# EDGAR Filing Document

**Accession Number:** 0001479026
**File Stem:** 0000940400-26-015202
**Filing Date:** 2026-4
**Character Count:** 180666
**Document Hash:** 4004297939e8239889b899aadf43be3f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-015202.hdr.sgml**: 20260428

**ACCESSION NUMBER**: 0000940400-26-015202

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260428

**DATE AS OF CHANGE**: 20260428

**PERIOD START**: 20260831

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23013
- **FILM NUMBER:** 26905721

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10282

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2026-08-31

- **b. Date as of which information is reported:** 2026-02-28

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1425315877.46

**Total Liabilities:** $37773873.99

**Net Assets:** $1387542003.47

**Delayed Delivery Securities:** $16874474.92

**Cash Not Reported:** $896887.35

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 6816.66000000 | **1-Year:** 79611.29000000 | **5-Year:** 29844.36000000 | **10-Year:** 24722.27000000 | **30-Year:** 13923.62000000

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

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

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000207250 | 0.39%                | 0.38%                | 0.34%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $58934.73                | $337482.08                                 |
| Month 2  | $319716.98               | $131105.82                                 |
| Month 3  | $149970.79               | $10007.11                                  |

### Schedule of Portfolio Investments

| Name                                                      | Title                                                                 | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Sculptor CLO Ltd                                          | Sculptor CLO XXVIII Ltd                                               | CUSIP: 81124LAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7000000 | PA      | $7000035.00   | 0.50%             | 2035-01-20      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                      | GLENLN 1.625 04/27/26 144A                                            | CUSIP: 378272BD9<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1344000 | PA      | $1338932.18   | 0.10%             | 2026-04-27      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                           | SANUK V2.469 01/11/28                                                 | CUSIP: 80281LAR6<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   3421000 | PA      | $3374773.53   | 0.24%             | 2028-01-11      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| EXTER AUTOMOBILE RECEIVABLES TRUST                        | EART 2025-3A A3                                                       | CUSIP: 30166XAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1450000 | PA      | $1460518.74   | 0.11%             | 2029-07-16      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance Plc                               | IMBLN 3.5 07/26/26 144A                                               | CUSIP: 45262BAB9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   1126000 | PA      | $1122922.21   | 0.08%             | 2026-07-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                      | GM 5.4 05/08/27                                                       | CUSIP: 37045XEQ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1058000 | PA      | $1074600.58   | 0.08%             | 2027-05-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Smbc Aviation Capital Finance                             | SMBCAC 1.9 10/15/26 144A                                              | CUSIP: 78448TAG7<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |   2521000 | PA      | $2487450.63   | 0.18%             | 2026-10-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Westlake Automboile Receivables Trust 2018-3              | WLAKE 2025-2A A2A                                                     | CUSIP: 96041KAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1769899 | PA      | $1774907.97   | 0.13%             | 2028-09-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                              | ORCL 2.65 07/15/26                                                    | CUSIP: 68389XBM6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1171000 | PA      | $1164049.63   | 0.08%             | 2026-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Jackson National Life Global Funding                      | JXN 4.9 01/13/27 144A                                                 | CUSIP: 46849LVC2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   2470000 | PA      | $2489369.10   | 0.18%             | 2027-01-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | FNR 2004-54 FN                                                        | CUSIP: 31394AGW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    139602 | PA      | $139810.73    | 0.01%             | 2034-07-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2023-V4 MORTGAGE TRUST                          | BMARK 2023-V4 A3                                                      | CUSIP: 081926AC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4450000 | PA      | $4711809.97   | 0.34%             | 2056-11-17      | Variable      | 6.84%                 | No            |                  2 | On Loan: No      |
| KB Kookmin Bank New York Branch                           | CITNAT F 02/08/27 YCD                                                 | CUSIP: 48241G2Q4<br>LEI: N/A                  | Long             | STIV             | CORP              | KR        |  10347000 | PA      | $10345551.42  | 0.75%             | 2027-02-08      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                          | FHR 4906 NF                                                           | CUSIP: 3137FNVK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    859569 | PA      | $840529.01    | 0.06%             | 2038-03-15      | Variable      | 4.31%                 | No            |                  2 | On Loan: No      |
| Air Lease Corporation                                     | AL 1.875 08/15/26                                                     | CUSIP: 00914AAM4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   1266000 | PA      | $1252917.19   | 0.09%             | 2026-08-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                                 | TD 4.98 04/05/27 GMTN                                                 | CUSIP: 89115A2W1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1368000 | PA      | $1384775.63   | 0.10%             | 2027-04-05      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| RHODE ISLAND ST STUDENT LN AUTH                           | RI RISSTD 07/01/2031                                                  | CUSIP: 762315MG1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    183877 | PA      | $183773.64    | 0.01%             | 2031-07-01      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | FNR 2015-87 BF                                                        | CUSIP: 3136AQWE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    236776 | PA      | $234782.38    | 0.02%             | 2045-12-25      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                | STZ 3.5 05/09/27                                                      | CUSIP: 21036PAS7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1890491.37   | 0.14%             | 2027-05-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings Inc.                    | C F 01/06/27 MTN                                                      | CUSIP: 17291W6X4<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | DBT              | CORP              | US        |   1731000 | PA      | $1732915.13   | 0.12%             | 2027-01-06      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                   | HYNMTR 3.5 11/02/26 144A                                              | CUSIP: 44891ABD8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1762000 | PA      | $1754005.79   | 0.13%             | 2026-11-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                      | General Motors Financial Company Inc 0% CP 27/07/2026                 | CUSIP: 37046UGT2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | STIV             | CORP              | US        |   1688000 | PA      | $1659945.44   | 0.12%             | 2026-07-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2024-C                       | FORDO 2024-C A3                                                       | CUSIP: 34532UAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2025000 | PA      | $2032474.48   | 0.15%             | 2029-07-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO 2018-2 LTD                        | BCC 2018-2A A1R                                                       | CUSIP: 05682VAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     61649 | PA      | $61658.70     | 0.00%             | 2031-07-21      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                   | NACN F 07/02/27                                                       | CUSIP: 63307A2Z7<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1001992.85   | 0.07%             | 2027-07-02      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Equitable America Global Funding                          | EQH 4.65 06/09/28 144A                                                | CUSIP: 29446Q2A0<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2022332.46   | 0.15%             | 2028-06-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Carval CLO II Ltd.                                        | CARVL 2019-1A AR2                                                     | CUSIP: 14686AAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2093758 | PA      | $2094294.38   | 0.15%             | 2032-04-20      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | FNR 2010-116 FE                                                       | CUSIP: 31398NQH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    104564 | PA      | $104350.71    | 0.01%             | 2040-10-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank U.A.                                | RABOBK V1.98 12/15/27 144A                                            | CUSIP: 74977RDL5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   3154000 | PA      | $3106202.36   | 0.22%             | 2027-12-15      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| Natwest Markets PLC                                       | NWG F 03/21/28 144A                                                   | CUSIP: 63906YAN8<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   4603000 | PA      | $4628867.29   | 0.33%             | 2028-03-21      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Amrize Finance US LLC                                     | AMRZ 4.7 04/07/28                                                     | CUSIP: 43475RAQ9<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |   2791000 | PA      | $2833743.24   | 0.20%             | 2028-04-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Pacific Bell Telephone Company                            | T 7.125 03/15/26                                                      | CUSIP: 694032AT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    599000 | PA      | $599331.99    | 0.04%             | 2026-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CP 0.0 2 0 06/23/2026                                     | CP 0.0 2 0 06/23/2026                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1907000 | PA      | $1884325.77   | 0.14%             | 2026-06-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software Inc.                        | TTWO 5 03/28/26                                                       | CUSIP: 874054AJ8<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |   1729000 | PA      | $1729029.98   | 0.12%             | 2026-03-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Equitable America Global Funding                          | EQH 4.3 12/15/28 144A                                                 | CUSIP: 29446Q2F9<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5023654.15   | 0.36%             | 2028-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Jackson National Life Global Funding                      | JXN 5.55 07/02/27 144A                                                | CUSIP: 46849LVA6<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   6540000 | PA      | $6653122.90   | 0.48%             | 2027-07-02      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Bank of America, N.A.                                     | BAC F 08/18/26                                                        | CUSIP: 06428CAB0<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DBT              | CORP              | US        |    576000 | PA      | $577696.65    | 0.04%             | 2026-08-18      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust                   | HALST 2024-C A3                                                       | CUSIP: 448984AD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4020596.00   | 0.29%             | 2028-04-17      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AB BSL CLO 1 LTD                                          | ABBSL 2025-6A A                                                       | CUSIP: 00039LAA6<br>LEI: 549300UT754V8VGM9T25 | Long             | ABS-CBDO         | CORP              | KY        |   7100000 | PA      | $7119546.30   | 0.51%             | 2037-07-20      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                            | DTE 4.95 07/01/27                                                     | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   2268000 | PA      | $2294736.00   | 0.17%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Amrize Finance US LLC                                     | AMRZ 4.6 04/07/27                                                     | CUSIP: 43475RAP1<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1007186.00   | 0.07%             | 2027-04-07      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| National Bank of Kuwait S.A.K.P.                          | NTBKKK 4.42 08/19/26 YCD                                              | CUSIP: 63376F2G4<br>LEI: 549300NB7FE83IH6BW96 | Long             | STIV             | CORP              | KW        |   5500000 | PA      | $5509515.00   | 0.40%             | 2026-08-19      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | FNR 2012-37 BF                                                        | CUSIP: 3136A45W5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     96446 | PA      | $96283.35     | 0.01%             | 2035-12-25      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| Daimler Trucks Finance North America LLC                  | DTRGR F 09/25/27 144A                                                 | CUSIP: 233853AX8<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1074205.31   | 0.08%             | 2027-09-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BRANCH                          | DB F 11/16/27                                                         | CUSIP: 251526CN7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |   4591000 | PA      | $4604601.02   | 0.33%             | 2027-11-16      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                         | ES 4.75 05/15/26                                                      | CUSIP: 30040WAV0<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1031391.61   | 0.07%             | 2026-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                      | GM 5.25 03/01/26                                                      | CUSIP: 37045XBG0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   3307000 | PA      | $3307000.00   | 0.24%             | 2026-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | FN MA3385                                                             | CUSIP: 31418CXP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    640975 | PA      | $642218.41    | 0.05%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | FNR 2004-54 FL                                                        | CUSIP: 31394AGS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     33599 | PA      | $33621.70     | 0.00%             | 2034-07-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| TARGA RES CORP                                            | TARGA RES CORP 0% CP 02/03/2026                                       | CUSIP: 87613LC23<br>LEI: 5493003QENHHS261UR94 | Long             | STIV             | CORP              | US        |   7407000 | PA      | $7404629.76   | 0.53%             | 2026-03-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                   | NACN V5.6 07/02/27                                                    | CUSIP: 63307A3A1<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    792000 | PA      | $795961.04    | 0.06%             | 2027-07-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| EIDP Inc                                                  | CTVA 4.5 05/15/26                                                     | CUSIP: 263534CQ0<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |   6760000 | PA      | $6763696.44   | 0.49%             | 2026-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | FNR 2006-79 DF                                                        | CUSIP: 31396KYA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    206915 | PA      | $206359.89    | 0.01%             | 2036-08-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| Natwest Markets PLC                                       | NWG 5.416 05/17/27 144A                                               | CUSIP: 63906YAH1<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    860000 | PA      | $876158.85    | 0.06%             | 2027-05-17      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                   | Dryden 97 CLO Ltd                                                     | CUSIP: 26248XAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4750000 | PA      | $4751197.00   | 0.34%             | 2038-10-20      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                              | UBS V1.494 08/10/27 144A                                              | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1663000 | PA      | $1644342.29   | 0.12%             | 2027-08-10      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                              | Oracle Corp. 0% CP 24/07/2026                                         | CUSIP: 6840C3GQ0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | STIV             | CORP              | US        |   4057000 | PA      | $3990505.77   | 0.29%             | 2026-07-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                              | T 2.25 08/15/27                                                       | CUSIP: 9128282R0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10253000 | PA      | $10080381.11  | 0.73%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                     | FNR 2006-88 AF                                                        | CUSIP: 31396KE99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    233459 | PA      | $233007.62    | 0.02%             | 2036-09-25      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                      | GLENLN F 10/01/26 144A                                                | CUSIP: 378272BX5<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |  10191000 | PA      | $10207391.51  | 0.74%             | 2026-10-01      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| The Mosaic Company                                        | MOS 4.05 11/15/27                                                     | CUSIP: 61945CAG8<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3203106.30   | 0.23%             | 2027-11-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2013-2                | EART 2024-5A A3                                                       | CUSIP: 30165BAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    262850 | PA      | $262880.96    | 0.02%             | 2028-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | FNR 2009-110 FG                                                       | CUSIP: 31398GMX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     99177 | PA      | $99889.91     | 0.01%             | 2040-01-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                          | NTT 4.567 07/16/27 144A                                               | CUSIP: 62954WAP0<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   8388000 | PA      | $8463802.27   | 0.61%             | 2027-07-16      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                        | STT F 10/22/27                                                        | CUSIP: 857477CQ4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1299000 | PA      | $1303668.89   | 0.09%             | 2027-10-22      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO 2025-1                               | SDART 2025-1 A3                                                       | CUSIP: 80288DAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1457368 | PA      | $1461142.12   | 0.11%             | 2029-01-15      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank New York Branch                    | Korea Development Bank New York Branch 4.06% CP 01/04/2026            | CUSIP: 50066BR94<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   5111000 | PA      | $5112226.64   | 0.37%             | 2026-04-01      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                        | CM F 06/28/27                                                         | CUSIP: 13607L8D8<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   2877000 | PA      | $2897628.09   | 0.21%             | 2027-06-28      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Gmf Floorplan Owner Revolving Trust                       | GFORT 2023-1 A1                                                       | CUSIP: 361886CR3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1506470.55   | 0.11%             | 2028-06-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Citibank, N.A.                                            | C F 11/19/27                                                          | CUSIP: 17325FBM9<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   2503000 | PA      | $2507311.47   | 0.18%             | 2027-11-19      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                 | CRBG F 09/25/26 144A                                                  | CUSIP: 00138CAW8<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   1860000 | PA      | $1869079.92   | 0.13%             | 2026-09-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                          | FHLMC F 10/14/27                                                      | CUSIP: 3134HBX55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   3036000 | PA      | $3042252.92   | 0.22%             | 2027-10-14      | Floating      | 3.80%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-2             | SDART 2025-2 A2                                                       | CUSIP: 80287NAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    666353 | PA      | $667109.23    | 0.05%             | 2028-06-15      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | FNR 2019-6 KF                                                         | CUSIP: 3136B3P79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   1287849 | PA      | $1271860.38   | 0.09%             | 2049-03-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                          | FHR 4903 F                                                            | CUSIP: 3137FN4L1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    123754 | PA      | $121995.78    | 0.01%             | 2048-09-15      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| CLOVER CLO 2021-1 LLC                                     | FTGPK 2025-2A AR                                                      | CUSIP: 18914KAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6000000 | PA      | $6000474.00   | 0.43%             | 2034-04-24      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust, L.P.                                | DLR 3.7 08/15/27                                                      | CUSIP: 25389JAR7<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |   3421000 | PA      | $3408375.83   | 0.25%             | 2027-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF KUWAIT SAK NEW YORK BRANCH               | National Bank of Kuwait (International) PLC 0% CP 01/05/2026          | CUSIP: 63423KE16<br>LEI: 213800OTQ2BHFRVL6A46 | Long             | STIV             | CORP              | US        |   5000000 | PA      | $4967300.00   | 0.36%             | 2026-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | FNR 2016-49 EF                                                        | CUSIP: 3136ATKM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    526743 | PA      | $524375.67    | 0.04%             | 2046-08-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                   | National Bank of Canada FRN CP 05/03/2027 USD                         | CUSIP: 63307NRZ2<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | STIV             | CORP              | CA        |  10000000 | PA      | $10001600.00  | 0.72%             | 2027-03-05      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | FNR 2011-87 FJ                                                        | CUSIP: 3136A0ZP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    101872 | PA      | $101534.62    | 0.01%             | 2041-09-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | FNR 2013-2 QF                                                         | CUSIP: 3136AB4P5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     40616 | PA      | $40424.53     | 0.00%             | 2043-02-25      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2017-HR2                   | MSC 2017-HR2 ASB                                                      | CUSIP: 61691NAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1285197 | PA      | $1277258.74   | 0.09%             | 2050-12-16      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                   | HYNMTR F 01/07/28 144A                                                | CUSIP: 44891ADN4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   3915000 | PA      | $3923776.76   | 0.28%             | 2028-01-07      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank New York Branch                   | STANLN F 10/30/26 YCD                                                 | CUSIP: 85325VSU5<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   9350000 | PA      | $9361283.95   | 0.67%             | 2026-10-30      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                         | HSBC V5.887 08/14/27                                                  | CUSIP: 404280DZ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   4372000 | PA      | $4408914.54   | 0.32%             | 2027-08-14      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| Discover Card Execution Note Trust                        | DCENT 2023-A1 A                                                       | CUSIP: 254683CY9<br>LEI: 549300CKCX1QE4RUW216 | Long             | ABS-O            | CORP              | US        |   2925000 | PA      | $2925585.29   | 0.21%             | 2028-03-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc.                         | PNC V6.615 10/20/27                                                   | CUSIP: 693475BT1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   6544000 | PA      | $6652390.10   | 0.48%             | 2027-10-20      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                               | COF V1.878 11/02/27                                                   | CUSIP: 14040HCH6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   6945000 | PA      | $6836290.96   | 0.49%             | 2027-11-02      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                         | NWG V1.642 06/14/27                                                   | CUSIP: 639057AC2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   2259000 | PA      | $2243740.07   | 0.16%             | 2027-06-14      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                            | C F 05/07/28                                                          | CUSIP: 172967PY1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4478000 | PA      | $4503018.27   | 0.32%             | 2028-05-07      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| ANZ NEW ZEALAND (INT'L) LTD LONDON BRANCH                 | ANZ New Zealand (Int'l) Limited, London Branch 0% CP 22/05/2026       | CUSIP: 0018A3EN0<br>LEI: N/A                  | Long             | STIV             | CORP              | GB        |   2668000 | PA      | $2645615.48   | 0.19%             | 2026-05-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | FNR 2012-101 FC                                                       | CUSIP: 3136A76U1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     89186 | PA      | $88459.10     | 0.01%             | 2042-09-25      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                                | AER 2.45 10/29/26                                                     | CUSIP: 00774MAV7<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |  13281000 | PA      | $13150768.77  | 0.95%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                  | Neuberger Berman Loan Advisers Clo 51 Ltd                             | CUSIP: 64135BAW9<br>LEI: 549300E2R8NH2QE50368 | Long             | ABS-CBDO         | CORP              | JE        |   5560000 | PA      | $5559972.20   | 0.40%             | 2036-10-23      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                 | RTX 2.65 11/01/26                                                     | CUSIP: 913017CH0<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    921000 | PA      | $913468.05    | 0.07%             | 2026-11-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG New York Branch                          | DB V2.552 01/07/28                                                    | CUSIP: 25160PAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3416000 | PA      | $3372399.47   | 0.24%             | 2028-01-07      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Equitable America Global Funding                          | EQH F 09/15/27 144A                                                   | CUSIP: 29446Q2D4<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |   1313000 | PA      | $1314079.96   | 0.09%             | 2027-09-15      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                    | ROP 3.8 12/15/26                                                      | CUSIP: 776743AD8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |   1935000 | PA      | $1932678.02   | 0.14%             | 2026-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | FNR 2010-49 FB                                                        | CUSIP: 31398P5P0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     98398 | PA      | $99085.09     | 0.01%             | 2040-05-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | FNR 2010-113 FA                                                       | CUSIP: 31398T6X4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     79692 | PA      | $79558.33     | 0.01%             | 2040-10-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                           | SANUK V1.673 06/14/27                                                 | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   1777000 | PA      | $1764672.10   | 0.13%             | 2027-06-14      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| BA Credit Card Trust                                      | BACCT 2023-A2 A2                                                      | CUSIP: 05522RDH8<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-O            | CORP              | US        |   6075000 | PA      | $6126143.60   | 0.44%             | 2028-11-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                          | FHR 2711 FA                                                           | CUSIP: 31394LYU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     89140 | PA      | $90289.58     | 0.01%             | 2033-11-15      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                          | FHS 239 F30                                                           | CUSIP: 3128HVZR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    275467 | PA      | $273366.36    | 0.02%             | 2036-08-15      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                          | NTT F 07/16/28 144A                                                   | CUSIP: 62954WAR6<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   3813000 | PA      | $3847991.56   | 0.28%             | 2028-07-16      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES 2023-B OWNE                       | TAOT 2023-B A3                                                        | CUSIP: 891941AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1146546 | PA      | $1150052.44   | 0.08%             | 2028-02-15      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | FNR 2007-35 PF                                                        | CUSIP: 31396VMF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     40835 | PA      | $40446.92     | 0.00%             | 2037-04-25      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CR CLO 2020-3 LTD/LLC                        | BCC 2020-3A A1R3                                                      | CUSIP: 05684CBG9<br>LEI: 2549002RK7W6TK0Q0E16 | Long             | ABS-CBDO         | CORP              | KY        |   5410000 | PA      | $5409972.95   | 0.39%             | 2034-10-23      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| VENTURE 34 CLO LTD                                        | VENTR 2018-34A AR                                                     | CUSIP: 92332CAE9<br>LEI: 549300MYRV6PEDBLPL32 | Long             | ABS-CBDO         | CORP              | KY        |   1026859 | PA      | $1027598.06   | 0.07%             | 2031-10-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                      | GLENLN F 04/04/27 144A                                                | CUSIP: 378272BW7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   4679000 | PA      | $4698496.36   | 0.34%             | 2027-04-04      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | FNR 2010-59 FN                                                        | CUSIP: 31398RNL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   1146464 | PA      | $1152682.02   | 0.08%             | 2040-06-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corporation                        | HNDA F 09/01/28                                                       | CUSIP: 02665WGJ4<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   9738000 | PA      | $9781896.47   | 0.70%             | 2028-09-01      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| INVESCO CLO 2022-2. LTD.                                  | INVCO 2022-2A A1R                                                     | CUSIP: 46145XAL0<br>LEI: 54930008L2A8UYGN7A86 | Long             | ABS-CBDO         | CORP              | JE        |   4900000 | PA      | $4905066.60   | 0.35%             | 2035-07-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Air Lease Corporation                                     | Air Lease Corporation 0% CP 12/03/2026                                | CUSIP: 00913XCC5<br>LEI: 5493004NW4M4P8TMMK63 | Long             | STIV             | CORP              | US        |   6964000 | PA      | $6953832.56   | 0.50%             | 2026-03-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                             | HSBC Bank PLC FRN CP 20/11/2026 USD (SEC REGD)                        | CUSIP: 40433FVW6<br>LEI: MP6I5ZYZBEU3UXPYFY54 | Long             | STIV             | CORP              | GB        |   2299000 | PA      | $2300356.41   | 0.17%             | 2026-11-20      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust              | AMXCA 2025-2 A                                                        | CUSIP: 02582JKP4<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |   2750000 | PA      | $2787261.68   | 0.20%             | 2030-04-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                 | CRBG F 12/15/28 144A                                                  | CUSIP: 00138CBL1<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3497762.73   | 0.25%             | 2028-12-15      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST 2026-1          | SFAST 2026-1A A3                                                      | CUSIP: 81885FAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6200000 | PA      | $6215035.00   | 0.45%             | 2031-07-20      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                              | T 3.875 10/15/27                                                      | CUSIP: 91282CLQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16178500 | PA      | $16292255.08  | 1.17%             | 2027-10-15      | Fixed         | 3.88%                 | No            |                  1 | On Loan: No      |
| LCCM 2017-Lc26 Mortgage Trust                             | LCCM 2017-LC26 A4                                                     | CUSIP: 50190DAJ5<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    900000 | PA      | $890104.77    | 0.06%             | 2050-07-12      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                   | HYNMTR 4.85 03/25/27 144A                                             | CUSIP: 44891ADP9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   3690000 | PA      | $3723476.49   | 0.27%             | 2027-03-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Oneok Inc.                                                | OKE 5.55 11/01/26                                                     | CUSIP: 682680BH5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   3802000 | PA      | $3835509.95   | 0.28%             | 2026-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES 2024-C OWNE                       | TAOT 2024-C A3                                                        | CUSIP: 89237QAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2100000 | PA      | $2118842.67   | 0.15%             | 2029-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF KUWAIT SAK NEW YORK BRANCH               | NTBKKK F 01/14/27 YCD                                                 | CUSIP: 63376GAW8<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   7784000 | PA      | $7786023.84   | 0.56%             | 2027-01-14      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| J P MG CH CM MT SC T 2024-OMNI                            | JPMCC 2024-OMNI A                                                     | CUSIP: 46593JAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4800000 | PA      | $4885125.12   | 0.35%             | 2039-10-07      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2016-BNK2                  | MSC 2016-BNK2 ASB                                                     | CUSIP: 61690YBS0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     52674 | PA      | $52394.55     | 0.00%             | 2049-11-18      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| Chase Issuance Trust                                      | CHAIT 2023-A1 A                                                       | CUSIP: 161571HT4<br>LEI: 5493008SHVCX2Y068L12 | Long             | ABS-O            | CORP              | US        |   3975000 | PA      | $4002986.39   | 0.29%             | 2028-09-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| CBAM 2018-5 LTD                                           | CBAMR 2018-5A A1R                                                     | CUSIP: 12516LAC9<br>LEI: 25490038OT2B8HTRW786 | Long             | ABS-CBDO         | CORP              | KY        |   1880000 | PA      | $1886638.28   | 0.14%             | 2038-10-18      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO LP                                | Penske Truck Leasing Co LP / PTL Finance Corp. 0% CP 17/07/2026       | CUSIP: 70962BGH1<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | STIV             | CORP              | US        |   1656000 | PA      | $1630050.48   | 0.12%             | 2026-07-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                          | FR RJ1789                                                             | CUSIP: 3142GR7B0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7931997 | PA      | $8372464.40   | 0.60%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Amrize Finance US LLC                                     | HOLNSW 3.5 09/22/26 144A                                              | CUSIP: 50587KAA9<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $1178110.82   | 0.08%             | 2026-09-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | FNR 2005-120 FE                                                       | CUSIP: 31394VJV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    222957 | PA      | $222830.08    | 0.02%             | 2036-01-25      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | FNR 2014-17 FE                                                        | CUSIP: 3136AJXT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    587019 | PA      | $583784.98    | 0.04%             | 2044-04-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| Natixis New York Branch                                   | KNFP F 12/04/26 YCD                                                   | CUSIP: 63873TJE9<br>LEI: 2549003L5ZG5M2ZSE107 | Long             | STIV             | CORP              | FR        |  10000000 | PA      | $10022858.60  | 0.72%             | 2026-12-04      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                          | FHR 3316 FB                                                           | CUSIP: 31397HJN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    347023 | PA      | $345109.66    | 0.02%             | 2035-08-15      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| World Omni Automobile Lease Securitization Trust          | WOART 2023-C A3                                                       | CUSIP: 98164FAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1257431 | PA      | $1264397.62   | 0.09%             | 2028-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Daimler Trucks Finance North America LLC                  | DTRGR 3.65 04/07/27 144A                                              | CUSIP: 233853AM2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   1468000 | PA      | $1464668.67   | 0.11%             | 2027-04-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| TOYOTA LEASE OWNER TRUST 2024-B                           | TLOT 2024-B A3                                                        | CUSIP: 891943AD4<br>LEI: 254900R64DFTI1MWY364 | Long             | ABS-O            | CORP              | US        |   2975432 | PA      | $2979080.86   | 0.21%             | 2027-09-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank N.V.                                        | ABNANV V1.542 06/16/27 144A                                           | CUSIP: 00084DAU4<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   3100000 | PA      | $3076553.52   | 0.22%             | 2027-06-16      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                     | FNR 2017-16 FA                                                        | CUSIP: 3136AVZT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    545667 | PA      | $539492.93    | 0.04%             | 2047-03-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                              | ORCL 2.8 04/01/27                                                     | CUSIP: 68389XBU8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1076000 | PA      | $1059672.00   | 0.08%             | 2027-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                         | HSBC V4.041 03/13/28                                                  | CUSIP: 404280BK4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1000321.20   | 0.07%             | 2028-03-13      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                   | Dryden 98 CLO Ltd                                                     | CUSIP: 26248AAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5870000 | PA      | $5869970.65   | 0.42%             | 2035-04-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                       | NEE 4.685 09/01/27                                                    | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   9616000 | PA      | $9725751.93   | 0.70%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                   | HYNMTR F 09/18/28 144A                                                | CUSIP: 44891AEB9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   6159000 | PA      | $6198823.29   | 0.45%             | 2028-09-18      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                   | MBGGR 4.875 07/31/26 144A                                             | CUSIP: 58769JAT4<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   2131000 | PA      | $2138949.67   | 0.15%             | 2026-07-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                        | SANTAN F 07/15/28                                                     | CUSIP: 05964HBE4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   4400000 | PA      | $4426530.06   | 0.32%             | 2028-07-15      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                        | BBVASM F 03/03/29                                                     | CUSIP: 05946KAV3<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |   8800000 | PA      | $8801002.23   | 0.63%             | 2029-03-03      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                  | SHBASS F 06/15/26 144A                                                | CUSIP: 86959LAN3<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |   1807000 | PA      | $1811969.92   | 0.13%             | 2026-06-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| The Charles Schwab Corporation                            | SCHW 2.45 03/03/27                                                    | CUSIP: 808513BY0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   1031000 | PA      | $1017873.91   | 0.07%             | 2027-03-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AGL CLO 16 Ltd.                                           | AGL 2021-16A AR                                                       | CUSIP: 00120LAE8<br>LEI: 2549009GL17CEZFCKZ48 | Long             | ABS-CBDO         | CORP              | KY        |   2270000 | PA      | $2270345.04   | 0.16%             | 2035-01-22      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                      | GM 5.4 04/06/26                                                       | CUSIP: 37045XEF9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4504895.37   | 0.32%             | 2026-04-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | FNR 2006-16 FC                                                        | CUSIP: 31394V5L0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     43248 | PA      | $43069.51     | 0.00%             | 2036-03-25      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                               | ABBV F 03/03/28                                                       | CUSIP: 00287YEC9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   5549000 | PA      | $5559871.82   | 0.40%             | 2028-03-03      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                   | VW 5.4 03/20/26 144A                                                  | CUSIP: 928668CE0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   1203000 | PA      | $1203485.16   | 0.09%             | 2026-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB (publ)                   | SEB F 03/05/27 144A                                                   | CUSIP: 830505BA0<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |   2427000 | PA      | $2439351.49   | 0.18%             | 2027-03-05      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | FNR 2010-141 FB                                                       | CUSIP: 31398SXN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     68074 | PA      | $68013.19     | 0.00%             | 2040-12-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                      | GM 5 07/15/27                                                         | CUSIP: 37045XFH4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1948000 | PA      | $1973206.54   | 0.14%             | 2027-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                              | BACR V6.496 09/13/27                                                  | CUSIP: 06738ECJ2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   3763000 | PA      | $3810712.54   | 0.27%             | 2027-09-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD    | FHR 4818 FC                                                           | CUSIP: 3137FGW76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    154996 | PA      | $151595.41    | 0.01%             | 2048-04-15      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                       | CGCMT 2023-SMRT A                                                     | CUSIP: 17291NAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3150000 | PA      | $3243618.63   | 0.23%             | 2040-10-12      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                        | CM F 09/08/28                                                         | CUSIP: 13607QFC1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   3519000 | PA      | $3527274.12   | 0.25%             | 2028-09-08      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                        | BX 2024-BIO A                                                         | CUSIP: 05612AAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2412000 | PA      | $2412003.38   | 0.17%             | 2041-02-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | FNR 2007-67 FB                                                        | CUSIP: 31396WPE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     96130 | PA      | $95452.43     | 0.01%             | 2037-07-25      | Floating      | 4.10%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust              | AMXCA 2023-1 A                                                        | CUSIP: 02582JJZ4<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |   6175000 | PA      | $6188151.52   | 0.45%             | 2028-05-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| NBN Co Ltd.                                               | NBNAUS 1.45 05/05/26 144A                                             | CUSIP: 62878U2A9<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |   3106000 | PA      | $3092248.62   | 0.22%             | 2026-05-05      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES 2022-D OWNE                       | TAOT 2022-D A3                                                        | CUSIP: 89239HAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    469606 | PA      | $471300.40    | 0.03%             | 2027-09-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd.                                       | MQGAU F 07/02/27 144A                                                 | CUSIP: 55608PBU7<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   2462000 | PA      | $2481822.69   | 0.18%             | 2027-07-02      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                      | ENTERP 3.3 12/01/26 144A                                              | CUSIP: 26884TAR3<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $995631.15    | 0.07%             | 2026-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc.                      | SUMIBK 3.784 03/09/26                                                 | CUSIP: 86562MAC4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1651000 | PA      | $1650939.16   | 0.12%             | 2026-03-09      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                          | FHR 4897 F                                                            | CUSIP: 3137FMNT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    771610 | PA      | $765997.62    | 0.06%             | 2049-07-15      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia                                       | BNS F 08/15/27 MTN                                                    | CUSIP: 06417Y6S3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   2074000 | PA      | $2077285.53   | 0.15%             | 2027-08-15      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                          | FHR 4852 BF                                                           | CUSIP: 3137FKBB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1044322 | PA      | $1030180.50   | 0.07%             | 2048-12-15      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                          | FHR 4215 NF                                                           | CUSIP: 3137B35B0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    537332 | PA      | $529700.32    | 0.04%             | 2043-06-15      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| Jackson National Life Global Funding                      | JXN 3.05 04/29/26 144A                                                | CUSIP: 46849LSQ5<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   3909000 | PA      | $3901635.09   | 0.28%             | 2026-04-29      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| MENLO CLO I LTD                                           | MENLO 2024-1A A1                                                      | CUSIP: 586915AA8<br>LEI: 2549005RHPY3C68SIP61 | Long             | ABS-CBDO         | CORP              | KY        |   2110000 | PA      | $2114888.87   | 0.15%             | 2038-01-20      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                               | NWIDE V6.557 10/18/27 144A                                            | CUSIP: 63861VAJ6<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   2030000 | PA      | $2062101.45   | 0.15%             | 2027-10-18      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| Truist Bank (North Carolina)                              | TFC F 07/24/28 BKNT                                                   | CUSIP: 89788JAG4<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |  11656000 | PA      | $11677598.45  | 0.84%             | 2028-07-24      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                      | JPM V1.578 04/22/27                                                   | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2633000 | PA      | $2623857.46   | 0.19%             | 2027-04-22      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | GNR 2005-4 FA                                                         | CUSIP: 38374KKL6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    169270 | PA      | $169386.05    | 0.01%             | 2035-01-16      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                              | UBS V6.327 12/22/27 144A                                              | CUSIP: 225401BC1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   3544000 | PA      | $3609718.31   | 0.26%             | 2027-12-22      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                      | GM F 04/04/28                                                         | CUSIP: 37045XFF8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   8171000 | PA      | $8210890.25   | 0.59%             | 2028-04-04      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc.                      | SUMIBK 2.632 07/14/26                                                 | CUSIP: 86562MAF7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   2388000 | PA      | $2376924.05   | 0.17%             | 2026-07-14      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding                   | EQH 4.6 04/01/27 144A                                                 | CUSIP: 29449WAU1<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |   3980000 | PA      | $4003489.96   | 0.29%             | 2027-04-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| LSEG US FIN CORP                                          | MOSAIC COMPANY 2/3/26                                                 | CUSIP: 50220WDL9<br>LEI: 2138007FV67QQ13CGJ43 | Long             | STIV             | CORP              | US        |   5816000 | PA      | $5783953.84   | 0.42%             | 2026-04-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Zais CLO 13, Limited                                      | Zais Clo 13 Ltd                                                       | CUSIP: 98876NAW4<br>LEI: 549300GODB02F7ODZK39 | Long             | ABS-CBDO         | CORP              | KY        |    427690 | PA      | $427887.85    | 0.03%             | 2032-07-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank National Association          | MS F 11/17/28 .                                                       | CUSIP: 61776NZT3<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |  11943000 | PA      | $11963351.47  | 0.86%             | 2028-11-17      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                        | SANTAN 4.25 04/11/27                                                  | CUSIP: 05964HAB1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |  10200000 | PA      | $10218241.07  | 0.74%             | 2027-04-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Citibank, N.A.                                            | C V4.876 11/19/27                                                     | CUSIP: 17325FBL1<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   5466000 | PA      | $5502536.82   | 0.40%             | 2027-11-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                     | FNR 2013-130 FB                                                       | CUSIP: 3136AHC40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     66045 | PA      | $65859.73     | 0.00%             | 2044-01-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                   | MPLX 4.125 03/01/27                                                   | CUSIP: 55336VAK6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   3138000 | PA      | $3141274.57   | 0.23%             | 2027-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                   | HYNMTR 4.875 06/23/27 144A                                            | CUSIP: 44891ADU8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   3284000 | PA      | $3321448.93   | 0.24%             | 2027-06-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Entergy New Orleans Llc                                   | ETR 4 06/01/26                                                        | CUSIP: 29364PAP8<br>LEI: 1Q8BAFRNDFTDI3IGJH73 | Long             | DBT              | CORP              | US        |   2257000 | PA      | $2246670.59   | 0.16%             | 2026-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DRYDEN 37 SENIOR LOAN FUND                                | DRSLF 2019-80A ARR                                                    | CUSIP: 26245JBA5<br>LEI: 254900I0IPNA482LDS44 | Long             | ABS-CBDO         | CORP              | KY        |   8369688 | PA      | $8373010.94   | 0.60%             | 2033-01-18      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                      | RY F 10/18/27 GMTN                                                    | CUSIP: 78017FZR7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   2950000 | PA      | $2957197.82   | 0.21%             | 2027-10-18      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2013-2                | EART 2025-1A A3                                                       | CUSIP: 30167MAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    378799 | PA      | $379294.93    | 0.03%             | 2028-08-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| RAD CLO LTD                                               | RAD 2024-27A A1                                                       | CUSIP: 749972AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1830000 | PA      | $1836141.48   | 0.13%             | 2038-01-15      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | FNR 2013-19 DF                                                        | CUSIP: 3136ACLU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    223042 | PA      | $222726.70    | 0.02%             | 2041-09-25      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2025-A                       | FORDL 2025-A A3                                                       | CUSIP: 345282AD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2925000 | PA      | $2947956.28   | 0.21%             | 2028-06-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                    | STANLN F 07/06/27 144A                                                | CUSIP: 853254CV0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $2010015.72   | 0.14%             | 2027-07-06      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO 53(B) LT                       | GCBSL 2021-53A AR                                                     | CUSIP: 38177YAL6<br>LEI: 254900DPK2EA9C8DGV68 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1500744.00   | 0.11%             | 2034-07-20      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | FNR 2010-39 FG                                                        | CUSIP: 31398PU56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    146574 | PA      | $148353.60    | 0.01%             | 2036-03-25      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                              | NYLIFE 4.15 07/25/28 144A                                             | CUSIP: 64952WFP3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2263882.12   | 0.16%             | 2028-07-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | BNP 3.5 11/16/27 144A                                                 | CUSIP: 09659W2C7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   3410000 | PA      | $3386067.36   | 0.24%             | 2027-11-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | GNR 2004-59 FP                                                        | CUSIP: 38374HYS3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    224457 | PA      | $224350.48    | 0.02%             | 2034-08-16      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| Natwest Markets PLC                                       | NWG F 11/06/28 144A                                                   | CUSIP: 63906YAR9<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |  10542000 | PA      | $10562059.63  | 0.76%             | 2028-11-06      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                          | FHR 5002 FJ                                                           | CUSIP: 3137FUAH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    138125 | PA      | $136593.28    | 0.01%             | 2050-07-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Trust                                       | Goldman Sachs Financial Square Government Fund                        | CUSIP: 38141W273<br>LEI: S2FHCT8U6D2VORP0J605 | Long             | STIV             | RF                | US        |  16730133 | PA      | $16730133.24  | 1.21%             | 2099-12-01      | Floating      | 0.00%                 | No            |                  1 | On Loan: No      |
| BMO 2024-5C3 MORTGAGE TRUST                               | BMO 2024-5C3 A3                                                       | CUSIP: 09660QAT1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4450000 | PA      | $4618942.92   | 0.33%             | 2057-02-16      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                  | LLOYDS V5.985 08/07/27                                                | CUSIP: 539439AY5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   4660000 | PA      | $4699123.54   | 0.34%             | 2027-08-07      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                      | GM F 07/15/27                                                         | CUSIP: 37045XEW2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1512000 | PA      | $1515312.90   | 0.11%             | 2027-07-15      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                   | NACN F 03/25/27 GMTN                                                  | CUSIP: 63307A2Y0<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   2437000 | PA      | $2437765.36   | 0.18%             | 2027-03-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | GNR 2019-110 F                                                        | CUSIP: 38381YXB5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1305640 | PA      | $1295149.22   | 0.09%             | 2049-09-20      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                          | FHLMC F 10/06/27                                                      | CUSIP: 3134HBU66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   9447000 | PA      | $9452622.85   | 0.68%             | 2027-10-06      | Floating      | 3.80%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                               | COF V7.149 10/29/27                                                   | CUSIP: 14040HDB8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   2030000 | PA      | $2070181.76   | 0.15%             | 2027-10-29      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRU                       | GMALT 2024-3 A3                                                       | CUSIP: 38012QAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2700000 | PA      | $2703136.32   | 0.19%             | 2027-10-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                              | T 4.125 02/28/27                                                      | CUSIP: 91282CMP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8490000 | PA      | $8539082.81   | 0.62%             | 2027-02-28      | Fixed         | 4.12%                 | No            |                  1 | On Loan: No      |
| Susa Partnership, L.P.                                    | GE 7.5 12/01/27                                                       | CUSIP: 869049AE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5279117.50   | 0.38%             | 2027-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                            | INTNED V6.083 09/11/27                                                | CUSIP: 456837BF9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   4644000 | PA      | $4693990.66   | 0.34%             | 2027-09-11      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                     | Alexandria Real Estate Equities, Inc. 0% CP 06/03/2026                | CUSIP: 01527MC68<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | ABS-APCP         | CORP              | US        |   6648000 | PA      | $6642947.52   | 0.48%             | 2026-03-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc.                               | MIZUHO 2.839 09/13/26                                                 | CUSIP: 60687YAG4<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1421000 | PA      | $1413398.57   | 0.10%             | 2026-09-13      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | FNR 2006-44 FP                                                        | CUSIP: 31395NCU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    543140 | PA      | $541455.03    | 0.04%             | 2036-06-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Gm Financial Consumer Automobile Receivables Trust 2025-1 | GMCAR 2025-1 A3                                                       | CUSIP: 362955AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2475000 | PA      | $2497362.62   | 0.18%             | 2029-12-17      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | FNR 2012-14 BF                                                        | CUSIP: 3136A4XW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    450439 | PA      | $450265.00    | 0.03%             | 2042-03-25      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| Bio-Rad Laboratories, Inc.                                | BIO 3.3 03/15/27                                                      | CUSIP: 090572AR9<br>LEI: 549300ZC1GPV35XYDK53 | Long             | DBT              | CORP              | US        |   1853000 | PA      | $1838415.44   | 0.13%             | 2027-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                          | FHR 4057 FE                                                           | CUSIP: 3137ARHL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    540411 | PA      | $539360.35    | 0.04%             | 2042-06-15      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | FNR 2018-15 JF                                                        | CUSIP: 3136B1HD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    709085 | PA      | $695271.12    | 0.05%             | 2048-03-25      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP NEW YORK BRANCH                           | NDAFH F 02/19/27 YCd                                                  | CUSIP: 65558WQK7<br>LEI: 529900ODI3047E2LIV03 | Long             | STIV             | CORP              | US        |   8671000 | PA      | $8683139.40   | 0.63%             | 2027-02-19      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                              | T 4.875 04/30/26                                                      | CUSIP: 91282CKK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5761400 | PA      | $5772202.63   | 0.42%             | 2026-04-30      | Fixed         | 4.88%                 | No            |                  1 | On Loan: No      |
| UniCredit S.p.A.                                          | UCGIM 4.625 04/12/27 144a                                             | CUSIP: 904678AB5<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |   5755000 | PA      | $5794342.56   | 0.42%             | 2027-04-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit                            | Bain Capital Credit CLO 2020-4 Ltd                                    | CUSIP: 05684KBG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   2790000 | PA      | $2792404.98   | 0.20%             | 2036-10-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2024-1CHI           | WFCM 2024-1CHI A                                                      | CUSIP: 95003PAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1018000 | PA      | $1027388.51   | 0.07%             | 2035-07-17      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| MOUNTAIN VIEW CLO                                         | Mountain View CLO 2016-1 LLC                                          | CUSIP: 62432FAS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    701103 | PA      | $701103.32    | 0.05%             | 2033-04-14      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                                 | TD 3.913 01/13/28                                                     | CUSIP: 89115KAK6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   6132000 | PA      | $6137479.80   | 0.44%             | 2028-01-13      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | FNR 2005-87 FE                                                        | CUSIP: 31394FV51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    231222 | PA      | $231079.24    | 0.02%             | 2035-10-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| Jamestown Clo Limited                                     | JTWN 2020-15A A1R                                                     | CUSIP: 47050EAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4400000 | PA      | $4404158.00   | 0.32%             | 2035-07-16      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Dryden 43 Senior Loan Fund                                | DRSLF 2016-43A AR3                                                    | CUSIP: 26245CBQ5<br>LEI: 5493002P75UIPU4MC757 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4001056.00   | 0.29%             | 2034-04-20      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                     | BAC V4.376 04/27/28                                                   | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   7482000 | PA      | $7514721.11   | 0.54%             | 2028-04-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                          | FHR 3314 FC                                                           | CUSIP: 31397GX39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     14443 | PA      | $14361.65     | 0.00%             | 2036-12-15      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| APIDOS CLO XXIII LTD                                      | APID 2015-23A ARR                                                     | CUSIP: 03765YBG8<br>LEI: 635400C39IXGGYE6DH05 | Long             | ABS-CBDO         | CORP              | KY        |   2859399 | PA      | $2862395.43   | 0.21%             | 2033-04-15      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Company                       | AEP 2.75 10/01/26 K                                                   | CUSIP: 845437BP6<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |   2560000 | PA      | $2540557.93   | 0.18%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                          | BMO F 09/22/28                                                        | CUSIP: 06368MXW9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   8790000 | PA      | $8798753.17   | 0.63%             | 2028-09-22      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| Ubs Barclays Commercial Mortgage Trust 2017-C2            | UBSCM 2017-C2 ASB                                                     | CUSIP: 90276CAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    161551 | PA      | $160742.98    | 0.01%             | 2050-08-17      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                       | Constellation Energy Generation LLC 0% CP 01/06/2026                  | CUSIP: 21038QF17<br>LEI: S2PEWKCZFFECR4533P43 | Long             | STIV             | CORP              | US        |   3983000 | PA      | $3937579.46   | 0.28%             | 2026-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | FNR 2006-110 AF                                                       | CUSIP: 31396LXF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   1363507 | PA      | $1354905.79   | 0.10%             | 2036-11-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2023-A                     | HART 2023-A A3                                                        | CUSIP: 448979AD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    222285 | PA      | $222371.29    | 0.02%             | 2027-04-15      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                             | JEF 4.3 02/11/27 MTN                                                  | CUSIP: 47233WLT4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |  10500000 | PA      | $10485821.54  | 0.76%             | 2027-02-11      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | GNR 2013-99 PF                                                        | CUSIP: 38378VQF5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1173983 | PA      | $1158547.08   | 0.08%             | 2043-07-20      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| Westpac New Zealand Limited                               | WSTPNZ 5.132 02/26/27 144A                                            | CUSIP: 96122FAB3<br>LEI: 549300MW73M5PK1PNG73 | Long             | DBT              | CORP              | NZ        |   2288000 | PA      | $2316222.05   | 0.17%             | 2027-02-26      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Daimler Trucks Finance North America LLC                  | DTRGR 4.3 08/12/27 144A                                               | CUSIP: 233853BG4<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   3933000 | PA      | $3956593.63   | 0.29%             | 2027-08-12      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                                 | TD F 10/13/28                                                         | CUSIP: 89115KAF7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   5086000 | PA      | $5091635.69   | 0.37%             | 2028-10-13      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                      | JPM V4.323 04/26/28                                                   | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2497000 | PA      | $2505683.07   | 0.18%             | 2028-04-26      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                   | HYNMTR F 01/08/27 144A                                                | CUSIP: 44891ACW5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   3162000 | PA      | $3186737.53   | 0.23%             | 2027-01-08      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                        | SANTAN V1.722 09/14/27                                                | CUSIP: 05964HAN5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   4800000 | PA      | $4741272.58   | 0.34%             | 2027-09-14      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| GE Aerospace                                              | GE F 05/05/26 MTN                                                     | CUSIP: 36962GW75<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   1469000 | PA      | $1469174.59   | 0.11%             | 2026-05-05      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                   | HYNMTR 5.45 06/24/26 144A                                             | CUSIP: 44891ADA2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1375142.84   | 0.10%             | 2026-06-24      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                   | NACN F 01/20/29 MTN                                                   | CUSIP: 63307A3L7<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   6827000 | PA      | $6835183.05   | 0.49%             | 2029-01-20      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                         | ES 1.4 08/15/26 U                                                     | CUSIP: 30040WAN8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   4250000 | PA      | $4198756.48   | 0.30%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | FNR 2014-47 AF                                                        | CUSIP: 3136AKTA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    196830 | PA      | $196028.53    | 0.01%             | 2044-08-25      | Variable      | 4.26%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST 2024-B                       | FORDL 2024-B A3                                                       | CUSIP: 345279AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1850271 | PA      | $1858049.37   | 0.13%             | 2027-12-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                          | FHR 4068 UF                                                           | CUSIP: 3137ARPN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    133636 | PA      | $132073.98    | 0.01%             | 2042-06-15      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd Finance Corp.                                   | BG 3.75 09/25/27                                                      | CUSIP: 120568AZ3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   1642000 | PA      | $1638250.71   | 0.12%             | 2027-09-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                         | WFC V3.196 06/17/27 MTN                                               | CUSIP: 95000U2F9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3989951.68   | 0.29%             | 2027-06-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel                        | BFCM F 02/16/28 144A                                                  | CUSIP: 06675DCL4<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   2619000 | PA      | $2638140.96   | 0.19%             | 2028-02-16      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | FNR 2010-39 FE                                                        | CUSIP: 31398PU98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    324326 | PA      | $326534.64    | 0.02%             | 2037-06-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                                | AER 6.1 01/15/27                                                      | CUSIP: 00774MBD6<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |   5868000 | PA      | $5966441.33   | 0.43%             | 2027-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                        | SANTAN 5.294 08/18/27                                                 | CUSIP: 05964HAS4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   4000000 | PA      | $4071235.72   | 0.29%             | 2027-08-18      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                   | UNH 4.6 04/15/27                                                      | CUSIP: 91324PEY4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1716000 | PA      | $1729476.30   | 0.12%             | 2027-04-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                             | JEF 4.85 01/15/27                                                     | CUSIP: 47233JAG3<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   6427000 | PA      | $6468571.44   | 0.47%             | 2027-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HSBC USA, Inc.                                            | HSBC 4.65 06/03/28                                                    | CUSIP: 40428HR95<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |   1967000 | PA      | $1999290.80   | 0.14%             | 2028-06-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BMW US Capital, LLC                                       | BMW F 03/21/28 144A                                                   | CUSIP: 05565ECX1<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   4460000 | PA      | $4490588.60   | 0.32%             | 2028-03-21      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                              | UBS 4.282 01/09/28 144A                                               | CUSIP: 225401AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  14127000 | PA      | $14160897.88  | 1.02%             | 2028-01-09      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                            | MS V1.593 05/04/27                                                    | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2090000 | PA      | $2080874.18   | 0.15%             | 2027-05-04      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                          | FHR 4040 FW                                                           | CUSIP: 3137AQ7B8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    193510 | PA      | $193750.98    | 0.01%             | 2032-05-15      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | FNR 2010-46 WF                                                        | CUSIP: 31398PUZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   1133465 | PA      | $1140578.43   | 0.08%             | 2040-05-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                  | GNR 2019-58 FA                                                        | CUSIP: 38381VB33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGSE             | US        |    622972 | PA      | $618626.54    | 0.04%             | 2049-05-20      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo S.p.A.                                    | ISPIM 3.875 07/14/27                                                  | CUSIP: 46115HBB2<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   4515000 | PA      | $4510483.51   | 0.33%             | 2027-07-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Daimler Trucks Finance North America LLC                  | DTRGR F 01/13/28 144A                                                 | CUSIP: 233853BB5<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   7247000 | PA      | $7257564.75   | 0.52%             | 2028-01-13      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Bbcms Mortgage Trust 2017                                 | BBCMS 2018-C2 ASB                                                     | CUSIP: 05491UBA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    282469 | PA      | $282820.02    | 0.02%             | 2051-12-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| RWE AG                                                    | RWE AG 0% CP 06/03/2026                                               | CUSIP: 7497MBC67<br>LEI: 529900GB7KCA94ACC940 | Long             | STIV             | CORP              | DE        |   6780000 | PA      | $6774910.93   | 0.49%             | 2026-03-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                          | FHR 3371 FA                                                           | CUSIP: 31397KNW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     71671 | PA      | $71734.53     | 0.01%             | 2037-09-15      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| LSEG US Finance Corp                                      | LSELN 4.875 03/28/27 144A                                             | CUSIP: 50222CAA8<br>LEI: 2138007FV67QQ13CGJ43 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2018232.90   | 0.15%             | 2027-03-28      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                                 | TD F 01/31/28                                                         | CUSIP: 89115A3F7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   3142000 | PA      | $3157639.71   | 0.23%             | 2028-01-31      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                               | NWIDE F 02/16/28 144A                                                 | CUSIP: 63861VAG2<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    926000 | PA      | $931596.61    | 0.07%             | 2028-02-16      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | FNR 2011-53 FT                                                        | CUSIP: 31397URA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     92457 | PA      | $92381.07     | 0.01%             | 2041-06-25      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| BASF SE                                                   | BASF SE 0% CP 30/03/2026                                              | CUSIP: 05526MCW3<br>LEI: 529900PM64WH8AF1E917 | Long             | STIV             | CORP              | DE        |   2265000 | PA      | $2257752.00   | 0.16%             | 2026-03-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST 2015-GS1                     | GSMS 2019-GC39 A3                                                     | CUSIP: 36260JAC1<br>LEI: 549300WZ62L3Y22NOZ64 | Long             | ABS-O            | CORP              | US        |   4610235 | PA      | $4513585.04   | 0.33%             | 2052-05-10      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corporation                        | HNDA 4.55 07/09/27                                                    | CUSIP: 02665WGD7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5047607.75   | 0.36%             | 2027-07-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                          | FHR 4107 MF                                                           | CUSIP: 3137AUGN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1156343 | PA      | $1147745.75   | 0.08%             | 2042-09-15      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| SANTANDER DR AUT REC TR 2024-4                            | SDART 2024-4 A3                                                       | CUSIP: 802919AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2404156 | PA      | $2409693.67   | 0.17%             | 2029-01-16      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Natixis New York Branch                                   | KNFP F 10/29/26 YCD                                                   | CUSIP: 63873Q6M1<br>LEI: 2549003L5ZG5M2ZSE107 | Long             | STIV             | CORP              | FR        |   4667000 | PA      | $4678947.52   | 0.34%             | 2026-10-29      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | FNR 2006-36 FB                                                        | CUSIP: 31395DPR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     31138 | PA      | $30904.82     | 0.00%             | 2036-05-25      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                          | FHR 4126 GF                                                           | CUSIP: 3137AVX28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1716696 | PA      | $1707020.85   | 0.12%             | 2042-11-15      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | GNR 2007-59 FA                                                        | CUSIP: 38375LPU8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     79330 | PA      | $79515.48     | 0.01%             | 2037-10-20      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd Finance Corp.                                   | BG 3.25 08/15/26                                                      | CUSIP: 120568AX8<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $996201.53    | 0.07%             | 2026-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | FNR 2017-91 GF                                                        | CUSIP: 3136AYRQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   1297535 | PA      | $1276688.18   | 0.09%             | 2047-11-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN GROUP LLC                                | NEUBER 4.5 03/15/27 144A                                              | CUSIP: 64128XAG5<br>LEI: 549300XIWEKOTC8HO652 | Long             | DBT              | CORP              | US        |   4451000 | PA      | $4447570.06   | 0.32%             | 2027-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                           | FR ZS4787                                                             | CUSIP: 3132A5J89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    551835 | PA      | $566785.77    | 0.04%             | 2048-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                          | FHR 2682 FB                                                           | CUSIP: 31394KHG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     84416 | PA      | $85002.66     | 0.01%             | 2033-10-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                          | FHS 239 F22                                                           | CUSIP: 3128HVZG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    110187 | PA      | $109498.64    | 0.01%             | 2036-08-15      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| UniCredit S.p.A.                                          | UCGIM V1.982 06/03/27 144A                                            | CUSIP: 904678AW9<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |  10881000 | PA      | $10821774.17  | 0.78%             | 2027-06-03      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bank National Association Cincinnati Ohio     | FITB V4.967 01/28/28                                                  | CUSIP: 31677QBU2<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |   8877000 | PA      | $8951150.65   | 0.65%             | 2028-01-28      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced Trust                       | VALET 2024-1 A2A                                                      | CUSIP: 92868RAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1198101 | PA      | $1200217.16   | 0.09%             | 2027-11-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Cedar Funding V Clo Ltd                                   | CEDF 2016-5A XR2                                                      | CUSIP: 15032ABA4<br>LEI: 635400NWFWJ92O7QGD64 | Long             | ABS-CBDO         | NUSS              | KY        |   4000000 | PA      | $3995776.00   | 0.29%             | 2039-01-17      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                     | FNR 2019-41 FM                                                        | CUSIP: 3136B5TK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    825407 | PA      | $817306.86    | 0.06%             | 2049-08-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                        | BX 2024-XL5 A                                                         | CUSIP: 05612GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5257057 | PA      | $5258702.71   | 0.38%             | 2041-03-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Jackson National Life Global Funding                      | JXN F 09/12/28 144A                                                   | CUSIP: 46849CJS1<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |  10658000 | PA      | $10676439.62  | 0.77%             | 2028-09-12      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST 2024                       | HALST 2024-B A3                                                       | CUSIP: 44934FAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1727142 | PA      | $1733198.49   | 0.12%             | 2027-05-17      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                              | T 3.875 03/31/27                                                      | CUSIP: 91282CMV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  26074600 | PA      | $26175435.17  | 1.89%             | 2027-03-31      | Fixed         | 3.88%                 | No            |                  1 | On Loan: No      |
| Oracle Corp.                                              | Oracle Corp. 0% CP 02/10/2026                                         | CUSIP: 6840C3K28<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | STIV             | CORP              | US        |  14236000 | PA      | $13893339.48  | 1.00%             | 2026-10-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                          | FHR 4263 FB                                                           | CUSIP: 3137B5QC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     34702 | PA      | $34519.45     | 0.00%             | 2043-11-15      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TR 2024-B                        | HART 2024-B A3                                                        | CUSIP: 44934QAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1925000 | PA      | $1941609.29   | 0.14%             | 2029-03-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | FNR 2013-10 KF                                                        | CUSIP: 3136ACAX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     61963 | PA      | $61345.68     | 0.00%             | 2043-02-25      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| National Bank of Kuwait SAK New York Branch               | NTBKKK F 02/23/27 YCD                                                 | CUSIP: 63376GBV9<br>LEI: 549300NB7FE83IH6BW96 | Long             | STIV             | CORP              | US        |   4000000 | PA      | $3999995.20   | 0.29%             | 2027-02-23      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel                        | BFCM F 01/23/27 144A                                                  | CUSIP: 06675DCH3<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   2896000 | PA      | $2914880.88   | 0.21%             | 2027-01-23      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARGENTARIA SA NEW YORK BRANCH        | Banco Bilbao Vizcaya Argentaria S.A. New York Branch 4% CP 24/04/2026 | CUSIP: 05971MEE1<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   8400000 | PA      | $8401764.00   | 0.61%             | 2026-04-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank, National Association (Utah)          | MS F 10/15/27                                                         | CUSIP: 61690U8F0<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   1552000 | PA      | $1555844.26   | 0.11%             | 2027-10-15      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| Societe Generale S.A.                                     | SOCGEN 5.25 02/19/27 144a                                             | CUSIP: 83368RBZ4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |  11060000 | PA      | $11180559.97  | 0.81%             | 2027-02-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                        | CM 3.45 04/07/27                                                      | CUSIP: 13607HR61<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   3078000 | PA      | $3068075.67   | 0.22%             | 2027-04-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Truist Bank (North Carolina)                              | TFC V4.671 05/20/27 BKNT                                              | CUSIP: 89788JAE9<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    869000 | PA      | $870325.48    | 0.06%             | 2027-05-20      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE NORTH AMERICA INC                        | Societe Generale S.A. 0% CP 01/06/2026                                | CUSIP: 83369CF17<br>LEI: 5493004I6N8OONF6V179 | Long             | STIV             | CORP              | US        |   7000000 | PA      | $6932170.00   | 0.50%             | 2026-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                   | VW 4.45 09/11/27 144A                                                 | CUSIP: 928668CV2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   2838000 | PA      | $2852980.27   | 0.21%             | 2027-09-11      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                               | COF V5.468 02/01/29                                                   | CUSIP: 14040HCX1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3075731.43   | 0.22%             | 2029-02-01      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                        | CM V4.243 09/08/28                                                    | CUSIP: 13607QFD9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   2246000 | PA      | $2256673.89   | 0.16%             | 2028-09-08      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| BAYER CORP                                                | Bayer Corporation 0% CP 08/12/2026                                    | CUSIP: 07273MM86<br>LEI: 54930050NR9YMICYZM28 | Long             | STIV             | CORP              | US        |   8211000 | PA      | $7967215.41   | 0.57%             | 2026-12-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AGL CORE CLO 31 LTD/LLC                                   | AGL 2024-31A A                                                        | CUSIP: 00852MAA8<br>LEI: 254900LYT9TA0J0GKX14 | Long             | ABS-CBDO         | CORP              | KY        |   8500000 | PA      | $8525483.00   | 0.61%             | 2037-07-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                          | BMO V4.062 09/22/28                                                   | CUSIP: 06368MXU3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   2250000 | PA      | $2255211.77   | 0.16%             | 2028-09-22      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA NEW YORK BRANCH                   | National Bank of Canada 0% CP 26/05/2026                              | CUSIP: 63307MES4<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | STIV             | CORP              | US        |   5135000 | PA      | $5088785.00   | 0.37%             | 2026-05-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                          | FHR 4203 QF                                                           | CUSIP: 3137B2EA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    706579 | PA      | $700422.45    | 0.05%             | 2043-05-15      | Floating      | 4.02%                 | No            |                  2 | On Loan: No      |
| Var Energi ASA                                            | VARNO 5 05/18/27 144A                                                 | CUSIP: 92212WAA8<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |   1575000 | PA      | $1590079.03   | 0.11%             | 2027-05-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc.                      | SUMIBK F 01/15/29                                                     | CUSIP: 86562MEH9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   6821000 | PA      | $6822554.57   | 0.49%             | 2029-01-15      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| ENEL Finance International N.V.                           | ENELIM 3.625 05/25/27 144A                                            | CUSIP: 29278GAA6<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   4193000 | PA      | $4178337.75   | 0.30%             | 2027-05-25      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Jackson National Life Global Funding                      | JXN F 01/14/28 144A                                                   | CUSIP: 46849CJN2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   1988000 | PA      | $1993906.83   | 0.14%             | 2028-01-14      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO LEASE TRUST 2024-A                            | NALT 2024-A A3                                                        | CUSIP: 65481CAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2465243 | PA      | $2469977.19   | 0.18%             | 2027-04-15      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel                        | BFCM 4.753 07/13/27 144A                                              | CUSIP: 06675DCE0<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    785000 | PA      | $793469.69    | 0.06%             | 2027-07-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                  | GNR 2019-56 FB                                                        | CUSIP: 38381VXC9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGSE             | US        |   1472856 | PA      | $1461452.22   | 0.11%             | 2049-05-20      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                          | FHR 3593 CF                                                           | CUSIP: 31398KRF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    792389 | PA      | $793693.61    | 0.06%             | 2036-02-15      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST 2022                       | HART 2022-C A3                                                        | CUSIP: 44933DAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    270434 | PA      | $270773.03    | 0.02%             | 2027-06-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC                                    | DELL 4.9 10/01/26                                                     | CUSIP: 24703TAE6<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   2214000 | PA      | $2221057.48   | 0.16%             | 2026-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                  | LLOYDS F 11/26/28                                                     | CUSIP: 539439BB4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1796000 | PA      | $1808693.71   | 0.13%             | 2028-11-26      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                            | MS V2.475 01/21/28                                                    | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1318000 | PA      | $1300506.95   | 0.09%             | 2028-01-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| SYMPHONY CLO 52 LTD                                       | SYMP 2025-52A AR                                                      | CUSIP: 87170MAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5975000 | PA      | $5975890.28   | 0.43%             | 2036-01-22      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| Protective Life Global Funding                            | PROTLI F 09/11/28 144A                                                | CUSIP: 743672AJ6<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10017460.90  | 0.72%             | 2028-09-11      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | ACAFP F 03/11/27 144A                                                 | CUSIP: 22534PAJ2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   2500000 | PA      | $2511439.83   | 0.18%             | 2027-03-11      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| VW CREDIT INC                                             | VW Credit, Inc. 0% CP 24/09/2026                                      | CUSIP: 91842KJQ0<br>LEI: 549300UUPJ2NXDB68M19 | Long             | STIV             | CORP              | US        |   8589000 | PA      | $8398324.20   | 0.61%             | 2026-09-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| M&T Bank Auto Receivables Trust 2025-1                    | MTBAT 2025-1A A2A                                                     | CUSIP: 55287XAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1547530 | PA      | $1550842.47   | 0.11%             | 2028-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                              | UBS V3.869 01/12/29 144A                                              | CUSIP: 225401AF5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2000000 | PA      | $1993397.24   | 0.14%             | 2029-01-12      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                          | FHR 3298 FC                                                           | CUSIP: 31397GFX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     60852 | PA      | $60464.91     | 0.00%             | 2037-04-15      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| PARK AVENUE INSTITUTIONAL ADVISERS CLO LTD 2017-1         | PAIA 2017-1A A1R2                                                     | CUSIP: 70017KAY5<br>LEI: 549300ZWX1MRCB6KO574 | Long             | ABS-CBDO         | CORP              | KY        |   2850000 | PA      | $2850000.00   | 0.21%             | 2034-02-14      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                   | MBGGR 4.65 04/01/27 144A                                              | CUSIP: 58769JBC0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   4880000 | PA      | $4925260.49   | 0.35%             | 2027-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | FNR 2006-42 PF                                                        | CUSIP: 31395DUX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     48594 | PA      | $48534.14     | 0.00%             | 2036-06-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | FNR 2008-1 CF                                                         | CUSIP: 31396YCY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     36429 | PA      | $36616.01     | 0.00%             | 2038-02-25      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| TOYOTA LEASE OWNER TRUST 2024-A                           | TLOT 2024-A A3                                                        | CUSIP: 89238GAD3<br>LEI: 254900MVSB4M6HOIRE71 | Long             | ABS-O            | CORP              | US        |    556137 | PA      | $556853.77    | 0.04%             | 2027-04-20      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Societe Generale S.A.                                     | SOCGEN F 02/19/27 144A                                                | CUSIP: 83368RCA8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |  10095000 | PA      | $10136218.89  | 0.73%             | 2027-02-19      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                          | FHR 4272 FD                                                           | CUSIP: 3137B6BC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     34367 | PA      | $33982.79     | 0.00%             | 2043-11-15      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | FNR 2015-27 KF                                                        | CUSIP: 3136ANWT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     42910 | PA      | $42697.27     | 0.00%             | 2045-05-25      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                 | CRBG 5.35 06/24/26 144A                                               | CUSIP: 00138CAY4<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   1061000 | PA      | $1064547.12   | 0.08%             | 2026-06-24      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| TARGA RES CORP                                            | TARGA RES CORP 0% CP 03/03/2026                                       | CUSIP: 87613LC31<br>LEI: 5493003QENHHS261UR94 | Long             | STIV             | CORP              | US        |   6405000 | PA      | $6402245.85   | 0.46%             | 2026-03-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                      | JPM V6.07 10/22/27                                                    | CUSIP: 46647PDW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5067852.70   | 0.37%             | 2027-10-22      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| HSBC USA, Inc.                                            | HSBC F 06/03/28                                                       | CUSIP: 40428HS29<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |   1488000 | PA      | $1497594.49   | 0.11%             | 2028-06-03      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia                                       | BNS V4.043 09/15/28                                                   | CUSIP: 06418GAU1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   2250000 | PA      | $2252451.85   | 0.16%             | 2028-09-15      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| DRYDEN 104 CLO LTD                                        | DRSLF 2022-104A A1R                                                   | CUSIP: 26253BAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7316000 | PA      | $7329739.45   | 0.53%             | 2034-08-21      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank N.V.                                        | ABNANV V6.339 09/18/27 144A                                           | CUSIP: 00084DBA7<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   3800000 | PA      | $3847299.93   | 0.28%             | 2027-09-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                     | Alexandria Real Estate Equities, Inc. 0% CP 13/03/2026                | CUSIP: 01527MCD3<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | ABS-APCP         | CORP              | US        |   6951000 | PA      | $6940434.48   | 0.50%             | 2026-03-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                          | FHR 4098 MF                                                           | CUSIP: 3137AT6Q0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     60284 | PA      | $60201.53     | 0.00%             | 2041-11-15      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| Highmark Inc.                                             | HIMARK 1.45 05/10/26 144A                                             | CUSIP: 431116AD4<br>LEI: 549300B6868ZXXEB2Y57 | Long             | DBT              | CORP              | US        |   2367000 | PA      | $2352279.48   | 0.17%             | 2026-05-10      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                 | TOYOTA F 09/05/28                                                     | CUSIP: 89236TNS0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   2543000 | PA      | $2560354.27   | 0.18%             | 2028-09-05      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd.                           | SUMITR F 09/11/28 144A                                                | CUSIP: 86563VCC1<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   3009000 | PA      | $3023316.19   | 0.22%             | 2028-09-11      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | FNR 2014-28 FD                                                        | CUSIP: 3136AJN44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   1117764 | PA      | $1116456.95   | 0.08%             | 2044-05-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank, National Association (Utah)          | MS F 01/12/29                                                         | CUSIP: 61690DK64<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   2986000 | PA      | $2997872.46   | 0.22%             | 2029-01-12      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| VW CREDIT INC                                             | VW Credit, Inc. 0% CP 16/03/2026                                      | CUSIP: 91842KCG9<br>LEI: 549300UUPJ2NXDB68M19 | Long             | STIV             | CORP              | US        |   3008000 | PA      | $3002495.36   | 0.22%             | 2026-03-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Spire Inc                                                 | Spire Inc 0% CP 05/03/2026                                            | CUSIP: 84858PC58<br>LEI: 549300NXSY15DRY2R511 | Long             | STIV             | CORP              | US        |   5000000 | PA      | $4996850.00   | 0.36%             | 2026-03-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | FNR 2006-61 FD                                                        | CUSIP: 31395N2P1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     94980 | PA      | $94486.74     | 0.01%             | 2036-07-25      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                       | D 1.45 04/15/26 A                                                     | CUSIP: 25746UDJ5<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   2285000 | PA      | $2277910.38   | 0.16%             | 2026-04-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                                | AER 5.75 06/06/28                                                     | CUSIP: 00774MBC8<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |   1000000 | PA      | $1035878.65   | 0.07%             | 2028-06-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                        | MET F 08/25/28 144A                                                   | CUSIP: 592179KS3<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   9018000 | PA      | $9039469.69   | 0.65%             | 2028-08-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc.                       | MUFG V1.538 07/20/27                                                  | CUSIP: 606822BY9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   6840000 | PA      | $6776281.91   | 0.49%             | 2027-07-20      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                              | T 4.375 07/15/27                                                      | CUSIP: 91282CKZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14056200 | PA      | $14229157.04  | 1.03%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  1 | On Loan: No      |
| NATIONAL BANK OF KUWAIT SAK NEW YORK BRANCH               | NTBKKK F 12/11/26 YCD                                                 | CUSIP: 63376GAL2<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   6075000 | PA      | $6085934.94   | 0.44%             | 2026-12-11      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| Regatta VIII Funding Ltd                                  | Regatta VIII Funding Ltd                                              | CUSIP: 75888KAL8<br>LEI: 2549002R0TTC87W9EH67 | Long             | ABS-CBDO         | CORP              | KY        |   1760000 | PA      | $1762307.36   | 0.13%             | 2037-04-17      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| NEW YORK STATE POWER AUTHORITY (NY)                       | BELL CDA 4/7/26                                                       | CUSIP: 07787QD78<br>LEI: I5P1GEYFGGMMDOFX2L30 | Long             | DBT              | MUN               | US        |   6274000 | PA      | $6248151.12   | 0.45%             | 2026-04-07      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                     | BAC V1.734 07/22/27                                                   | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   9508000 | PA      | $9425616.22   | 0.68%             | 2027-07-22      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| BANK5 2023-5YR2                                           | BANK5 2023-5YR2 A3                                                    | CUSIP: 06211CAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6750000 | PA      | $7087738.95   | 0.51%             | 2056-07-17      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                         | ES 4.6 07/01/27                                                       | CUSIP: 30040WAR9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   3916000 | PA      | $3943917.87   | 0.28%             | 2027-07-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | FNR 2010-15 FJ                                                        | CUSIP: 31398MRG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    196789 | PA      | $199151.51    | 0.01%             | 2036-06-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                   | HYNMTR 5.5 03/30/26 144A                                              | CUSIP: 44891ACB1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    215000 | PA      | $215228.72    | 0.02%             | 2026-03-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                   | NACN V4.702 03/05/27                                                  | CUSIP: 63307A3G8<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   3265000 | PA      | $3265000.00   | 0.24%             | 2027-03-05      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                          | FHR 4942 FA                                                           | CUSIP: 3137FQVN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    806961 | PA      | $800362.42    | 0.06%             | 2050-01-25      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                         | INTC 3.75 03/25/27                                                    | CUSIP: 458140BQ2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1365000 | PA      | $1362356.12   | 0.10%             | 2027-03-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HSBC USA, Inc.                                            | HSBC F 03/04/27                                                       | CUSIP: 40428HA51<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |   3216000 | PA      | $3235094.68   | 0.23%             | 2027-03-04      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                      | GM F 02/26/27                                                         | CUSIP: 37045XDQ6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   6940000 | PA      | $6951634.56   | 0.50%             | 2027-02-26      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                      | JPM V1.47 09/22/27                                                    | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  13505000 | PA      | $13309545.11  | 0.96%             | 2027-09-22      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| Societe Generale S.A.                                     | SOCGEN V1.792 06/09/27 144A                                           | CUSIP: 83368RBC5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1629000 | PA      | $1618858.16   | 0.12%             | 2027-06-09      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| Cox Communications, Inc.                                  | COXENT 3.5 08/15/27 144A                                              | CUSIP: 224044CJ4<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |   2016000 | PA      | $1998749.59   | 0.14%             | 2027-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                   | HYNMTR F 01/08/29 144A                                                | CUSIP: 44891AEG8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   4130000 | PA      | $4137323.73   | 0.30%             | 2029-01-08      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                            | MS V1.512 07/20/27 GMTN                                               | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5092000 | PA      | $5045290.42   | 0.36%             | 2027-07-20      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA NEW YORK BRANCH                        | SANTAN F 03/04/26 YCD                                                 | CUSIP: 05973RHH8<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   4005000 | PA      | $4005040.05   | 0.29%             | 2026-03-04      | Floating      | 3.86%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                          | FHR 3033 FG                                                           | CUSIP: 31396AC93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    268349 | PA      | $266843.49    | 0.02%             | 2035-09-15      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd Finance Corp.                                   | BG 4.9 04/21/27                                                       | CUSIP: 120568BM1<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   5011000 | PA      | $5064282.16   | 0.36%             | 2027-04-21      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                 | NSLT 2016-1A A                                                        | CUSIP: 64033UAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    163029 | PA      | $162728.22    | 0.01%             | 2065-09-25      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC NEW YORK BRANCH                         | BACR F 10/09/26 YCD                                                   | CUSIP: 06745GEP2<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   5500000 | PA      | $5510501.37   | 0.40%             | 2026-10-09      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| Massmutual Global Funding II                              | MASSMU F 01/22/29 144A                                                | CUSIP: 57629TCA3<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |   7828000 | PA      | $7834425.22   | 0.56%             | 2029-01-22      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| Veralto Corp.                                             | VLTO 5.5 09/18/26                                                     | CUSIP: 92338CAB9<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |   8287000 | PA      | $8343760.81   | 0.60%             | 2026-09-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                      | RY V5.069 07/23/27 GMTN                                               | CUSIP: 78016HZX1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1480000 | PA      | $1486509.62   | 0.11%             | 2027-07-23      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                        | CM 5.237 06/28/27                                                     | CUSIP: 13607L8C0<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   3159000 | PA      | $3216704.13   | 0.23%             | 2027-06-28      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | FNR 2002-53 FY                                                        | CUSIP: 31392EJM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    103215 | PA      | $103363.56    | 0.01%             | 2032-08-25      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| American Express Company                                  | AXP F 04/23/27                                                        | CUSIP: 025816DS5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   5917000 | PA      | $5920331.74   | 0.43%             | 2027-04-23      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| Cedar Funding IX CLO                                      | CEDF 2018-9A AR                                                       | CUSIP: 15033EAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9750000 | PA      | $9783988.50   | 0.71%             | 2037-07-20      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| WARWICK CAPITAL CLO 2024-3 LTD                            | WWICK 2024-3A A1                                                      | CUSIP: 93655PAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   5000000 | PA      | $5002500.00   | 0.36%             | 2037-04-20      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                          | FHR 4248 FL                                                           | CUSIP: 3137B4UR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     47470 | PA      | $47392.84     | 0.00%             | 2041-05-15      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                              | MAR 4.2 07/15/27                                                      | CUSIP: 571903BV4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   3640000 | PA      | $3656209.76   | 0.26%             | 2027-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                     | BAC V1.658 03/11/27 N                                                 | CUSIP: 06051GJQ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1772000 | PA      | $1770525.59   | 0.13%             | 2027-03-11      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp                             | EFNCN 5.643 03/13/27 144A                                             | CUSIP: 286181AM4<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   3020000 | PA      | $3065478.48   | 0.22%             | 2027-03-13      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                                       | Macquarie Group Ltd. FRN CP 10/09/2026 USD                            | CUSIP: 55607NF21<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | STIV             | CORP              | AU        |   1019000 | PA      | $1019376.72   | 0.07%             | 2026-09-10      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST 2024-5                             | CHAOT 2024-5A A3                                                      | CUSIP: 16144QAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2007857.60   | 0.14%             | 2029-08-25      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-28

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

**Signature:** Allison Frachiolla

**Name of Signer:** Allison Frachiolla

**Title:** Vice President Assistant Treasurer