Distributors - 0.1%** |  |  |
| Arrow Electronics, Inc., 5.88%, 04/10/2034  | 100000 | 104864 |
| **Total Information Technology** |  | 475833 |
| **<u>Materials</u> - 0.5%** |  |  |
| **Construction Materials - 0.1%** |  |  |
| CRH America Finance, Inc., 5.40%, 05/21/2034  | 150000 | 155925 |
| **Copper - 0.1%** |  |  |
| Freeport-McMoRan, Inc., 5.40%, 11/14/2034  | 75000 | 76912 |
| **Fertilizers & Agricultural Chemicals - 0.1%** |  |  |
| Mosaic Co., 5.63%, 11/15/2043  | 100000 | 98862 |
| Nutrien Ltd., 2.95%, 05/13/2030  | 75000 | 70712 |
|  |  | 169574 |
| **Mining - 0.1%** |  |  |
| Barrick International Barbados Corp., 6.35%, 10/15/2036 <sup>(a)</sup> | 100000 | 109862 |
| **Steel - 0.1%** |  |  |
| Nucor Corp., 5.10%, 06/01/2035  | 100000 | 101728 |
| **Total Materials** |  | 614001 |
| **<u>Real Estate</u> - 0.2%** |  |  |
| **Telecom Tower REITs - 0.2%** |  |  |
| American Tower Corp., 5.55%, 07/15/2033  | 150000 | 157116 |
| Crown Castle, Inc., 5.10%, 05/01/2033  | 100000 | 101246 |
| **Total Real Estate** |  | 258362 |
| **<u>Technology</u> - 0.2%** |  |  |
| **Technology - 0.1%** |  |  |
| IBM International Capital Pte Ltd., 4.90%, 02/05/2034  | 100000 | 101379 |
| **Technology Distributors - 0.1%** |  |  |
| CDW LLC / CDW Finance Corp., 5.55%, 08/22/2034  | 100000 | 102595 |

---

------

---

| |
|:---|
| **STRIVE TOTAL RETURN BOND ETF** |
| **SCHEDULE OF INVESTMENTS (CONTINUED)** |
| **September 30, 2025 (Unaudited)** |

---

---

| | | |
|:---|:---|:---|
| **CORPORATE BONDS - 9.9% (CONTINUED)** | **Par** | **Value**  |
| **Wireless - 0.0%**<sup>(c)</sup> | | |
| Dell International LLC / EMC Corp., 4.85%, 02/01/2035  | $100000 | $98473 |
| **Total Technology** |  | 302447 |
| **<u>Utilities</u> - 0.1%** |  |  |
| **Utilities - 0.1%** |  |  |
| Vistra Operations Co. LLC, 6.00%, 04/15/2034 <sup>(a)</sup> | 100000 | 105509 |
| **TOTAL CORPORATE BONDS** (Cost $11,540,842) |  | 11984372 |
| **COLLATERALIZED MORTGAGE OBLIGATIONS - 7.6%** |  |  |
| COLT Funding LLC, Series 2022-4, Class A2, 4.50%, <br>&nbsp;&nbsp;&nbsp;&nbsp; 03/25/2067 <sup>(a)(b)</sup> | 402296 | 389793 |
| Ellington Financial Mortgage Trust, Series 2021-2, Class M1, 2.30%, 06/25/2066 <sup>(a)(b)</sup> | 885000 | 615184 |
| Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2023-HQA2, Class M1B, 7.71% (30 day avg SOFR US + 3.35%), 06/25/2043 <sup>(a)</sup> | 500000 | 519536 |
| GCAT, Series 2021-NQM4, Class A3, 1.56%, 08/25/2066 <sup>(a)(b)</sup> | 1047241 | 867802 |
| GS Mortgage-Backed Securities Trust |  |  |
| Series 2021-MM1, Class A2, 2.50%, 04/25/2052 <sup>(a)(b)</sup> | 1605085 | 1316565 |
| Series 2023-PJ4, Class A15, 6.00%, 01/25/2054 <sup>(a)(b)</sup> | 314918 | 316852 |
| JP Morgan Mortgage Trust, Series 2021-1, Class A3, 2.50%, 06/25/2051 <sup>(a)(b)</sup> | 433305 | 355688 |
| MFRA Trust, Series 2021-NQM2, Class A3, 1.47%, 11/25/2064 <sup>(a)(b)</sup> | 351673 | 311662 |
| Onslow Bay Mortgage Loan Trust |  |  |
| Series 2021-J2, Class A1, 2.50%, 07/25/2051 <sup>(a)(b)</sup> | 1127283 | 941304 |
| Series 2021-NQM2, Class A3, 1.56%, 05/25/2061 <sup>(a)(b)</sup> | 622137 | 529341 |
| RCKT Mortgage Trust, Series 2022-4, Class A2, 3.50%, 06/25/2052 <sup>(a)(b)</sup> | 781895 | 696182 |
| SGR Residential Mortgage Trust |  |  |
| Series 2020-2, Class A1, 1.38%, 05/25/2065 <sup>(a)(b)</sup> | 331980 | 307628 |
| Series 2021-1, Class M1, 2.50%, 07/25/2061 <sup>(a)(b)</sup> | 744000 | 504290 |
| Starwood Mortgage Residential Trust, Series 2022-2, Class A1, 3.16%, 02/25/2067 <sup>(a)(b)</sup> | 1052952 | 1019023 |
| Western Alliance Bancorp, Series 2021-CL2, Class M3, 8.46% (30 day avg SOFR US + 4.10%), 07/25/2059 <sup>(a)</sup> | 425813 | 450542 |
| **TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS** (Cost $8,954,648) |  | 9141392 |
| **COLLATERALIZED LOAN OBLIGATIONS - 7.4%** |  |  |
| Anchorage Credit Funding Ltd., Series 2019-8A, Class BR, 3.01%, 07/25/2037 <sup>(a)</sup> | 400000 | 376774 |
| ARES CLO, Series 2020-57A, Class BR, 6.23% (3 mo. Term SOFR + 1.91%), 01/25/2035 <sup>(a)</sup> | 1300000 | 1303416 |

---

------

---

| |
|:---|
| **STRIVE TOTAL RETURN BOND ETF** |
| **SCHEDULE OF INVESTMENTS (CONTINUED)** |
| **September 30, 2025 (Unaudited)** |

---

---

| | | |
|:---|:---|:---|
| **COLLATERALIZED LOAN OBLIGATIONS - 7.4%** | **Par** | **Value**  |
| Ballyrock CLO Ltd., Series 2019-1A, Class A2R, 6.13% (3 mo. Term SOFR + 1.81%), 07/15/2032 <sup>(a)</sup> | $1200000 | $1201667 |
| Dryden Senior Loan Fund, Series 2018-64A, Class D, 7.24% (3 mo. Term SOFR + 2.91%), 04/18/2031 <sup>(a)</sup> | 500000 | 501812 |
| Golub Capital Partners CLO Ltd., Series 2023-69A, Class C, 8.23% (3 mo. Term SOFR + 4.00%), 11/09/2036 <sup>(a)</sup> | 1000000 | 1000479 |
| Jamestown CLO Ltd., Series 2018-11A, Class A2, 6.28% (3 mo. Term SOFR + 1.96%), 07/14/2031 <sup>(a)</sup> | 1030000 | 1032810 |
| Ocean Trails CLO, Series 2023-14A, Class D1R, 7.43% (3 mo. Term SOFR + 3.10%), 01/20/2038 <sup>(a)</sup> | 580000 | 583423 |
| Octagon Investment Partners Ltd., Series 2018-1A, Class C, 6.28% (3 mo. Term SOFR + 1.96%), 04/15/2031 <sup>(a)</sup> | 500000 | 501422 |
| Sound Point CLO Ltd., Series 2023-1A, Class D1R, 7.81% (3 mo. Term SOFR + 3.50%), 07/26/2038 <sup>(a)</sup> | 1200000 | 1208024 |
| Verdelite Static CLO Ltd., Series 2024-1A, Class D, 7.18% (3 mo. Term SOFR + 2.85%), 07/20/2032 <sup>(a)</sup> | 500000 | 500775 |
| Voya CLO Ltd., Series 2016-1A, Class BR, 6.39% (3 mo. Term SOFR + 2.06%), 01/20/2031 <sup>(a)</sup> | 750000 | 752051 |
| **TOTAL COLLATERALIZED LOAN OBLIGATIONS** (Cost $8,926,649) | **TOTAL COLLATERALIZED LOAN OBLIGATIONS** (Cost $8,926,649) | 8962653 |
| **CONVERTIBLE BONDS - 3.5%** |  |  |
| **<u>Information Technology</u> - 3.5%** |  |  |
| **Application Software - 3.5%** |  |  |
| Strategy, Inc. |  |  |
| 0.63%, 09/15/2028  | 525000 | 993563 |
| 0.00%, 12/01/2029 <sup>(a)(d)</sup> | 1250000 | 1123451 |
| 0.00%, 03/01/2030 <sup>(a)(d)</sup> | 2000000 | 2110000 |
| **Total Information Technology** |  | 4227014 |
| **TOTAL CONVERTIBLE BONDS** (Cost $4,559,119) |  | 4227014 |
| **SHORT-TERM INVESTMENTS** |  |  |
| **MONEY MARKET FUNDS - 2.6%** | **Shares** |  |
| First American Government Obligations Fund - Class X, 4.05%<sup>(e)</sup> | 3172608 | 3172608 |
| **TOTAL MONEY MARKET FUNDS** (Cost $3,172,608) |  | 3172608 |
| **TOTAL INVESTMENTS - 99.0% (**Cost $118,338,744**)** |  | $119770636 |
| Other Assets in Excess of Liabilities - 1.0% <sup>(f)</sup> |  | 1255972 |
| **TOTAL NET ASSETS - 100.0%** |  | $121026608 |

---

Par amount is in USD unless otherwise indicated.

Percentages are stated as a percent of net assets.

---

| |
|:---|
| CMT - Constant Maturity Treasury |
| LLC - Limited Liability Company |
| LP - Limited Partnership |

---

------

---

| |
|:---|
| **STRIVE TOTAL RETURN BOND ETF** |
| **SCHEDULE OF INVESTMENTS (CONTINUED)** |
| **September 30, 2025 (Unaudited)** |

---

---

| |
|:---|
| PLC - Public Limited Company |
| REIT - Real Estate Investment Trust |
| SOFR - Secured Overnight Financing Rate |

---

(a) Security is exempt from registration pursuant to Rule 144A under the Securities Act of 1933, as amended. These securities may only be resold in transactions exempt from registration to qualified institutional investors. As of September 30, 2025, the value of these securities total $39,343,913 or 32.5% of the Fund's net assets.

(b) Coupon rate is variable based on the weighted average coupon of the underlying collateral. To the extent the weighted average coupon of the underlying assets which comprise the collateral increases or decreases, the coupon rate of this security will increase or decrease correspondingly. The rate disclosed is as of September 30, 2025.

(c) Represents less than 0.05% of net assets.

(d) Zero coupon bonds make no periodic interest payments.

(e) The rate shown represents the 7-day annualized yield as of September 30, 2025.

(f) Includes cash of $641,129 that is pledged as collateral for futures contracts.

The Global Industry Classification Standard ("GICS®") was developed by and/or is the exclusive property of MSCI, Inc. ("MSCI") and Standard & Poor's Financial Services LLC ("S&P"). GICS® is a service mark of MSCI and S&P and has been licensed for use by U.S. Bank Global Fund Services.

---

| |
|:---|
| **SCHEDULE OF OPEN FUTURES CONTRACTS** |
| **September 30, 2025 (Unaudited)** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Contracts Purchased** | **Expiration Date** | **Notional** | **Value / Unrealized Appreciation (Depreciation)** |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury 10 Year Notes | 185 | 12/19/2025 | $20812500 | $171345 |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury 5 Year Note | 121 | 12/31/2025 | 13212633 | (14064) |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Long Bonds | 19 | 12/19/2025 | 2215281 | 49066 |
| **Total Unrealized Appreciation (Depreciation)** | **Total Unrealized Appreciation (Depreciation)** | **Total Unrealized Appreciation (Depreciation)** | **Total Unrealized Appreciation (Depreciation)** | $206347 |

---

------

**STRIVE TOTAL RETURN BOND ETF**

**Summary of Fair Value Disclosure as of September 30, 2025 (Unaudited)**

Strive Total Return Bond ETF (the "Fund") has adopted fair value accounting standards which establish a definition of fair value and set out a hierarchy for measuring fair value. These standards require additional disclosures about the various inputs and valuation techniques used to develop the measurements of fair value, a discussion of changes in valuation techniques and related inputs during the period, and expanded disclosure of valuation levels for major security types. These inputs are summarized in the three broad levels listed below. The inputs or valuation methodology used for valuing securities are not an indication of the risk associated with investing in those securities.

Level 1 - Unadjusted quoted prices in active markets for identical assets or liabilities that the Fund has the ability to access.

Level 2 - Observable inputs other than quoted prices included in Level 1 that are observable for the asset or liability, either directly or indirectly. These inputs may include quoted prices for the identical instrument on an inactive market, prices for similar instruments, interest rates, prepayment speeds, credit risk, yield curves, default rates and similar data.

Level 3 - Unobservable inputs for the asset or liability, to the extent relevant observable inputs are not available, representing the Fund's own assumptions about the assumptions a market participant would use in valuing the asset or liability, and based on the best information available.

The following is a summary of the fair valuation hierarchy of the Fund's securities as of September 30, 2025:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Mortgage-Backed Securities | $— | $50010998 | $— | $50010998 |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Securities |  | 16199777 |  | 16199777 |
| &nbsp;&nbsp;&nbsp;&nbsp;Asset-Backed Securities |  | 16071822 |  | 16071822 |
| &nbsp;&nbsp;&nbsp;&nbsp;Corporate Bonds |  | 11984372 |  | 11984372 |
| &nbsp;&nbsp;&nbsp;&nbsp;Collateralized Mortgage Obligations |  | 9141392 |  | 9141392 |
| &nbsp;&nbsp;&nbsp;&nbsp;Collateralized Loan Obligations |  | 8962653 |  | 8962653 |
| &nbsp;&nbsp;&nbsp;&nbsp;Convertible Bonds |  | 4227014 |  | 4227014 |
| &nbsp;&nbsp;&nbsp;&nbsp;Money Market Funds | 3172608 |  |  | 3172608 |
| **Total Investments** | $3172608 | $116598028 | $— | $119770636 |
| **Other Financial Instruments** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Futures Contracts\* | $220411 | $— | $— | $220411 |
| **Total Other Financial Instruments** | $220411 | $— | $— | $220411 |
| **Liabilities** |  |  |  |  |
| **Other Financial Instruments** |  |  |  |  |
| &nbsp;&nbsp;Futures Contracts\* | $(14064) | $— | $— | $(14064) |
| **Total Other Financial Instruments** | $(14064) | $— | $— | $(14064) |
| \* The fair value of the Fund's investment represents the unrealized appreciation (depreciation) as of September 30, 2025. | \* The fair value of the Fund's investment represents the unrealized appreciation (depreciation) as of September 30, 2025. | \* The fair value of the Fund's investment represents the unrealized appreciation (depreciation) as of September 30, 2025. | \* The fair value of the Fund's investment represents the unrealized appreciation (depreciation) as of September 30, 2025. | \* The fair value of the Fund's investment represents the unrealized appreciation (depreciation) as of September 30, 2025. |
| Refer to the Schedule of Investments for further disaggregation of investment categories. | Refer to the Schedule of Investments for further disaggregation of investment categories. | Refer to the Schedule of Investments for further disaggregation of investment categories. | Refer to the Schedule of Investments for further disaggregation of investment categories. | Refer to the Schedule of Investments for further disaggregation of investment categories. |

---

During the fiscal period ended September 30, 2025, the Strive Total Return Bond ETF did not invest in any Level 3 investments and recognized no transfers to/from Level 3. Transfers between levels are recognized at the end of the reporting period.

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** EA Series Trust

- **b. Investment Company Act file number:** 811-22961

- **c. CIK number of Registrant:** 0001592900

- **d. LEI of Registrant:** 549300OFTR67XBWX5T25

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

  - **Street Address 1:** 3803 West Chester Pike

  - **City:** Newton Square

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19073

  - **Telephone number:** 215-882-9983

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

- **a. Name of Series:** Strive Total Return Bond ETF

- **b. EDGAR series identifier (if any):** S000080332

- **c. LEI of Series:** 5493000HCDUWNY21XQ62

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

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

- **b. Date as of which information is reported:** 2025-09-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $121570722.04

**Total Liabilities:** $544070.00

**Net Assets:** $121026652.04

**Cash Not Reported:** $184022.32

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 67.060199825001 | **1-Year:** 4465.476368194453 | **5-Year:** 35165.899662673070 | **10-Year:** 33605.649699797530 | **30-Year:** 3514.301996619060

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

- **3-Month:** 0.309640450100 | **1-Year:** 42.154364508861 | **5-Year:** 7.826355405538 | **10-Year:** 0.000000000000 | **30-Year:** 0.000000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000242670 | -0.33%               | 1.14%                | 0.68%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $76869.43                | $-785330.67                                |
| Month 2  | $47227.41                | $639485.11                                 |
| Month 3  | $48423.85                | $303318.27                                 |

**Designated Index Information**

- **Index Name:** Fund's Securities Portfolio

- **Index Identifier:** FT5FRPBMSD

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Fannie Mae                     | Fannie Mae Pool                                            | CUSIP: 31418EPD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    831661 | PA      | $838737.45    | 0.69%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                            | CUSIP: 31418ER69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1277148 | PA      | $1239025.51   | 1.02%             | 2053-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                            | CUSIP: 31418ES50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    879269 | PA      | $889498.00    | 0.73%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                            | CUSIP: 31418EVB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    300180 | PA      | $311188.48    | 0.26%             | 2053-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                       | AT&T Inc                                                   | CUSIP: 00206RFW7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97569.01     | 0.08%             | 2037-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust  | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $138218.03    | 0.11%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                     | Affirm Asset Securitization Trust 2024-A                   | CUSIP: 00834BAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $201212.64    | 0.17%             | 2029-02-15      | Fixed         | 6.89%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC       | Agilent Technologies Inc                                   | CUSIP: 00846UAR2<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99730.01     | 0.08%             | 2034-09-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE / IRELAND DAC        | Aircastle Ltd / Aircastle Ireland DAC                      | CUSIP: 00929JAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    150000 | PA      | $153089.61    | 0.13%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HESS CORP                      | Hess Corp                                                  | CUSIP: 023551AM6<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    100000 | PA      | $116122.07    | 0.10%             | 2033-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO            | American Express Co                                        | CUSIP: 025816DW6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    225000 | PA      | $232329.38    | 0.19%             | 2035-07-26      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| American Heritage Auto Receiva | American Heritage Auto Receivables Trust 2024-1            | CUSIP: 026944AG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $257096.93    | 0.21%             | 2033-01-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP            | American Tower Corp                                        | CUSIP: 03027XCD0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157115.91    | 0.13%             | 2033-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                      | Amgen Inc                                                  | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103614.91    | 0.09%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                  | Amphenol Corp                                              | CUSIP: 032095AQ4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104375.36    | 0.09%             | 2034-04-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Anchorage Credit Funding Ltd.  | Anchorage Credit Funding 8 Ltd                             | CUSIP: 03331XAJ0<br>LEI: 549300XI0H54XLMCG667 | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $376774.40    | 0.31%             | 2037-07-25      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| Arivo Acceptance Auto Loan Rec | Arivo Acceptance Auto Loan Receivables Trust 2025-1        | CUSIP: 039962AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $501790.15    | 0.41%             | 2032-01-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                   | Ares LVII CLO Ltd                                          | CUSIP: 04017NAS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1300000 | PA      | $1303416.40   | 1.08%             | 2035-01-25      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC          | Arrow Electronics Inc                                      | CUSIP: 04273WAE1<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104863.78    | 0.09%             | 2034-04-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC            | Ashtead Capital Inc                                        | CUSIP: 045054AR4<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    200000 | PA      | $211530.63    | 0.17%             | 2033-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding | Avis Budget Rental Car Funding AESOP LLC                   | CUSIP: 05377RKS2<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1036164.90   | 0.86%             | 2031-08-20      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD       | Avolon Holdings Funding Ltd                                | CUSIP: 05401AAV3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    100000 | PA      | $103942.15    | 0.09%             | 2029-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                  | Ballyrock CLO 2019-1 Ltd                                   | CUSIP: 05875JAL3<br>LEI: 254900EJNL3EAF77OS82 | Long             | ABS-CBDO         | CORP              | KY        |   1200000 | PA      | $1201666.80   | 0.99%             | 2032-07-15      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                       | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    275000 | PA      | $238812.93    | 0.20%             | 2036-09-21      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| BARRICK INTL BARBADOS          | Barrick International Barbados Corp                        | CUSIP: 06849AAB5<br>LEI: 549300Q10KSESPW7OK85 | Long             | DBT              | CORP              | BB        |    100000 | PA      | $109862.56    | 0.09%             | 2036-10-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC       | Baxter International Inc                                   | CUSIP: 071813CS6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87696.22     | 0.07%             | 2032-02-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| BIO-RAD LABS                   | Bio-Rad Laboratories Inc                                   | CUSIP: 090572AQ1<br>LEI: 549300ZC1GPV35XYDK53 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70134.12     | 0.06%             | 2032-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BORGWARNER INC                 | BorgWarner Inc                                             | CUSIP: 099724AQ9<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103222.87    | 0.09%             | 2034-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Brant Point CLO Ltd            | Brant Point CLO 2023-1 Ltd                                 | CUSIP: 104922AJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1200000 | PA      | $1208024.40   | 1.00%             | 2038-07-26      | Floating      | 7.81%                 | No            |                  2 | On Loan: No      |
| BROWN-FORMAN CORP              | Brown-Forman Corp                                          | CUSIP: 115637AT7<br>LEI: 549300873K3LXF7ARU34 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90280.23     | 0.07%             | 2038-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP         | Bunge Ltd Finance Corp                                     | CUSIP: 120568BC3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    150000 | PA      | $137582.37    | 0.11%             | 2031-05-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE       | Burlington Northern Santa Fe LLC                           | CUSIP: 12189LBB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $84033.95     | 0.07%             | 2047-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE            | CDW LLC / CDW Finance Corp                                 | CUSIP: 12513GBL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $102595.11    | 0.08%             | 2034-08-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC        | CRH America Finance Inc                                    | CUSIP: 12636YAE2<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155924.73    | 0.13%             | 2034-05-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CSX CORP                       | CSX Corp                                                   | CUSIP: 126408GK3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $110507.18    | 0.09%             | 2037-05-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| THE CAMPBELLS COMPANY          | Campbell's Company/The                                     | CUSIP: 134429BP3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102496.94    | 0.08%             | 2034-03-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO       | Capital One Financial Corp                                 | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    225000 | PA      | $233487.47    | 0.19%             | 2036-01-30      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP            | Carrier Global Corp                                        | CUSIP: 14448CAR5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     75000 | PA      | $60584.88     | 0.05%             | 2040-04-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust | Carvana Auto Receivables Trust 2023-P4                     | CUSIP: 14687NAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1073437.20   | 0.89%             | 2030-10-10      | Fixed         | 7.37%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust | Carvana Auto Receivables Trust 2023-P5                     | CUSIP: 14687RAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1068346.00   | 0.88%             | 2030-12-10      | Fixed         | 7.18%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS       | Cheniere Energy Partners LP                                | CUSIP: 16411QAS0<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104008.91    | 0.09%             | 2034-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD       | Cheniere Corpus Christi Holdings LLC                       | CUSIP: 16412XAL9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83921.45     | 0.07%             | 2039-12-31      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC               | COLT 2022-4 Mortgage Loan Trust                            | CUSIP: 19685GAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    402296 | PA      | $389793.35    | 0.32%             | 2067-03-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                   | Comcast Corp                                               | CUSIP: 20030NAK7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $111949.89    | 0.09%             | 2035-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC             | Conagra Brands Inc                                         | CUSIP: 205887CD2<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72039.69     | 0.06%             | 2038-11-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC       | Constellation Brands Inc                                   | CUSIP: 21036PBP2<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100992.40    | 0.08%             | 2033-05-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES          | Continental Resources Inc/OK                               | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103169.13    | 0.09%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                         | CUSIP: 226373AT5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104454.46    | 0.09%             | 2031-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC               | Crown Castle Inc                                           | CUSIP: 22822VBC4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101245.87    | 0.08%             | 2033-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP        | Dell International LLC / EMC Corp                          | CUSIP: 24703DBQ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $98473.02     | 0.08%             | 2035-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund        | Dryden 64 CLO Ltd                                          | CUSIP: 26251LAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501811.50    | 0.41%             | 2031-04-18      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| ENACT HOLDINGS INC             | Enact Holdings Inc                                         | CUSIP: 29249EAA7<br>LEI: 9845003CA5664B741N19 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104622.89    | 0.09%             | 2029-05-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                            | CUSIP: 3138MTKQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    963104 | PA      | $971299.12    | 0.80%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                            | CUSIP: 3140AGLE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    620755 | PA      | $632099.33    | 0.52%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                            | CUSIP: 3140AXYF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    443916 | PA      | $455497.36    | 0.38%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                            | CUSIP: 3140QP2M8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2209753 | PA      | $2087339.24   | 1.72%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                            | CUSIP: 3140W0SE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    988011 | PA      | $982524.71    | 0.81%             | 2055-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                            | CUSIP: 3140W1P49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3329632 | PA      | $3317385.23   | 2.74%             | 2054-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                            | CUSIP: 3140W2UM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3436207 | PA      | $3349745.61   | 2.77%             | 2053-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                            | CUSIP: 3140XKHC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3175208 | PA      | $2796148.60   | 2.31%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T | Ellington Financial Mortgage Trust 2021-2                  | CUSIP: 31572LAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    885000 | PA      | $615183.86    | 0.51%             | 2066-06-25      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                         | CUSIP: 36179X2J4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1288820 | PA      | $1250097.29   | 1.03%             | 2053-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                         | CUSIP: 36179X2M7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    619593 | PA      | $630311.22    | 0.52%             | 2053-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                         | CUSIP: 36179X5J1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    983215 | PA      | $1002680.55   | 0.83%             | 2053-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                         | CUSIP: 36179XNJ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     91578 | PA      | $94038.55     | 0.08%             | 2052-12-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                         | CUSIP: 36179XQX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    696030 | PA      | $701245.89    | 0.58%             | 2053-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                         | CUSIP: 36179XVU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    916506 | PA      | $932359.35    | 0.77%             | 2053-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                         | CUSIP: 36179XX50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    404963 | PA      | $404865.12    | 0.33%             | 2053-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                         | CUSIP: 36179XX68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    809197 | PA      | $816272.19    | 0.67%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                         | CUSIP: 36179YAT1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    320143 | PA      | $325680.99    | 0.27%             | 2053-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                         | CUSIP: 36179YDJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1724744 | PA      | $1715704.74   | 1.42%             | 2053-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                         | CUSIP: 36179YFF6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    161594 | PA      | $145130.52    | 0.12%             | 2053-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                         | CUSIP: 36179YKS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    730161 | PA      | $735632.54    | 0.61%             | 2053-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities  | GS Mortgage-Backed Securities Trust 2021-MM1               | CUSIP: 36264JAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1605085 | PA      | $1316564.64   | 1.09%             | 2052-04-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities  | GS Mortgage-Backed Securities Trust 2023-PJ4               | CUSIP: 36270XAZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    314918 | PA      | $316851.78    | 0.26%             | 2054-01-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| GREENFIRE RESOURCES LTD        | Greenfire Resources Ltd                                    | CUSIP: 39525UAA5<br>LEI: 254900MTS0G2VGMJW059 | Long             | DBT              | CORP              | CA        |     40000 | PA      | $42547.64     | 0.04%             | 2028-10-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issu | GreenSky Home Improvement Issuer Trust 2024-2              | CUSIP: 39571XAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1022215.80   | 0.84%             | 2059-10-27      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| HCA INC                        | HCA Inc                                                    | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102614.77    | 0.08%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC    | Hertz Vehicle Financing III LLC                            | CUSIP: 42806MCG2<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $529177.40    | 0.44%             | 2030-03-25      | Fixed         | 7.51%                 | No            |                  2 | On Loan: No      |
| IBM INTERNAT CAPITAL           | IBM International Capital Pte Ltd                          | CUSIP: 449276AE4<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    100000 | PA      | $101379.09    | 0.08%             | 2034-02-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2021-1                            | CUSIP: 46592EAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    433305 | PA      | $355688.46    | 0.29%             | 2051-06-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                        | CUSIP: 46647PDY9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    300000 | PA      | $330696.88    | 0.27%             | 2034-10-23      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Jamestown CLO Ltd              | Jamestown CLO XI Ltd                                       | CUSIP: 47049QAC0<br>LEI: 549300ICXRO4NIJIWJ29 | Long             | ABS-CBDO         | CORP              | KY        |   1030000 | PA      | $1032809.84   | 0.85%             | 2031-07-14      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO       | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     93000 | PA      | $102869.96    | 0.08%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MPLX LP                        | MPLX LP                                                    | CUSIP: 55336VBV1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100067.21    | 0.08%             | 2033-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MSCI INC                       | MSCI Inc                                                   | CUSIP: 55354GAR1<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100865.82    | 0.08%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| STRATEGY INC                   | Strategy Inc                                               | CUSIP: 594972AQ4<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |    525000 | PA      | $993562.50    | 0.82%             | 2028-09-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| STRATEGY INC                   | Strategy Inc                                               | CUSIP: 594972AR2<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1123450.88   | 0.93%             | 2029-12-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| STRATEGY INC                   | Strategy Inc                                               | CUSIP: 594972AT8<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2110000.00   | 1.74%             | 2030-03-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management    | RCKT Mortgage Trust 2022-4                                 | CUSIP: 74938GAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    781895 | PA      | $696182.39    | 0.58%             | 2052-06-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| RTX CORP                       | RTX Corp                                                   | CUSIP: 75513ECW9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    100000 | PA      | $109537.84    | 0.09%             | 2034-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC         | Roper Technologies Inc                                     | CUSIP: 776743AL0<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87184.43     | 0.07%             | 2031-02-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC             | Royalty Pharma PLC                                         | CUSIP: 78081BAL7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $76759.13     | 0.06%             | 2040-09-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| SG Capital Partners            | SG Residential Mortgage Trust 2021-1                       | CUSIP: 784212AD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    744000 | PA      | $504289.90    | 0.42%             | 2061-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Saluda Grade Alternative Mortg | Saluda Grade Alternative Mortgage Trust 2023-FIG4          | CUSIP: 79581UAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    343369 | PA      | $351143.86    | 0.29%             | 2053-11-25      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| SG Capital Partners            | SG Residential Mortgage Trust 2020-2                       | CUSIP: 81882JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    331980 | PA      | $307627.96    | 0.25%             | 2065-05-25      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                  | J M Smucker Co/The                                         | CUSIP: 832696AX6<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    150000 | PA      | $162994.09    | 0.13%             | 2033-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRU | SoFi Consumer Loan Program 2025-1 Trust                    | CUSIP: 83406YAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1018163.60   | 0.84%             | 2034-02-27      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential  | Starwood Mortgage Residential Trust 2022-2                 | CUSIP: 85573UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1052952 | PA      | $1019022.49   | 0.84%             | 2067-02-25      | Variable      | 3.16%                 | No            |                  2 | On Loan: No      |
| (Sunnova) Aurora I Issuer, LLC | Sunnova Helios XII Issuer LLC                              | CUSIP: 86745YAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     85582 | PA      | $78536.71     | 0.06%             | 2050-08-22      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC               | T-Mobile USA Inc                                           | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153267.16    | 0.13%             | 2033-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP           | Targa Resources Corp                                       | CUSIP: 87612GAF8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    100000 | PA      | $109026.65    | 0.09%             | 2034-03-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Theorem Funding Trust          | Theorem Funding Trust 2022-2                               | CUSIP: 88339FAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    180876 | PA      | $181728.63    | 0.15%             | 2028-12-15      | Fixed         | 9.27%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2024-4                           | CUSIP: 89183GAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1361449.50   | 1.12%             | 2064-10-27      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                | Tyson Foods Inc                                            | CUSIP: 902494AZ6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99917.53     | 0.08%             | 2034-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                   | UBS Group AG                                               | CUSIP: 902613BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    225000 | PA      | $237131.04    | 0.20%             | 2035-02-08      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE          | United Parcel Service Inc                                  | CUSIP: 911312CE4<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49635.42     | 0.04%             | 2054-05-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                           | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $848847.66    | 0.70%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                           | CUSIP: 91282CBZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $942246.09    | 0.78%             | 2028-04-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                           | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2250000 | PA      | $1946337.89   | 1.61%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                           | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1200000 | PA      | $1214109.37   | 1.00%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                           | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $970976.56    | 0.80%             | 2033-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                           | CUSIP: 91282CGZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $990625.00    | 0.82%             | 2030-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                           | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $991972.66    | 0.82%             | 2033-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                           | CUSIP: 91282CHW4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $1016933.59   | 0.84%             | 2030-08-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                           | CUSIP: 91282CHX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $1020507.81   | 0.84%             | 2028-08-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                           | CUSIP: 91282CJK8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1350000 | PA      | $1363341.79   | 1.13%             | 2026-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                           | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $1023339.84   | 0.85%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Verdelite Static CLO Ltd       | Verdelite Static CLO 2024-1 Ltd                            | CUSIP: 92338VAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    500000 | PA      | $500774.50    | 0.41%             | 2032-07-20      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS         | Verizon Communications Inc                                 | CUSIP: 92343VCV4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187664.62    | 0.16%             | 2036-01-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Veros Auto Receivables Trust   | Veros Auto Receivables Trust 2024-1                        | CUSIP: 92512WAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $513795.20    | 0.42%             | 2028-12-15      | Fixed         | 7.57%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC       | Vistra Operations Co LLC                                   | CUSIP: 92840VAS1<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105509.20    | 0.09%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                     | VMware LLC                                                 | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88234.36     | 0.07%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                   | Voya CLO 2016-1 Ltd                                        | CUSIP: 92915CAU8<br>LEI: 549300BRUAMTEA33B077 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $752051.25    | 0.62%             | 2031-01-20      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC           | Waste Management Inc                                       | CUSIP: 94106LBW8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102341.44    | 0.08%             | 2034-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                           | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    250000 | PA      | $262688.47    | 0.22%             | 2034-07-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| Western Alliance Bank          | Western Alliance Bank                                      | CUSIP: 95763PNE7<br>LEI: SI7YQSVPFZBSQ878IC17 | Long             | ABS-MBS          | CORP              | US        |    425813 | PA      | $450542.28    | 0.37%             | 2059-07-25      | Floating      | 8.46%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT       | Western Midstream Operating LP                             | CUSIP: 958667AE7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105691.15    | 0.09%             | 2033-04-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS         | Zimmer Biomet Holdings Inc                                 | CUSIP: 98956PAV4<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    150000 | PA      | $134848.52    | 0.11%             | 2031-11-24      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| N/A                            | US 5YR NOTE (CBT) Dec25                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       121 | NC      | $-14064.07    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | US 10YR NOTE (CBT)Dec25                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       185 | NC      | $171344.69    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                           | CUSIP: 912810PX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $1021914.06   | 0.84%             | 2038-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                           | CUSIP: 912810QA9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1200000 | PA      | $1098468.74   | 0.91%             | 2039-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                           | CUSIP: 912810QK7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1200000 | PA      | $1119140.63   | 0.92%             | 2040-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                           | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $631015.62    | 0.52%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC           | Keurig Dr Pepper Inc                                       | CUSIP: 49271VAV2<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151753.69    | 0.13%             | 2034-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC              | Kinder Morgan Inc                                          | CUSIP: 49456BBA8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100808.91    | 0.08%             | 2054-08-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO           | Kraft Heinz Foods Co                                       | CUSIP: 50076QAR7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     75000 | PA      | $83726.15     | 0.07%             | 2039-01-26      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| KROGER CO                      | Kroger Co/The                                              | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75676.71     | 0.06%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC               | LPL Holdings Inc                                           | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195778.47    | 0.16%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                 | Lowe's Cos Inc                                             | CUSIP: 548661EQ6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103325.07    | 0.09%             | 2033-07-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION           | M&T Bank Corp                                              | CUSIP: 55261FAZ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    225000 | PA      | $226783.21    | 0.19%             | 2035-07-30      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                     | MFA 2021-NQM2 Trust                                        | CUSIP: 55283WAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    351673 | PA      | $311662.00    | 0.26%             | 2064-11-25      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD       | Macquarie Airfinance Holdings Ltd                          | CUSIP: 55609NAD0<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $107274.75    | 0.09%             | 2031-03-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust | Mariner Finance issuance Trust 2024-B                      | CUSIP: 56847GAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    538000 | PA      | $553321.33    | 0.46%             | 2038-11-20      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust         | Marlette Funding Trust 2025-1                              | CUSIP: 570920AD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $505136.90    | 0.42%             | 2035-07-16      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust         | Marlette Funding Trust 2024-1                              | CUSIP: 57108VAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $515169.65    | 0.43%             | 2034-07-17      | Fixed         | 6.93%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust         | Marlette Funding Trust 2023-2                              | CUSIP: 57109LAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $306761.73    | 0.25%             | 2033-06-15      | Fixed         | 7.92%                 | No            |                  2 | On Loan: No      |
| MARS INC                       | Mars Inc                                                   | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153398.33    | 0.13%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MASTEC INC                     | MasTec Inc                                                 | CUSIP: 576323AP4<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99811.74     | 0.08%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP            | Meritage Homes Corp                                        | CUSIP: 59001ABG6<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101618.74    | 0.08%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE          | Molson Coors Beverage Co                                   | CUSIP: 60871RAH3<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |     75000 | PA      | $61146.68     | 0.05%             | 2046-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                             | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    250000 | PA      | $262197.49    | 0.22%             | 2038-01-19      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                      | Mosaic Co/The                                              | CUSIP: 61945CAE3<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98862.42     | 0.08%             | 2043-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NMI HOLDINGS                   | NMI Holdings Inc                                           | CUSIP: 629209AC1<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103479.00    | 0.09%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP          | Northrop Grumman Corp                                      | CUSIP: 666807CM2<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95294.70     | 0.08%             | 2054-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                     | Nucor Corp                                                 | CUSIP: 670346BA2<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101727.99    | 0.08%             | 2035-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                    | Nutrien Ltd                                                | CUSIP: 67077MAW8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $70711.81     | 0.06%             | 2030-05-13      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2021-NQM2 Trust                                        | CUSIP: 670857AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    622137 | PA      | $529340.51    | 0.44%             | 2061-05-25      | Variable      | 1.56%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2021-J2 Trust                                          | CUSIP: 670861AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1127283 | PA      | $941303.73    | 0.78%             | 2051-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC        | O'Reilly Automotive Inc                                    | CUSIP: 67103HAL1<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100886.67    | 0.08%             | 2032-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Ocean Trails CLO               | Ocean Trails CLO XIV Ltd                                   | CUSIP: 67515JAU9<br>LEI: 254900TWRKR5CRS1OX19 | Long             | ABS-CBDO         | CORP              | JE        |    580000 | PA      | $583422.58    | 0.48%             | 2038-01-20      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust       | Octane Receivables Trust 2024-RVM1                         | CUSIP: 67579FAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $518181.25    | 0.43%             | 2046-01-22      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Octagon Investments Partners 3 | Octagon Investment Partners 36 Ltd                         | CUSIP: 67591UAJ6<br>LEI: 549300S890TBOLY1D042 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501422.50    | 0.41%             | 2031-04-15      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                      | ONEOK Inc                                                  | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106075.96    | 0.09%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                    | Oracle Corp                                                | CUSIP: 68389XBE4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91175.23     | 0.08%             | 2035-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES         | PNC Financial Services Group Inc/The                       | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    250000 | PA      | $263721.28    | 0.22%             | 2035-01-22      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Grantor Trust 2025-1                        | CUSIP: 69544NAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    999915 | PA      | $1010475.22   | 0.83%             | 2032-07-15      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC         | Philip Morris International Inc                            | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103299.07    | 0.09%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PHINIA INC                     | Phinia Inc                                                 | CUSIP: 71880KAA9<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103144.06    | 0.09%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE       | Plains All American Pipeline LP / PAA Finance Corp         | CUSIP: 72650RBP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $103141.84    | 0.09%             | 2034-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC       | Prudential Financial Inc                                   | CUSIP: 74432QCK9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102865.16    | 0.08%             | 2035-03-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PULTEGROUP INC                 | PulteGroup Inc                                             | CUSIP: 745867AP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $109161.14    | 0.09%             | 2033-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Purchasing Power Funding       | Purchasing Power Funding 2024-A LLC                        | CUSIP: 745935AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $201582.52    | 0.17%             | 2028-08-15      | Fixed         | 7.26%                 | No            |                  2 | On Loan: No      |
| RADIAN GROUP INC               | Radian Group Inc                                           | CUSIP: 750236AY7<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156749.04    | 0.13%             | 2029-05-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trus | Republic Finance Issuance Trust 2024-A                     | CUSIP: 76041RAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $256681.70    | 0.21%             | 2032-08-20      | Fixed         | 7.28%                 | No            |                  2 | On Loan: No      |
| N/A                            | US LONG BOND(CBT) Dec25                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        19 | NC      | $49066.31     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| First Help Financial LLC       | FHF Issuer Trust 2024-2                                    | CUSIP: 30336NAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $510973.95    | 0.42%             | 2031-09-15      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| First Help Financial LLC       | FHF Issuer Trust 2024-3                                    | CUSIP: 30339EAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $497244.30    | 0.41%             | 2031-12-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                           | CUSIP: 3132DPFA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    352021 | PA      | $355016.56    | 0.29%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                           | CUSIP: 3132DPX52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    860109 | PA      | $853182.91    | 0.70%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                           | CUSIP: 3132DWBB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1397492 | PA      | $1129449.07   | 0.93%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                           | CUSIP: 3132DWE58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1827872 | PA      | $1727755.61   | 1.43%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                           | CUSIP: 3132DWG72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    852807 | PA      | $827351.18    | 0.68%             | 2053-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                           | CUSIP: 3132DWHA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    879647 | PA      | $900395.63    | 0.74%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                           | CUSIP: 3132DWJ53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1844016 | PA      | $1884055.56   | 1.56%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                           | CUSIP: 3133BREB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    793903 | PA      | $792337.86    | 0.65%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                           | CUSIP: 3133BS5B4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1376413 | PA      | $1297154.07   | 1.07%             | 2052-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                           | CUSIP: 3133CQHA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1189721 | PA      | $1221873.05   | 1.01%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                           | CUSIP: 3133CXCV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    450884 | PA      | $455002.86    | 0.38%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                           | CUSIP: 3133CYR26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    488113 | PA      | $485097.00    | 0.40%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                           | CUSIP: 3133CYR83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    926681 | PA      | $920376.33    | 0.76%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                            | CUSIP: 3140XLPS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    662686 | PA      | $680802.85    | 0.56%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                            | CUSIP: 3140XMHM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1743436 | PA      | $1643041.59   | 1.36%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                            | CUSIP: 3140XQK71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1004531 | PA      | $953592.50    | 0.79%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                            | CUSIP: 3140XRJ97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    970552 | PA      | $980630.55    | 0.81%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                            | CUSIP: 31418EW30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    827237 | PA      | $836086.01    | 0.69%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                            | CUSIP: 31418EYM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2559056 | PA      | $2587228.54   | 2.14%             | 2053-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                           | CUSIP: 31425V2B8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    902904 | PA      | $905225.95    | 0.75%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP            | Fifth Third Bancorp                                        | CUSIP: 316773DL1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    225000 | PA      | $235949.81    | 0.19%             | 2032-01-29      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                    | FIGRE Trust 2024-HE1                                       | CUSIP: 31684HAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    688169 | PA      | $707153.21    | 0.58%             | 2054-03-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| First American Government Obli | First American Government Obligations Fund                 | CUSIP: 31846V336<br>LEI: 549300R5MYM6VZF1RM44 | Long             | STIV             | RF                | US        |   3616569 | NS      | $3616568.66   | 2.99%             |  |  |  | No            |                  1 | On Loan: No      |
| FISERV INC                     | Fiserv Inc                                                 | CUSIP: 337738BH0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105031.08    | 0.09%             | 2033-08-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC       | Ford Motor Credit Co LLC                                   | CUSIP: 345397E66<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100536.06    | 0.08%             | 2034-03-08      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Freedom Financial              | FREED ABS Trust 2021-3FP                                   | CUSIP: 30322MAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     17321 | PA      | $17299.64     | 0.01%             | 2028-11-20      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                           | CUSIP: 31427MCR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    978846 | PA      | $976183.35    | 0.81%             | 2055-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                           | CUSIP: 31427MZF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    950103 | PA      | $974651.42    | 0.81%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR            | Freddie Mac STACR REMIC Trust 2023-HQA2                    | CUSIP: 35564K2G3<br>LEI: 5493000KIGZAWUOW4E32 | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $519536.00    | 0.43%             | 2043-06-25      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| Freedom Financial              | FREED ABS Trust 2022-4FP                                   | CUSIP: 35634JAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    127364 | PA      | $128177.14    | 0.11%             | 2029-12-18      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC           | Freeport-McMoRan Inc                                       | CUSIP: 35671DBJ3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76911.73     | 0.06%             | 2034-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GATX CORP                      | GATX Corp                                                  | CUSIP: 361448BS1<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103264.41    | 0.09%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GCAT                           | GCAT 2021-NQM4 Trust                                       | CUSIP: 36168HAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1047241 | PA      | $867802.37    | 0.72%             | 2066-08-25      | Variable      | 1.56%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD               | GGAM Finance Ltd                                           | CUSIP: 36170JAD8<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    100000 | PA      | $103951.10    | 0.09%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC         | GE HealthCare Technologies Inc                             | CUSIP: 36267VAK9<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    125000 | PA      | $134556.18    | 0.11%             | 2032-11-22      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO         | General Motors Financial Co Inc                            | CUSIP: 37045XEP7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105167.46    | 0.09%             | 2034-01-07      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC            | Global Payments Inc                                        | CUSIP: 37940XAQ5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102362.77    | 0.08%             | 2032-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Tr | GLS Auto Select Receivables Trust 2024-2                   | CUSIP: 379924AJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1039868.30   | 0.86%             | 2031-08-15      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    225000 | PA      | $234973.50    | 0.19%             | 2036-01-28      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO Ltd | Golub Capital Partners CLO 69M                             | CUSIP: 38179UAF5<br>LEI: 2549004WBNSFGOX1MY52 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1000479.00   | 0.83%             | 2036-11-09      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Impr | GoodLeap Sustainable Home Solutions Trust 2022-1           | CUSIP: 38237JAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    122928 | PA      | $109536.34    | 0.09%             | 2049-01-20      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-18

**Name of Applicant:** EA Series Trust

**Signature:** /s/ Sean Hegarty

**Name of Signer:** Sean Hegarty

**Title:** Treasurer