# EDGAR Filing Document

**Accession Number:** 0001872555
**File Stem:** 0002048251-26-005315
**Filing Date:** 2026-6
**Character Count:** 231104
**Document Hash:** 1b76c310587c684f1f95971979a9dc28
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002048251-26-005315.hdr.sgml**: 20260625

**ACCESSION NUMBER**: 0002048251-26-005315

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260625

**DATE AS OF CHANGE**: 20260625

**PERIOD START**: 20261031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23718
- **FILM NUMBER:** 261121365

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

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

## Series and Classes Contracts Data

### CATHOLIC RESPONSIBLE INVESTMENTS SHORT DURATION BOND FUND (Series ID: S000073783)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000230950 | Institutional Shares | CRDSX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** OAKS

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19456

  - **Telephone number:** 6106761000

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

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

- **b. EDGAR series identifier (if any):** S000073783

- **c. LEI of Series:** 54930024UQZE0614MA50

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $576944893.97

**Total Liabilities:** $2150386.45

**Net Assets:** $574794507.52

**Cash Not Reported:** $659.01

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -2440.37722045 | **1-Year:** -29754.56034841 | **5-Year:** -40009.15106391 | **10-Year:** -4253.88635236 | **30-Year:** -230.37825143

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

- **3-Month:** -338.27122701 | **1-Year:** -3422.33826584 | **5-Year:** -4559.37889802 | **10-Year:** -1597.67015010 | **30-Year:** -79.58363244

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000230950 | 0.31%                | -0.58%               | 0.55%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $15999.77                | $-216697.10                                |
| Month 2  | $203538.65               | $-5352556.41                               |
| Month 3  | $218995.55               | $1220264.06                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| NEW HAMPSHIRE ST HSG FIN AUTH SINGLE FAMILY MTG REV                                        | NEW HAMPSHIRE ST HSG FIN AUTH NEW HAMPSHIRE HOUSING FINANCE AUTHORITY             | CUSIP: 64469HDP4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    715000 | PA      | $759648.53    | 0.13%             | 2057-01-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BBCMS TRUST                                                                                | BBCMS MORTGAGE TRUST 2025-C32 BBCMS 2025-C32 A1                                   | CUSIP: 07337AAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    267814 | PA      | $268584.74    | 0.05%             | 2062-02-15      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST                                                                   | COLT 2026-3 MORTGAGE LOAN TRUST COLT 2026-3 A1                                    | CUSIP: 19689GAF9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    150000 | PA      | $150105.45    | 0.03%             | 2071-05-25      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST                                                             | HYUNDAI AUTO RECEIVABLES TRUST 2023-B HART 2023-B A3                              | CUSIP: 44933XAD9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    614343 | PA      | $617243.05    | 0.11%             | 2028-04-17      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                       | JPMORGAN CHASE & CO 4.979000% 07/22/2028                                          | CUSIP: 46647PEL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    980000 | PA      | $986612.44    | 0.17%             | 2028-07-22      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| LOUISIANA LOCAL GOVERNMENT ENVIRONMENTAL FACILITIES AND COMMUNITY DEVELOPMENT AUTHORITY    | LOUISIANA ST LOCAL GOVT ENVRNM LOUISIANA LOCAL GOVERNMENT ENVIRONMENTAL FACILITIE | CUSIP: 54627RAL4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    255187 | PA      | $254600.55    | 0.04%             | 2029-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GCAT TRUST                                                                                 | GCAT 2024-NQM2 TRUST GCAT 2024-NQM2 A1                                            | CUSIP: 36831CAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    606546 | PA      | $610957.31    | 0.11%             | 2059-06-25      | Fixed         | 6.08%                 | Yes           |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST                                         | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR 2024-1 A3                | CUSIP: 36268GAD7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    315022 | PA      | $316249.91    | 0.06%             | 2028-12-18      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC.                                                                      | HOWMET AEROSPACE INC 3.900000% 04/15/2029                                         | CUSIP: 443201AG3<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    440000 | PA      | $433741.20    | 0.08%             | 2029-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| NEW YORK STATE ELECTRIC & GAS CORPORATION                                                  | NEW YORK STATE ELECTRIC & GAS CORP 144A 2.150000% 10/01/2031                      | CUSIP: 649840CT0<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |    895000 | PA      | $781577.72    | 0.14%             | 2031-10-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                                        | COMCAST CORP 5.100000% 06/01/2029                                                 | CUSIP: 20030NEH0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1173828.24   | 0.20%             | 2029-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                                                     | GENERAL MOTORS FINANCIAL CO INC 4.200000% 10/27/2028                              | CUSIP: 37045XFL5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1016599.75   | 0.18%             | 2028-10-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AGL CLO LTD                                                                                | AGL CLO 7 LTD AGL 2020-7A BR2                                                     | CUSIP: 008511AY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3260000 | PA      | $3258291.76   | 0.57%             | 2038-10-15      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                             | CITIGROUP INC 5.174000% 02/13/2030                                                | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1167458.48   | 0.20%             | 2030-02-13      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| DLLAA LLC                                                                                  | DLLAA 2023-1 LLC DLLAA 2023-1A A3                                                 | CUSIP: 23292HAC5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    261260 | PA      | $263372.51    | 0.05%             | 2028-02-22      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                                                         | RGA GLOBAL FUNDING 144A 5.448000% 05/24/2029                                      | CUSIP: 76209PAE3<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    590000 | PA      | $603474.93    | 0.10%             | 2029-05-24      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                                            | DANSKE BANK A/S 144A 5.427000% 03/01/2028                                         | CUSIP: 23636ABG5<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | NUSS              | DK        |   1350000 | PA      | $1361517.15   | 0.24%             | 2028-03-01      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Banque africaine de developpement                                                          | AFRICAN DEVELOPMENT BANK 3.500000% 09/18/2029                                     | CUSIP: 00828EFD6<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $492319.89    | 0.09%             | 2029-09-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PRIVATE BANK, NATIONAL ASSOCIATION                                          | MORGAN STANLEY PRIVATE BANK NA 4.213000% 02/08/2030                               | CUSIP: 61776NU43<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1191867.54   | 0.21%             | 2030-02-08      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST                                                  | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2023-1 SFAST 2023-1A A3                 | CUSIP: 78398AAD5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    350051 | PA      | $351476.27    | 0.06%             | 2028-10-20      | Fixed         | 5.47%                 | Yes           |                  2 | On Loan: No      |
| NTT FINANCE CORPORATION                                                                    | NTT FINANCE CORP 144A 5.104000% 07/02/2027                                        | CUSIP: 62954WAL9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | NUSS              | JP        |   1150000 | PA      | $1158856.64   | 0.20%             | 2027-07-02      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST A                                                 | FORD CREDIT FLOORPLAN MASTER OWNER TRUST A FORDF 2024-1 A1                        | CUSIP: 34528QJA3<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-MBS          |  | US        |   1200000 | PA      | $1213591.32   | 0.21%             | 2029-04-15      | Fixed         | 5.29%                 | Yes           |                  2 | On Loan: No      |
| MAPLE PARENT HOLDINGS CORP.                                                                | MAPLE PARENT HOLDINGS CORP 144A 5.050000% 03/26/2031                              | CUSIP: 56530KAB2<br>LEI: 254900J6FBJ1E892Q074 | Long             | DBT              | CORP              | US        |    195000 | PA      | $195375.80    | 0.03%             | 2031-03-26      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ECONOMIC DEV AUTH ST LEASE REV                                                  | NEW JERSEY ST ECON DEV AUTH NEW JERSEY ECONOMIC DEVELOPMENT AUTHORITY             | CUSIP: 64578EML8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1006231.60   | 0.18%             | 2027-03-01      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Pennsylvania Electric Company                                                  | FIRSTENERGY PENNSYLVANIA ELECTRIC CO 144A 4.550000% 03/15/2031                    | CUSIP: 33767QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1366880.01   | 0.24%             | 2031-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MONTGOMERY CNTY MD HSG OPPTYS COMMN LTD OBLIG                                              | MONTGOMERY CNTY MD HSG OPPORTU MONTGOMERY COUNTY HOUSING OPPORTUNITIES COMMISSION | CUSIP: 61335AAC9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    350000 | PA      | $352539.92    | 0.06%             | 2027-12-01      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLE TRUST                                                           | WORLD OMNI AUTO RECEIVABLES TRUST 2026-A WOART 2026-A A3                          | CUSIP: 98190AAD3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    700000 | PA      | $694994.72    | 0.12%             | 2031-05-15      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| J P MORGAN CHASE BANK                                                                      | US 2YR NOTE (CBT) JUN26 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       478 | NC      | $99005750.00  | 17.22%            |  |  |  | No            |                  1 | On Loan: No      |
| CONSUMERS SECURITIZATION FUNDING LLC                                                       | CONSUMERS 2023 SECURITIZATION FUNDING LLC 5.550000% 03/01/2028                    | CUSIP: 21071BAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    253825 | PA      | $255583.97    | 0.04%             | 2028-03-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                                     | GOLDMAN SACHS BANK USA/NEW YORK NY 5.414000% 05/21/2027                           | CUSIP: 38151LAG5<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1150587.67   | 0.20%             | 2027-05-21      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST                                                               | FORD CREDIT AUTO LEASE TRUST 2026-A FORDL 2026-A A4                               | CUSIP: 345276AE9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    800000 | PA      | $795362.48    | 0.14%             | 2030-02-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                            | NORDEA BANK ABP 144A 5.375000% 09/22/2027                                         | CUSIP: 65558RAD1<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | NUSS              | FI        |    600000 | PA      | $608163.00    | 0.11%             | 2027-09-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SOLAR STAR FUNDING, LLC                                                                    | SOLAR STAR FUNDING LLC 144A 5.375000% 06/30/2035                                  | CUSIP: 83416WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    486274 | PA      | $486147.66    | 0.08%             | 2035-06-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                      | WELLS FARGO & CO 5.244000% 01/24/2031                                             | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    775000 | PA      | $790045.21    | 0.14%             | 2031-01-24      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development                                      | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMEN ZERO COUPON 03/31/2027         | CUSIP: 45906M3A7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   2500000 | PA      | $2408927.72   | 0.42%             | 2027-03-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MARYLAND ST CMNTY DEV ADMIN DEPT HSG & CMNTY DEV                                           | MARYLAND CMNTY DEV ADMIN HSG & MARYLAND DEPARTMENT OF HOUSING & COMMUNITY DEVELOP | CUSIP: 57419U2E7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1285000 | PA      | $1362155.13   | 0.24%             | 2056-09-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BB BLUE FINANCING DESIGNATED ACTIVITY COMPANY                                              | BB BLUE FINANCING DAC 4.395000% 09/20/2029                                        | CUSIP: BZ1196170<br>LEI: 635400ZEZBP91CFF7965 | Long             | DBT              | NUSS              | IE        |   2395833 | PA      | $2328187.07   | 0.41%             | 2029-09-20      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL WIND, LLC                                                                      | CONTINENTAL WIND LLC 144A 6.000000% 02/28/2033                                    | CUSIP: 212168AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    787179 | PA      | $798991.59    | 0.14%             | 2033-02-28      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DEXT ABS LLC                                                                               | DEXT ABS 2023-2 LLC DEXT 2023-2 A2                                                | CUSIP: 25216CAB6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     44435 | PA      | $44503.85     | 0.01%             | 2034-05-15      | Fixed         | 6.56%                 | Yes           |                  2 | On Loan: No      |
| DLLAD LLC                                                                                  | DLLAD 2023-1 LLC DLLAD 2023-1A A3                                                 | CUSIP: 233258AC6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    259658 | PA      | $260408.15    | 0.05%             | 2028-01-20      | Fixed         | 4.79%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                                         | T-MOBILE USA INC 3.750000% 04/15/2027                                             | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    600000 | PA      | $597573.44    | 0.10%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE TRUST                                                         | EFMT 2025-NQM5 EFMT 2025-NQM5 A1                                                  | CUSIP: 28225KAC9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1826850 | PA      | $1822026.26   | 0.32%             | 2070-11-25      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                        | SOCGEN TRIPARTY TSY 3.64% 05/01/2026 MATURITY DATE                                | CUSIP: SCGTZVSD0<br>LEI: N/A                  | Long             | RA               |  | US        |   5100000 | PA      | $5100000.00   | 0.89%             |  |  |  | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                              | GOLDMAN SACHS GROUP INC/THE 4.594000% 04/20/2030                                  | CUSIP: 38141GE83<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1172389.93   | 0.20%             | 2030-04-20      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                                                   | BENCHMARK 2026-V20 MORTGAGE TRUST BMARK 2026-V20 A3                               | CUSIP: 08164KAW0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1200000 | PA      | $1221540.36   | 0.21%             | 2059-02-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA AUTO TRUST                                                                 | BANK OF AMERICA AUTO TRUST 2023-1 BAAT 2023-1A A3                                 | CUSIP: 06428AAC2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    228339 | PA      | $229542.70    | 0.04%             | 2028-02-15      | Fixed         | 5.53%                 | Yes           |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                           | SKANDINAVISKA ENSKILDA BANKEN AB 144A 5.125000% 03/05/2027                        | CUSIP: 830505AZ6<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | NUSS              | SE        |    950000 | PA      | $957958.05    | 0.17%             | 2027-03-05      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BBCMS TRUST                                                                                | BBCMS MORTGAGE TRUST 2024-C30 BBCMS 2024-C30 A1                                   | CUSIP: 05493YAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    924200 | PA      | $928534.52    | 0.16%             | 2057-11-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CONSUMERS SECURITIZATION FUNDING LLC                                                       | CONSUMERS 2023 SECURITIZATION FUNDING LLC 5.550000% 03/01/2028                    | CUSIP: 21071BAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    191638 | PA      | $192965.89    | 0.03%             | 2028-03-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BANK5                                                                                      | BANK5 2026-5YR20 BANK5 2026-5YR20 A1                                              | CUSIP: 06650JAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    791241 | PA      | $782648.27    | 0.14%             | 2059-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL MASTER TRUST                                                          | PROGRESS RESIDENTIAL 2024-SFR3 TRUST PROG 2024-SFR3 A                             | CUSIP: 74331VAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    950096 | PA      | $898749.31    | 0.16%             | 2041-06-17      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| SCF EQUIPMENT LEASING LLC                                                                  | SCF EQUIPMENT LEASING 2025-2 LLC SCFET 2025-2A A3                                 | CUSIP: 78439XAC8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    910000 | PA      | $904025.49    | 0.16%             | 2036-06-20      | Fixed         | 4.33%                 | Yes           |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                              | GOLDMAN SACHS GROUP INC/THE 4.387000% 06/15/2027                                  | CUSIP: 38141GZT4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499935.80    | 0.09%             | 2027-06-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| FREMF MORTGAGE TRUST                                                                       | FREMF 2019-K94 MORTGAGE TRUST FREMF 2019-K94 B                                    | CUSIP: 30310XAE9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1262000 | PA      | $1228599.28   | 0.21%             | 2052-07-25      | Floating      | 4.10%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                                   | JPN BANK FOR INT'L COOP 1.625000% 01/20/2027                                      | CUSIP: 471048CP1<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    500000 | PA      | $491877.38    | 0.09%             | 2027-01-20      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST                                             | MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 202 MSRM 2024-3 A1                 | CUSIP: 61776QAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    148554 | PA      | $148479.59    | 0.03%             | 2054-07-25      | Floating      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| WLB ASSET II D PTE. LTD.                                                                   | WLB ASSET II D PTE LTD 144A 6.500000% 12/21/2026                                  | CUSIP: ZN8384739<br>LEI: 549300RHQSFI6RYM6N43 | Long             | DBT              | NUSS              | SG        |    978522 | PA      | $950583.19    | 0.17%             | 2026-12-21      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST                                                                    | GSR MORTGAGE LOAN TRUST 2004-9 GSR 2004-9 3A1                                     | CUSIP: 36242DBK8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      7084 | PA      | $6817.31      | 0.00%             | 2034-08-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| INTER AMERICAN DEVELOPMENT BANK                                                            | INTER-AMERICAN DEVELOPMENT BANK 2.000000% 07/23/2026                              | CUSIP: 4581X0DJ4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $995813.55    | 0.17%             | 2026-07-23      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST ENERGY RESH & DEV AUTH RESIDENTIAL CLEAN ENERGY & ENERGY EFFICIENCY FING GREEN | NEW YORK ST ENERGY RESEARCH & NEW YORK STATE ENERGY RESEARCH & DEVELOPMENT AUTHO  | CUSIP: 64985VAW6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    665000 | PA      | $666474.64    | 0.12%             | 2027-04-01      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 3.500000% 11/15/2028                                              | CUSIP: 91282CPK1<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  13150000 | PA      | $13021068.33  | 2.27%             | 2028-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER COMPANY                                                                      | GEORGIA POWER CO 4.850000% 03/15/2031                                             | CUSIP: 373334LA7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1215191.39   | 0.21%             | 2031-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                                       | ROYAL BANK OF CANADA MTN 4.696000% 08/06/2031                                     | CUSIP: 78017DAM0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | NUSS              | CA        |   1275000 | PA      | $1274053.30   | 0.22%             | 2031-08-06      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                                                   | BX TRUST 2022-CLS BX 2022-CLS B                                                   | CUSIP: 05609XAC5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2200000 | PA      | $2193625.50   | 0.38%             | 2027-10-13      | Fixed         | 6.30%                 | Yes           |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                              | GOLDMAN SACHS GROUP INC/THE 6.484000% 10/24/2029                                  | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3125000 | PA      | $3262643.25   | 0.57%             | 2029-10-24      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| KBC GROEP NV                                                                               | KBC GROUP NV 144A 5.796000% 01/19/2029                                            | CUSIP: 48241FAB0<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | NUSS              | BE        |    295000 | PA      | $300960.81    | 0.05%             | 2029-01-19      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                                         | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 4.875000% 04/01/2028           | CUSIP: 00774MBN4<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | NUSS              | IE        |    925000 | PA      | $930446.57    | 0.16%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FLEX LTD.                                                                                  | FLEX LTD 6.000000% 01/15/2028                                                     | CUSIP: 33938XAE5<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | NUSS              | US        |    550000 | PA      | $562091.43    | 0.10%             | 2028-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PHILADELPHIA PA REDEV AUTH REV                                                             | PHILADELPHIA PA REDEV AUTH REDEVELOPMENT AUTHORITY OF THE CITY OF PHILADELPHI     | CUSIP: 717868KK8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    550000 | PA      | $546915.16    | 0.10%             | 2030-11-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TOYOTA LEASE OWNER TRUST                                                                   | TOYOTA LEASE OWNER TRUST 2025-B TLOT 2025-B A4                                    | CUSIP: 89240NAE2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    675000 | PA      | $669795.21    | 0.12%             | 2030-01-22      | Fixed         | 3.97%                 | Yes           |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LEASE TRUST                                                                | VOLKSWAGEN AUTO LEASE TRUST 2024-A VWALT 2024-A A3                                | CUSIP: 92866EAD1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    238249 | PA      | $239011.66    | 0.04%             | 2027-06-21      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                                                 | APPLE INC 3.000000% 06/20/2027                                                    | CUSIP: 037833CX6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1979454.04   | 0.34%             | 2027-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                               | BX COMMERCIAL MORTGAGE TRUST 2022-AHP BX 2022-AHP A                               | CUSIP: 05610FAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    484087 | PA      | $483935.43    | 0.08%             | 2039-01-17      | Floating      | 4.64%                 | Yes           |                  2 | On Loan: No      |
| The Arab Energy Fund                                                                       | ARAB ENERGY FUND /THE 1.483000% 10/06/2026                                        | CUSIP: N/A<br>LEI: 213800A54KIUYH5YD185       | Long             | DBT              | NUSS              | XX        |   1930000 | PA      | $1906315.04   | 0.33%             | 2026-10-06      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| CNH EQUIPMENT TRUST                                                                        | CNH EQUIPMENT TRUST 2023-A CNH 2023-A A3                                          | CUSIP: 12664QAC8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    390789 | PA      | $392226.82    | 0.07%             | 2028-08-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                | BANK OF AMERICA CORP 5.933000% 09/15/2027                                         | CUSIP: 06051GLV9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1507816.34   | 0.26%             | 2027-09-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION                                                | INTERNATIONAL BUSINESS MACHINES CORP 4.300000% 02/03/2031                         | CUSIP: 459200LR0<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   2275000 | PA      | $2243031.02   | 0.39%             | 2031-02-03      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NATIONAL FIN AUTH N H INDL DEV REV                                                         | NATIONAL FIN AUTH NH INDL DEVR NEW HAMPSHIRE BUSINESS FINANCE AUTHORITY           | CUSIP: 63609FAD1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2500000.00   | 0.43%             | 2029-02-01      | Floating      | 3.97%                 | No            |                  2 | On Loan: No      |
| ST. BARNABAS HEALTH SYSTEM, INC.                                                           | RWJBH CORPORATE SERVICES INC 4.000000% 07/01/2028                                 | CUSIP: 06769QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1820000 | PA      | $1808047.75   | 0.31%             | 2028-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NORTH PLATTE NEB COMBINED UTILS REV                                                        | NORTH PLATTE NE COMB UTILITIES CITY OF NORTH PLATTE NE COMBINED UTILITIES REVENUE | CUSIP: 66161PCF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $247382.58    | 0.04%             | 2029-12-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FA4160                                                         | CUSIP: 3140W4TS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2024913 | PA      | $2011359.68   | 0.35%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank, National Association                                                  | MORGAN STANLEY BANK NA 4.952000% 01/14/2028                                       | CUSIP: 61690U8A1<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1154543.77   | 0.20%             | 2028-01-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                                | EQUINOR ASA 4.500000% 09/03/2030                                                  | CUSIP: 29446MAM4<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | NUSS              | NO        |    345000 | PA      | $346161.55    | 0.06%             | 2030-09-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| A&D MORTGAGE TRUST                                                                         | A&D MORTGAGE TRUST 2025-NQM5 ADMT 2025-NQM5 A1                                    | CUSIP: 00250AAC8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2182459 | PA      | $2175234.81   | 0.38%             | 2070-12-25      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 3.625000% 08/15/2028                                              | CUSIP: 91282CNU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  17475000 | PA      | $17372607.33  | 3.02%             | 2028-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FREMF MORTGAGE TRUST                                                                       | FREMF 2019-K89 MORTGAGE TRUST FREMF 2019-K89 B                                    | CUSIP: 302972AS3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1400000 | PA      | $1383677.26   | 0.24%             | 2051-01-25      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| PG&E RECOVERY FUNDING LLC                                                                  | PG&E RECOVERY FUNDING LLC 4.838000% 06/01/2033                                    | CUSIP: 71710TAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2169718 | PA      | $2191192.98   | 0.38%             | 2033-06-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| SOUTH DAKOTA HSG DEV AUTH                                                                  | SOUTH DAKOTA ST HSG DEV AUTH SOUTH DAKOTA HOUSING DEVELOPMENT AUTHORITY           | CUSIP: 83756CY90<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    185000 | PA      | $187782.92    | 0.03%             | 2053-05-01      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES OWNER TRUST                                                         | HONDA AUTO RECEIVABLES 2023-2 OWNER TRUST HAROT 2023-2 A3                         | CUSIP: 437927AC0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    386340 | PA      | $387441.12    | 0.07%             | 2027-11-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| SMITH & NEPHEW PLC                                                                         | SMITH & NEPHEW PLC 5.150000% 03/20/2027                                           | CUSIP: 83192PAC2<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | NUSS              | GB        |    515000 | PA      | $517888.58    | 0.09%             | 2027-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST A                                                 | FORD CREDIT FLOORPLAN MASTER OWNER TRUST A FORDF 2023-1 A1                        | CUSIP: 34528QHV9<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-MBS          |  | US        |    730000 | PA      | $730272.29    | 0.13%             | 2028-05-15      | Fixed         | 4.92%                 | Yes           |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES OWNER TRUST                                                        | TOYOTA AUTO RECEIVABLES 2026-A OWNER TRUST TAOT 2026-A A4                         | CUSIP: 89240KAE8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    580000 | PA      | $573977.34    | 0.10%             | 2031-07-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| A&D MORTGAGE TRUST                                                                         | A&D MORTGAGE TRUST 2026-NQM1 ADMT 2026-NQM1 A1                                    | CUSIP: 00040DAC7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    480810 | PA      | $477148.16    | 0.08%             | 2071-02-25      | Floating      | 4.91%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                          | HSBC HOLDINGS PLC 4.398000% 03/10/2030                                            | CUSIP: 404280FK0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | NUSS              | GB        |   1375000 | PA      | $1365748.04   | 0.24%             | 2030-03-10      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| JACKSON NATIONAL LIFE GLOBAL FUNDING                                                       | JACKSON NATIONAL LIFE GLOBAL FUNDING 144A 5.550000% 07/02/2027                    | CUSIP: 46849LVA6<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    595000 | PA      | $601010.50    | 0.10%             | 2027-07-02      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                    | HYUNDAI CAPITAL AMERICA 144A 5.250000% 01/08/2027                                 | CUSIP: 44891ACT2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    750000 | PA      | $754334.47    | 0.13%             | 2027-01-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLE TRUST                                                           | WORLD OMNI AUTO RECEIVABLES TRUST 2025-B WOART 2025-B A4                          | CUSIP: 98164TAE2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    730000 | PA      | $733013.59    | 0.13%             | 2031-08-15      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC.                                                                                | ZOETIS INC 4.150000% 08/17/2028                                                   | CUSIP: 98978VAW3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1294037.98   | 0.23%             | 2028-08-17      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST                                                             | HYUNDAI AUTO RECEIVABLES TRUST 2025-D HART 2025-D A4                              | CUSIP: 44891XAE7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    540000 | PA      | $536432.06    | 0.09%             | 2032-03-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST                                             | FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 202 FCRT 2023-2 A2                 | CUSIP: 35104AAB4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     10650 | PA      | $10658.38     | 0.00%             | 2028-05-15      | Fixed         | 5.99%                 | Yes           |                  2 | On Loan: No      |
| BROOMFIELD COLO URBAN RENEWAL AUTH TAX INCREMENT REV                                       | BROOMFIELD CO URBAN RENEWAL AU BROOMFIELD URBAN RENEWAL AUTHORITY                 | CUSIP: 114778BF9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    800000 | PA      | $811074.64    | 0.14%             | 2028-12-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| TESLA SUSTAINABLE ENERGY TRUST                                                             | TESLA SUSTAINABLE ENERGY TRUST 2024-1 TSET 2024-1A A2                             | CUSIP: 88164AAB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1047511 | PA      | $1049381.14   | 0.18%             | 2050-06-21      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                                 | VERUS SECURITIZATION TRUST 2026-R2 VERUS 2026-R2 A1                               | CUSIP: 92541GAC1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    640402 | PA      | $641513.46    | 0.11%             | 2067-10-25      | Floating      | 5.39%                 | Yes           |                  2 | On Loan: No      |
| THE PNC FINANCIAL SERVICES GROUP, INC.                                                     | PNC FINANCIAL SERVICES GROUP INC/THE 6.615000% 10/20/2027                         | CUSIP: 693475BT1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    750000 | PA      | $757806.50    | 0.13%             | 2027-10-20      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| WARM SPRINGS RESERVATION ORE CONFEDERATED TRIBES HYDROELECTRIC REV                         | WARM SPRINGS OR RESERVATION CO WARM SPRINGS RESERVATION CONFEDERATED TRIBE        | CUSIP: 934312AT6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $968385.60    | 0.17%             | 2027-11-01      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| PEACEHEALTH                                                                                | PEACEHEALTH OBLIGATED GROUP 4.335000% 11/15/2028                                  | CUSIP: 70462GAE8<br>LEI: PLDU35L52IYZUL5SMS69 | Long             | DBT              | CORP              | US        |    380000 | PA      | $378204.43    | 0.07%             | 2028-11-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                                      | ATHENE GLOBAL FUNDING 144A 5.339000% 01/15/2027                                   | CUSIP: 04685A3R0<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1005983.43   | 0.18%             | 2027-01-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE REMICS FNR 2022-72 CB                                                  | CUSIP: 3136BPAC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2496919 | PA      | $2502458.79   | 0.44%             | 2039-07-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Japan International Cooperation Agency                                                     | JAPAN INT'L COOP AGENCY 4.250000% 05/22/2030                                      | CUSIP: 47109LAJ3<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |    230000 | PA      | $230324.42    | 0.04%             | 2030-05-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TESLA ELECTRIC VEHICLE TRUST                                                               | TESLA ELECTRIC VEHICLE TRUST 2023-1 TEVT 2023-1 A3                                | CUSIP: 881943AD6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    211025 | PA      | $212418.89    | 0.04%             | 2028-06-20      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| SLG OFFICE TRUST                                                                           | SLG OFFICE TRUST 2026-OMA SLG 2026-OMA C                                          | CUSIP: 78451FAE6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    250000 | PA      | $251016.70    | 0.04%             | 2041-04-15      | Floating      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| JERSEY CITY N J MUN UTILS AUTH WTR REV                                                     | JERSEY CITY NJ MUNI UTILITIES JERSEY CITY MUNICIPAL UTILITIES AUTHORITY           | CUSIP: 476624DR9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    450000 | PA      | $450000.00    | 0.08%             | 2026-05-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-146 CT                          | CUSIP: 38384DAA5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    660461 | PA      | $660821.27    | 0.11%             | 2034-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PHILADELPHIA PA AUTH FOR INDL DEV PENSION FDG                                              | PHILADELPHIA PA AUTH FOR INDL PHILADELPHIA AUTHORITY FOR INDUSTRIAL DEVELOPMENT   | CUSIP: 71781LAM1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1890000 | PA      | $1948762.94   | 0.34%             | 2028-04-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST                                         | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR 2025-4 A3                | CUSIP: 36273EAD5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    220000 | PA      | $218473.57    | 0.04%             | 2031-02-18      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                    | BPCE SA 144A 5.203000% 01/18/2027                                                 | CUSIP: 05571AAT2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | NUSS              | FR        |   1150000 | PA      | $1158488.01   | 0.20%             | 2027-01-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| M&T BANK AUTO RECEIVABLES TRUST                                                            | M&T BANK AUTO RECEIVABLES TRUST 2024-1 MTBAT 2024-1A A3                           | CUSIP: 55286TAC9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    876066 | PA      | $883878.92    | 0.15%             | 2032-02-17      | Fixed         | 5.22%                 | Yes           |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST                                                                | ALLY AUTO RECEIVABLES TRUST 2026-1 ALLYA 2026-1 A4                                | CUSIP: 02008PAD4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1375000 | PA      | $1357916.59   | 0.24%             | 2031-06-15      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST                                                        | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2026-NQM4 NRZT 2026-NQM4 A1                   | CUSIP: 64790AAE7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    701169 | PA      | $698755.39    | 0.12%             | 2066-02-25      | Floating      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-49 A                            | CUSIP: 38383WYX8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1086289 | PA      | $1077043.37   | 0.19%             | 2048-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| THE COMMUNITY PRESERVATION CORPORATION                                                     | COMMUNITY PRESERVATION CORP/THE 2.867000% 02/01/2030                              | CUSIP: 20402CAA3<br>LEI: 254900CWS66ZXCS6P481 | Long             | DBT              | CORP              | US        |    250000 | PA      | $232566.60    | 0.04%             | 2030-02-01      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST                                                    | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-C HALST 2025-C A3                    | CUSIP: 44935GAD4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1450000 | PA      | $1453759.85   | 0.25%             | 2028-07-17      | Fixed         | 4.36%                 | Yes           |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST                                                        | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2026-NQM1 NRZT 2026-NQM1 A1                   | CUSIP: 64832LAE3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    319287 | PA      | $316906.68    | 0.06%             | 2065-11-25      | Floating      | 4.82%                 | Yes           |                  2 | On Loan: No      |
| ALLIANT ENERGY FINANCE, LLC                                                                | ALLIANT ENERGY FINANCE LLC 144A 5.400000% 06/06/2027                              | CUSIP: 01882YAF3<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |    910000 | PA      | $916132.46    | 0.16%             | 2027-06-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                                     | EXTRA SPACE STORAGE LP 5.700000% 04/01/2028                                       | CUSIP: 30225VAJ6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1249865.92   | 0.22%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                      | WELLS FARGO & CO MTN 5.707000% 04/22/2028                                         | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1163768.75   | 0.20%             | 2028-04-22      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| ONEOK, INC.                                                                                | ONEOK INC 5.550000% 11/01/2026                                                    | CUSIP: 682680BH5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1331704.66   | 0.23%             | 2026-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST                                             | MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 202 MSRM 2025-NQM1 A1              | CUSIP: 617932AA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    771235 | PA      | $778399.36    | 0.14%             | 2069-11-25      | Floating      | 5.74%                 | Yes           |                  2 | On Loan: No      |
| SOUTH DAKOTA HSG DEV AUTH                                                                  | SOUTH DAKOTA ST HSG DEV AUTH SOUTH DAKOTA HOUSING DEVELOPMENT AUTHORITY           | CUSIP: 83756C7X7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1480000 | PA      | $1535394.33   | 0.27%             | 2054-05-01      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES HOLDING COMPANY LLC                                                     | COLUMBIA PIPELINES HOLDING CO LLC 144A 6.055000% 08/15/2026                       | CUSIP: 19828AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $290969.93    | 0.05%             | 2026-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                        | INT DEVELOPMENT FIN CORP 1.790000% 10/15/2029                                     | CUSIP: 90376PAD3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    217705 | PA      | $207460.79    | 0.04%             | 2029-10-15      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| WESTPAC NEW ZEALAND LIMITED                                                                | WESTPAC NEW ZEALAND LTD 144A 5.132000% 02/26/2027                                 | CUSIP: 96122FAB3<br>LEI: 549300MW73M5PK1PNG73 | Long             | DBT              | NUSS              | NZ        |   1000000 | PA      | $1007939.79   | 0.18%             | 2027-02-26      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORPORATION                                                                 | SPRINT CAPITAL CORP 6.875000% 11/15/2028                                          | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    550000 | PA      | $580582.63    | 0.10%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINANCE NORTH AMERICA LLC                                                    | DAIMLER TRUCK FINANCE NORTH AMERICA LLC 144A 5.125000% 09/25/2027                 | CUSIP: 233853AY6<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | DE        |   1155000 | PA      | $1164111.55   | 0.20%             | 2027-09-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                                             | ENTERPRISE FLEET FINANCING 2023-2 LLC EFF 2023-2 A2                               | CUSIP: 29375NAB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    239876 | PA      | $240698.02    | 0.04%             | 2030-04-22      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| INTER-AMERICAN INVESTMENT CORPORATION                                                      | INTER-AMERICAN INVESTMENT CORP 4.125000% 02/15/2028                               | CUSIP: 45828Q2B2<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $500967.63    | 0.09%             | 2028-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST                                                               | DELL EQUIPMENT FINANCE TRUST 2023-3 DEFT 2023-3 A3                                | CUSIP: 24702EAC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    104232 | PA      | $104343.88    | 0.02%             | 2029-04-23      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                       | JPMORGAN CHASE & CO 6.070000% 10/22/2027                                          | CUSIP: 46647PDW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5041538.35   | 0.88%             | 2027-10-22      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| TESLA AUTO LEASE TRUST                                                                     | TESLA AUTO LEASE TRUST 2024-A TESLA 2024-A A3                                     | CUSIP: 88166VAD8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    248868 | PA      | $249268.70    | 0.04%             | 2027-06-21      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC REMICS FHR 5243 A                                                     | CUSIP: 3137H83R0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1771348 | PA      | $1788238.05   | 0.31%             | 2048-12-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                                         | ROYALTY PHARMA PLC 1.750000% 09/02/2027                                           | CUSIP: 78081BAJ2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | NUSS              | US        |   1275000 | PA      | $1230782.68   | 0.21%             | 2027-09-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                                         | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 6.100000% 01/15/2027           | CUSIP: 00774MBD6<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | NUSS              | IE        |   1000000 | PA      | $1010857.27   | 0.18%             | 2027-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| FORTITUDE GLOBAL FUNDING                                                                   | FORTITUDE GLOBAL FUNDING 144A 4.625000% 10/06/2028                                | CUSIP: 34967GAA2<br>LEI: 635400TKBOGEHNO5RT68 | Long             | DBT              | CORP              | US        |    185000 | PA      | $183204.61    | 0.03%             | 2028-10-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DLLMT LLC                                                                                  | DLLMT 2023-1 LLC DLLMT 2023-1A A3                                                 | CUSIP: 232989AC7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    263232 | PA      | $263790.24    | 0.05%             | 2027-03-22      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST                                         | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR 2025-3 A3                | CUSIP: 379957AD5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2000000 | PA      | $2001954.60   | 0.35%             | 2030-08-16      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| TEXAS ELECTRIC MARKET STABILIZATION FUNDING N LLC                                          | TEXAS ELECTRIC MARKET STABILIZATION FUNDING N LLC 4.265000% 08/01/2034            | CUSIP: 88240TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1855029 | PA      | $1832877.62   | 0.32%             | 2034-08-01      | Fixed         | 4.26%                 | Yes           |                  2 | On Loan: No      |
| MFA TRUST                                                                                  | MFA 2025-NQM5 TRUST MFRA 2025-NQM5 A1                                             | CUSIP: 59319DAC7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2085131 | PA      | $2085909.91   | 0.36%             | 2070-11-25      | Floating      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC                                                             | WHEELS FLEET LEASE FUNDING 1 LLC WFLF 2025-2A A1                                  | CUSIP: 96328GCK1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1350000 | PA      | $1353077.87   | 0.24%             | 2040-05-18      | Fixed         | 4.41%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC MULTIFAMILY ML CERTIFICATES FRETE 2023-ML18 XCA                       | CUSIP: 3137HASR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  16685505 | PA      | $1735616.19   | 0.30%             | 2037-09-25      | Floating      | 1.51%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                                                                 | AVIATION CAPITAL GROUP LLC 144A 4.875000% 01/28/2033                              | CUSIP: 05369AAU5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1308309.39   | 0.23%             | 2033-01-28      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SUNNOVA HELIOS ISSUER LLC                                                                  | SUNNOVA HELIOS XI ISSUER LLC SNVA 2023-A A                                        | CUSIP: 86746AAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    848335 | PA      | $797689.99    | 0.14%             | 2050-05-20      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                                             | ENTERPRISE FLEET FINANCING 2025-2 LLC EFF 2025-2 A3                               | CUSIP: 29375TAC6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1010000 | PA      | $1011567.52   | 0.18%             | 2029-06-20      | Fixed         | 4.41%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI FLOORPLAN MASTER OWNER TRUST                                                       | HYUNDAI FLOORPLAN MASTER OWNER TRUST HFMOT 2025-1A A                              | CUSIP: 44921QAH9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2165000 | PA      | $2149033.56   | 0.37%             | 2030-10-15      | Fixed         | 4.01%                 | Yes           |                  2 | On Loan: No      |
| OBX TRUST                                                                                  | OBX 2024-NQM13 TRUST OBX 2024-NQM13 A1                                            | CUSIP: 67119PAP6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    187858 | PA      | $188053.15    | 0.03%             | 2064-06-25      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| JERSEY CITY N J REDEV AGY                                                                  | JERSEY CITY NJ REDEV AGY JERSEY CITY REDEVELOPMENT AGENCY                         | CUSIP: 476637BN2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $750639.60    | 0.13%             | 2026-12-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK TAX LIEN NYCTL                                                                    | NYCTL 2025-A TRUST NYCTL 2025-A A                                                 | CUSIP: 62957CAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1105954 | PA      | $1099058.57   | 0.19%             | 2038-11-10      | Fixed         | 4.84%                 | Yes           |                  2 | On Loan: No      |
| PG&E RECOVERY FUNDING LLC                                                                  | PG&E RECOVERY FUNDING LLC 4.838000% 06/01/2033                                    | CUSIP: 71710TAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1232400 | PA      | $1244597.61   | 0.22%             | 2033-06-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Banque africaine de developpement                                                          | AFRICAN DEVELOPMENT BANK 4.125000% 02/25/2027                                     | CUSIP: 00828EEZ8<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |   2000000 | PA      | $2002961.68   | 0.35%             | 2027-02-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                                                               | FORD CREDIT AUTO OWNER TRUST 2024-D FORDO 2024-D A3                               | CUSIP: 34535VAD6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1566000 | PA      | $1575435.93   | 0.27%             | 2029-08-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS & ELECTRIC COMPANY                                                           | SAN DIEGO GAS & ELECTRIC CO 4.950000% 08/15/2028                                  | CUSIP: 797440CE2<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1013393.02   | 0.18%             | 2028-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE PRIME AUTO RECEIVABLES TRUST                                                   | CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2025-1 COPAR 2025-1 A4                   | CUSIP: 14043YAE5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    340000 | PA      | $337057.64    | 0.06%             | 2031-02-18      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES OWNER TRUST                                                         | HONDA AUTO RECEIVABLES 2023-4 OWNER TRUST HAROT 2023-4 A3                         | CUSIP: 438123AC5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    981636 | PA      | $989900.48    | 0.17%             | 2028-06-21      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp.                                                             | ELEMENT FLEET MANAGEMENT CORP 144A 5.643000% 03/13/2027                           | CUSIP: 286181AM4<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | NUSS              | CA        |    980000 | PA      | $989639.62    | 0.17%             | 2027-03-13      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES OWNER TRUST                                                        | TOYOTA AUTO RECEIVABLES 2025-C OWNER TRUST TAOT 2025-C A3                         | CUSIP: 89238VAD0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    865000 | PA      | $865117.55    | 0.15%             | 2030-03-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| DEERFIELD ILL                                                                              | DEERFIELD IL VILLAGE OF DEERFIELD IL                                              | CUSIP: 244415JP1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1245852.00   | 0.22%             | 2028-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HESS CORPORATION                                                                           | HESS CORP 4.300000% 04/01/2027                                                    | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1751369.38   | 0.30%             | 2027-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FINANCE FACILITY FOR IMMUNISATION COMPANY                                    | INTERNATIONAL FINANCE FACILITY FOR IMMUNISATION CO 4.125000% 10/29/2027           | CUSIP: G4888VBS1<br>LEI: 549300ILK2NRULX3HX87 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $1001426.82   | 0.17%             | 2027-10-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ROCKET MORTGAGE, LLC                                                                       | ROCKET MORTGAGE LLC / ROCKET MORTGAGE CO-ISSUER IN 2.875000% 10/15/2026           | CUSIP: 77313LAA1<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1317581.79   | 0.23%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST                                                             | HYUNDAI AUTO RECEIVABLES TRUST 2025-D HART 2025-D B                               | CUSIP: 44891XAF4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    595000 | PA      | $592492.67    | 0.10%             | 2032-03-15      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL, LLC                                                                        | BMW US CAPITAL LLC 144A 4.650000% 03/19/2031                                      | CUSIP: 05565EDH5<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | DE        |   2275000 | PA      | $2260900.98   | 0.39%             | 2031-03-19      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank                                                       | ASIAN INFRASTRUCTURE INVESTMENT BANK/THE MTN VARIABLE RATE 08/16/2027             | CUSIP: Y0311ACX0<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |   2000000 | PA      | $2009028.66   | 0.35%             | 2027-08-16      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 3.125000% 08/31/2027                                              | CUSIP: 91282CFH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   9175000 | PA      | $9088626.00   | 1.58%             | 2027-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BARINGS EQUIPMENT FINANCE LLC                                                              | BARINGS EQUIPMENT FINANCE LLC 2026-A MMAF 2026-A A4                               | CUSIP: 06764QAC9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    460000 | PA      | $455080.48    | 0.08%             | 2045-11-13      | Fixed         | 4.24%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                    | HYUNDAI CAPITAL AMERICA MTN 4.250000% 01/08/2029                                  | CUSIP: 44891AED5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    900000 | PA      | $890372.91    | 0.15%             | 2029-01-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                | BANK OF AMERICA CORP MTN 3.705000% 04/24/2028                                     | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $993244.90    | 0.17%             | 2028-04-24      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST                                         | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR 2026-1 A4                | CUSIP: 362970AD7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    975000 | PA      | $962944.03    | 0.17%             | 2032-06-16      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| TRINITY RAIL LEASING LLC                                                                   | TRINITY RAIL LEASING 2025 LLC TRL 2026-1A A                                       | CUSIP: 89657MAC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1200000 | PA      | $1197038.88   | 0.21%             | 2056-04-19      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| CDP FINANCIAL INC.                                                                         | CDP FINANCIAL INC MTN 1.000000% 05/26/2026                                        | CUSIP: 125094AV4<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |   1000000 | PA      | $998021.26    | 0.17%             | 2026-05-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORPORATION.                                                                  | ARES CAPITAL CORP 7.000000% 01/15/2027                                            | CUSIP: 04010LBE2<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    900000 | PA      | $911647.58    | 0.16%             | 2027-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LSEG US FIN CORP.                                                                          | LSEG US FIN CORP 144A 4.875000% 03/28/2027                                        | CUSIP: 50222CAA8<br>LEI: 2138007FV67QQ13CGJ43 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1005461.59   | 0.17%             | 2027-03-28      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORPORATION                                                                  | REALTY INCOME CORP 4.700000% 12/15/2028                                           | CUSIP: 756109BS2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1258977.16   | 0.22%             | 2028-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| XPLR INFRASTRUCTURE OPERATING PARTNERS, LP                                                 | XPLR INFRASTRUCTURE OPERATING PARTNERS LP 144A 7.250000% 01/15/2029               | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |   1016000 | PA      | $1056621.71   | 0.18%             | 2029-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BLUE OWL ASSET LEASING TRUST                                                               | BLUE OWL ASSET LEASING TRUST 2024-1 LLC OWLEF 2024-1A A2                          | CUSIP: 095921AB8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     86813 | PA      | $87081.17     | 0.02%             | 2029-03-15      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| The Arab Energy Fund                                                                       | ARAB ENERGY FUND /THE 144A 1.483000% 10/06/2026                                   | CUSIP: 03845EAC6<br>LEI: 213800A54KIUYH5YD185 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $987728.00    | 0.17%             | 2026-10-06      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| LIFESPAN OF MASSACHUSETTS - FALL RIVER, INC.                                               | LIFESPAN CORP 4.650000% 05/15/2031                                                | CUSIP: 53229UAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    485000 | PA      | $482579.04    | 0.08%             | 2031-05-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                                                            | BENEFIT STREET PARTNERS CLO 44 LTD BSP 2025-44A A1                                | CUSIP: 08187NAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2250000 | PA      | $2250555.75   | 0.39%             | 2039-01-15      | Floating      | 4.89%                 | Yes           |                  2 | On Loan: No      |
| DAIMLER TRUCK FINANCE NORTH AMERICA LLC                                                    | DAIMLER TRUCK FINANCE NORTH AMERICA LLC 144A 5.000000% 01/15/2027                 | CUSIP: 233853AV2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | DE        |    325000 | PA      | $326732.45    | 0.06%             | 2027-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                                                                   | ANGEL OAK MORTGAGE TRUST 2024-5 AOMT 2024-5 A1                                    | CUSIP: 03465YAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    769006 | PA      | $766180.92    | 0.13%             | 2068-07-25      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| The Arab Energy Fund                                                                       | ARAB ENERGY FUND /THE 144A 5.428000% 05/02/2029                                   | CUSIP: 03845EAD4<br>LEI: 213800A54KIUYH5YD185 | Long             | DBT              | NUSS              | XX        |   1500000 | PA      | $1535838.51   | 0.27%             | 2029-05-02      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST                                                  | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-1 SFAST 2024-1A A3                 | CUSIP: 78435VAC6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    185612 | PA      | $186449.48    | 0.03%             | 2029-05-21      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                                            | SBA TOWER TRUST 144A 4.831000% 10/15/2029                                         | CUSIP: 78403DBD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1955000 | PA      | $1960717.79   | 0.34%             | 2029-10-15      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST                                                                 | FLAGSHIP CREDIT AUTO TRUST 2023-3 FCAT 2023-3 A3                                  | CUSIP: 33846BAE4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     53940 | PA      | $53963.16     | 0.01%             | 2028-04-17      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| KOREA ELECTRIC POWER CORPORATION                                                           | KOREA ELECTRIC POWER CORP 144A 4.875000% 01/31/2027                               | CUSIP: 500631BB1<br>LEI: 988400QG33WS7JEIV602 | Long             | DBT              | NUSS              | KR        |    250000 | PA      | $251138.35    | 0.04%             | 2027-01-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL PLC                                                                 | ANGLO AMERICAN CAPITAL PLC 144A 4.625000% 03/19/2031                              | CUSIP: 034863BG4<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | NUSS              | ZA        |   1375000 | PA      | $1360122.20   | 0.24%             | 2031-03-19      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WARM SPRINGS RESERVATION ORE CONFEDERATED TRIBES HYDROELECTRIC REV                         | WARM SPRINGS OR RESERVATION CO WARM SPRINGS RESERVATION CONFEDERATED TRIBE        | CUSIP: 934312AS8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $494365.70    | 0.09%             | 2026-11-01      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT, INC.                                                                     | WASTE MANAGEMENT INC 4.950000% 07/03/2027                                         | CUSIP: 94106LBX6<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1160560.77   | 0.20%             | 2027-07-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                              | ENBRIDGE INC 5.900000% 11/15/2026                                                 | CUSIP: 29250NBW4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | NUSS              | CA        |    720000 | PA      | $725868.58    | 0.13%             | 2026-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| HOMES TRUST                                                                                | HOMES 2025-NQM4 TRUST HOMES 2025-NQM4 A1                                          | CUSIP: 403958AA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2136421 | PA      | $2137018.86   | 0.37%             | 2070-08-25      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| IOWA FIN AUTH MULTI FAMILY REV                                                             | IOWA ST FIN AUTH MF REVENUE IOWA FINANCE AUTHORITY                                | CUSIP: 46246JNP6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $251765.80    | 0.04%             | 2027-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FUND                                                                 | HPS CORPORATE LENDING FUND 5.300000% 06/05/2027                                   | CUSIP: 40440VAX3<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    885000 | PA      | $881441.44    | 0.15%             | 2027-06-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ContourGlobal Power Holdings S.A.                                                          | CONTOURGLOBAL POWER HOLDINGS SA 144A 6.750000% 02/28/2030                         | CUSIP: 21220LAB9<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | NUSS              | GB        |    250000 | PA      | $253750.00    | 0.04%             | 2030-02-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development                                      | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMEN VARIABLE RATE 03/31/2028       | CUSIP: 459058KR3<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $983168.00    | 0.17%             | 2028-03-31      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| SUNNOVA HESTIA I ISSUER LLC                                                                | SUNNOVA HESTIA I ISSUER LLC SNVA 2023-GRID1 1A                                    | CUSIP: 86746BAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1367766 | PA      | $1331308.16   | 0.23%             | 2050-12-20      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| BOFA AUTO TRUST                                                                            | BOFA AUTO TRUST 2024-1 BAAT 2024-1A A4                                            | CUSIP: 09709AAD4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1235000 | PA      | $1250850.11   | 0.22%             | 2030-06-17      | Fixed         | 5.31%                 | Yes           |                  2 | On Loan: No      |
| COREBRIDGE GLOBAL FUNDING                                                                  | COREBRIDGE GLOBAL FUNDING 144A 4.900000% 12/03/2029                               | CUSIP: 00138CBC1<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    925000 | PA      | $928260.52    | 0.16%             | 2029-12-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| IOWA FIN AUTH SINGLE FAMILY MTG REV                                                        | IOWA ST FIN AUTH SF MTGE REVEN IOWA FINANCE AUTHORITY                             | CUSIP: 46247ECS2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    700000 | PA      | $732170.32    | 0.13%             | 2054-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corporation                                                               | TRUIST FINANCIAL CORP MTN 4.123000% 06/06/2028                                    | CUSIP: 89788MAG7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $996397.32    | 0.17%             | 2028-06-06      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VIVINT SOLAR FINANCING V LLC                                                               | VIVINT SOLAR FINANCING V LLC VSLR 2018-1A A                                       | CUSIP: 92854VAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    400922 | PA      | $392834.20    | 0.07%             | 2048-04-30      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                         | ORACLE CORP 4.950000% 02/04/2031                                                  | CUSIP: 68389XDX0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    900000 | PA      | $880462.84    | 0.15%             | 2031-02-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                                                      | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2025-609M WFCM 2025-609M A                  | CUSIP: 95004NAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2250000 | PA      | $2250000.00   | 0.39%             | 2042-08-15      | Floating      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.250000% 01/15/2028                                              | CUSIP: 91282CMF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  18330000 | PA      | $18437402.44  | 3.21%             | 2028-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                                                    | CARMAX AUTO OWNER TRUST 2023-3 CARMX 2023-3 A3                                    | CUSIP: 14319BAC6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    306607 | PA      | $308054.17    | 0.05%             | 2028-05-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| BOFA AUTO TRUST                                                                            | BOFA AUTO TRUST 2025-1 BAAT 2025-1A A4                                            | CUSIP: 05594BAE6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    450000 | PA      | $451087.07    | 0.08%             | 2031-11-20      | Fixed         | 4.47%                 | Yes           |                  2 | On Loan: No      |
| BEECHWOOD PARK CLO, LTD.                                                                   | BEECHWOOD PARK CLO LTD BCHPK 2019-1A B2RR                                         | CUSIP: 07355TBS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $999886.00    | 0.17%             | 2035-01-17      | Floating      | 5.13%                 | Yes           |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                              | GOLDMAN SACHS GROUP INC/THE 4.223000% 05/01/2029                                  | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $993387.87    | 0.17%             | 2029-05-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Banco Centroamericano de Integracion Economica                                             | CENTRAL AMERICAN BANK FOR ECONOMIC INTEGRATION 144 3.750000% 01/22/2029           | CUSIP: 15238PAL0<br>LEI: 549300OLDAMXBPSHIC05 | Long             | DBT              | NUSS              | XX        |    450000 | PA      | $445086.46    | 0.08%             | 2029-01-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KUBOTA CREDIT OWNER TRUST                                                                  | KUBOTA CREDIT OWNER TRUST 2026-1 KCOT 2026-1A A4                                  | CUSIP: 50118HAD8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    725000 | PA      | $713735.46    | 0.12%             | 2032-01-15      | Fixed         | 3.98%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                             | BNP PARIBAS SA 144A 2.591000% 01/20/2028                                          | CUSIP: 09659W2T0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | NUSS              | FR        |    625000 | PA      | $616635.40    | 0.11%             | 2028-01-20      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| CITIZENS AUTO RECEIVABLES TRUST                                                            | CITIZENS AUTO RECEIVABLES TRUST 2023-2 CITZN 2023-2 A3                            | CUSIP: 17295FAD6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    309996 | PA      | $311304.07    | 0.05%             | 2028-02-15      | Fixed         | 5.83%                 | Yes           |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                                                                  | O'REILLY AUTOMOTIVE INC 5.750000% 11/20/2026                                      | CUSIP: 67103HAM9<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    850000 | PA      | $856470.87    | 0.15%             | 2026-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 1.250000% 06/30/2028                                              | CUSIP: 91282CCH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  17785000 | PA      | $16816551.26  | 2.93%             | 2028-06-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                                                    | CARMAX AUTO OWNER TRUST 2025-3 CARMX 2025-3 A3                                    | CUSIP: 14290FAD8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    501000 | PA      | $502391.88    | 0.09%             | 2030-07-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LEASE TRUST                                                                | VOLKSWAGEN AUTO LEASE TRUST 2025-B VWALT 2025-B A4                                | CUSIP: 92868BAE3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1770000 | PA      | $1770045.14   | 0.31%             | 2030-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KUBOTA CREDIT OWNER TRUST                                                                  | KUBOTA CREDIT OWNER TRUST 2024-2 KCOT 2024-2A A3                                  | CUSIP: 50117DAC0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1950000 | PA      | $1969838.52   | 0.34%             | 2028-11-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                      | WELLS FARGO & CO 6.303000% 10/23/2029                                             | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1509250.57   | 0.26%             | 2029-10-23      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                              | GOLDMAN SACHS GROUP INC/THE 2.640000% 02/24/2028                                  | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    625000 | PA      | $615846.66    | 0.11%             | 2028-02-24      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                                                      | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2024-C63 WFCM 2024-C63 A1                   | CUSIP: 94990FAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    664023 | PA      | $666775.89    | 0.12%             | 2057-08-15      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA CMNTY CHOICE FING AUTH CLEAN ENERGY PROJ REV                                    | CALIFORNIA CMNTY CHOICE FING A CALIFORNIA COMMUNITY CHOICE FINANCING AUTHORITY    | CUSIP: 13013JDE3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1420000 | PA      | $1470985.67   | 0.26%             | 2030-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| KfW                                                                                        | KREDITANSTALT FUER WIEDERAUFBAU 1.000000% 10/01/2026                              | CUSIP: 500769JQ8<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |    750000 | PA      | $741268.88    | 0.13%             | 2026-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                                                    | CARMAX AUTO OWNER TRUST 2024-4 CARMX 2024-4 A2A                                   | CUSIP: 14290DAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    123836 | PA      | $123909.28    | 0.02%             | 2027-12-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                        | BROWN BROTHERS HARRIMAN SWEEP INTEREST                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | US        |    113798 | PA      | $113798.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE REMICS FNR 2017-19 EA                                                  | CUSIP: 3136AVNM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    785023 | PA      | $754182.08    | 0.13%             | 2047-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PORSCHE FINANCIAL AUTO SECURITIZATION TRUST                                                | PORSCHE FINANCIAL AUTO SECURITIZATION TRUST 2023-2 PFAST 2023-2A A3               | CUSIP: 732916AD3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     91864 | PA      | $92433.23     | 0.02%             | 2029-01-22      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| European Investment Bank                                                                   | EUROPEAN INVESTMENT BANK 2.375000% 05/24/2027                                     | CUSIP: 298785HM1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   2500000 | PA      | $2459680.45   | 0.43%             | 2027-05-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Citizens Bank, National Association                                                        | CITIZENS BANK NA/PROVIDENCE RI 4.575000% 08/09/2028                               | CUSIP: 75524KPG3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |    600000 | PA      | $600875.66    | 0.10%             | 2028-08-09      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| BANK5                                                                                      | BANK5 2026-5YR20 BANK5 2026-5YR20 A3                                              | CUSIP: 06650JAG3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1250000 | PA      | $1269329.00   | 0.22%             | 2059-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST                                         | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR 2023-3 A3                | CUSIP: 36267KAD9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    688985 | PA      | $692626.31    | 0.12%             | 2028-06-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST                                         | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR 2023-4 A4                | CUSIP: 379930AE0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $508989.50    | 0.09%             | 2029-02-16      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LOAN ENHANCED TRUST                                                        | VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2025-1 VALET 2025-1 A3                        | CUSIP: 92868MAD1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1338000 | PA      | $1344269.47   | 0.23%             | 2029-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                                   | AMERICAN EXPRESS CO 5.389000% 07/28/2027                                          | CUSIP: 025816DG1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    550000 | PA      | $551380.94    | 0.10%             | 2027-07-28      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE REMICS FNR 2017-87 P                                                   | CUSIP: 3136AYV42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    731271 | PA      | $711114.14    | 0.12%             | 2046-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                       | JPMORGAN CHASE & CO 3.702000% 05/06/2030                                          | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    825000 | PA      | $805619.29    | 0.14%             | 2030-05-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| WLB Asset VI Pte. Ltd.                                                                     | WLB ASSET VI PTE LTD 144A 7.250000% 12/21/2027                                    | CUSIP: ZG6473158<br>LEI: 254900M29A8RHZTF4J92 | Long             | DBT              | NUSS              | MU        |    987888 | PA      | $1021837.13   | 0.18%             | 2027-12-21      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HIDALGO CNTY TEX DRAIN DIST NO 1                                                           | HIDALGO CNTY TX DRAIN DIST #1 HIDALGO COUNTY DRAIN DISTRICT NO 1                  | CUSIP: 429335NK4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $499825.55    | 0.09%             | 2026-09-01      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                                        | FIFTH THIRD BANCORP 1.707000% 11/01/2027                                          | CUSIP: 316773DD9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2466546.03   | 0.43%             | 2027-11-01      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                                                      | ARI FLEET LEASE TRUST 2023-B ARIFL 2023-B A2                                      | CUSIP: 04033GAB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     61719 | PA      | $62015.29     | 0.01%             | 2032-07-15      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                               | BARCLAYS PLC 5.829000% 05/09/2027                                                 | CUSIP: 06738ECF0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | NUSS              | GB        |    550000 | PA      | $550130.89    | 0.10%             | 2027-05-09      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                                   | AMERICAN EXPRESS CO 5.098000% 02/16/2028                                          | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    650000 | PA      | $653838.91    | 0.11%             | 2028-02-16      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO RECEIVABLES OWNER TRUST                                                        | NISSAN AUTO RECEIVABLES 2025-A OWNER TRUST NAROT 2025-A A3                        | CUSIP: 65481GAD7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1410000 | PA      | $1417513.89   | 0.25%             | 2029-12-17      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| STRYKER CORPORATION                                                                        | STRYKER CORP 4.700000% 02/10/2028                                                 | CUSIP: 863667BK6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1207440.42   | 0.21%             | 2028-02-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NLG GLOBAL FUNDING                                                                         | NLG GLOBAL FUNDING 144A 4.350000% 09/15/2030                                      | CUSIP: 62915W2B8<br>LEI: 635400SKBQOWEJZLTW68 | Long             | DBT              | CORP              | US        |    645000 | PA      | $633388.25    | 0.11%             | 2030-09-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                               | BX COMMERCIAL MORTGAGE TRUST 2022-AHP BX 2022-AHP B                               | CUSIP: 05610FAC1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1721853 | PA      | $1721315.04   | 0.30%             | 2039-01-17      | Floating      | 5.49%                 | Yes           |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                                                      | ARI FLEET LEASE TRUST 2025-B ARIFL 2025-B A3                                      | CUSIP: 00193GAC5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    260000 | PA      | $261339.96    | 0.05%             | 2034-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC REMICS FHR 5290 DE                                                    | CUSIP: 3137H9PU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1739522 | PA      | $1760030.89   | 0.31%             | 2044-11-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Future Energy Company PJSC                                                       | ABU DHABI FUTURE ENERGY CO PJSC MASDAR MTN 4.875000% 05/21/2030                   | CUSIP: N/A<br>LEI: 213800BBECR1I9FTPZ70       | Long             | DBT              | NUSS              | AE        |    500000 | PA      | $500901.52    | 0.09%             | 2030-05-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP.                                                                         | ITC HOLDINGS CORP 144A 4.950000% 09/22/2027                                       | CUSIP: 465685AR6<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1205864.99   | 0.21%             | 2027-09-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AUXILIOR TERM FUNDING LLC                                                                  | AUXILIOR TERM FUNDING 2023-1 LLC XCAP 2023-1A A2                                  | CUSIP: 05335JAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     23192 | PA      | $23225.25     | 0.00%             | 2028-12-15      | Fixed         | 6.18%                 | Yes           |                  2 | On Loan: No      |
| BBCMS TRUST                                                                                | BBCMS TRUST 2015-SRCH BBCMS 2015-SRCH A2                                          | CUSIP: 05547HAC5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1500000 | PA      | $1457511.90   | 0.25%             | 2035-08-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BMW VEHICLE OWNER TRUST                                                                    | BMW VEHICLE OWNER TRUST 2023-A BMWOT 2023-A A3                                    | CUSIP: 05592XAD2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    113375 | PA      | $113910.32    | 0.02%             | 2028-02-25      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST                                                                   | COLT 2025-1 MORTGAGE LOAN TRUST COLT 2025-1 A1                                    | CUSIP: 196920AC6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    523171 | PA      | $526705.86    | 0.09%             | 2070-01-25      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE REMICS FNR 2011-17 ZM                                                  | CUSIP: 31397QYH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    827071 | PA      | $812912.63    | 0.14%             | 2031-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHI COMMERCIAL MORTGAGE TRUST                                                              | CHI COMMERCIAL MORTGAGE TRUST 2025-SFT CHI 2025-SFT A                             | CUSIP: 16706GAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    250000 | PA      | $253533.45    | 0.04%             | 2042-04-15      | Floating      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| SWITCH ABS ISSUER LLC                                                                      | SWITCH ABS ISSUER LLC SWTCH 2025-1A A2                                            | CUSIP: 871044AL7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $969887.60    | 0.17%             | 2055-03-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST                                                    | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-B HALST 2026-B A4                    | CUSIP: 448972AE9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2275000 | PA      | $2270961.65   | 0.40%             | 2030-03-15      | Fixed         | 4.23%                 | Yes           |                  2 | On Loan: No      |
| Open Text Corporation                                                                      | OPEN TEXT CORP 144A 6.900000% 12/01/2027                                          | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | NUSS              | CA        |   1295000 | PA      | $1324259.23   | 0.23%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                                                                 | AVIATION CAPITAL GROUP LLC 144A 4.800000% 10/24/2030                              | CUSIP: 05369AAT8<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1216603.18   | 0.21%             | 2030-10-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA HEALTH FACS FING AUTH REV                                                       | CALIFORNIA ST HLTH FACS FING A CALIFORNIA HEALTH FACILITIES FINANCING AUTHORITY   | CUSIP: 13032UC89<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $242122.93    | 0.04%             | 2031-06-01      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G01840                                                   | CUSIP: 3128LXBH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     72016 | PA      | $72738.73     | 0.01%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                        | CLEARINGHOUSE COMMUNITY DEVELOPMENT FINANCIAL INST 7.000000% 10/15/2030           | CUSIP: 184917AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $994795.40    | 0.17%             | 2030-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FORT WAYNE IND ECONOMIC DEV SOLID WASTE FAC REV                                            | FORT WAYNE IN ECON DEV SOLID W CITY OF FORT WAYNE IN                              | CUSIP: 34924CAB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    117179 | PA      | $11.72        | 0.00%             | 2029-12-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO LEASE TRUST                                                             | MERCEDES-BENZ AUTO LEASE TRUST 2024-A MBALT 2024-A A3                             | CUSIP: 58770JAD6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1704108 | PA      | $1713155.17   | 0.30%             | 2028-01-18      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corporation                                                    | BANK OF NEW YORK MELLON CORP/THE 4.026000% 01/22/2030                             | CUSIP: 06406RCG0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    755000 | PA      | $747144.35    | 0.13%             | 2030-01-22      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST                                         | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR 2025-2 B                 | CUSIP: 362549AF4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    405000 | PA      | $406523.77    | 0.07%             | 2031-05-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NATIONAL FIN AUTH N H INDL DEV REV                                                         | NATIONAL FIN AUTH NH INDL DEVR NEW HAMPSHIRE BUSINESS FINANCE AUTHORITY           | CUSIP: 63609FAC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    850000 | PA      | $850000.00    | 0.15%             | 2033-07-01      | Floating      | 3.84%                 | No            |                  2 | On Loan: No      |
| OBX TRUST                                                                                  | OBX 2024-NQM15 TRUST OBX 2024-NQM15 A1                                            | CUSIP: 67449DAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    348425 | PA      | $349163.49    | 0.06%             | 2064-10-25      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| LINCOLN FINANCIAL GLOBAL FUNDING                                                           | LINCOLN FINANCIAL GLOBAL FUNDING 144A 4.625000% 08/18/2030                        | CUSIP: 53359KAC5<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |    165000 | PA      | $163855.80    | 0.03%             | 2030-08-18      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TESLA AUTO LEASE TRUST                                                                     | TESLA AUTO LEASE TRUST 2024-B TESLA 2024-B A3                                     | CUSIP: 881934AD5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    412080 | PA      | $412926.99    | 0.07%             | 2027-10-20      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                                   | LLOYDS BANKING GROUP PLC 5.087000% 11/26/2028                                     | CUSIP: 53944YBC6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | NUSS              | GB        |   1200000 | PA      | $1210401.34   | 0.21%             | 2028-11-26      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                       | JPMORGAN CHASE & CO 4.347000% 01/22/2032                                          | CUSIP: 46647PFG6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1875000 | PA      | $1846036.31   | 0.32%             | 2032-01-22      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                         | ENERGY TRANSFER LP 6.050000% 12/01/2026                                           | CUSIP: 29273VAR1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    925000 | PA      | $933750.32    | 0.16%             | 2026-12-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE REMICS FNR 2024-58 BA                                                  | CUSIP: 3136BSWT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1565311 | PA      | $1578519.60   | 0.27%             | 2053-09-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                               | BX COMMERCIAL MORTGAGE TRUST 2022-AHP BX 2022-AHP AS                              | CUSIP: 05610FAB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2459790 | PA      | $2459021.49   | 0.43%             | 2039-01-17      | Floating      | 5.14%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FS1377                                                         | CUSIP: 3140XGQ77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     90928 | PA      | $90526.59     | 0.02%             | 2034-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE REMICS FNR 2013-43 MB                                                  | CUSIP: 3136ADY45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    671298 | PA      | $653417.00    | 0.11%             | 2033-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES TRUST                                                       | MERCEDES-BENZ AUTO RECEIVABLES TRUST 2023-1 MBART 2023-1 A3                       | CUSIP: 58770AAC7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    103077 | PA      | $103190.66    | 0.02%             | 2027-11-15      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST                                                      | GM FINANCIAL AUTOMOBILE LEASING TRUST 2026-1 GMALT 2026-1 B                       | CUSIP: 36273VAF2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    195000 | PA      | $193740.48    | 0.03%             | 2030-01-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| WLB Asset VII Pte. Ltd.                                                                    | WLB ASSET VII PTE LTD 144A 5.880000% 07/30/2029                                   | CUSIP: YM4883695<br>LEI: 254900606PGU4UDQPS56 | Long             | DBT              | NUSS              | MU        |    462500 | PA      | $461206.22    | 0.08%             | 2029-07-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                                  | AT&T INC 4.400000% 04/30/2031                                                     | CUSIP: 00206RNF5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1334999.95   | 0.23%             | 2031-04-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE REMICS FNR 2013-104 TY                                                 | CUSIP: 3136AGSW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1717202 | PA      | $1651305.74   | 0.29%             | 2033-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank                                                       | ASIAN INFRASTRUCTURE INVESTMENT BANK/THE 4.875000% 09/14/2026                     | CUSIP: 04522KAK2<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $501802.70    | 0.09%             | 2026-09-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                        | BARCLAYS CAPITAL REPO 3.64% 05/01/2026 MATURITY DATE                              | CUSIP: BZTRZPWH6<br>LEI: N/A                  | Long             | RA               |  | US        |   5100000 | PA      | $5100000.00   | 0.89%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                          | HSBC HOLDINGS PLC 5.887000% 08/14/2027                                            | CUSIP: 404280DZ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | NUSS              | GB        |   1410000 | PA      | $1415413.72   | 0.25%             | 2027-08-14      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                                         | CANADIAN IMPERIAL BANK OF COMMERCE 5.237000% 06/28/2027                           | CUSIP: 13607L8C0<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | NUSS              | CA        |    845000 | PA      | $854880.97    | 0.15%             | 2027-06-28      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| ENEL Finance International N.V.                                                            | ENEL FINANCE INTERNATIONAL NV 144A 4.375000% 09/30/2030                           | CUSIP: 29278GBG2<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | NUSS              | IT        |   1350000 | PA      | $1328032.52   | 0.23%             | 2030-09-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 725232                                                         | CUSIP: 31402CVZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     55070 | PA      | $55346.45     | 0.01%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-177 LA                          | CUSIP: 38383UB82<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     70789 | PA      | $70165.31     | 0.01%             | 2052-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                                                      | ELEVANCE HEALTH INC 5.150000% 06/15/2029                                          | CUSIP: 036752AY9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    220000 | PA      | $223983.52    | 0.04%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 3.875000% 07/15/2028                                              | CUSIP: 91282CNM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  14900000 | PA      | $14893597.62  | 2.59%             | 2028-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE PRIME AUTO RECEIVABLES TRUST                                                   | CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2025-1 COPAR 2025-1 A3                   | CUSIP: 14043YAD7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    325000 | PA      | $322709.47    | 0.06%             | 2030-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| HUDSON YARDS MORTGAGE TRUST                                                                | HUDSON YARDS 2016-10HY MORTGAGE TRUST HY 2016-10HY A                              | CUSIP: 44421LAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $994341.20    | 0.17%             | 2038-08-10      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| VIVINT SOLAR FINANCING V LLC                                                               | VIVINT SOLAR FINANCING V LLC VSLR 2018-1A B                                       | CUSIP: 92854VAB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    109696 | PA      | $107853.68    | 0.02%             | 2048-04-30      | Fixed         | 7.37%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                                     | UBS AG/STAMFORD CT 4.864000% 01/10/2028                                           | CUSIP: 90261AAD4<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |   1175000 | PA      | $1179495.79   | 0.21%             | 2028-01-10      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                       | JPMORGAN CHASE & CO 5.571000% 04/22/2028                                          | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1162936.97   | 0.20%             | 2028-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                                                         | F&G GLOBAL FUNDING 144A 4.650000% 09/08/2028                                      | CUSIP: 30321L2K7<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |    495000 | PA      | $488652.40    | 0.09%             | 2028-09-08      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                                      | FOUNDRY JV HOLDCO LLC 144A 5.500000% 01/25/2031                                   | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1205472.49   | 0.21%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GLOBAL FUNDING II                                                             | PACIFIC LIFE GLOBAL FUNDING II 144A 4.450000% 05/01/2028                          | CUSIP: 69448TAC5<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1202454.52   | 0.21%             | 2028-05-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| OHA CREDIT FUNDING LTD                                                                     | OHA CREDIT FUNDING 23 LTD OAKC 2025-23A A1                                        | CUSIP: 676918AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1700000 | PA      | $1697329.30   | 0.30%             | 2039-01-20      | Floating      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                                   | LLOYDS BANKING GROUP PLC 5.985000% 08/07/2027                                     | CUSIP: 539439AY5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | NUSS              | GB        |    750000 | PA      | $752769.41    | 0.13%             | 2027-08-07      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                                                                       | ERAC USA FINANCE LLC 144A 4.700000% 04/30/2031                                    | CUSIP: 26884TBA9<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1372606.30   | 0.24%             | 2031-04-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER CORPORATION                                                           | NIAGARA MOHAWK POWER CORP 144A 4.647000% 10/03/2030                               | CUSIP: 653522DT6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1321634.79   | 0.23%             | 2030-10-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE OWNER TRUST                                                                     | JOHN DEERE OWNER TRUST 2023 JDOT 2023-A A3                                        | CUSIP: 47800CAC0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    193132 | PA      | $193581.60    | 0.03%             | 2027-11-15      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| BRIDGE HOUSING CORPORATION                                                                 | BRIDGE HOUSING CORP 3.250000% 07/15/2030                                          | CUSIP: 10806CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1846767.70   | 0.32%             | 2030-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SHOPS COMMERCIAL MORTGAGE TRUST                                                            | SHOPS COMMERCIAL MORTGAGE TRUST 2026-CSTL SHOPS 2026-CSTL A                       | CUSIP: 82510YAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $500000.00    | 0.09%             | 2039-05-15      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| GCAT TRUST                                                                                 | GCAT 2025-NQM5 TRUST GCAT 2025-NQM5 A1                                            | CUSIP: 36831KAC8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    899543 | PA      | $895986.41    | 0.16%             | 2070-08-25      | Floating      | 4.98%                 | Yes           |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                                                 | MIDAMERICAN ENERGY CO 3.650000% 04/15/2029                                        | CUSIP: 595620AT2<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1964311.66   | 0.34%             | 2029-04-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| COTY INC.                                                                                  | COTY INC/HFC PRESTIGE PRODUCTS INC/HFC PRESTIGE IN 5.600000% 01/15/2031           | CUSIP: 22207AAC6<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |    220000 | PA      | $214014.55    | 0.04%             | 2031-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR SB1743                                                        | CUSIP: 3132CX5C2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2245317 | PA      | $2233158.11   | 0.39%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS LLC                                                         | NEUBERGER BERMAN LOAN ADVISERS CLO 38 LTD NEUB 2020-38A AR2                       | CUSIP: 64133RAU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1996412.00   | 0.35%             | 2036-10-20      | Floating      | 4.64%                 | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                                | VERIZON COMMUNICATIONS INC 7.750000% 12/01/2030                                   | CUSIP: 92344GAM8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    775000 | PA      | $872573.50    | 0.15%             | 2030-12-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BBCMS TRUST                                                                                | BBCMS MORTGAGE TRUST 2024-C28 BBCMS 2024-C28 A1                                   | CUSIP: 07336WAW9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    577105 | PA      | $579718.12    | 0.10%             | 2057-09-15      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORPORATION                                                                   | HYATT HOTELS CORP 5.250000% 06/30/2029                                            | CUSIP: 448579AR3<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1168185.89   | 0.20%             | 2029-06-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CONSOLIDATED, INC.                                                               | COCA-COLA CONSOLIDATED INC 5.250000% 06/01/2029                                   | CUSIP: 191098AM4<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | DBT              | CORP              | US        |    290000 | PA      | $296502.66    | 0.05%             | 2029-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PFS FINANCING CORP.                                                                        | PFS FINANCING CORP PFSFC 2024-B A                                                 | CUSIP: 69335PFE0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2050000 | PA      | $2063004.38   | 0.36%             | 2029-02-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                       | JPMORGAN CHASE & CO 6.087000% 10/23/2029                                          | CUSIP: 46647PDX1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1036788.78   | 0.18%             | 2029-10-23      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                                | NATIONWIDE BUILDING SOCIETY 144A 6.557000% 10/18/2027                             | CUSIP: 63861VAJ6<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | NUSS              | GB        |   1125000 | PA      | $1136168.39   | 0.20%             | 2027-10-18      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC                                                             | WHEELS FLEET LEASE FUNDING 2026-1 LLC WHEELS 2026-1A A3                           | CUSIP: 96329JAD2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    380000 | PA      | $379093.89    | 0.07%             | 2039-04-18      | Fixed         | 4.39%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                                             | ENTERPRISE FLEET FINANCING 2024-1 LLC EFF 2024-1 A3                               | CUSIP: 29375PAC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    355000 | PA      | $359007.49    | 0.06%             | 2030-09-20      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST                                                                    | MOSAIC SOLAR LOAN TRUST 2020-1 MSAIC 2020-1A B                                    | CUSIP: 61946NAB4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    104943 | PA      | $89921.85     | 0.02%             | 2046-04-20      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                                                               | FORD CREDIT AUTO OWNER TRUST 2025-C FORDO 2025-C A4                               | CUSIP: 34535LAE6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1070000 | PA      | $1056617.40   | 0.18%             | 2032-01-15      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RESOURCES CORP.                                                         | CENTERPOINT ENERGY RESOURCES CORP 1.750000% 10/01/2030                            | CUSIP: 15189YAF3<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1354707.61   | 0.24%             | 2030-10-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                                                             | VAR ENERGI ASA 144A 5.875000% 05/22/2030                                          | CUSIP: 92212WAF7<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | NUSS              | NO        |   1840000 | PA      | $1900259.39   | 0.33%             | 2030-05-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CCG RECEIVABLES TRUST                                                                      | CCG RECEIVABLES TRUST 2023-1 CCG 2023-1 A2                                        | CUSIP: 12512XAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     48743 | PA      | $48834.51     | 0.01%             | 2030-09-16      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| TOYOTA LEASE OWNER TRUST                                                                   | TOYOTA LEASE OWNER TRUST 2026-A TLOT 2026-A A4                                    | CUSIP: 89240MAE4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    750000 | PA      | $740480.55    | 0.13%             | 2030-06-20      | Fixed         | 3.87%                 | Yes           |                  2 | On Loan: No      |
| AEP TEXAS INC.                                                                             | AEP TEXAS INC 3.950000% 06/01/2028                                                | CUSIP: 00108WAH3<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1188471.98   | 0.21%             | 2028-06-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST TRANSN TR FD AUTH                                                            | NEW JERSEY ST TRANSPRTN TRUST NEW JERSEY TRANSPORTATION TRUST FUND AUTHORITY      | CUSIP: 64613CEZ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    510000 | PA      | $510341.50    | 0.09%             | 2026-06-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC.                                                                      | KEURIG DR PEPPER INC 5.100000% 03/15/2027                                         | CUSIP: 49271VAW0<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    480000 | PA      | $482499.60    | 0.08%             | 2027-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE GLOBAL FUNDING                                                    | EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 144A 1.800000% 03/08/2028                 | CUSIP: 29449WAF4<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1282805.32   | 0.22%             | 2028-03-08      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST                                                            | BRAVO RESIDENTIAL FUNDING TRUST 2024-NQM5 BRAVO 2024-NQM5 A1                      | CUSIP: 105925AA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1154696 | PA      | $1161784.72   | 0.20%             | 2064-06-25      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| GEORGIA POWER COMPANY                                                                      | GEORGIA POWER CO 4.650000% 05/16/2028                                             | CUSIP: 373334KS9<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1183466.83   | 0.21%             | 2028-05-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank N.V.                                                           | NEDERLANDSE WATERSCHAPSBANK NV 144A 4.500000% 01/16/2030                          | CUSIP: 639832AJ3<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |    250000 | PA      | $253716.00    | 0.04%             | 2030-01-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HANWHA FUTUREPROOF CORP.                                                                   | HANWHA FUTUREPROOF CORP 144A 4.750000% 04/30/2028                                 | CUSIP: 41090AAA0<br>LEI: 9884007L4WD2KH9RM154 | Long             | DBT              | CORP              | KR        |    500000 | PA      | $503691.14    | 0.09%             | 2028-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| YMCA of Greater New York                                                                   | YMCA OF GREATER NEW YORK 5.184000% 08/01/2030                                     | CUSIP: 98425BAX4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $498034.71    | 0.09%             | 2030-08-01      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| DLLST LLC                                                                                  | DLLST 2024-1 LLC DLLST 2024-1A A3                                                 | CUSIP: 23346HAC1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    111114 | PA      | $111428.24    | 0.02%             | 2027-08-20      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC.                                                                              | BROADCOM INC 5.050000% 04/15/2030                                                 | CUSIP: 11135FCF6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1198912.13   | 0.21%             | 2030-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                                 | VERUS SECURITIZATION TRUST 2024-4 VERUS 2024-4 A1                                 | CUSIP: 92540GAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    574673 | PA      | $580593.16    | 0.10%             | 2069-06-25      | Fixed         | 6.22%                 | Yes           |                  2 | On Loan: No      |
| CENTERSQUARE ISSUER LLC AND CENTERSQUARE CO-ISSUER LLC                                     | CENTERSQUARE ISSUER LLC CNSQ 2025-1A A2                                           | CUSIP: 15201EAD6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1050000 | PA      | $1015646.42   | 0.18%             | 2055-03-26      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| TOYOTA LEASE OWNER TRUST                                                                   | TOYOTA LEASE OWNER TRUST 2026-A TLOT 2026-A A3                                    | CUSIP: 89240MAD6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    670000 | PA      | $665500.01    | 0.12%             | 2029-02-20      | Fixed         | 3.82%                 | Yes           |                  2 | On Loan: No      |
| CALIFORNIA ST PUB WKS BRD LEASE REV                                                        | CALIFORNIA ST PUBLIC WKS BRD L CALIFORNIA STATE PUBLIC WORKS BOARD                | CUSIP: 13068XRS0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    135000 | PA      | $134888.99    | 0.02%             | 2026-11-01      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US 5YR NOTE (CBT) JUN26 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -295 | NC      | $-31811601.56 | -5.53%            |  |  |  | No            |                  1 | On Loan: No      |
| HOST HOTELS & RESORTS, L.P.                                                                | HOST HOTELS & RESORTS LP 2.900000% 12/15/2031                                     | CUSIP: 44107TBA3<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    500000 | PA      | $447336.87    | 0.08%             | 2031-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATING, LLC                                                             | TERRAFORM POWER OPERATING, LLC 5/21/2029                                          | CUSIP: 88103NAL4<br>LEI: N/A                  | Long             | LON              |  | US        |   1487123 | PA      | $1474571.81   | 0.26%             | 2029-05-21      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LIMITED PARTNERSHIP                                                          | ERP OPERATING LP 4.150000% 12/01/2028                                             | CUSIP: 26884ABK8<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $994735.84    | 0.17%             | 2028-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES LLC                                                     | AMUR EQUIPMENT FINANCE RECEIVABLES XIII LLC AXIS 2024-1A A2                       | CUSIP: 03237CAB8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    123248 | PA      | $124166.18    | 0.02%             | 2031-01-21      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                             | MORGAN STANLEY MTN 5.652000% 04/13/2028                                           | CUSIP: 61747YFP5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1162881.74   | 0.20%             | 2028-04-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| KEB Hana Bank                                                                              | KEB HANA BANK MTN VARIABLE RATE 10/21/2028                                        | CUSIP: 482466AH2<br>LEI: 6RPK2YDJN6L35AS0M510 | Long             | DBT              | NUSS              | KR        |    425000 | PA      | $426321.18    | 0.07%             | 2028-10-21      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TRUST                                                        | GMF FLOORPLAN OWNER REVOLVING TRUST GFORT 2024-1A A1                              | CUSIP: 361886DA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2275000 | PA      | $2296018.04   | 0.40%             | 2029-03-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST                                                   | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2023-1 AMCAR 2023-1 A3                   | CUSIP: 03067BAD1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     42318 | PA      | $42352.88     | 0.01%             | 2027-11-18      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CITIZENS AUTO RECEIVABLES TRUST                                                            | CITIZENS AUTO RECEIVABLES TRUST 2024-1 CITZN 2024-1 A3                            | CUSIP: 17331QAD8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    238759 | PA      | $239651.57    | 0.04%             | 2028-04-17      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST                                         | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR 2025-4 A4                | CUSIP: 36273EAE3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    200000 | PA      | $197536.86    | 0.03%             | 2032-04-16      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC                                                             | WHEELS FLEET LEASE FUNDING 1 LLC WFLF 2023-2A A                                   | CUSIP: 96328GBG1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    363748 | PA      | $366460.60    | 0.06%             | 2038-08-18      | Fixed         | 6.46%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                        | CREDIT AGRICOLE CORPORATE & INVESTMENT BANK SA MTN 4.570000% 08/25/2030           | CUSIP: 22534W5E4<br>LEI: N/A                  | Long             | DBT              | NUSS              | FR        |   2000000 | PA      | $1973805.30   | 0.34%             | 2030-08-25      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| COUSINS PROPERTIES LP                                                                      | COUSINS PROPERTIES LP 5.250000% 07/15/2030                                        | CUSIP: 222793AC5<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1219441.04   | 0.21%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST                                                               | FORD CREDIT AUTO LEASE TRUST 2026-A FORDL 2026-A A3                               | CUSIP: 345276AD1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    525000 | PA      | $523017.02    | 0.09%             | 2029-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC REMICS FHR 4750 PA                                                    | CUSIP: 3137FDDJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    346642 | PA      | $336047.72    | 0.06%             | 2046-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DESIGNATED ACTIVITY COMPANY                                           | ICON INVESTMENTS SIX DAC 5.809000% 05/08/2027                                     | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | NUSS              | US        |    265000 | PA      | $267274.80    | 0.05%             | 2027-05-08      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORPORATION                                                                   | HYATT HOTELS CORP 5.750000% 01/30/2027                                            | CUSIP: 448579AQ5<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    750000 | PA      | $756591.51    | 0.13%             | 2027-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LOAN ENHANCED TRUST                                                        | VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2024-1 VALET 2024-1 A3                        | CUSIP: 92868RAD0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    710000 | PA      | $714770.14    | 0.12%             | 2029-07-20      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES LLC                                                     | AMUR EQUIPMENT FINANCE RECEIVABLES XI LLC AXIS 2022-2A A2                         | CUSIP: 03236XAB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      7916 | PA      | $7921.33      | 0.00%             | 2028-06-21      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                | BANK OF AMERICA CORP 5.819000% 09/15/2029                                         | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1491927.53   | 0.26%             | 2029-09-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                        | BROWN BROTHERS HARRIMAN SWEEP INTEREST                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | US        |    751485 | PA      | $751484.87    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| VOLKSWAGEN AUTO LOAN ENHANCED TRUST                                                        | VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2025-2 VALET 2025-2 A4                        | CUSIP: 92869QAE9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    890000 | PA      | $881204.84    | 0.15%             | 2032-09-20      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST                                                        | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2026-NQM2 NRZT 2026-NQM2 A1                   | CUSIP: 64832MAE1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    561262 | PA      | $556131.87    | 0.10%             | 2065-12-25      | Floating      | 4.74%                 | Yes           |                  2 | On Loan: No      |
| GREATAMERICA LEASING RECEIVABLES FUNDING, L.L.C.                                           | GREATAMERICA LEASING RECEIVABLES FUNDING LLC SERIE GALC 2024-1 A3                 | CUSIP: 39154TCJ5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    489155 | PA      | $491567.76    | 0.09%             | 2028-01-18      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST                                                          | GLS AUTO SELECT RECEIVABLES TRUST 2023-2 GSAR 2023-2A A2                          | CUSIP: 36269EAB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     19272 | PA      | $19291.20     | 0.00%             | 2028-06-15      | Fixed         | 6.37%                 | Yes           |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST                                                      | GM FINANCIAL AUTOMOBILE LEASING TRUST 2026-1 GMALT 2026-1 A4                      | CUSIP: 36273VAE5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    225000 | PA      | $223879.28    | 0.04%             | 2030-01-22      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYSTEMS, INC.                                                               | CADENCE DESIGN SYSTEMS INC 4.300000% 09/10/2029                                   | CUSIP: 127387AN8<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    760000 | PA      | $757944.12    | 0.13%             | 2029-09-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| T-MOBILE US TRUST                                                                          | T-MOBILE US TRUST 2024-2 TMUST 2024-2A A                                          | CUSIP: 87268CAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1900000 | PA      | $1900835.62   | 0.33%             | 2029-05-21      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST                                                                     | SEQUOIA MORTGAGE TRUST 2013-2 SEMT 2013-2 A                                       | CUSIP: 81745MAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     64257 | PA      | $55869.73     | 0.01%             | 2043-02-25      | Floating      | 1.87%                 | No            |                  2 | On Loan: No      |
| DENVER COLO CITY & CNTY HSG AUTH MULTIFAMILY HSG REV                                       | DENVER CO CITY & CNTY MF HSG R DENVER CITY & COUNTY HOUSING AUTHORITY             | CUSIP: 24917QBQ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $500436.70    | 0.09%             | 2028-06-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| RAD CLO LTD.                                                                               | RAD CLO 25 LTD RAD 2024-25A A1                                                    | CUSIP: 75009GAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |   2200000 | PA      | $2203533.20   | 0.38%             | 2037-07-20      | Floating      | 5.14%                 | Yes           |                  2 | On Loan: No      |
| Citibank National Association                                                              | CITIBANK NA 4.876000% 11/19/2027                                                  | CUSIP: 17325FBL1<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1505087.91   | 0.26%             | 2027-11-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP.                                                                          | FIRSTENERGY CORP 2.650000% 03/01/2030                                             | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1346680.70   | 0.23%             | 2030-03-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                                             | ENTERPRISE FLEET FINANCING 2025-4 LLC EFF 2025-4 A3                               | CUSIP: 29373NAC1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1009000 | PA      | $1003472.80   | 0.17%             | 2029-12-20      | Fixed         | 4.11%                 | Yes           |                  2 | On Loan: No      |
| OHA CREDIT FUNDING LTD                                                                     | OHA CREDIT FUNDING 16-R LTD OAKC 2023-16RA B                                      | CUSIP: 67122KAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2175000 | PA      | $2175239.25   | 0.38%             | 2038-10-20      | Floating      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| STWD MORTGAGE TRUST                                                                        | STWD 2021-LIH MORTGAGE TRUST STWD 2021-LIH D                                      | CUSIP: 78486EAN8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    450000 | PA      | $449437.50    | 0.08%             | 2036-11-15      | Floating      | 6.07%                 | Yes           |                  2 | On Loan: No      |
| ING Groep N.V.                                                                             | ING GROEP NV 6.083000% 09/11/2027                                                 | CUSIP: 456837BF9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | NUSS              | NL        |    735000 | PA      | $738992.85    | 0.13%             | 2027-09-11      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                                                    | CARMAX AUTO OWNER TRUST 2023-1 CARMX 2023-1 A3                                    | CUSIP: 14318DAC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     50759 | PA      | $50802.17     | 0.01%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OBX TRUST                                                                                  | OBX 2024-NQM7 TRUST OBX 2024-NQM7 A1                                              | CUSIP: 67119FAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    400537 | PA      | $403846.54    | 0.07%             | 2064-03-25      | Floating      | 6.24%                 | Yes           |                  2 | On Loan: No      |
| TOBACCO SETTLEMENT FIN AUTH WEST VA ASSET BACKED                                           | TOBACCO SETTLEMENT FIN AUTH WV TOBACCO SETTLEMENT FINANCE AUTHORITY               | CUSIP: 88880LAK9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $957006.40    | 0.17%             | 2028-06-01      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                                                                   | ANGEL OAK MORTGAGE TRUST 2024-9 AOMT 2024-9 A1                                    | CUSIP: 03466JAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1030876 | PA      | $1030625.25   | 0.18%             | 2069-09-25      | Fixed         | 5.14%                 | Yes           |                  2 | On Loan: No      |
| AUTOZONE, INC.                                                                             | AUTOZONE INC 5.125000% 06/15/2030                                                 | CUSIP: 053332BM3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    965000 | PA      | $983033.09    | 0.17%             | 2030-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CALIF CITY & CNTY                                                            | SAN FRANCISCO CA CITY & CNTY CITY & COUNTY OF SAN FRANCISCO CA                    | CUSIP: 79773KSJ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1499669.40   | 0.26%             | 2026-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SUNNOVA HELIOS ISSUER LLC                                                                  | SUNNOVA HELIOS XII ISSUER LLC SNVA 2023-B A                                       | CUSIP: 86745YAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    827261 | PA      | $755067.78    | 0.13%             | 2050-08-22      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| ALPHABET INC.                                                                              | ALPHABET INC 1.100000% 08/15/2030                                                 | CUSIP: 02079KAD9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2637564.84   | 0.46%             | 2030-08-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| HORACE MANN EDUCATORS CORPORATION                                                          | HORACE MANN EDUCATORS CORP 4.700000% 10/01/2030                                   | CUSIP: 440327AM6<br>LEI: 254900G5YAV3A2YK8T32 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1281130.57   | 0.22%             | 2030-10-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 3.375000% 09/15/2028                                              | CUSIP: 91282CNY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   8725000 | PA      | $8621390.63   | 1.50%             | 2028-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA CMNTY CHOICE FING AUTH CLEAN ENERGY PROJ REV                                    | CALIFORNIA CMNTY CHOICE FING A CALIFORNIA COMMUNITY CHOICE FINANCING AUTHORITY    | CUSIP: 13013JBN5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    825000 | PA      | $840388.23    | 0.15%             | 2029-08-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                                      | ATHENE GLOBAL FUNDING 144A 5.583000% 01/09/2029                                   | CUSIP: 04685A3Q2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    875000 | PA      | $887031.08    | 0.15%             | 2029-01-09      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING LTD                                                                           | CIFC FUNDING 2017-V LTD CIFC 2017-5A AR                                           | CUSIP: 12551MAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1275000 | PA      | $1275986.85   | 0.22%             | 2037-07-17      | Floating      | 5.09%                 | Yes           |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL MASTER TRUST                                                          | PROGRESS RESIDENTIAL 2025-SFR1 TRUST PROG 2025-SFR1 A                             | CUSIP: 74334NAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    776052 | PA      | $736826.83    | 0.13%             | 2042-02-17      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE REMICS FNR 2019-18 A                                                   | CUSIP: 3136B4QC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    368112 | PA      | $353956.06    | 0.06%             | 2049-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HAWAII ST DEPT BUSINESS ECONOMIC DEV & TOURISM GREEN ENERGY MKT SECURITIZATION             | HAWAII ST DEPT BUSINESS ECON D STATE OF HAWAII DEPARTMENT OF BUSINESS ECONOMIC DE | CUSIP: 41980UAB7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    562108 | PA      | $554088.54    | 0.10%             | 2031-01-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 1.875000% 06/30/2026                                              | CUSIP: 9128287B0<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    680000 | PA      | $677967.97    | 0.12%             | 2026-06-30      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| PNC Bank, National Association (Delaware)                                                  | PNC BANK NA 4.050000% 07/26/2028                                                  | CUSIP: 69349LAR9<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1364210.90   | 0.24%             | 2028-07-26      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES OWNER TRUST                                                         | HONDA AUTO RECEIVABLES 2025-2 OWNER TRUST HAROT 2025-2 A3                         | CUSIP: 437921AD1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    460000 | PA      | $460098.90    | 0.08%             | 2029-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                                                    | CARMAX AUTO OWNER TRUST 2022-3 CARMX 2022-3 B                                     | CUSIP: 14318MAF6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    800000 | PA      | $801193.84    | 0.14%             | 2028-02-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST                                                                   | COLT 2026-1 MORTGAGE LOAN TRUST COLT 2026-1 A1                                    | CUSIP: 196926AD1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    755297 | PA      | $749957.73    | 0.13%             | 2071-02-25      | Floating      | 4.76%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE REMICS FNR 2022-29 MG                                                  | CUSIP: 3136BM3G1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    883952 | PA      | $883562.02    | 0.15%             | 2042-11-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO., L.P.                                                             | PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP 144A 5.350000% 01/12/2027           | CUSIP: 709599BY9<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    485000 | PA      | $488024.37    | 0.08%             | 2027-01-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE REMICS FNR 2009-62 WA                                                  | CUSIP: 31396QTR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      9571 | PA      | $9634.63      | 0.00%             | 2039-08-25      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Trustees of Dartmouth College                                                              | TRUSTEES OF DARTMOUTH COLLEGE 4.273000% 06/01/2030                                | CUSIP: 89837RAE2<br>LEI: JVPL1XBV6YI9538FWQ05 | Long             | DBT              | CORP              | US        |    350000 | PA      | $349249.45    | 0.06%             | 2030-06-01      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                    | HYUNDAI CAPITAL AMERICA 144A 5.275000% 06/24/2027                                 | CUSIP: 44891ADB0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    400000 | PA      | $403143.60    | 0.07%             | 2027-06-24      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                                               | NORFOLK SOUTHERN CORP 2.300000% 05/15/2031                                        | CUSIP: 655844CK2<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   5130000 | PA      | $4615532.72   | 0.80%             | 2031-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC REMICS FHR 2690 TZ                                                    | CUSIP: 31394KCT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    718035 | PA      | $718867.40    | 0.13%             | 2033-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                                  | AT&T INC 2.750000% 06/01/2031                                                     | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    975000 | PA      | $890022.05    | 0.15%             | 2031-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES LLC                                                     | AMUR EQUIPMENT FINANCE RECEIVABLES XIII LLC AXIS 2024-1A B                        | CUSIP: 03237CAC6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    190000 | PA      | $192560.74    | 0.03%             | 2031-01-21      | Fixed         | 5.37%                 | Yes           |                  2 | On Loan: No      |
| SCF EQUIPMENT LEASING LLC                                                                  | SCF EQUIPMENT LEASING 2025-1 LLC SCFET 2025-1A A2                                 | CUSIP: 78437DAB6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     51057 | PA      | $51163.23     | 0.01%             | 2030-07-22      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                | BANK OF AMERICA CORP 5.162000% 01/24/2031                                         | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    775000 | PA      | $789402.55    | 0.14%             | 2031-01-24      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                                                    | CARMAX AUTO OWNER TRUST 2026-1 CARMX 2026-1 A4                                    | CUSIP: 14320XAE1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    350000 | PA      | $348288.12    | 0.06%             | 2032-03-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC.                                                                      | KEURIG DR PEPPER INC 4.600000% 05/15/2030                                         | CUSIP: 49271VBA7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1191535.52   | 0.21%             | 2030-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CNH EQUIPMENT TRUST                                                                        | CNH EQUIPMENT TRUST 2026-A CNH 2026-A A3                                          | CUSIP: 189920AD3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    295000 | PA      | $292930.19    | 0.05%             | 2031-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 0.625000% 12/31/2027                                              | CUSIP: 91282CBB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  18850000 | PA      | $17866265.63  | 3.11%             | 2027-12-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE REMICS FNR 2017-12 KE                                                  | CUSIP: 3136AVVE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    331646 | PA      | $317811.74    | 0.06%             | 2047-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA LEASE OWNER TRUST                                                                   | TOYOTA LEASE OWNER TRUST 2024-B TLOT 2024-B A4                                    | CUSIP: 891943AE2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1500000 | PA      | $1501940.70   | 0.26%             | 2029-01-22      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| MARS, INCORPORATED                                                                         | MARS INC 144A 4.600000% 03/01/2028                                                | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1206954.84   | 0.21%             | 2028-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CALIF CITY & CNTY PUB UTILS COMMN WASTEWATER REV                             | SAN FRANCISCO CITY & CNTY CA P SAN FRANCISCO CITY & COUNTY PUBLIC UTILITIES COMMI | CUSIP: 79768HJN9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1400000 | PA      | $1411829.86   | 0.25%             | 2027-10-01      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                             | MORGAN STANLEY 5.449000% 07/20/2029                                               | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    205000 | PA      | $208765.61    | 0.04%             | 2029-07-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST                                         | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR 2023-2 A3                | CUSIP: 362583AD8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    108782 | PA      | $108912.19    | 0.02%             | 2028-02-16      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| MARYLAND ST CMNTY DEV ADMIN DEPT HSG & CMNTY DEV                                           | MARYLAND CMNTY DEV ADMIN HSG & MARYLAND DEPARTMENT OF HOUSING & COMMUNITY DEVELOP | CUSIP: 57419UJC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1300000 | PA      | $1359309.64   | 0.24%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CaixaBank, S.A.                                                                            | CAIXABANK SA 144A 6.684000% 09/13/2027                                            | CUSIP: 12803RAB0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | NUSS              | ES        |    750000 | PA      | $756082.97    | 0.13%             | 2027-09-13      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| BANK                                                                                       | BANK 2018-BNK10 BANK 2018-BN10 ASB                                                | CUSIP: 065404AZ8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    131747 | PA      | $131053.96    | 0.02%             | 2061-02-15      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                                       | M&T BANK CORP 7.413000% 10/30/2029                                                | CUSIP: 55261FAS3<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1491846.92   | 0.26%             | 2029-10-30      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING, LTD.                                                                 | MADISON PARK FUNDING XLVI LTD MDPK 2020-46A B1RR                                  | CUSIP: 55822AAY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2175000 | PA      | $2174691.15   | 0.38%             | 2034-10-15      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                                         | CREDIT AGRICOLE SA 144A 5.230000% 01/09/2029                                      | CUSIP: 22535WAP2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | NUSS              | FR        |   1250000 | PA      | $1262603.73   | 0.22%             | 2029-01-09      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE OWNER TRUST                                                                     | JOHN DEERE OWNER TRUST 2025-B JDOT 2025-B A3                                      | CUSIP: 47800UAD8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1660000 | PA      | $1659394.76   | 0.29%             | 2029-12-17      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| CVS LEASE BACKED PASS THROUGH SERIES TRUST                                                 | CVS PASS-THROUGH TRUST 6.036000% 12/10/2028                                       | CUSIP: 126650BP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1177038 | PA      | $1185265.15   | 0.21%             | 2028-12-10      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GLOBAL FUNDING                                                           | AMERICAN NATIONAL GLOBAL FUNDING MTN 4.875000% 01/23/2031                         | CUSIP: 02771D2E3<br>LEI: 63540033TQXTOXKK1L93 | Long             | DBT              | CORP              | US        |    585000 | PA      | $575479.05    | 0.10%             | 2031-01-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                               | BARCLAYS PLC 6.496000% 09/13/2027                                                 | CUSIP: 06738ECJ2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | NUSS              | GB        |    500000 | PA      | $503629.55    | 0.09%             | 2027-09-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LIFE GLOBAL FUNDING II                                                           | PRINCIPAL LIFE GLOBAL FUNDING II 144A 4.950000% 11/27/2029                        | CUSIP: 74256LFB0<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1186448.32   | 0.21%             | 2029-11-27      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES, INC.                                               | FIDELITY NATIONAL INFORMATION SERVICES INC 4.550000% 03/10/2029                   | CUSIP: 31620MCD6<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1075929.86   | 0.19%             | 2029-03-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MAC TRUST                                                                                  | MAC TRUST 2025-801B MAC 2025-801B A                                               | CUSIP: 553918AA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    250000 | PA      | $249735.13    | 0.04%             | 2040-10-15      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Ascension Health Alliance                                                                  | ASCENSION HEALTH 4.078000% 11/15/2028                                             | CUSIP: 04351LAC4<br>LEI: 549300IMOY6ECI21DH68 | Long             | DBT              | CORP              | US        |    820000 | PA      | $816379.04    | 0.14%             | 2028-11-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MORTGAGE TRUST                                                       | DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2026-INV1 DRMT 2026-INV1 A1                  | CUSIP: 24381GAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    317055 | PA      | $315142.50    | 0.05%             | 2070-12-25      | Floating      | 4.80%                 | Yes           |                  2 | On Loan: No      |
| COREBRIDGE GLOBAL FUNDING                                                                  | COREBRIDGE GLOBAL FUNDING MTN 5.200000% 01/12/2029                                | CUSIP: 00138CAX6<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    380000 | PA      | $385634.37    | 0.07%             | 2029-01-12      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                                                    | MERCEDES-BENZ FINANCE NORTH AMERICA LLC 144A 4.125000% 03/10/2028                 | CUSIP: 58769JBJ5<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | DE        |   2275000 | PA      | $2263722.78   | 0.39%             | 2028-03-10      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AGL CLO LTD                                                                                | AGL CLO 33 LTD AGL 2024-33A A1                                                    | CUSIP: 00121DAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2150000 | PA      | $2151623.25   | 0.37%             | 2037-07-21      | Floating      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA AUTO TRUST                                                                 | BANK OF AMERICA AUTO TRUST 2023-2 BAAT 2023-2A A3                                 | CUSIP: 06054YAC1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    446851 | PA      | $449783.25    | 0.08%             | 2028-06-15      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC                                                             | WHEELS FLEET LEASE FUNDING 1 LLC WFLF 2023-1A A                                   | CUSIP: 96328GAS6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    299049 | PA      | $300259.16    | 0.05%             | 2038-04-18      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| NEW YORK ST ENERGY RESH & DEV AUTH RESIDENTIAL CLEAN ENERGY & ENERGY EFFICIENCY FING GREEN | NEW YORK ST ENERGY RESEARCH & NEW YORK STATE ENERGY RESEARCH & DEVELOPMENT AUTHO  | CUSIP: 64985VBP0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    475000 | PA      | $483500.74    | 0.08%             | 2040-04-01      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                                             | ENTERPRISE FLEET FINANCING 2023-3 LLC EFF 2023-3 A2                               | CUSIP: 29374LAB6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    852225 | PA      | $859632.13    | 0.15%             | 2030-03-20      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                                                               | FORD CREDIT AUTO OWNER TRUST 2024-C FORDO 2024-C A3                               | CUSIP: 34532UAD1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    550000 | PA      | $550309.76    | 0.10%             | 2029-07-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| CNH EQUIPMENT TRUST                                                                        | CNH EQUIPMENT TRUST 2026-A CNH 2026-A A4                                          | CUSIP: 189920AE1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    440000 | PA      | $435946.06    | 0.08%             | 2033-07-15      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                                       | M&T BANK CORP MTN 4.833000% 01/16/2029                                            | CUSIP: 55261FAU8<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1003915.22   | 0.17%             | 2029-01-16      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| USAA AUTO OWNER TRUST                                                                      | USAA AUTO OWNER TRUST 2023-A USAOT 2023-A A3                                      | CUSIP: 90291VAC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    246653 | PA      | $247829.32    | 0.04%             | 2028-05-15      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                                                                   | ANGEL OAK MORTGAGE TRUST 2024-8 AOMT 2024-8 A1                                    | CUSIP: 03465QAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    289148 | PA      | $289683.15    | 0.05%             | 2069-05-27      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO                                                                    | BAIN CAPITAL CREDIT CLO 2020-2 LTD BCC 2020-2A AR3                                | CUSIP: 05683EBE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2205000 | PA      | $2201615.33   | 0.38%             | 2034-07-19      | Floating      | 4.66%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                        | EXP-IMP IMB 2.628000% 11/12/2026                                                  | CUSIP: 302155BA3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    416873 | PA      | $414788.06    | 0.07%             | 2026-11-12      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE REMICS FNR 2022-76 HC                                                  | CUSIP: 3136BPKR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1572544 | PA      | $1587791.88   | 0.28%             | 2043-12-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                                                      | ARI FLEET LEASE TRUST 2026-A ARIFL 2026-A A2                                      | CUSIP: 04033DAB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1145000 | PA      | $1140969.49   | 0.20%             | 2034-11-15      | Fixed         | 3.96%                 | Yes           |                  2 | On Loan: No      |
| SWITCH ABS ISSUER LLC                                                                      | SWITCH ABS ISSUER LLC SWTCH 2025-2A A21                                           | CUSIP: 871044AS2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1090000 | PA      | $1074415.18   | 0.19%             | 2055-10-25      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING LLC                                                                     | CHESAPEAKE FUNDING II LLC CFII 2023-1A A1                                         | CUSIP: 165183CU6<br>LEI: 549300LG5AUFDML64706 | Long             | ABS-MBS          |  | US        |    180997 | PA      | $181106.73    | 0.03%             | 2035-05-15      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                                            | DANSKE BANK A/S 144A 4.420000% 09/12/2031                                         | CUSIP: 23636ABL4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | NUSS              | DK        |    875000 | PA      | $860141.69    | 0.15%             | 2031-09-12      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST                                                    | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2026-A HALST 2026-A A4                    | CUSIP: 448970AE3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    645000 | PA      | $640205.20    | 0.11%             | 2029-12-17      | Fixed         | 4.01%                 | Yes           |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                                            | INTERCONTINENTAL EXCHANGE INC 3.625000% 09/01/2028                                | CUSIP: 45866FBB9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1280281.60   | 0.22%             | 2028-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                         | ORACLE CORP 2.300000% 03/25/2028                                                  | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    650000 | PA      | $620507.00    | 0.11%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                        | CORP ANDINA DE FOMENTO MTN 4.251000% 02/03/2031                                   | CUSIP: P31341AC7<br>LEI: N/A                  | Long             | DBT              | NUSS              | XX        |   2400000 | PA      | $2338219.58   | 0.41%             | 2031-02-03      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OAKLAND CALIF                                                                              | OAKLAND CA CITY OF OAKLAND CA                                                     | CUSIP: 672240ZH4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $250073.08    | 0.04%             | 2027-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA DEV FIN AUTH HEALTH SYS REV                                                       | OKLAHOMA ST DEV FIN AUTH HLTHS OKLAHOMA DEVELOPMENT FINANCE AUTHORITY             | CUSIP: 67884XCR6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    600000 | PA      | $608221.74    | 0.11%             | 2028-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development                                      | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMEN 1.123000% 03/31/2032           | CUSIP: 459058MA8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   2500000 | PA      | $2460072.95   | 0.43%             | 2032-03-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST                                                     | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-2 SDART 2022-2 C                      | CUSIP: 80286MAE8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    533190 | PA      | $532993.30    | 0.09%             | 2029-07-16      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| THE PNC FINANCIAL SERVICES GROUP, INC.                                                     | PNC FINANCIAL SERVICES GROUP INC/THE 1.150000% 08/13/2026                         | CUSIP: 693475BB0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $991823.36    | 0.17%             | 2026-08-13      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| CHI COMMERCIAL MORTGAGE TRUST                                                              | CHI COMMERCIAL MORTGAGE TRUST 2025-SFT CHI 2025-SFT XA                            | CUSIP: 16706GAC1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    975000 | PA      | $7963.31      | 0.00%             | 2042-04-15      | Floating      | 0.31%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                                    | BPCE SA 144A 6.612000% 10/19/2027                                                 | CUSIP: 05571AAQ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | NUSS              | FR        |   1125000 | PA      | $1136315.98   | 0.20%             | 2027-10-19      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES OWNER TRUST                                                         | HONDA AUTO RECEIVABLES 2024-1 OWNER TRUST HAROT 2024-1 A4                         | CUSIP: 437918AD7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    880000 | PA      | $890075.56    | 0.15%             | 2030-05-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| VOLVO FINANCIAL EQUIPMENT LLC                                                              | VOLVO FINANCIAL EQUIPMENT LLC SERIES 2025-2 VFET 2025-2A A4                       | CUSIP: 92886CAD1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    748000 | PA      | $740738.57    | 0.13%             | 2033-06-15      | Fixed         | 4.06%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                             | BNP PARIBAS SA 144A 1.675000% 06/30/2027                                          | CUSIP: 09659W2Q6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | NUSS              | FR        |   1000000 | PA      | $995303.13    | 0.17%             | 2027-06-30      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-99 WA                           | CUSIP: 38380F3Q7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     81224 | PA      | $81109.22     | 0.01%             | 2032-12-20      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank N.V.                                                                         | ABN AMRO BANK NV 144A 6.339000% 09/18/2027                                        | CUSIP: 00084DBA7<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | NUSS              | NL        |   1200000 | PA      | $1208272.90   | 0.21%             | 2027-09-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| VIVINT SOLAR FINANCING V LLC                                                               | VIVINT SOLAR FINANCING VII LLC VSLR 2020-1A B                                     | CUSIP: 92855HAB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    812138 | PA      | $721104.68    | 0.13%             | 2051-07-31      | Fixed         | 3.22%                 | Yes           |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY REV                                          | INDIANA ST HSG & CMNTY DEV AUT INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY  | CUSIP: 45505T4B4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1568455.50   | 0.27%             | 2054-01-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO LEASE TRUST                                                                    | NISSAN AUTO LEASE TRUST 2025-B NALT 2025-B A3                                     | CUSIP: 65481RAD3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2250000 | PA      | $2256065.78   | 0.39%             | 2028-11-15      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| INTER AMERICAN DEVELOPMENT BANK                                                            | INTER-AMERICAN DEVELOPMENT BANK MTN 3.802000% 11/12/2030                          | CUSIP: U4582NQS6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $977787.33    | 0.17%             | 2030-11-12      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST                                                               | FORD CREDIT AUTO LEASE TRUST 2025-B FORDL 2025-B A3                               | CUSIP: 34533MAD8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2450000 | PA      | $2453940.58   | 0.43%             | 2028-12-15      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES LLC                                                     | AMUR EQUIPMENT FINANCE RECEIVABLES XV LLC AXIS 2025-1A A2                         | CUSIP: 03237FAB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    885955 | PA      | $891163.42    | 0.16%             | 2031-09-22      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| EMERA US FINANCE LP                                                                        | EMERA US FINANCE LP 3.550000% 06/15/2026                                          | CUSIP: 29103DAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1025000 | PA      | $1023380.81   | 0.18%             | 2026-06-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                    | HYUNDAI CAPITAL AMERICA 144A 5.950000% 09/21/2026                                 | CUSIP: 44891ACM7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    750000 | PA      | $754514.91    | 0.13%             | 2026-09-21      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Kommuninvest i Sverige Aktiebolag                                                          | KOMMUNINVEST I SVERIGE AB 144A 4.625000% 09/29/2028                               | CUSIP: 50046PCG8<br>LEI: EV2XZWMLLXF2QRX0CD47 | Long             | DBT              | NUSS              | SE        |   1000000 | PA      | $1015086.55   | 0.18%             | 2028-09-29      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                                | SWEDBANK AB 144A 5.083000% 05/21/2030                                             | CUSIP: 87019DAA5<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | NUSS              | SE        |   1455000 | PA      | $1478034.57   | 0.26%             | 2030-05-21      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LEASE TRUST                                                                | VOLKSWAGEN AUTO LEASE TRUST 2025-A VWALT 2025-A A4                                | CUSIP: 92868WAE7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2250000 | PA      | $2262390.08   | 0.39%             | 2030-03-20      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                              | GOLDMAN SACHS GROUP INC/THE 3.850000% 01/26/2027                                  | CUSIP: 38141GWB6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1172488.39   | 0.20%             | 2027-01-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                                                     | GENERAL MOTORS FINANCIAL CO INC 5.400000% 05/08/2027                              | CUSIP: 37045XEQ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1010236.36   | 0.18%             | 2027-05-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** Eileen Whitemiller

**Name of Signer:** Eileen Whitemiller

**Title:** Director