# EDGAR Filing Document

**Accession Number:** 0001479026
**File Stem:** 0000940400-26-002645
**Filing Date:** 2026-1
**Character Count:** 167777
**Document Hash:** 0af9e1229b5a79291516740ad3a6b57f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-002645.hdr.sgml**: 20260127

**ACCESSION NUMBER**: 0000940400-26-002645

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20251130

**FILED AS OF DATE**: 20260127

**DATE AS OF CHANGE**: 20260127

**PERIOD START**: 20260831

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23013
- **FILM NUMBER:** 26565105

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10282

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

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2025-11-30

**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:** $1182654848.94

**Total Liabilities:** $68554.79

**Net Assets:** $1182586294.15

**Cash Not Reported:** $881299.80

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 5964.75000000 | **1-Year:** 66099.99000000 | **5-Year:** 25490.01000000 | **10-Year:** 18490.85000000 | **30-Year:** 10319.47000000

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

- **3-Month:** 126.74000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000207250 | 0.43%                | 0.38%                | 0.38%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $456931.69               | $236966.86                                 |
| Month 2  | $193098.93               | $-246363.49                                |
| Month 3  | $72870.22                | $132807.48                                 |

### Schedule of Portfolio Investments

| Name                                           | Title                                                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Sculptor CLO Ltd                               | Sculptor CLO XXVIII Ltd                                          | CUSIP: 81124LAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7000000 | PA      | $6989031.00   | 0.59%             | 2035-01-20      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                              | Eversource Energy                                                | CUSIP: 30040WAV0<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1032681.75   | 0.09%             | 2026-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                               | CUSIP: 3137FNVK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    911804 | PA      | $890573.89    | 0.08%             | 2038-03-15      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                 | Air Lease Corp                                                   | CUSIP: 00914AAM4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   1266000 | PA      | $1244420.42   | 0.11%             | 2026-08-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                        | CUSIP: 89115A2W1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1368000 | PA      | $1386010.96   | 0.12%             | 2027-04-05      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| RHODE ISLAND ST STUDENT LOAN A                 | Rhode Island Student Loan Authority                              | CUSIP: 762315MG1<br>LEI: N/A                  | Long             | ABS-O            | MUN               | US        |    218285 | PA      | $218139.12    | 0.02%             | 2031-07-01      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                       | Constellation Brands Inc                                         | CUSIP: 21036PAS7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1884456.25   | 0.16%             | 2027-05-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                | CUSIP: 3136AQWE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    247438 | PA      | $245159.98    | 0.02%             | 2045-12-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                        | Hyundai Capital America                                          | CUSIP: 44891ABD8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1762000 | PA      | $1750848.76   | 0.15%             | 2026-11-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MRTS CP                                | GENERAL MRTS CP                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1688000 | PA      | $1642356.48   | 0.14%             | 2026-07-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                   | Ford Credit Auto Owner Trust 2024-C                              | CUSIP: 34532UAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2025000 | PA      | $2029974.21   | 0.17%             | 2029-07-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                   | UBS Group AG                                                     | CUSIP: 225401AT5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   3685000 | PA      | $3665417.32   | 0.31%             | 2027-02-02      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                         | Canadian Imperial Bank of Commerce                               | CUSIP: 13607L8D8<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   2877000 | PA      | $2897887.02   | 0.25%             | 2027-06-28      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                        | National Bank of Canada                                          | CUSIP: 63307A2Z7<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1002252.35   | 0.08%             | 2027-07-02      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Carval CLO LTD                                 | CarVal CLO II Ltd                                                | CUSIP: 14686AAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2330074 | PA      | $2329985.38   | 0.20%             | 2032-04-20      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                | CUSIP: 31398NQH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    109698 | PA      | $108909.45    | 0.01%             | 2040-10-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                            | NatWest Markets PLC                                              | CUSIP: 63906YAN8<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   4603000 | PA      | $4625377.58   | 0.39%             | 2028-03-21      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                      | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C29      | CUSIP: 61766EBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1635799 | PA      | $1632449.81   | 0.14%             | 2049-05-15      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                            | Charles Schwab Corp/The                                          | CUSIP: 808513BQ7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   1259000 | PA      | $1260218.88   | 0.11%             | 2026-05-13      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| PACIFIC BELL TELEPHONE                         | Pacific Bell Telephone Co                                        | CUSIP: 694032AT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    599000 | PA      | $602058.07    | 0.05%             | 2026-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CP 0.0 2 0 06/23/2026                          | CP 0.0 2 0 06/23/2026                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1907000 | PA      | $1865084.14   | 0.16%             | 2026-06-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                       | Jackson National Life Global Funding                             | CUSIP: 46849LVA6<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   4540000 | PA      | $4634716.70   | 0.39%             | 2027-07-02      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                       | Take-Two Interactive Software Inc                                | CUSIP: 874054AJ8<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |   1729000 | PA      | $1731887.65   | 0.15%             | 2026-03-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                | CUSIP: 3136ATKM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    552791 | PA      | $548560.68    | 0.05%             | 2046-08-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                             | Bank of America NA                                               | CUSIP: 06428CAB0<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DBT              | CORP              | US        |   1695000 | PA      | $1703105.07   | 0.14%             | 2026-08-18      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitizat                 | Hyundai Auto Lease Securitization Trust 2024-C                   | CUSIP: 448984AD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4020757.20   | 0.34%             | 2028-04-17      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                       | Cooperatieve Rabobank UA                                         | CUSIP: 74977RDK7<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   5148000 | PA      | $5110871.23   | 0.43%             | 2027-02-24      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                  | DTE Energy Co                                                    | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   2268000 | PA      | $2296198.43   | 0.19%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                   | UBS Group AG                                                     | CUSIP: 902613AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2000000 | PA      | $1990153.60   | 0.17%             | 2027-01-30      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| NATL BANK OF KUWAIT NY                         | National Bank of Kuwait/New York NY                              | CUSIP: 63376F2G4<br>LEI: 549300NB7FE83IH6BW96 | Long             | DBT              | CORP              | KW        |   5500000 | PA      | $5511660.00   | 0.47%             | 2026-08-19      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                         | Daimler Truck Finance North America LLC                          | CUSIP: 233853AX8<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1072670.00   | 0.09%             | 2027-09-25      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                | CUSIP: 3136A45W5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     99301 | PA      | $98805.35     | 0.01%             | 2035-12-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                               | Deutsche Bank AG/New York NY                                     | CUSIP: 251526CN7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   4591000 | PA      | $4603617.17   | 0.39%             | 2027-11-16      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                  | CUSIP: 37045XBG0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   3307000 | PA      | $3309223.16   | 0.28%             | 2026-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL                              | FIDELITY NATIONAL                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1686000 | PA      | $1683909.36   | 0.14%             | 2025-12-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                        | NATIONAL BANK OF CANADA                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1457000 | PA      | $1457112.77   | 0.12%             | 2026-12-01      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                  | CUSIP: 31418CXP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    659094 | PA      | $656397.54    | 0.06%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                | CUSIP: 31394AGS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36624 | PA      | $36593.53     | 0.00%             | 2034-07-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| BARCLAYS 0 02/05/2026                          | BARCLAYS 0 02/05/2026                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2816000 | PA      | $2815996.62   | 0.24%             | 2026-02-05      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                        | National Bank of Canada                                          | CUSIP: 63307A3A1<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    792000 | PA      | $798415.09    | 0.07%             | 2027-07-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| EIDP INC                                       | EIDP Inc                                                         | CUSIP: 263534CQ0<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |   6760000 | PA      | $6765706.93   | 0.57%             | 2026-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                | CUSIP: 31396KYA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    225074 | PA      | $223212.36    | 0.02%             | 2036-08-25      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                            | NatWest Markets PLC                                              | CUSIP: 63906YAH1<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    860000 | PA      | $877277.02    | 0.07%             | 2027-05-17      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                        | Dryden 97 CLO Ltd                                                | CUSIP: 26248XAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5001390.00   | 0.42%             | 2038-10-20      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                 | Air Lease Corp                                                   | CUSIP: 00914AAJ1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   4438000 | PA      | $4428243.41   | 0.37%             | 2026-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                | CUSIP: 31398T6X4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     83733 | PA      | $83194.40     | 0.01%             | 2040-10-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                 | CUSIP: 9128282R0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10253000 | PA      | $10036325.20  | 0.85%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  1 | On Loan: No      |
| NATL BANK OF KUWAIT NY                         | National Bank of Kuwait/New York NY                              | CUSIP: 63376F4L1<br>LEI: 549300NB7FE83IH6BW96 | Long             | DBT              | CORP              | KW        |   1830000 | PA      | $1832177.85   | 0.15%             | 2026-08-24      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                | CUSIP: 31396KE99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    246039 | PA      | $244411.02    | 0.02%             | 2036-09-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                           | Glencore Funding LLC                                             | CUSIP: 378272BX5<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   4906000 | PA      | $4909164.32   | 0.42%             | 2026-10-01      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                      | Mosaic Co/The                                                    | CUSIP: 61945CAG8<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3198816.29   | 0.27%             | 2027-11-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables                  | Exeter Automobile Receivables Trust 2024-5                       | CUSIP: 30165BAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1125767 | PA      | $1126004.28   | 0.10%             | 2028-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                | CUSIP: 31398GMX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    106664 | PA      | $107127.51    | 0.01%             | 2040-01-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                               | NTT Finance Corp                                                 | CUSIP: 62954WAP0<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   4696000 | PA      | $4732806.97   | 0.40%             | 2027-07-16      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                              | State Street Corp                                                | CUSIP: 857477CQ4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1299000 | PA      | $1302688.52   | 0.11%             | 2027-10-22      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl                 | Santander Drive Auto Receivables Trust 2025-1                    | CUSIP: 80288DAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1575000 | PA      | $1578756.85   | 0.13%             | 2029-01-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                                      | CUSIP: 02665WGJ4<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   9738000 | PA      | $9763858.97   | 0.83%             | 2028-09-01      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| KOREA DEV BK 4/1/26                            | KOREA DEV BK 4/1/26                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5111000 | PA      | $5111102.22   | 0.43%             | 2026-04-01      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| General Motors                                 | GMF Floorplan Owner Revolving Trust                              | CUSIP: 361886CR3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1509099.30   | 0.13%             | 2028-06-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                    | Citibank NA                                                      | CUSIP: 17325FBM9<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   2503000 | PA      | $2507520.32   | 0.21%             | 2027-11-19      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                        | Corebridge Global Funding                                        | CUSIP: 00138CAW8<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   1860000 | PA      | $1871500.90   | 0.16%             | 2026-09-25      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                    | Federal Home Loan Mortgage Corp                                  | CUSIP: 3134HBX55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   3036000 | PA      | $3036213.31   | 0.26%             | 2027-10-14      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl                 | Santander Drive Auto Receivables Trust 2025-2                    | CUSIP: 80287NAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1152996 | PA      | $1155030.51   | 0.10%             | 2028-06-15      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                | CUSIP: 3136B3P79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1357014 | PA      | $1338747.54   | 0.11%             | 2049-03-25      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                               | CUSIP: 3137FN4L1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    127926 | PA      | $124750.01    | 0.01%             | 2048-09-15      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Fort Greene Park CLO                           | Fort Greene Park CLO LLC                                         | CUSIP: 18914KAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6000000 | PA      | $5985150.00   | 0.51%             | 2034-04-22      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                        | Digital Realty Trust LP                                          | CUSIP: 25389JAR7<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |   3421000 | PA      | $3400725.00   | 0.29%             | 2027-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner                  | Toyota Auto Receivables 2024-C Owner Trust                       | CUSIP: 89237QAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2100000 | PA      | $2119113.36   | 0.18%             | 2029-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LANDESBANK 12/16/2025                          | LANDESBANK 12/16/2025                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5505000 | PA      | $5506321.20   | 0.47%             | 2025-12-16      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| CP 0.0 5/1/26                                  | CP 0.0 5/1/26                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4916450.00   | 0.42%             | 2026-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                              | Expedia Group Inc                                                | CUSIP: 30212PAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    921000 | PA      | $919661.73    | 0.08%             | 2026-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                | CUSIP: 3136A0ZP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    104334 | PA      | $103114.29    | 0.01%             | 2041-09-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                            | Macquarie Group Ltd                                              | CUSIP: 55608JAR9<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |   6098000 | PA      | $6076803.35   | 0.51%             | 2027-01-12      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                | CUSIP: 3136AB4P5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42106 | PA      | $41882.16     | 0.00%             | 2043-02-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                 | Morgan Stanley Capital I 2017-HR2                                | CUSIP: 61691NAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1476132 | PA      | $1464544.19   | 0.12%             | 2050-12-15      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl                 | Santander Drive Auto Receivables Trust 2025-1                    | CUSIP: 80288DAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    134627 | PA      | $134684.64    | 0.01%             | 2027-08-16      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                        | Hyundai Capital America                                          | CUSIP: 44891ADN4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   3915000 | PA      | $3919390.40   | 0.33%             | 2028-01-07      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BK/NY                       | Standard Chartered Bank/New York                                 | CUSIP: 85325VSU5<br>LEI: RILFO74KP1CM8P6PCT96 | Long             | DBT              | CORP              | GB        |   9350000 | PA      | $9370092.12   | 0.79%             | 2026-10-30      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LIMITED                         | MACQUARIE BANK LIMITED                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3940000 | PA      | $3940354.60   | 0.33%             | 2026-03-05      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                | CUSIP: 404280DZ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2600000 | PA      | $2629996.36   | 0.22%             | 2027-08-14      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| Discover Card Execution Note T                 | Discover Card Execution Note Trust                               | CUSIP: 254683CY9<br>LEI: 549300CKCX1QE4RUW216 | Long             | ABS-O            | CORP              | US        |   2925000 | PA      | $2926671.05   | 0.25%             | 2028-03-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                       | Capital One Financial Corp                                       | CUSIP: 14040HCH6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   5945000 | PA      | $5818394.92   | 0.49%             | 2027-11-02      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                    | CUSIP: 172967PY1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4478000 | PA      | $4504399.33   | 0.38%             | 2028-05-07      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                             | Credit Agricole SA                                               | CUSIP: 22535WAH0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   3077000 | PA      | $3061746.08   | 0.26%             | 2027-01-26      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ANZ NATIONAL INTERNATIONAL LIMITED             | CP 0.0 2 0 05/22/2026                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2668000 | PA      | $2618188.44   | 0.22%             | 2026-05-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                | CUSIP: 3136A76U1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     90939 | PA      | $89563.06     | 0.01%             | 2042-09-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust        | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |  13281000 | PA      | $13078630.10  | 1.11%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                       | RTX Corp                                                         | CUSIP: 913017CH0<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    921000 | PA      | $909873.05    | 0.08%             | 2026-11-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL                       | Equitable America Global Funding                                 | CUSIP: 29446Q2D4<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |   1313000 | PA      | $1313745.63   | 0.11%             | 2027-09-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                        | Hyundai Capital America                                          | CUSIP: 44891AEB9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   6159000 | PA      | $6187963.19   | 0.52%             | 2028-09-18      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP 12/25                           | AIR LEASE CORP 12/25                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3029000 | PA      | $3026849.41   | 0.26%             | 2025-12-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                         | Roper Technologies Inc                                           | CUSIP: 776743AD8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |   1935000 | PA      | $1930465.23   | 0.16%             | 2026-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                | CUSIP: 31398P5P0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    102296 | PA      | $102439.22    | 0.01%             | 2040-05-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                       | Santander UK Group Holdings PLC                                  | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   1777000 | PA      | $1752013.32   | 0.15%             | 2027-06-14      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| Bank of America Credit Card Tr                 | BA Credit Card Trust                                             | CUSIP: 05522RDH8<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-O            | CORP              | US        |   6075000 | PA      | $6138573.66   | 0.52%             | 2028-11-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                               | CUSIP: 31394LYU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     92198 | PA      | $93025.21     | 0.01%             | 2033-11-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                               | Freddie Mac Strips                                               | CUSIP: 3128HVZR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    287403 | PA      | $283742.39    | 0.02%             | 2036-08-15      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                               | NTT Finance Corp                                                 | CUSIP: 62954WAR6<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   3813000 | PA      | $3849131.80   | 0.33%             | 2028-07-16      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                   | CUSIP: 61747YEZ4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5005048.65   | 0.42%             | 2027-01-28      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner                  | Toyota Auto Receivables 2023-B Owner Trust                       | CUSIP: 891941AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1504011 | PA      | $1508669.93   | 0.13%             | 2028-02-15      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| NATL BANK OF KUWAIT NY                         | National Bank of Kuwait/New York NY                              | CUSIP: 63376FXX3<br>LEI: 549300NB7FE83IH6BW96 | Long             | DBT              | CORP              | KW        |   5500000 | PA      | $5499989.55   | 0.47%             | 2025-12-12      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                | CUSIP: 31396VMF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41960 | PA      | $41327.95     | 0.00%             | 2037-04-25      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                         | Standard Chartered PLC                                           | CUSIP: 853254BZ2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   4906000 | PA      | $4888669.70   | 0.41%             | 2027-01-14      | Fixed         | 1.46%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                | Venture 34 CLO Ltd                                               | CUSIP: 92332CAE9<br>LEI: 549300MYRV6PEDBLPL32 | Long             | ABS-CBDO         | CORP              | KY        |   1432518 | PA      | $1433116.49   | 0.12%             | 2031-10-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                        | BPCE SA                                                          | CUSIP: 05583JAN2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   2873000 | PA      | $2878435.69   | 0.24%             | 2027-01-18      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                           | Glencore Funding LLC                                             | CUSIP: 378272BW7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   4679000 | PA      | $4695026.18   | 0.40%             | 2027-04-04      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Invesco CLO 2022-2, Ltd.                       | Invesco CLO 2022-2 Ltd                                           | CUSIP: 46145XAL0<br>LEI: 54930008L2A8UYGN7A86 | Long             | ABS-CBDO         | CORP              | JE        |   4900000 | PA      | $4902680.30   | 0.41%             | 2035-07-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                               | Bank of Montreal                                                 | CUSIP: 06376CHJ8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   2900000 | PA      | $2890314.96   | 0.24%             | 2026-07-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                  | HSBC BK PLC 11/20/26                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2299000 | PA      | $2298655.15   | 0.19%             | 2026-11-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| American Express Credit Accoun                 | American Express Credit Account Master Trust                     | CUSIP: 02582JKP4<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |   2750000 | PA      | $2778303.00   | 0.23%             | 2030-04-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                 | CUSIP: 91282CLQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16178500 | PA      | $16282143.52  | 1.38%             | 2027-10-15      | Fixed         | 3.88%                 | No            |                  1 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                | CUSIP: 31398RNL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1170726 | PA      | $1170986.65   | 0.10%             | 2040-06-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                         | Skandinaviska Enskilda Banken AB                                 | CUSIP: 830505BA0<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |   2427000 | PA      | $2440325.95   | 0.21%             | 2027-03-05      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                          | CUSIP: 06417XAN1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1853000 | PA      | $1854158.11   | 0.16%             | 2026-02-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Commercial Mort                 | LCCM 2017-LC26                                                   | CUSIP: 50190DAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $886202.10    | 0.07%             | 2050-07-12      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                        | Hyundai Capital America                                          | CUSIP: 44891ADP9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   3690000 | PA      | $3720384.86   | 0.31%             | 2027-03-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                   | Drive Auto Receivables Trust 2024-2                              | CUSIP: 26207AAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    136563 | PA      | $136588.94    | 0.01%             | 2027-12-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                 | J.P. Morgan Chase Commercial Mortgage Securities Trust 2024-OMNI | CUSIP: 46593JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4800000 | PA      | $4900795.68   | 0.41%             | 2039-10-05      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                 | Morgan Stanley Capital I Trust 2016-BNK2                         | CUSIP: 61690YBS0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     84758 | PA      | $84213.18     | 0.01%             | 2049-11-15      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| MOUNTAIN VIEW CLO                              | Mountain View CLO XVI Ltd                                        | CUSIP: 62432UAN1<br>LEI: 549300MWKXOHYV7Z8O91 | Long             | ABS-CBDO         | CORP              | KY        |   2325000 | PA      | $2325000.00   | 0.20%             | 2034-04-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Chase Issuance Trust                           | Chase Issuance Trust                                             | CUSIP: 161571HT4<br>LEI: 5493008SHVCX2Y068L12 | Long             | ABS-O            | CORP              | US        |   3975000 | PA      | $4013832.17   | 0.34%             | 2028-09-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| CBAMR Ltd                                      | CBAM 2018-5 Ltd                                                  | CUSIP: 12516LAC9<br>LEI: 25490038OT2B8HTRW786 | Long             | ABS-CBDO         | CORP              | KY        |   1880000 | PA      | $1886145.72   | 0.16%             | 2038-10-17      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING                           | PENSKE TRUCK LEASING                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1656000 | PA      | $1613225.52   | 0.14%             | 2026-07-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner                  | Toyota Auto Receivables 2022-D Owner Trust                       | CUSIP: 89239HAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    691590 | PA      | $694675.28    | 0.06%             | 2027-09-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                 | CUSIP: 3142GR7B0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8475737 | PA      | $8901257.55   | 0.75%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                | CUSIP: 31394VJV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    229063 | PA      | $227812.22    | 0.02%             | 2036-01-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                | CUSIP: 3136AJXT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    604410 | PA      | $595599.26    | 0.05%             | 2044-04-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                               | CUSIP: 31397HJN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    362550 | PA      | $358530.90    | 0.03%             | 2035-08-15      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Tr                 | World Omni Auto Receivables Trust 2023-C                         | CUSIP: 98164FAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1635160 | PA      | $1643868.77   | 0.14%             | 2028-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                         | Daimler Truck Finance North America LLC                          | CUSIP: 233853AM2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   1468000 | PA      | $1459137.05   | 0.12%             | 2027-04-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Toyota Lease Owner Trust                       | Toyota Lease Owner Trust 2024-B                                  | CUSIP: 891943AD4<br>LEI: 254900R64DFTI1MWY364 | Long             | ABS-O            | CORP              | US        |   3250000 | PA      | $3253506.10   | 0.28%             | 2027-09-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                               | ABN AMRO Bank NV                                                 | CUSIP: 00084DAU4<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   3100000 | PA      | $3054545.32   | 0.26%             | 2027-06-16      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                | CUSIP: 3136AVZT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    558536 | PA      | $546351.08    | 0.05%             | 2047-03-25      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                      | CUSIP: 68389XBU8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1076000 | PA      | $1054797.43   | 0.09%             | 2027-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                    | Citibank NA                                                      | CUSIP: 17325FBL1<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   5466000 | PA      | $5508638.74   | 0.47%             | 2027-11-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Citibank Credit Card Issuance                  | Citibank Credit Card Issuance Trust                              | CUSIP: 17305EGW9<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-O            | CORP              | US        |   1300000 | PA      | $1300291.59   | 0.11%             | 2027-12-08      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                           | Mercedes-Benz Finance North America LLC                          | CUSIP: 58769JAT4<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   2131000 | PA      | $2141424.79   | 0.18%             | 2026-07-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                         | NextEra Energy Capital Holdings Inc                              | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   9616000 | PA      | $9719176.41   | 0.82%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander SA                                               | CUSIP: 05964HBE4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   4400000 | PA      | $4424296.80   | 0.37%             | 2028-07-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables                  | Exeter Automobile Receivables Trust 2025-1                       | CUSIP: 30167MAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    208081 | PA      | $208144.39    | 0.02%             | 2027-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                       | Svenska Handelsbanken AB                                         | CUSIP: 86959LAN3<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |   1807000 | PA      | $1815742.75   | 0.15%             | 2026-06-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                            | Charles Schwab Corp/The                                          | CUSIP: 808513BY0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   1031000 | PA      | $1012242.31   | 0.09%             | 2027-03-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AGL CLO 16 LTD                                 | AGL CLO 16 Ltd                                                   | CUSIP: 00120LAE8<br>LEI: 2549009GL17CEZFCKZ48 | Long             | ABS-CBDO         | CORP              | KY        |   2270000 | PA      | $2271253.04   | 0.19%             | 2035-01-20      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                  | CUSIP: 37045XEF9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4517246.75   | 0.38%             | 2026-04-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                | CUSIP: 31394V5L0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46702 | PA      | $46332.98     | 0.00%             | 2036-03-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                  | CUSIP: 37045XEW2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2568000 | PA      | $2568264.74   | 0.22%             | 2027-07-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                       | Volkswagen Group of America Finance LLC                          | CUSIP: 928668CE0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   1203000 | PA      | $1206748.58   | 0.10%             | 2026-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                  | CUSIP: 37045XFH4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1948000 | PA      | $1972136.56   | 0.17%             | 2027-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                | CUSIP: 31398SXN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     70047 | PA      | $69644.41     | 0.01%             | 2040-12-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                   | Barclays PLC                                                     | CUSIP: 06738ECJ2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   3763000 | PA      | $3827739.48   | 0.32%             | 2027-09-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                               | CUSIP: 3137FGW76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    159133 | PA      | $153960.09    | 0.01%             | 2048-04-15      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                  | Citigroup Commercial Mortgage Trust 2023-SMRT                    | CUSIP: 17291NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3150000 | PA      | $3241333.62   | 0.27%             | 2040-10-12      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| STARBIRD FUNDING                               | STARBIRD FUNDING                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    895000 | PA      | $895004.65    | 0.08%             | 2025-12-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                         | Canadian Imperial Bank of Commerce                               | CUSIP: 13607QFC1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   3519000 | PA      | $3521415.97   | 0.30%             | 2028-09-08      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| OVERSEA-CHINESE BK CO NY                       | Oversea-Chinese Banking Corp Ltd/New York                        | CUSIP: 69033NJN6<br>LEI: 5493007O3QFXCPOGWK22 | Long             | DBT              | CORP              | SG        |   7000000 | PA      | $7000575.40   | 0.59%             | 2026-01-16      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                | CUSIP: 31396WPE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     97509 | PA      | $96328.82     | 0.01%             | 2037-07-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                         | Standard Chartered PLC                                           | CUSIP: 853254CV0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $2016112.72   | 0.17%             | 2027-07-06      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| American Express Credit Accoun                 | American Express Credit Account Master Trust                     | CUSIP: 02582JJZ4<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |   6175000 | PA      | $6198816.98   | 0.52%             | 2028-05-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                                     | NBN Co Ltd                                                       | CUSIP: 62878U2A9<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |   3106000 | PA      | $3070516.43   | 0.26%             | 2026-05-05      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                             | Macquarie Bank Ltd                                               | CUSIP: 55608PBU7<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   2462000 | PA      | $2478943.51   | 0.21%             | 2027-07-02      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| BROADRIDGE FINANCIAL SOL                       | Broadridge Financial Solutions Inc                               | CUSIP: 11133TAC7<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |   1593000 | PA      | $1584089.60   | 0.13%             | 2026-06-27      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                           | ERAC USA Finance LLC                                             | CUSIP: 26884TAR3<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $993655.47    | 0.08%             | 2026-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                              | CUSIP: 86562MAC4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1651000 | PA      | $1649544.96   | 0.14%             | 2026-03-09      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                               | CUSIP: 3137FMNT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    797530 | PA      | $785551.78    | 0.07%             | 2049-07-15      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                          | CUSIP: 06417Y6S3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   2074000 | PA      | $2077153.37   | 0.18%             | 2027-08-15      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                               | CUSIP: 3137FKBB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1055579 | PA      | $1031061.94   | 0.09%             | 2048-12-15      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                               | CUSIP: 3137B35B0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    545945 | PA      | $534682.55    | 0.05%             | 2043-06-15      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobi                 | GM Financial Consumer Automobile Receivables Trust 2025-1        | CUSIP: 362955AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2475000 | PA      | $2499527.75   | 0.21%             | 2029-12-17      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                          | CUSIP: 0641598K5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1076000 | PA      | $1053968.58   | 0.09%             | 2026-09-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| MENLO CLO                                      | Menlo CLO I Ltd                                                  | CUSIP: 586915AA8<br>LEI: 2549005RHPY3C68SIP61 | Long             | ABS-CBDO         | CORP              | KY        |   2110000 | PA      | $2118224.78   | 0.18%             | 2038-01-20      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust                 | Mercedes-Benz Auto Lease Trust 2024-B                            | CUSIP: 58769GAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    280318 | PA      | $280493.76    | 0.02%             | 2026-12-15      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                              | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2633000 | PA      | $2606449.78   | 0.22%             | 2027-04-22      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                         | CUSIP: 38374KKL6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    183364 | PA      | $182929.24    | 0.02%             | 2035-01-16      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| ATLANT 0 02/06/2025 ACP                        | ATLANT 0 02/06/2025 ACP                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2883000 | PA      | $2883115.32   | 0.24%             | 2026-02-06      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                  | CUSIP: 37045XFF8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   7115000 | PA      | $7115033.23   | 0.60%             | 2028-04-04      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                              | CUSIP: 86562MAF7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   2388000 | PA      | $2367214.94   | 0.20%             | 2026-07-14      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE                       | Equitable Financial Life Global Funding                          | CUSIP: 29449WAU1<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |   3980000 | PA      | $4004622.27   | 0.34%             | 2027-04-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                               | Bank of Montreal                                                 | CUSIP: 06368MFW9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   2014000 | PA      | $2013993.92   | 0.17%             | 2026-12-11      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                | CUSIP: 31396LXF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1440553 | PA      | $1424280.35   | 0.12%             | 2036-11-25      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| Zais CLO 13, Limited                           | Zais Clo 13 Ltd                                                  | CUSIP: 98876NAW4<br>LEI: 549300GODB02F7ODZK39 | Long             | ABS-CBDO         | CORP              | KY        |    530845 | PA      | $531009.48    | 0.04%             | 2032-07-15      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                        | Morgan Stanley Private Bank NA                                   | CUSIP: 61776NZT3<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $9005178.96   | 0.76%             | 2028-11-17      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander SA                                               | CUSIP: 05964HAB1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |  10200000 | PA      | $10218657.13  | 0.86%             | 2027-04-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                        | MPLX LP                                                          | CUSIP: 55336VAK6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   3138000 | PA      | $3135180.82   | 0.27%             | 2027-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                | CUSIP: 3136AHC40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68141 | PA      | $67363.40     | 0.01%             | 2044-01-25      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                              | CUSIP: 46647PBA3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1999226.70   | 0.17%             | 2027-01-29      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                        | Dryden 80 CLO Ltd                                                | CUSIP: 26245JBA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9272600 | PA      | $9272665.02   | 0.78%             | 2033-01-17      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| ENTERGY NEW ORLEANS LLC                        | Entergy New Orleans LLC                                          | CUSIP: 29364PAP8<br>LEI: 1Q8BAFRNDFTDI3IGJH73 | Long             | DBT              | CORP              | US        |   2257000 | PA      | $2251338.23   | 0.19%             | 2026-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                             | CUSIP: 78017FZR7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   2950000 | PA      | $2956739.57   | 0.25%             | 2027-10-18      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| MANUF & TRADERS TRUST CO                       | Manufacturers & Traders Trust Co                                 | CUSIP: 55279HAV2<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |  11033000 | PA      | $11035472.27  | 0.93%             | 2026-01-27      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                        | Hyundai Capital America                                          | CUSIP: 44891ADA2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1379117.08   | 0.12%             | 2026-06-24      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables                  | Exeter Automobile Receivables Trust 2025-1                       | CUSIP: 30167MAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    450000 | PA      | $450733.28    | 0.04%             | 2028-08-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                | CUSIP: 3136ACLU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    260598 | PA      | $259693.95    | 0.02%             | 2041-09-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust                   | Ford Credit Auto Lease Trust 2025-A                              | CUSIP: 345282AD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2925000 | PA      | $2946950.66   | 0.25%             | 2028-06-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                        | Jefferies Financial Group Inc                                    | CUSIP: 47233WKM0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   3599000 | PA      | $3597661.75   | 0.30%             | 2026-08-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BX Trust                                       | BX Trust 2021-ARIA                                               | CUSIP: 05608RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1300000 | PA      | $1298142.31   | 0.11%             | 2036-10-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LT                 | Golub Capital Partners CLO 53B Ltd                               | CUSIP: 38177YAL6<br>LEI: 254900DPK2EA9C8DGV68 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1498522.50   | 0.13%             | 2034-07-20      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                | CUSIP: 31398PU56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    156029 | PA      | $157218.61    | 0.01%             | 2036-03-25      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                       | New York Life Global Funding                                     | CUSIP: 64952WFP3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2259849.69   | 0.19%             | 2028-07-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                         | CUSIP: 38374HYS3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    237125 | PA      | $236255.69    | 0.02%             | 2034-08-16      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                            | NatWest Markets PLC                                              | CUSIP: 63906YAR9<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   7780000 | PA      | $7778759.32   | 0.66%             | 2028-11-06      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander SA                                               | CUSIP: 05964HAS4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   4000000 | PA      | $4072217.80   | 0.34%             | 2027-08-18      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                               | CUSIP: 3137FUAH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    142584 | PA      | $140050.87    | 0.01%             | 2050-07-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Financial Square Government Fund | Goldman Sachs Financial Square Government Fund                   | CUSIP: 38141W273<br>LEI: 549300BRJMXN4GUWZ402 | Long             | STIV             | RF                | US        |  21407107 | NS      | $21407106.53  | 1.81%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL BANK OF CANADA                        | National Bank of Canada                                          | CUSIP: 63307A2Y0<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   2437000 | PA      | $2438241.75   | 0.21%             | 2027-03-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC NY                           | Barclays Bank PLC/NY                                             | CUSIP: 06745GGB1<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DBT              | CORP              | GB        |   1585000 | PA      | $1586306.21   | 0.13%             | 2026-05-05      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                         | CUSIP: 38381YXB5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1323521 | PA      | $1306097.65   | 0.11%             | 2049-09-20      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                    | Federal Home Loan Mortgage Corp                                  | CUSIP: 3134HBU66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   9447000 | PA      | $9444339.72   | 0.80%             | 2027-10-06      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasin                 | GM Financial Automobile Leasing Trust 2024-3                     | CUSIP: 38012QAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2700000 | PA      | $2702928.15   | 0.23%             | 2027-10-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                 | CUSIP: 91282CMP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8490000 | PA      | $8543725.74   | 0.72%             | 2027-02-28      | Fixed         | 4.12%                 | No            |                  1 | On Loan: No      |
| PHILIP MORRIS INTL INC                         | Philip Morris International Inc                                  | CUSIP: 718172EB1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   5640000 | PA      | $5643906.49   | 0.48%             | 2028-10-27      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group Inc/The                             | CUSIP: 693475BL8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    794000 | PA      | $794430.42    | 0.07%             | 2027-01-26      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                         | Daimler Truck Finance North America LLC                          | CUSIP: 233853BB5<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   7247000 | PA      | $7243354.69   | 0.61%             | 2028-01-13      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                                       | CUSIP: 60687YAG4<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1421000 | PA      | $1408146.91   | 0.12%             | 2026-09-13      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| NATL BANK OF KUWAIT NY                         | National Bank of Kuwait/New York NY                              | CUSIP: 63376FK41<br>LEI: 549300NB7FE83IH6BW96 | Long             | DBT              | CORP              | KW        |   4866000 | PA      | $4870038.78   | 0.41%             | 2026-03-26      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| BIO-RAD LABS                                   | Bio-Rad Laboratories Inc                                         | CUSIP: 090572AR9<br>LEI: 549300ZC1GPV35XYDK53 | Long             | DBT              | CORP              | US        |   1853000 | PA      | $1833418.53   | 0.16%             | 2027-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                | CUSIP: 3136A4XW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    465452 | PA      | $461580.88    | 0.04%             | 2042-03-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| AGL CLO 5 Ltd                                  | AGL CLO 5 Ltd                                                    | CUSIP: 00119TAR5<br>LEI: 549300N06ILVP775P131 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4001564.00   | 0.34%             | 2034-07-20      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                               | CUSIP: 3137ARHL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    554565 | PA      | $548861.08    | 0.05%             | 2042-06-15      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                | CUSIP: 3136B1HD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    720814 | PA      | $698929.57    | 0.06%             | 2048-03-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP NEW YORK                       | Nordea Bank Abp/New York NY                                      | CUSIP: 65558WQK7<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   8671000 | PA      | $8671780.39   | 0.73%             | 2027-02-19      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                 | CUSIP: 91282CKK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5761400 | PA      | $5786831.17   | 0.49%             | 2026-04-30      | Fixed         | 4.88%                 | No            |                  1 | On Loan: No      |
| UNICREDIT SPA                                  | UniCredit SpA                                                    | CUSIP: 904678AB5<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |   5755000 | PA      | $5786385.81   | 0.49%             | 2027-04-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ALBION CAP CORP SA / AL 0.0 20FEB26            | ALBION CAP CORP SA / AL 0.0 20FEB26                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2972580.00   | 0.25%             | 2026-02-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                               | CUSIP: 3137AUGN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1185546 | PA      | $1171197.38   | 0.10%             | 2042-09-15      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit                 | Bain Capital Credit CLO 2020-4 Ltd                               | CUSIP: 05684KBG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   2790000 | PA      | $2791824.66   | 0.24%             | 2036-10-20      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                 | Wells Fargo Commercial Mortgage Trust 2024-1CHI                  | CUSIP: 95003PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1018000 | PA      | $1028476.85   | 0.09%             | 2035-07-15      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| MOUNTAIN VIEW CLO                              | Mountain View CLO 2016-1 LLC                                     | CUSIP: 62432FAS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    787041 | PA      | $787021.14    | 0.07%             | 2033-04-14      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                | CUSIP: 31394FV51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    243120 | PA      | $241642.69    | 0.02%             | 2035-10-25      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| Jamestown CLO Ltd                              | Jamestown CLO XV Ltd                                             | CUSIP: 47050EAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4400000 | PA      | $4402965.60   | 0.37%             | 2035-07-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                        | Dryden 43 Senior Loan Fund                                       | CUSIP: 26245CBQ5<br>LEI: 5493002P75UIPU4MC757 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $3998184.00   | 0.34%             | 2034-04-20      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                             | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   7482000 | PA      | $7509833.11   | 0.64%             | 2028-04-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                               | CUSIP: 31397GX39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15082 | PA      | $14941.47     | 0.00%             | 2036-12-15      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                 | Apidos CLO XXIII                                                 | CUSIP: 03765YBG8<br>LEI: 635400C39IXGGYE6DH05 | Long             | ABS-CBDO         | CORP              | KY        |   3499491 | PA      | $3503585.01   | 0.30%             | 2033-04-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                        | Southwestern Electric Power Co                                   | CUSIP: 845437BP6<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |   2560000 | PA      | $2531937.08   | 0.21%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                               | Freddie Mac Strips                                               | CUSIP: 3128HVZG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    114962 | PA      | $113643.79    | 0.01%             | 2036-08-15      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                               | Bank of Montreal                                                 | CUSIP: 06368MXW9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   5344000 | PA      | $5345167.66   | 0.45%             | 2028-09-22      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                  | UBS Commercial Mortgage Trust 2017-C2                            | CUSIP: 90276CAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    227771 | PA      | $226402.64    | 0.02%             | 2050-08-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                 | Hyundai Auto Receivables Trust 2023-A                            | CUSIP: 448979AD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    707109 | PA      | $707774.10    | 0.06%             | 2027-04-15      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                         | CUSIP: 38378VQF5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1204618 | PA      | $1187278.93   | 0.10%             | 2043-07-20      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| WESTPAC NEW ZEALAND LTD                        | Westpac New Zealand Ltd                                          | CUSIP: 96122FAB3<br>LEI: 549300MW73M5PK1PNG73 | Long             | DBT              | CORP              | NZ        |   2288000 | PA      | $2318573.77   | 0.20%             | 2027-02-26      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                         | Standard Chartered PLC                                           | CUSIP: 853254CQ1<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1001666.91   | 0.08%             | 2027-01-09      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                         | Daimler Truck Finance North America LLC                          | CUSIP: 233853BG4<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   3933000 | PA      | $3947841.06   | 0.33%             | 2027-08-12      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                        | CUSIP: 89115KAF7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   5086000 | PA      | $5089323.14   | 0.43%             | 2028-10-13      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                              | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2497000 | PA      | $2507368.57   | 0.21%             | 2028-04-26      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                        | Hyundai Capital America                                          | CUSIP: 44891ACW5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   3162000 | PA      | $3188600.99   | 0.27%             | 2027-01-08      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                               | CUSIP: 3137B5QC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     36528 | PA      | $36143.21     | 0.00%             | 2043-11-15      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                            | General Electric Co                                              | CUSIP: 36962GW75<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   1469000 | PA      | $1469717.83   | 0.12%             | 2026-05-05      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                              | Eversource Energy                                                | CUSIP: 30040WAN8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   4250000 | PA      | $4164774.50   | 0.35%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust                   | Ford Credit Auto Lease Trust 2024-B                              | CUSIP: 345279AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2012016.20   | 0.17%             | 2027-12-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                | CUSIP: 3136AKTA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    210064 | PA      | $208429.89    | 0.02%             | 2044-08-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl                 | Santander Drive Auto Receivables Trust 2024-5                    | CUSIP: 802920AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    169484 | PA      | $169550.75    | 0.01%             | 2027-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                         | Bunge Ltd Finance Corp                                           | CUSIP: 120568AZ3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   1642000 | PA      | $1635452.15   | 0.14%             | 2027-09-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                               | CUSIP: 3137ARPN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    139125 | PA      | $137382.22    | 0.01%             | 2042-06-15      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                   | UBS Group AG                                                     | CUSIP: 902613AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  10365000 | PA      | $10378292.49  | 0.88%             | 2027-01-12      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                 | CUSIP: 95000U2F9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3979461.92   | 0.34%             | 2027-06-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                         | Banque Federative du Credit Mutuel SA                            | CUSIP: 06675DCL4<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   2619000 | PA      | $2636676.26   | 0.22%             | 2028-02-16      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| ROYAL BK OF CAN 1/26                           | ROYAL BK OF CAN 1/26                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5869000 | PA      | $5868823.93   | 0.50%             | 2026-01-30      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                | CUSIP: 31398PU98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    343899 | PA      | $345239.87    | 0.03%             | 2037-06-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust        | CUSIP: 00774MBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1942000 | PA      | $1979873.84   | 0.17%             | 2027-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                           | CUSIP: 91324PEY4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1716000 | PA      | $1730073.79   | 0.15%             | 2027-04-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                          | Amrize Finance US LLC                                            | CUSIP: 43475RAA4<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1006325.50   | 0.09%             | 2027-04-07      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                             | BMW US Capital LLC                                               | CUSIP: 05565ECX1<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   4460000 | PA      | $4485587.29   | 0.38%             | 2028-03-21      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| MIZUHO BANK LTD/NY                             | Mizuho Bank Ltd/New York NY                                      | CUSIP: 60701A2K8<br>LEI: RB0PEZSDGCO3JS6CEU02 | Long             | DBT              | CORP              | JP        |   8633000 | PA      | $8632913.67   | 0.73%             | 2026-03-17      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                   | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2090000 | PA      | $2067314.18   | 0.17%             | 2027-05-04      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                               | CUSIP: 3137AQ7B8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    205288 | PA      | $205108.65    | 0.02%             | 2032-05-15      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                | CUSIP: 31398PUZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1169871 | PA      | $1168155.03   | 0.10%             | 2040-05-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                         | CUSIP: 38381VB33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    634577 | PA      | $624462.53    | 0.05%             | 2049-05-20      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                       | Volkswagen Group of America Finance LLC                          | CUSIP: 928668CV2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   2838000 | PA      | $2846317.41   | 0.24%             | 2027-09-11      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                            | Intesa Sanpaolo SpA                                              | CUSIP: 46115HBB2<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   4515000 | PA      | $4495250.98   | 0.38%             | 2027-07-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                 | BBCMS Mortgage Trust 2018-C2                                     | CUSIP: 05491UBA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    312012 | PA      | $311746.39    | 0.03%             | 2051-12-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                               | CUSIP: 31397KNW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     77840 | PA      | $77476.70     | 0.01%             | 2037-09-15      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| LSEG US FIN CORP                               | Lseg US Fin Corp                                                 | CUSIP: 50222CAA8<br>LEI: 2138007FV67QQ13CGJ43 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2021244.14   | 0.17%             | 2027-03-28      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                           | CUSIP: 91324PCV2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    326000 | PA      | $325117.43    | 0.03%             | 2026-03-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                        | CUSIP: 89115A3F7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   3142000 | PA      | $3153145.15   | 0.27%             | 2028-01-31      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                        | Nationwide Building Society                                      | CUSIP: 63861VAG2<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    926000 | PA      | $931377.60    | 0.08%             | 2028-02-16      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                | CUSIP: 31397URA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     96244 | PA      | $95802.45     | 0.01%             | 2041-06-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                                      | CUSIP: 02665WGD7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5044108.65   | 0.43%             | 2027-07-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl                 | Santander Drive Auto Receivables Trust 2024-4                    | CUSIP: 802919AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3523497 | PA      | $3531298.29   | 0.30%             | 2029-01-16      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust                        | Nissan Auto Lease Trust 2024-A                                   | CUSIP: 65481CAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3930881 | PA      | $3941055.68   | 0.33%             | 2027-04-15      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| NATIXIS NY BRANCH                              | Natixis SA/New York NY                                           | CUSIP: 63873Q6M1<br>LEI: 2549003L5ZG5M2ZSE107 | Long             | DBT              | CORP              | FR        |   4667000 | PA      | $4677780.77   | 0.40%             | 2026-10-29      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                | CUSIP: 31395DPR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31780 | PA      | $31370.43     | 0.00%             | 2036-05-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                               | CUSIP: 3137AVX28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1740268 | PA      | $1717649.65   | 0.15%             | 2042-11-15      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                         | CUSIP: 38375LPU8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     81739 | PA      | $81509.46     | 0.01%             | 2037-10-20      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                         | Bunge Ltd Finance Corp                                           | CUSIP: 120568AX8<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $994002.16    | 0.08%             | 2026-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                | CUSIP: 3136AYRQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1310769 | PA      | $1275413.40   | 0.11%             | 2047-11-25      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                 | CUSIP: 3132A5J89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    567069 | PA      | $578269.34    | 0.05%             | 2048-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                               | CUSIP: 31394KHG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     88709 | PA      | $89125.98     | 0.01%             | 2033-10-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                    | PNC Bank NA                                                      | CUSIP: 69353RFW3<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   2657000 | PA      | $2657543.78   | 0.22%             | 2027-01-15      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                  | UniCredit SpA                                                    | CUSIP: 904678AW9<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |  10881000 | PA      | $10756532.24  | 0.91%             | 2027-06-03      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| VW CREDIT CP 9/25                              | VW CREDIT CP 9/25                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8589000 | PA      | $8305563.00   | 0.70%             | 2026-09-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANK NA                            | Fifth Third Bank NA                                              | CUSIP: 31677AAB0<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |   1659000 | PA      | $1655542.94   | 0.14%             | 2026-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                        | Dryden XXVI Senior Loan Fund                                     | CUSIP: 26250UAQ8<br>LEI: 549300ENU7ZZLTPT3E22 | Long             | ABS-CBDO         | CORP              | KY        |     14903 | PA      | $14913.09     | 0.00%             | 2029-04-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | BNP Paribas SA                                                   | CUSIP: 09659W2N3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   5002000 | PA      | $4983057.43   | 0.42%             | 2027-01-13      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced                  | Volkswagen Auto Loan Enhanced Trust 2024-1                       | CUSIP: 92868RAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1782758 | PA      | $1786755.23   | 0.15%             | 2027-11-22      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                      | CUSIP: 68389XCC7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1238919.23   | 0.10%             | 2026-03-25      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                | CUSIP: 3136B5TK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    846825 | PA      | $832639.70    | 0.07%             | 2049-08-25      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                       | Jackson National Life Global Funding                             | CUSIP: 46849CJS1<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   7851000 | PA      | $7879252.22   | 0.67%             | 2028-09-12      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COU 1225                          | ALIMENTATION COU 1225                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   3882000 | PA      | $3876681.66   | 0.33%             | 2025-12-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitizat                 | Hyundai Auto Lease Securitization Trust 2024-B                   | CUSIP: 44934FAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2400000 | PA      | $2412615.12   | 0.20%             | 2027-05-17      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                 | CUSIP: 91282CMV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  26074600 | PA      | $26171361.02  | 2.21%             | 2027-03-31      | Fixed         | 3.88%                 | No            |                  1 | On Loan: No      |
| Toyota Lease Owner Trust                       | Toyota Lease Owner Trust 2024-A                                  | CUSIP: 89238GAD3<br>LEI: 254900MVSB4M6HOIRE71 | Long             | ABS-O            | CORP              | US        |   1272565 | PA      | $1277579.10   | 0.11%             | 2027-04-20      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                 | Hyundai Auto Receivables Trust 2024-B                            | CUSIP: 44934QAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1925000 | PA      | $1942911.74   | 0.16%             | 2029-03-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                    | PNC Bank NA                                                      | CUSIP: 69353RFX1<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   3718000 | PA      | $3719885.43   | 0.31%             | 2027-01-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                | CUSIP: 3136ACAX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65017 | PA      | $64080.05     | 0.01%             | 2043-02-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                         | Banque Federative du Credit Mutuel SA                            | CUSIP: 06675DCH3<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   2896000 | PA      | $2913898.15   | 0.25%             | 2027-01-23      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                             | BMW US Capital LLC                                               | CUSIP: 05565EDA0<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   2366000 | PA      | $2372223.34   | 0.20%             | 2027-08-11      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO 4/24/26                           | BANCO BILBAO 4/24/26                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8400000 | PA      | $8399916.00   | 0.71%             | 2026-04-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                         | Morgan Stanley Bank NA                                           | CUSIP: 61690U8F0<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   1552000 | PA      | $1555045.94   | 0.13%             | 2027-10-15      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                  | Allstate Corp/The                                                | CUSIP: 020002BH3<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |   4975000 | PA      | $4967785.40   | 0.42%             | 2025-12-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                               | Societe Generale SA                                              | CUSIP: 83368RBZ4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   4207000 | PA      | $4251906.02   | 0.36%             | 2027-02-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                         | Canadian Imperial Bank of Commerce                               | CUSIP: 13607HR61<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   3078000 | PA      | $3059832.32   | 0.26%             | 2027-04-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                               | Societe Generale SA                                              | CUSIP: 83368RCA8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |  10095000 | PA      | $10121066.50  | 0.86%             | 2027-02-19      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| SOCIETE 0 06/01/2026                           | SOCIETE 0 06/01/2026                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6862730.00   | 0.58%             | 2026-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                         | Canadian Imperial Bank of Commerce                               | CUSIP: 13607QFD9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   2246000 | PA      | $2251661.02   | 0.19%             | 2028-09-08      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                               | Bank of Montreal                                                 | CUSIP: 06368MXU3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   2250000 | PA      | $2251177.00   | 0.19%             | 2028-09-22      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| NATIONAL 0 05/26/2026                          | NATIONAL 0 05/26/2026                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5135000 | PA      | $5036921.50   | 0.43%             | 2026-05-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                               | CUSIP: 3137B2EA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    725194 | PA      | $714950.59    | 0.06%             | 2043-05-15      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                 | Var Energi ASA                                                   | CUSIP: 92212WAA8<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |   1575000 | PA      | $1590181.19   | 0.13%             | 2027-05-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                         | Banque Federative du Credit Mutuel SA                            | CUSIP: 06675DCE0<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    785000 | PA      | $793460.60    | 0.07%             | 2027-07-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                           | Enel Finance International NV                                    | CUSIP: 29278GAA6<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   2193000 | PA      | $2177834.75   | 0.18%             | 2027-05-25      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                         | CUSIP: 38381VXC9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1507465 | PA      | $1483433.99   | 0.13%             | 2049-05-20      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                               | CUSIP: 31398KRF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    816822 | PA      | $815521.90    | 0.07%             | 2036-02-15      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                               | CUSIP: 3137B6BC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     36056 | PA      | $35624.50     | 0.00%             | 2043-11-15      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                 | Hyundai Auto Receivables Trust 2022-C                            | CUSIP: 44933DAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    707947 | PA      | $709675.15    | 0.06%             | 2027-06-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDIN                       | MassMutual Global Funding II                                     | CUSIP: 57629WCQ1<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |   1516000 | PA      | $1488880.28   | 0.13%             | 2027-01-14      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                        | Corebridge Global Funding                                        | CUSIP: 00138CBE7<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   3560000 | PA      | $3557111.59   | 0.30%             | 2028-01-07      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL                         | Protective Life Global Funding                                   | CUSIP: 743672AJ6<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10005034.60  | 0.85%             | 2028-09-11      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                             | Credit Agricole SA                                               | CUSIP: 22534PAJ2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   2500000 | PA      | $2507861.50   | 0.21%             | 2027-03-11      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                    | CUSIP: 17327CAM5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1847000 | PA      | $1837777.50   | 0.16%             | 2027-01-28      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| M&T Bank Auto Receivables Trus                 | M&T Bank Auto Receivables Trust 2025-1                           | CUSIP: 55287XAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2115190 | PA      | $2119868.44   | 0.18%             | 2028-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                               | CUSIP: 31397GFX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     70713 | PA      | $69832.10     | 0.01%             | 2037-04-15      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| Park Avenue Institutional Advi                 | Park Avenue Institutional Advisers CLO Ltd 2017-1                | CUSIP: 70017KAY5<br>LEI: 549300ZWX1MRCB6KO574 | Long             | ABS-CBDO         | CORP              | KY        |   2850000 | PA      | $2849430.00   | 0.24%             | 2034-02-14      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                           | Mercedes-Benz Finance North America LLC                          | CUSIP: 58769JBC0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   4880000 | PA      | $4922198.58   | 0.42%             | 2027-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BAYERISCHE LANDESBANK NY                       | Bayerische Landesbank/New York                                   | CUSIP: 0727MDDR3<br>LEI: 549300DJ6F1V4GISFC11 | Long             | DBT              | CORP              | DE        |   3489000 | PA      | $3490674.72   | 0.30%             | 2026-01-28      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                | CUSIP: 3136ANWT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46130 | PA      | $45871.68     | 0.00%             | 2045-05-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                | CUSIP: 31395DUX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50787 | PA      | $50442.56     | 0.00%             | 2036-06-25      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                | CUSIP: 31396YCY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37424 | PA      | $37415.59     | 0.00%             | 2038-02-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                        | Corebridge Global Funding                                        | CUSIP: 00138CAY4<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   1061000 | PA      | $1068381.18   | 0.09%             | 2026-06-24      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| TELUS CORP CP 2/26                             | TELUS CORP CP 2/26                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5259000 | PA      | $5200835.46   | 0.44%             | 2026-02-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 0 01/15/2026                       | ORACLE CORP 0 01/15/2026                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3395000 | PA      | $3376768.85   | 0.29%             | 2026-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HSBC USA INC                                   | HSBC USA Inc                                                     | CUSIP: 40428HS29<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |   1488000 | PA      | $1497385.35   | 0.13%             | 2028-06-03      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                               | ABN AMRO Bank NV                                                 | CUSIP: 00084DBA7<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   3800000 | PA      | $3863601.13   | 0.33%             | 2027-09-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                       | Neuberger Berman Loan Advisers Clo 50 Ltd                        | CUSIP: 64134VAQ9<br>LEI: 549300UMYON6L2REF246 | Long             | ABS-CBDO         | CORP              | JE        |   3075000 | PA      | $3075897.90   | 0.26%             | 2036-07-23      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                               | CUSIP: 3137AT6Q0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     65795 | PA      | $65551.54     | 0.01%             | 2041-11-15      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| HIGHMARK INC                                   | Highmark Inc                                                     | CUSIP: 431116AD4<br>LEI: 549300B6868ZXXEB2Y57 | Long             | DBT              | CORP              | US        |   2367000 | PA      | $2335865.64   | 0.20%             | 2026-05-10      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                         | CUSIP: 89236TNS0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   2543000 | PA      | $2559101.69   | 0.22%             | 2028-09-05      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                | CUSIP: 31395NCU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    570838 | PA      | $566518.38    | 0.05%             | 2036-06-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                       | Sumitomo Mitsui Trust Bank Ltd                                   | CUSIP: 86563VCC1<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   3009000 | PA      | $3012878.15   | 0.25%             | 2028-09-11      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                | CUSIP: 3136AJN44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1134445 | PA      | $1123435.49   | 0.09%             | 2044-05-25      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| VW CREDIT 3/16/26                              | VW CREDIT 3/16/26                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3008000 | PA      | $2971392.64   | 0.25%             | 2026-03-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                | CUSIP: 31395N2P1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     97190 | PA      | $96180.18     | 0.01%             | 2036-07-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| ONE Park Mortgage Trust                        | ONE 2021-PARK Mortgage Trust                                     | CUSIP: 682413AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    908000 | PA      | $890776.92    | 0.08%             | 2036-03-15      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                            | Dominion Energy Inc                                              | CUSIP: 25746UDJ5<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   2285000 | PA      | $2261577.42   | 0.19%             | 2026-04-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP NE 01/16/2026                      | ORACLE CORP NE 01/16/2026                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7697000 | PA      | $7654743.47   | 0.65%             | 2026-01-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                        | Metropolitan Life Global Funding I                               | CUSIP: 592179KS3<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   9018000 | PA      | $9047573.45   | 0.77%             | 2028-08-25      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                               | CUSIP: 606822BY9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   3233000 | PA      | $3179798.62   | 0.27%             | 2027-07-20      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                 | CUSIP: 91282CKZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14056200 | PA      | $14239589.41  | 1.20%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  1 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                          | CUSIP: 06418GAU1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   2250000 | PA      | $2247643.08   | 0.19%             | 2028-09-15      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| Regatta VIII Funding Ltd                       | Regatta VIII Funding Ltd                                         | CUSIP: 75888KAL8<br>LEI: 2549002R0TTC87W9EH67 | Long             | ABS-CBDO         | CORP              | KY        |   1760000 | PA      | $1765793.92   | 0.15%             | 2037-04-17      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                             | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4508000 | PA      | $4438079.97   | 0.38%             | 2027-07-22      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                              | Eversource Energy                                                | CUSIP: 30040WAR9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   3916000 | PA      | $3937981.29   | 0.33%             | 2027-07-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                | CUSIP: 31398MRG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    207165 | PA      | $208881.30    | 0.02%             | 2036-06-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                        | Hyundai Capital America                                          | CUSIP: 44891ACB1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    215000 | PA      | $215836.90    | 0.02%             | 2026-03-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                        | National Bank of Canada                                          | CUSIP: 63307A3G8<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   3265000 | PA      | $3268402.06   | 0.28%             | 2027-03-05      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SAN ANTONIO TX                                 | City of San Antonio TX                                           | CUSIP: 79623PQQ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1730000 | PA      | $1731691.42   | 0.15%             | 2026-02-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                     | Intel Corp                                                       | CUSIP: 458140BQ2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1365000 | PA      | $1358431.61   | 0.11%             | 2027-03-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HSBC USA INC                                   | HSBC USA Inc                                                     | CUSIP: 40428HA51<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |   7365000 | PA      | $7404850.91   | 0.63%             | 2027-03-04      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                               | CUSIP: 3137FQVN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    818981 | PA      | $806481.10    | 0.07%             | 2050-01-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                         | Cox Communications Inc                                           | CUSIP: 224044CJ4<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |   2016000 | PA      | $1991367.10   | 0.17%             | 2027-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UBS AG STAMFORD CT                             | UBS AG/Stamford CT                                               | CUSIP: 90261AAE2<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |   4766000 | PA      | $4764236.72   | 0.40%             | 2027-05-17      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                  | CUSIP: 37045XDQ6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   6940000 | PA      | $6947359.25   | 0.59%             | 2027-02-26      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                               | CUSIP: 226373AQ1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    307000 | PA      | $307236.42    | 0.03%             | 2027-05-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                              | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  13505000 | PA      | $13222859.75  | 1.12%             | 2027-09-22      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                   | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5092000 | PA      | $5007494.08   | 0.42%             | 2027-07-20      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA/NY                          | Banco Santander SA/New York                                      | CUSIP: 05973RHH8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   4005000 | PA      | $4006712.18   | 0.34%             | 2026-03-04      | Floating      | 4.16%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                               | CUSIP: 31396AC93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    287590 | PA      | $284585.85    | 0.02%             | 2035-09-15      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                         | Bunge Ltd Finance Corp                                           | CUSIP: 120568BM1<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   5011000 | PA      | $5065755.30   | 0.43%             | 2027-04-21      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FIRST ABU DHABI CP 2/26                        | FIRST ABU DHABI CP 2/26                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3980000 | PA      | $3946926.20   | 0.33%             | 2026-02-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                      | Nelnet Student Loan Trust 2016-1                                 | CUSIP: 64033UAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    171628 | PA      | $171285.89    | 0.01%             | 2065-09-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                         | Canadian Imperial Bank of Commerce                               | CUSIP: 13607L8C0<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   3159000 | PA      | $3222110.09   | 0.27%             | 2027-06-28      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC NY                           | Barclays Bank PLC/NY                                             | CUSIP: 06745GEP2<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DBT              | CORP              | GB        |   5500000 | PA      | $5509716.25   | 0.47%             | 2026-10-09      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP                                   | Veralto Corp                                                     | CUSIP: 92338CAB9<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |   8287000 | PA      | $8363973.55   | 0.71%             | 2026-09-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                             | CUSIP: 78016HZX1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1480000 | PA      | $1489501.63   | 0.13%             | 2027-07-23      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                | CUSIP: 31392EJM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    111794 | PA      | $111584.26    | 0.01%             | 2032-08-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                   | ARES LII CLO Ltd                                                 | CUSIP: 04009AAW0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1523886 | PA      | $1522290.93   | 0.13%             | 2031-04-22      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                            | American Express Co                                              | CUSIP: 025816DS5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   5917000 | PA      | $5924850.14   | 0.50%             | 2027-04-23      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Warwick Capital CLO Ltd                        | Warwick Capital CLO 3 Ltd                                        | CUSIP: 93655PAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   5000000 | PA      | $5015500.00   | 0.42%             | 2037-04-20      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                               | CUSIP: 3137B4UR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     50002 | PA      | $49654.39     | 0.00%             | 2041-05-15      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                         | Marriott International Inc/MD                                    | CUSIP: 571903BV4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   3640000 | PA      | $3651827.23   | 0.31%             | 2027-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BK LTD 9/26                          | MACQUARIE BK LTD 9/26                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1019000 | PA      | $1019075.10   | 0.09%             | 2026-09-10      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit                 | Bain Capital Credit CLO 2018-2                                   | CUSIP: 05682VAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    221766 | PA      | $221763.28    | 0.02%             | 2031-07-19      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust                         | Chase Auto Owner Trust 2024-5                                    | CUSIP: 16144QAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2005050.80   | 0.17%             | 2029-08-27      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables                  | Exeter Automobile Receivables Trust                              | CUSIP: 30166XAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1450000 | PA      | $1459345.40   | 0.12%             | 2029-07-16      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                  | CUSIP: 37045XEQ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1058000 | PA      | $1075390.37   | 0.09%             | 2027-05-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FI                       | SMBC Aviation Capital Finance DAC                                | CUSIP: 78448TAG7<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |   2521000 | PA      | $2471301.71   | 0.21%             | 2026-10-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable                 | Westlake Automobile Receivables Trust 2025-2                     | CUSIP: 96041KAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1900000 | PA      | $1905279.91   | 0.16%             | 2028-09-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                      | CUSIP: 68389XBM6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1171000 | PA      | $1160467.98   | 0.10%             | 2026-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortg                 | DBJPM 2016-C3 Mortgage Trust                                     | CUSIP: 23312VAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     21960 | PA      | $21874.86     | 0.00%             | 2049-08-10      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                       | Jackson National Life Global Funding                             | CUSIP: 46849LVC2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   4584000 | PA      | $4619948.92   | 0.39%             | 2027-01-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                | CUSIP: 31394AGW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    147150 | PA      | $147103.34    | 0.01%             | 2034-07-25      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                       | BMARK 2023-V4                                                    | CUSIP: 081926AC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4450000 | PA      | $4712193.11   | 0.40%             | 2056-11-15      | Variable      | 6.84%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-27

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

**Signature:** Allison Frachiolla

**Name of Signer:** Allison Frachiolla

**Title:** Vice President Assistant Treasurer