# EDGAR Filing Document

**Accession Number:** 0001872555
**File Stem:** 0001752724-25-159838
**Filing Date:** 2025-6
**Character Count:** 202313
**Document Hash:** ec9ec4ec3718793be71748e209e94277
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-159838.hdr.sgml**: 20250626

**ACCESSION NUMBER**: 0001752724-25-159838

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250626

**DATE AS OF CHANGE**: 20250626

**PERIOD START**: 20251031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23718
- **FILM NUMBER:** 251079770

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** OAKS

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19456

  - **Telephone number:** 6106761000

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

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

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

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

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

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $511345225.31

**Total Liabilities:** $3427482.04

**Net Assets:** $507917743.27

**Cash Not Reported:** $0.33

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -2243.90925649 | **1-Year:** -25806.82050653 | **5-Year:** -27571.22445499 | **10-Year:** -2541.94877400 | **30-Year:** -27.04430703

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

- **3-Month:** -240.59048401 | **1-Year:** -4456.86205996 | **5-Year:** -5227.59339979 | **10-Year:** -1850.42497421 | **30-Year:** -125.24527141

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000230950 | 0.64%                | 0.36%                | 0.79%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $201377.65               | $936024.56                                 |
| Month 2  | $59967.79                | $-188942.58                                |
| Month 3  | $69598.67                | $1968474.44                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BBCMS TRUST                                                                                | BBCMS MORTGAGE TRUST 2025-C32 BBCMS 2025-C32 A1                                   | CUSIP: 07337AAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    833650 | PA      | $844243.02    | 0.17%             | 2062-02-15      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS, LTD.                                                          | OCTAGON INVESTMENT PARTNERS 35 LTD OCT35 2018-1A A1A                              | CUSIP: 67591TAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    414479 | PA      | $414470.63    | 0.08%             | 2031-01-20      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST                                                             | HYUNDAI AUTO RECEIVABLES TRUST 2023-B HART 2023-B A3                              | CUSIP: 44933XAD9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1842964 | PA      | $1855318.63   | 0.37%             | 2028-04-17      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                       | JPMORGAN CHASE & CO 4.979000% 07/22/2028                                          | CUSIP: 46647PEL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    980000 | PA      | $990931.93    | 0.20%             | 2028-07-22      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| BMW VEHICLE LEASE TRUST                                                                    | BMW VEHICLE LEASE TRUST 2023-2 BMWLT 2023-2 A3                                    | CUSIP: 055979AC2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    607732 | PA      | $610615.75    | 0.12%             | 2026-09-25      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| LOUISIANA LOCAL GOVERNMENT ENVIRONMENTAL FACILITIES AND COMMUNITY DEVELOPMENT AUTHORITY    | LOUISIANA ST LOCAL GOVT ENVRNM LOUISIANA LOCAL GOVERNMENT ENVIRONMENTAL FACILITIE | CUSIP: 54627RAL4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    522107 | PA      | $519913.14    | 0.10%             | 2029-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GCAT TRUST                                                                                 | GCAT 2024-NQM2 TRUST GCAT 2024-NQM2 A1                                            | CUSIP: 36831CAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    925331 | PA      | $934089.77    | 0.18%             | 2059-06-25      | Fixed         | 6.08%                 | Yes           |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST                                         | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR 2024-1 A3                | CUSIP: 36268GAD7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    525000 | PA      | $528012.71    | 0.10%             | 2028-12-18      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NEW YORK STATE ELECTRIC & GAS CORPORATION                                                  | NEW YORK STATE ELECTRIC & GAS CORP 144A 2.150000% 10/01/2031                      | CUSIP: 649840CT0<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |    500000 | PA      | $423114.06    | 0.08%             | 2031-10-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                                        | COMCAST CORP 5.100000% 06/01/2029                                                 | CUSIP: 20030NEH0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1184117.14   | 0.23%             | 2029-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                          | HSBC HOLDINGS PLC 7.336000% 11/03/2026                                            | CUSIP: 404280DQ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | NUSS              | GB        |   1000000 | PA      | $1012694.45   | 0.20%             | 2026-11-03      | Fixed         | 7.34%                 | No            |                  2 | On Loan: No      |
| DLLAA LLC                                                                                  | DLLAA 2023-1 LLC DLLAA 2023-1A A3                                                 | CUSIP: 23292HAC5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    475000 | PA      | $480726.13    | 0.09%             | 2028-02-22      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                                                         | RGA GLOBAL FUNDING 144A 5.448000% 05/24/2029                                      | CUSIP: 76209PAE3<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    590000 | PA      | $607357.52    | 0.12%             | 2029-05-24      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                                            | DANSKE BANK A/S 144A 5.427000% 03/01/2028                                         | CUSIP: 23636ABG5<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | NUSS              | DK        |   1350000 | PA      | $1371544.42   | 0.27%             | 2028-03-01      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Banque africaine de developpement                                                          | AFRICAN DEVELOPMENT BANK 3.500000% 09/18/2029                                     | CUSIP: 00828EFD6<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $493621.21    | 0.10%             | 2029-09-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST                                                  | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2023-1 SFAST 2023-1A A3                 | CUSIP: 78398AAD5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1070000 | PA      | $1077913.29   | 0.21%             | 2028-10-20      | Fixed         | 5.47%                 | Yes           |                  2 | On Loan: No      |
| NTT FINANCE CORPORATION                                                                    | NTT FINANCE CORP 144A 5.104000% 07/02/2027                                        | CUSIP: 62954WAL9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | NUSS              | JP        |   1150000 | PA      | $1171250.85   | 0.23%             | 2027-07-02      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST A                                                 | FORD CREDIT FLOORPLAN MASTER OWNER TRUST A FORDF 2024-1 A1                        | CUSIP: 34528QJA3<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-MBS          |  | US        |   1200000 | PA      | $1222120.56   | 0.24%             | 2029-04-15      | Fixed         | 5.29%                 | Yes           |                  2 | On Loan: No      |
| NEW JERSEY ECONOMIC DEV AUTH ST LEASE REV                                                  | NEW JERSEY ST ECON DEV AUTH NEW JERSEY ECONOMIC DEVELOPMENT AUTHORITY             | CUSIP: 64578EML8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1010171.90   | 0.20%             | 2027-03-01      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC                                                                         | HAT HOLDINGS I LLC / HAT HOLDINGS II LLC 144A 8.000000% 06/15/2027                | CUSIP: 418751AL7<br>LEI: 254900YE1WH1XG7Y4E44 | Long             | DBT              | CORP              | US        |    500000 | PA      | $512765.00    | 0.10%             | 2027-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                             | MORGAN STANLEY MTN 5.000000% 11/24/2025                                           | CUSIP: 6174467X1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3425000 | PA      | $3432439.17   | 0.68%             | 2025-11-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MONTGOMERY CNTY MD HSG OPPTYS COMMN LTD OBLIG                                              | MONTGOMERY CNTY MD HSG OPPORTU MONTGOMERY COUNTY HOUSING OPPORTUNITIES COMMISSION | CUSIP: 61335AAC9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    350000 | PA      | $353560.03    | 0.07%             | 2027-12-01      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                                                        | ONCOR ELECTRIC DELIVERY CO LLC 0.550000% 10/01/2025                               | CUSIP: 68233JBZ6<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   2649000 | PA      | $2604951.08   | 0.51%             | 2025-10-01      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                                                             | CARVANA AUTO RECEIVABLES TRUST 2021-N3 CRVNA 2021-N3 B                            | CUSIP: 14687GAC9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     79323 | PA      | $76203.73     | 0.02%             | 2028-06-12      | Fixed         | 0.66%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST                                                     | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-3 SDART 2023-3 A3                     | CUSIP: 80285XAC9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    172583 | PA      | $172855.44    | 0.03%             | 2027-10-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| CONSUMERS SECURITIZATION FUNDING LLC                                                       | CONSUMERS 2023 SECURITIZATION FUNDING LLC 5.550000% 03/01/2028                    | CUSIP: 21071BAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    602679 | PA      | $611396.75    | 0.12%             | 2028-03-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.250000% 10/15/2025                                              | CUSIP: 91282CFP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   6050000 | PA      | $6052422.36   | 1.19%             | 2025-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                                     | GOLDMAN SACHS BANK USA/NEW YORK NY 5.414000% 05/21/2027                           | CUSIP: 38151LAG5<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1160507.26   | 0.23%             | 2027-05-21      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                                      | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 6.150000% 11/10/2026           | CUSIP: 161175CM4<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   1875000 | PA      | $1910683.28   | 0.38%             | 2026-11-10      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST                                                                      | SBNA AUTO LEASE TRUST 2024-A SBALT 2024-A A3                                      | CUSIP: 78414SAE4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    880000 | PA      | $881918.75    | 0.17%             | 2026-11-20      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                           | WELLTOWER OP LLC 2.050000% 01/15/2029                                             | CUSIP: 95040QAN4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1099576.20   | 0.22%             | 2029-01-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                            | NORDEA BANK ABP 144A 5.375000% 09/22/2027                                         | CUSIP: 65558RAD1<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | NUSS              | FI        |    600000 | PA      | $613117.58    | 0.12%             | 2027-09-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 3.750000% 04/30/2027                                              | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   1113000 | PA      | $1115739.03   | 0.22%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                      | WELLS FARGO & CO 5.244000% 01/24/2031                                             | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    775000 | PA      | $789939.23    | 0.16%             | 2031-01-24      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development                                      | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMEN ZERO COUPON 03/31/2027         | CUSIP: 45906M3A7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   2500000 | PA      | $2360652.50   | 0.46%             | 2027-03-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA LEASE OWNER TRUST                                                                   | TOYOTA LEASE OWNER TRUST 2023-A TLOT 2023-A A3                                    | CUSIP: 89239MAC1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    134770 | PA      | $134814.74    | 0.03%             | 2026-04-20      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| TESLA AUTO LEASE TRUST                                                                     | TESLA AUTO LEASE TRUST 2023-B TESLA 2023-B A3                                     | CUSIP: 88167QAC0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    278695 | PA      | $279693.78    | 0.06%             | 2026-09-21      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| BB BLUE FINANCING DESIGNATED ACTIVITY COMPANY                                              | BB BLUE FINANCING DAC 4.395000% 09/20/2029                                        | CUSIP: BZ1196170<br>LEI: 635400ZEZBP91CFF7965 | Long             | DBT              | NUSS              | IE        |   2500000 | PA      | $2520521.43   | 0.50%             | 2029-09-20      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOFTWARE, INC.                                                        | TAKE-TWO INTERACTIVE SOFTWARE INC 4.950000% 03/28/2028                            | CUSIP: 874054AK5<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    600000 | PA      | $609939.74    | 0.12%             | 2028-03-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL WIND, LLC                                                                      | CONTINENTAL WIND LLC 144A 6.000000% 02/28/2033                                    | CUSIP: 212168AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    888416 | PA      | $919689.27    | 0.18%             | 2033-02-28      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| International Development Association                                                      | INTERNATIONAL DEVELOPMENT ASSOCIATION 144A 4.375000% 11/27/2029                   | CUSIP: 45939E2C3<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | XX        |    425000 | PA      | $433935.95    | 0.09%             | 2029-11-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DEXT ABS LLC                                                                               | DEXT ABS 2023-2 LLC DEXT 2023-2 A2                                                | CUSIP: 25216CAB6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    505534 | PA      | $510376.02    | 0.10%             | 2034-05-15      | Fixed         | 6.56%                 | Yes           |                  2 | On Loan: No      |
| DLLAD LLC                                                                                  | DLLAD 2023-1 LLC DLLAD 2023-1A A3                                                 | CUSIP: 233258AC6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    672821 | PA      | $674412.10    | 0.13%             | 2028-01-20      | Fixed         | 4.79%                 | Yes           |                  2 | On Loan: No      |
| MILEAGE PLUS HOLDINGS, LLC                                                                 | MILEAGE PLUS HOLDINGS LLC / MILEAGE PLUS INTELLECT 6.500000% 06/20/2027           | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    607500 | PA      | $609406.34    | 0.12%             | 2027-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                                         | T-MOBILE USA INC 3.750000% 04/15/2027                                             | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    600000 | PA      | $593251.79    | 0.12%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TOYOTA LEASE OWNER TRUST                                                                   | TOYOTA LEASE OWNER TRUST 2023-A TLOT 2023-A A4                                    | CUSIP: 89239MAD9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1925000 | PA      | $1926674.56   | 0.38%             | 2027-08-20      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| MANUFACTURERS AND TRADERS TRUST COMPANY                                                    | MANUFACTURERS & TRADERS TRUST CO 4.650000% 01/27/2026                             | CUSIP: 55279HAV2<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1648763.29   | 0.32%             | 2026-01-27      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FISERV, INC.                                                                               | FISERV INC 4.200000% 10/01/2028                                                   | CUSIP: 337738AR9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    415000 | PA      | $410993.61    | 0.08%             | 2028-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA AUTO TRUST                                                                 | BANK OF AMERICA AUTO TRUST 2023-1 BAAT 2023-1A A3                                 | CUSIP: 06428AAC2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    704886 | PA      | $710128.48    | 0.14%             | 2028-02-15      | Fixed         | 5.53%                 | Yes           |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                           | SKANDINAVISKA ENSKILDA BANKEN AB 144A 5.125000% 03/05/2027                        | CUSIP: 830505AZ6<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | NUSS              | SE        |    950000 | PA      | $964761.14    | 0.19%             | 2027-03-05      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BBCMS TRUST                                                                                | BBCMS MORTGAGE TRUST 2024-C30 BBCMS 2024-C30 A1                                   | CUSIP: 05493YAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1101308 | PA      | $1111903.77   | 0.22%             | 2057-11-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CONSUMERS SECURITIZATION FUNDING LLC                                                       | CONSUMERS 2023 SECURITIZATION FUNDING LLC 5.550000% 03/01/2028                    | CUSIP: 21071BAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    455023 | PA      | $461604.54    | 0.09%             | 2028-03-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL MASTER TRUST                                                          | PROGRESS RESIDENTIAL 2024-SFR3 TRUST PROG 2024-SFR3 A                             | CUSIP: 74331VAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    953989 | PA      | $889025.84    | 0.18%             | 2041-06-17      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| FREMF MORTGAGE TRUST                                                                       | FREMF 2019-K94 MORTGAGE TRUST FREMF 2019-K94 B                                    | CUSIP: 30310XAE9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1262000 | PA      | $1207615.88   | 0.24%             | 2052-07-25      | Floating      | 4.10%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                                   | JPN BANK FOR INT'L COOP 1.625000% 01/20/2027                                      | CUSIP: 471048CP1<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    500000 | PA      | $481028.57    | 0.09%             | 2027-01-20      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST                                             | MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 202 MSRM 2024-3 A1                 | CUSIP: 61776QAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    264696 | PA      | $265502.89    | 0.05%             | 2054-07-25      | Floating      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| WLB ASSET II D PTE. LTD.                                                                   | WLB ASSET II D PTE LTD 144A 6.500000% 12/21/2026                                  | CUSIP: ZN8384739<br>LEI: 549300RHQSFI6RYM6N43 | Long             | DBT              | NUSS              | SG        |   1000000 | PA      | $953353.96    | 0.19%             | 2026-12-21      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST                                                                    | GSR MORTGAGE LOAN TRUST 2004-9 GSR 2004-9 3A1                                     | CUSIP: 36242DBK8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      7797 | PA      | $7209.35      | 0.00%             | 2034-08-25      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST                                                              | LENDBUZZ SECURITIZATION TRUST 2023-3 LBZZ 2023-3A A2                              | CUSIP: 525931AB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    558418 | PA      | $572409.02    | 0.11%             | 2028-12-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| NEW YORK ST ENERGY RESH & DEV AUTH RESIDENTIAL CLEAN ENERGY & ENERGY EFFICIENCY FING GREEN | NEW YORK ST ENERGY RESEARCH & NEW YORK STATE ENERGY RESEARCH & DEVELOPMENT AUTHO  | CUSIP: 64985VAW6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    665000 | PA      | $676601.19    | 0.13%             | 2027-04-01      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER COMPANY                                                                      | GEORGIA POWER CO 4.850000% 03/15/2031                                             | CUSIP: 373334LA7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1217429.15   | 0.24%             | 2031-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| RETAINED VANTAGE DATA CENTERS ISSUER LLC                                                   | RETAINED VANTAGE DATA CENTERS ISSUER LLC VDCR 2024-1A A2                          | CUSIP: 76134KAH7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    765000 | PA      | $756918.00    | 0.15%             | 2049-09-15      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN POWER COMPANY                                                                     | SOUTHERN POWER CO 4.150000% 12/01/2025                                            | CUSIP: 843646AM2<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $996739.53    | 0.20%             | 2025-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                                                   | BX TRUST 2022-CLS BX 2022-CLS B                                                   | CUSIP: 05609XAC5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2200000 | PA      | $2213448.60   | 0.44%             | 2027-10-13      | Fixed         | 6.30%                 | Yes           |                  2 | On Loan: No      |
| KBC GROEP NV                                                                               | KBC GROUP NV 144A 5.796000% 01/19/2029                                            | CUSIP: 48241FAB0<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | NUSS              | BE        |    295000 | PA      | $304725.75    | 0.06%             | 2029-01-19      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                                         | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 4.875000% 04/01/2028           | CUSIP: 00774MBN4<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | NUSS              | IE        |    925000 | PA      | $929700.52    | 0.18%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FLEX LTD.                                                                                  | FLEX LTD 6.000000% 01/15/2028                                                     | CUSIP: 33938XAE5<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | NUSS              | US        |    550000 | PA      | $561949.49    | 0.11%             | 2028-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE S.A. LONDON BRANCH                                                         | CREDIT AGRICOLE SA/LONDON MTN 1.907000% 06/16/2026                                | CUSIP: 22535WAG2<br>LEI: N/A                  | Long             | DBT              | NUSS              | FR        |   2525000 | PA      | $2515563.90   | 0.50%             | 2026-06-16      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINANCE NORTH AMERICA LLC                                                    | DAIMLER TRUCK FINANCE NORTH AMERICA LLC 144A 5.600000% 08/08/2025                 | CUSIP: 233853AS9<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | DE        |    500000 | PA      | $500638.65    | 0.10%             | 2025-08-08      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LEASE TRUST                                                                | VOLKSWAGEN AUTO LEASE TRUST 2024-A VWALT 2024-A A3                                | CUSIP: 92866EAD1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    320000 | PA      | $323005.38    | 0.06%             | 2027-06-21      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                               | BX COMMERCIAL MORTGAGE TRUST 2022-AHP BX 2022-AHP A                               | CUSIP: 05610FAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    492000 | PA      | $489847.50    | 0.10%             | 2039-01-17      | Floating      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| The Arab Energy Fund                                                                       | ARAB ENERGY FUND /THE 1.483000% 10/06/2026                                        | CUSIP: N/A<br>LEI: 213800A54KIUYH5YD185       | Long             | DBT              | NUSS              | XX        |    930000 | PA      | $891814.20    | 0.18%             | 2026-10-06      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| CNH EQUIPMENT TRUST                                                                        | CNH EQUIPMENT TRUST 2023-A CNH 2023-A A3                                          | CUSIP: 12664QAC8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    935376 | PA      | $939924.52    | 0.19%             | 2028-08-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                | BANK OF AMERICA CORP 5.933000% 09/15/2027                                         | CUSIP: 06051GLV9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1528203.63   | 0.30%             | 2027-09-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.000000% 12/15/2025                                              | CUSIP: 91282CGA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   8975000 | PA      | $8971961.60   | 1.77%             | 2025-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL FIN AUTH N H INDL DEV REV                                                         | NATIONAL FIN AUTH NH INDL DEVR NEW HAMPSHIRE BUSINESS FINANCE AUTHORITY           | CUSIP: 63609FAD1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2500000.00   | 0.49%             | 2029-02-01      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank, National Association                                                  | MORGAN STANLEY BANK NA 4.952000% 01/14/2028                                       | CUSIP: 61690U8A1<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1158857.24   | 0.23%             | 2028-01-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FREMF MORTGAGE TRUST                                                                       | FREMF 2019-K89 MORTGAGE TRUST FREMF 2019-K89 B                                    | CUSIP: 302972AS3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1400000 | PA      | $1381914.52   | 0.27%             | 2051-01-25      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| PG&E RECOVERY FUNDING LLC                                                                  | PG&E RECOVERY FUNDING LLC 4.838000% 06/01/2033                                    | CUSIP: 71710TAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2497091.88   | 0.49%             | 2033-06-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| SOUTH DAKOTA HSG DEV AUTH                                                                  | SOUTH DAKOTA ST HSG DEV AUTH SOUTH DAKOTA HOUSING DEVELOPMENT AUTHORITY           | CUSIP: 83756CY90<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    225000 | PA      | $230285.79    | 0.05%             | 2053-05-01      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES OWNER TRUST                                                         | HONDA AUTO RECEIVABLES 2023-2 OWNER TRUST HAROT 2023-2 A3                         | CUSIP: 437927AC0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1250000 | PA      | $1254151.88   | 0.25%             | 2027-11-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| SMITH & NEPHEW PLC                                                                         | SMITH & NEPHEW PLC 5.150000% 03/20/2027                                           | CUSIP: 83192PAC2<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | NUSS              | GB        |    515000 | PA      | $520952.27    | 0.10%             | 2027-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST A                                                 | FORD CREDIT FLOORPLAN MASTER OWNER TRUST A FORDF 2023-1 A1                        | CUSIP: 34528QHV9<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-MBS          |  | US        |    730000 | PA      | $733156.67    | 0.14%             | 2028-05-15      | Fixed         | 4.92%                 | Yes           |                  2 | On Loan: No      |
| JACKSON NATIONAL LIFE GLOBAL FUNDING                                                       | JACKSON NATIONAL LIFE GLOBAL FUNDING 144A 5.550000% 07/02/2027                    | CUSIP: 46849LVA6<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    595000 | PA      | $607207.57    | 0.12%             | 2027-07-02      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                    | HYUNDAI CAPITAL AMERICA 144A 5.250000% 01/08/2027                                 | CUSIP: 44891ACT2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    750000 | PA      | $754880.75    | 0.15%             | 2027-01-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI SELECT AUTO TRUST                                                               | WORLD OMNI SELECT AUTO TRUST 2023-A WOSAT 2023-A A3                               | CUSIP: 98163UAD2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    678690 | PA      | $680790.74    | 0.13%             | 2028-07-17      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST                                             | FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 202 FCRT 2023-2 A2                 | CUSIP: 35104AAB4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    193086 | PA      | $194130.57    | 0.04%             | 2028-05-15      | Fixed         | 5.99%                 | Yes           |                  2 | On Loan: No      |
| BROOMFIELD COLO URBAN RENEWAL AUTH TAX INCREMENT REV                                       | BROOMFIELD CO URBAN RENEWAL AU BROOMFIELD URBAN RENEWAL AUTHORITY                 | CUSIP: 114778BF9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    800000 | PA      | $814773.92    | 0.16%             | 2028-12-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| TESLA SUSTAINABLE ENERGY TRUST                                                             | TESLA SUSTAINABLE ENERGY TRUST 2024-1 TSET 2024-1A A2                             | CUSIP: 88164AAB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1500000 | PA      | $1508396.55   | 0.30%             | 2050-06-21      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| THE PNC FINANCIAL SERVICES GROUP, INC.                                                     | PNC FINANCIAL SERVICES GROUP INC/THE 6.615000% 10/20/2027                         | CUSIP: 693475BT1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    750000 | PA      | $772192.93    | 0.15%             | 2027-10-20      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| WARM SPRINGS RESERVATION ORE CONFEDERATED TRIBES HYDROELECTRIC REV                         | WARM SPRINGS OR RESERVATION CO WARM SPRINGS RESERVATION CONFEDERATED TRIBE        | CUSIP: 934312AT6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $944454.70    | 0.19%             | 2027-11-01      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                                      | ATHENE GLOBAL FUNDING 144A 5.339000% 01/15/2027                                   | CUSIP: 04685A3R0<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1011761.95   | 0.20%             | 2027-01-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 0.500000% 06/30/2027                                              | CUSIP: 912828ZV5<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   7200000 | PA      | $6735375.00   | 1.33%             | 2027-06-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE REMICS FNR 2022-72 CB                                                  | CUSIP: 3136BPAC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3354735 | PA      | $3390868.24   | 0.67%             | 2039-07-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TESLA ELECTRIC VEHICLE TRUST                                                               | TESLA ELECTRIC VEHICLE TRUST 2023-1 TEVT 2023-1 A3                                | CUSIP: 881943AD6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    310000 | PA      | $313054.31    | 0.06%             | 2028-06-20      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| JERSEY CITY N J MUN UTILS AUTH WTR REV                                                     | JERSEY CITY NJ MUNI UTILITIES JERSEY CITY MUNICIPAL UTILITIES AUTHORITY           | CUSIP: 476624DR9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    450000 | PA      | $450537.12    | 0.09%             | 2026-05-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-146 CT                          | CUSIP: 38384DAA5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    801515 | PA      | $803568.56    | 0.16%             | 2034-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                    | BPCE SA 144A 5.203000% 01/18/2027                                                 | CUSIP: 05571AAT2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | NUSS              | FR        |   1150000 | PA      | $1165939.00   | 0.23%             | 2027-01-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HEICO CORPORATION                                                                          | HEICO CORP 5.250000% 08/01/2028                                                   | CUSIP: 422806AA7<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | DBT              | CORP              | US        |    270000 | PA      | $275565.73    | 0.05%             | 2028-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| M&T BANK AUTO RECEIVABLES TRUST                                                            | M&T BANK AUTO RECEIVABLES TRUST 2024-1 MTBAT 2024-1A A3                           | CUSIP: 55286TAC9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1110000 | PA      | $1124383.16   | 0.22%             | 2032-02-17      | Fixed         | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-49 A                            | CUSIP: 38383WYX8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1649373 | PA      | $1648855.93   | 0.32%             | 2048-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| International Development Association                                                      | INTERNATIONAL DEVELOPMENT ASSOCIATION 0.375000% 09/23/2025                        | CUSIP: N/A<br>LEI: P41R60HC414IWQA1XW02       | Long             | DBT              | NUSS              | XX        |   1500000 | PA      | $1476451.28   | 0.29%             | 2025-09-23      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                                                             | CARVANA AUTO RECEIVABLES TRUST 2024-P1 CRVNA 2024-P1 A3                           | CUSIP: 14688NAC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1912000 | PA      | $1923571.81   | 0.38%             | 2029-04-10      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| COPT DEFENSE PROPERTIES, L.P.                                                              | COPT DEFENSE PROPERTIES LP 2.250000% 03/15/2026                                   | CUSIP: 22003BAL0<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    550000 | PA      | $536544.73    | 0.11%             | 2026-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY FINANCE, LLC                                                                | ALLIANT ENERGY FINANCE LLC 144A 5.400000% 06/06/2027                              | CUSIP: 01882YAF3<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |    910000 | PA      | $921744.66    | 0.18%             | 2027-06-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST                                                    | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2023-B HALST 2023-B A4                    | CUSIP: 448980AE2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    875000 | PA      | $876351.53    | 0.17%             | 2027-04-15      | Fixed         | 5.17%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                      | WELLS FARGO & CO MTN 5.707000% 04/22/2028                                         | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1175228.45   | 0.23%             | 2028-04-22      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| ONEOK, INC.                                                                                | ONEOK INC 5.550000% 11/01/2026                                                    | CUSIP: 682680BH5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1342340.49   | 0.26%             | 2026-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST                                             | MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 202 MSRM 2025-NQM1 A1              | CUSIP: 617932AA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    971634 | PA      | $977380.98    | 0.19%             | 2069-11-25      | Floating      | 5.74%                 | Yes           |                  2 | On Loan: No      |
| COLUMBIA PIPELINES HOLDING COMPANY LLC                                                     | COLUMBIA PIPELINES HOLDING CO LLC 144A 6.055000% 08/15/2026                       | CUSIP: 19828AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $294035.90    | 0.06%             | 2026-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| BANK                                                                                       | BANK 2024-BNK48 BANK 2024-BNK48 A1                                                | CUSIP: 06541GAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    520168 | PA      | $517701.57    | 0.10%             | 2057-10-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                      | WELLS FARGO & CO MTN 4.540000% 08/15/2026                                         | CUSIP: 95000U3C5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2950000 | PA      | $2947559.05   | 0.58%             | 2026-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                        | INT DEVELOPMENT FIN CORP 1.790000% 10/15/2029                                     | CUSIP: 90376PAD3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    273654 | PA      | $260279.46    | 0.05%             | 2029-10-15      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank U.A.                                                                 | COOPERATIEVE RABOBANK UA 144A 1.106000% 02/24/2027                                | CUSIP: 74977RDK7<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | NUSS              | NL        |    250000 | PA      | $242825.27    | 0.05%             | 2027-02-24      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO LEASE TRUST                                                             | MERCEDES-BENZ AUTO LEASE TRUST 2023-A MBALT 2023-A A3                             | CUSIP: 58768RAC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1638710 | PA      | $1638758.79   | 0.32%             | 2027-01-15      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| WESTPAC NEW ZEALAND LIMITED                                                                | WESTPAC NEW ZEALAND LTD 144A 5.132000% 02/26/2027                                 | CUSIP: 96122FAB3<br>LEI: 549300MW73M5PK1PNG73 | Long             | DBT              | NUSS              | NZ        |   1000000 | PA      | $1014008.71   | 0.20%             | 2027-02-26      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| TESLA AUTO LEASE TRUST                                                                     | TESLA AUTO LEASE TRUST 2023-A TESLA 2023-A A3                                     | CUSIP: 88167PAC2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    395354 | PA      | $396083.65    | 0.08%             | 2026-06-22      | Fixed         | 5.89%                 | Yes           |                  2 | On Loan: No      |
| SPRINT CAPITAL CORPORATION                                                                 | SPRINT CAPITAL CORP 6.875000% 11/15/2028                                          | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    550000 | PA      | $587721.39    | 0.12%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINANCE NORTH AMERICA LLC                                                    | DAIMLER TRUCK FINANCE NORTH AMERICA LLC 144A 5.125000% 09/25/2027                 | CUSIP: 233853AY6<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | DE        |   1155000 | PA      | $1167467.47   | 0.23%             | 2027-09-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TCI-FLATIRON CLO LTD                                                                       | TCI-FLATIRON CLO 2017-1 LTD TFLAT 2017-1A AR                                      | CUSIP: 87231BAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     86044 | PA      | $86006.14     | 0.02%             | 2030-11-17      | Floating      | 5.54%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                                             | ENTERPRISE FLEET FINANCING 2023-2 LLC EFF 2023-2 A2                               | CUSIP: 29375NAB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1044255 | PA      | $1050694.40   | 0.21%             | 2030-04-22      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| Corporacion Interamericana de Inversiones                                                  | INTER-AMERICAN INVESTMENT CORP 4.125000% 02/15/2028                               | CUSIP: 45828Q2B2<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $504677.81    | 0.10%             | 2028-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST                                                               | DELL EQUIPMENT FINANCE TRUST 2023-3 DEFT 2023-3 A3                                | CUSIP: 24702EAC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    590000 | PA      | $594572.80    | 0.12%             | 2029-04-23      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                                        | COMMONSPIRIT HEALTH 1.547000% 10/01/2025                                          | CUSIP: 20268JAE3<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $986538.14    | 0.19%             | 2025-10-01      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO LTD                                                             | GOLUB CAPITAL PARTNERS CLO 24M-R LTD GOCAP 2015-24A AR                            | CUSIP: 38174YAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    294722 | PA      | $294621.23    | 0.06%             | 2029-11-05      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST                                                                        | DT AUTO OWNER TRUST 2023-3 DTAOT 2023-3A A                                        | CUSIP: 23345WAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     86052 | PA      | $86181.56     | 0.02%             | 2027-08-16      | Fixed         | 6.29%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                       | JPMORGAN CHASE & CO 6.070000% 10/22/2027                                          | CUSIP: 46647PDW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2561951.53   | 0.50%             | 2027-10-22      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| TESLA AUTO LEASE TRUST                                                                     | TESLA AUTO LEASE TRUST 2024-A TESLA 2024-A A3                                     | CUSIP: 88166VAD8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1170000 | PA      | $1175678.95   | 0.23%             | 2027-06-21      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| LTR INTERMEDIATE HOLDINGS, INC.                                                            | LTR INTERMEDIATE HOLDINGS, INC. 5/5/2028                                          | CUSIP: 50219UAB1<br>LEI: N/A                  | Long             | LON              |  | US        |    248708 | PA      | $234822.65    | 0.05%             | 2028-05-05      | Floating      | 9.46%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC REMICS FHR 5243 A                                                     | CUSIP: 3137H83R0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2117470 | PA      | $2132361.06   | 0.42%             | 2048-12-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                                         | ROYALTY PHARMA PLC 1.750000% 09/02/2027                                           | CUSIP: 78081BAJ2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | NUSS              | US        |   1275000 | PA      | $1195478.59   | 0.24%             | 2027-09-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST                                                                      | HPEFS EQUIPMENT TRUST 2023-2 HPEFS 2023-2A A3                                     | CUSIP: 44328UAC0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    285000 | PA      | $286041.93    | 0.06%             | 2031-01-21      | Fixed         | 5.99%                 | Yes           |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                                         | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 6.100000% 01/15/2027           | CUSIP: 00774MBD6<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | NUSS              | IE        |   1000000 | PA      | $1020810.51   | 0.20%             | 2027-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| DLLMT LLC                                                                                  | DLLMT 2023-1 LLC DLLMT 2023-1A A3                                                 | CUSIP: 232989AC7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1378803 | PA      | $1384151.63   | 0.27%             | 2027-03-22      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| TEXAS ELECTRIC MARKET STABILIZATION FUNDING N LLC                                          | TEXAS ELECTRIC MARKET STABILIZATION FUNDING N LLC 4.265000% 08/01/2034            | CUSIP: 88240TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2040480 | PA      | $2030195.43   | 0.40%             | 2034-08-01      | Fixed         | 4.26%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC MULTIFAMILY ML CERTIFICATES FRETE 2023-ML18 XCA                       | CUSIP: 3137HASR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  16950728 | PA      | $1764177.52   | 0.35%             | 2037-09-25      | Floating      | 1.51%                 | No            |                  2 | On Loan: No      |
| International Development Association                                                      | INTERNATIONAL DEVELOPMENT ASSOCIATION 144A 0.875000% 04/28/2026                   | CUSIP: 45939EAD2<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $970001.08    | 0.19%             | 2026-04-28      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                  | JPMORGAN CHASE BANK NA 5.110000% 12/08/2026                                       | CUSIP: 48125LRU8<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1166850.54   | 0.23%             | 2026-12-08      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| SUNNOVA HELIOS ISSUER LLC                                                                  | SUNNOVA HELIOS XI ISSUER LLC SNVA 2023-A A                                        | CUSIP: 86746AAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    891215 | PA      | $864344.06    | 0.17%             | 2050-05-20      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                                             | ENTERPRISE FLEET FINANCING 2025-2 LLC EFF 2025-2 A3                               | CUSIP: 29375TAC6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    375000 | PA      | $375049.28    | 0.07%             | 2029-06-20      | Fixed         | 4.41%                 | Yes           |                  2 | On Loan: No      |
| OBX TRUST                                                                                  | OBX 2024-NQM13 TRUST OBX 2024-NQM13 A1                                            | CUSIP: 67119PAP6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    277042 | PA      | $275853.81    | 0.05%             | 2064-06-25      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| PG&E RECOVERY FUNDING LLC                                                                  | PG&E RECOVERY FUNDING LLC 4.838000% 06/01/2033                                    | CUSIP: 71710TAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1420000 | PA      | $1418348.19   | 0.28%             | 2033-06-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Banque africaine de developpement                                                          | AFRICAN DEVELOPMENT BANK 4.125000% 02/25/2027                                     | CUSIP: 00828EEZ8<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $1006478.72   | 0.20%             | 2027-02-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                                                               | FORD CREDIT AUTO OWNER TRUST 2024-D FORDO 2024-D A3                               | CUSIP: 34535VAD6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    565000 | PA      | $570301.23    | 0.11%             | 2029-08-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS & ELECTRIC COMPANY                                                           | SAN DIEGO GAS & ELECTRIC CO 4.950000% 08/15/2028                                  | CUSIP: 797440CE2<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1018518.28   | 0.20%             | 2028-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES OWNER TRUST                                                         | HONDA AUTO RECEIVABLES 2023-4 OWNER TRUST HAROT 2023-4 A3                         | CUSIP: 438123AC5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1950000 | PA      | $1976461.11   | 0.39%             | 2028-06-21      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp.                                                             | ELEMENT FLEET MANAGEMENT CORP 144A 5.643000% 03/13/2027                           | CUSIP: 286181AM4<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | NUSS              | CA        |    980000 | PA      | $996179.92    | 0.20%             | 2027-03-13      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| DEERFIELD ILL                                                                              | DEERFIELD IL VILLAGE OF DEERFIELD IL                                              | CUSIP: 244415JP1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1247789.00   | 0.25%             | 2028-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HESS CORPORATION                                                                           | HESS CORP 4.300000% 04/01/2027                                                    | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1745423.35   | 0.34%             | 2027-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ROCKET MORTGAGE, LLC                                                                       | ROCKET MORTGAGE LLC / ROCKET MORTGAGE CO-ISSUER IN 2.875000% 10/15/2026           | CUSIP: 77313LAA1<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1283347.59   | 0.25%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GALLATIN CNTY MONT INDL DEV REV                                                            | GALLATIN CNTY MT INDL DEV REVE COUNTY OF GALLATIN MT                              | CUSIP: 363671BN7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $258260.45    | 0.05%             | 2027-09-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST                                                      | GM FINANCIAL AUTOMOBILE LEASING TRUST 2023-2 GMALT 2023-2 A3                      | CUSIP: 362548AD1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    260646 | PA      | $260781.85    | 0.05%             | 2026-07-20      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank                                                       | ASIAN INFRASTRUCTURE INVESTMENT BANK/THE MTN VARIABLE RATE 08/16/2027             | CUSIP: Y0311ACX0<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |   2000000 | PA      | $2013643.82   | 0.40%             | 2027-08-16      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 3.125000% 08/31/2027                                              | CUSIP: 91282CFH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  28700000 | PA      | $28381609.38  | 5.59%             | 2027-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST                                                               | DELL EQUIPMENT FINANCE TRUST 2023-2 DEFT 2023-2 A3                                | CUSIP: 24703GAC8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    327635 | PA      | $328979.97    | 0.06%             | 2029-01-22      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                | BANK OF AMERICA CORP MTN 3.705000% 04/24/2028                                     | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $985476.05    | 0.19%             | 2028-04-24      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| CDP FINANCIERE INC.                                                                        | CDP FINANCIAL INC MTN 1.000000% 05/26/2026                                        | CUSIP: 125094AV4<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |   1000000 | PA      | $969302.31    | 0.19%             | 2026-05-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| TESLA ELECTRIC VEHICLE TRUST                                                               | TESLA ELECTRIC VEHICLE TRUST 2023-1 TEVT 2023-1 A2A                               | CUSIP: 881943AB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    198820 | PA      | $199213.52    | 0.04%             | 2026-12-21      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| ARES CAPITAL CORPORATION.                                                                  | ARES CAPITAL CORP 7.000000% 01/15/2027                                            | CUSIP: 04010LBE2<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    900000 | PA      | $924480.33    | 0.18%             | 2027-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LSEG US FIN CORP.                                                                          | LSEG US FIN CORP 144A 4.875000% 03/28/2027                                        | CUSIP: 50222CAA8<br>LEI: 2138007FV67QQ13CGJ43 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1009882.93   | 0.20%             | 2027-03-28      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MMAF EQUIPMENT FINANCE LLC                                                                 | MMAF EQUIPMENT FINANCE LLC 2021-A MMAF 2021-A A5                                  | CUSIP: 55317JAE0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    620000 | PA      | $602497.52    | 0.12%             | 2043-11-13      | Fixed         | 1.19%                 | Yes           |                  2 | On Loan: No      |
| XPLR INFRASTRUCTURE OPERATING PARTNERS, LP                                                 | XPLR INFRASTRUCTURE OPERATING PARTNERS LP 144A 7.250000% 01/15/2029               | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |   1016000 | PA      | $1005793.26   | 0.20%             | 2029-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corporation                                                    | BANK OF NEW YORK MELLON CORP/THE 4.947000% 04/26/2027                             | CUSIP: 06406RBQ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    470000 | PA      | $472483.78    | 0.09%             | 2027-04-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BLUE OWL ASSET LEASING TRUST                                                               | BLUE OWL ASSET LEASING TRUST 2024-1 LLC OWLEF 2024-1A A2                          | CUSIP: 095921AB8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    277202 | PA      | $277681.73    | 0.05%             | 2029-03-15      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| DAIMLER TRUCK FINANCE NORTH AMERICA LLC                                                    | DAIMLER TRUCK FINANCE NORTH AMERICA LLC 144A 5.000000% 01/15/2027                 | CUSIP: 233853AV2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | DE        |    325000 | PA      | $327070.29    | 0.06%             | 2027-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                                                                   | ANGEL OAK MORTGAGE TRUST 2024-5 AOMT 2024-5 A1                                    | CUSIP: 03465YAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    867990 | PA      | $860715.90    | 0.17%             | 2068-07-25      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| The Arab Energy Fund                                                                       | ARAB ENERGY FUND /THE 144A 5.428000% 05/02/2029                                   | CUSIP: 03845EAD4<br>LEI: 213800A54KIUYH5YD185 | Long             | DBT              | NUSS              | XX        |   1500000 | PA      | $1544946.00   | 0.30%             | 2029-05-02      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST                                                  | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-1 SFAST 2024-1A A3                 | CUSIP: 78435VAC6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    340000 | PA      | $341991.55    | 0.07%             | 2029-05-21      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                                            | SBA TOWER TRUST 144A 4.831000% 10/15/2029                                         | CUSIP: 78403DBD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1955000 | PA      | $1927225.90   | 0.38%             | 2029-10-15      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| TESLA ELECTRIC VEHICLE TRUST                                                               | TESLA ELECTRIC VEHICLE TRUST 2023-1 TEVT 2023-1 A2A                               | CUSIP: 881943AB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    226655 | PA      | $227103.40    | 0.04%             | 2026-12-21      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST                                                                 | FLAGSHIP CREDIT AUTO TRUST 2023-3 FCAT 2023-3 A3                                  | CUSIP: 33846BAE4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    761000 | PA      | $763510.23    | 0.15%             | 2028-04-17      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| KOREA ELECTRIC POWER CORPORATION                                                           | KOREA ELECTRIC POWER CORP 144A 4.875000% 01/31/2027                               | CUSIP: 500631BB1<br>LEI: 988400QG33WS7JEIV602 | Long             | DBT              | NUSS              | KR        |    250000 | PA      | $252216.33    | 0.05%             | 2027-01-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| WARM SPRINGS RESERVATION ORE CONFEDERATED TRIBES HYDROELECTRIC REV                         | WARM SPRINGS OR RESERVATION CO WARM SPRINGS RESERVATION CONFEDERATED TRIBE        | CUSIP: 934312AS8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $481341.90    | 0.09%             | 2026-11-01      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT, INC.                                                                     | WASTE MANAGEMENT INC 4.950000% 07/03/2027                                         | CUSIP: 94106LBX6<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1170928.45   | 0.23%             | 2027-07-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                              | ENBRIDGE INC 5.900000% 11/15/2026                                                 | CUSIP: 29250NBW4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | NUSS              | CA        |    720000 | PA      | $733565.64    | 0.14%             | 2026-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| IOWA FIN AUTH MULTI FAMILY REV                                                             | IOWA ST FIN AUTH MF REVENUE IOWA FINANCE AUTHORITY                                | CUSIP: 46246JNP6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $254147.33    | 0.05%             | 2027-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                                                               | SANTANDER HOLDINGS USA INC 5.807000% 09/09/2026                                   | CUSIP: 80282KBE5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1002976.14   | 0.20%             | 2026-09-09      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| GREATAMERICA LEASING RECEIVABLES FUNDING, L.L.C.                                           | GREATAMERICA LEASING RECEIVABLES FUNDING LLC SERIE GALC 2023-1 A2                 | CUSIP: 39154TCB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    127781 | PA      | $127890.34    | 0.03%             | 2026-02-16      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| ContourGlobal Power Holdings S.A.                                                          | CONTOURGLOBAL POWER HOLDINGS SA 144A 6.750000% 02/28/2030                         | CUSIP: 21220LAB9<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | NUSS              | GB        |    250000 | PA      | $252978.03    | 0.05%             | 2030-02-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development                                      | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMEN VARIABLE RATE 03/31/2028       | CUSIP: 459058KR3<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $978934.00    | 0.19%             | 2028-03-31      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| SUNNOVA HESTIA I ISSUER LLC                                                                | SUNNOVA HESTIA I ISSUER LLC SNVA 2023-GRID1 1A                                    | CUSIP: 86746BAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1436744 | PA      | $1450119.40   | 0.29%             | 2050-12-20      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| VFI ABS LLC                                                                                | VFI ABS 2023-1 LLC VFI 2023-1A A                                                  | CUSIP: 92555QAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    166182 | PA      | $167179.61    | 0.03%             | 2029-03-26      | Fixed         | 7.27%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.000000% 02/15/2026                                              | CUSIP: 91282CGL9<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   7225000 | PA      | $7222685.76   | 1.42%             | 2026-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOBAL FUNDING                                                                  | COREBRIDGE GLOBAL FUNDING 144A 4.900000% 12/03/2029                               | CUSIP: 00138CBC1<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    925000 | PA      | $930230.94    | 0.18%             | 2029-12-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| VIVINT SOLAR FINANCING V LLC                                                               | VIVINT SOLAR FINANCING V LLC VSLR 2018-1A A                                       | CUSIP: 92854VAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    422523 | PA      | $399002.39    | 0.08%             | 2048-04-30      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.250000% 01/15/2028                                              | CUSIP: 91282CMF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  13880000 | PA      | $14102296.81  | 2.78%             | 2028-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                                                    | CARMAX AUTO OWNER TRUST 2023-3 CARMX 2023-3 A3                                    | CUSIP: 14319BAC6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    735000 | PA      | $740259.00    | 0.15%             | 2028-05-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                              | GOLDMAN SACHS GROUP INC/THE 4.223000% 05/01/2029                                  | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $989461.07    | 0.19%             | 2029-05-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORPORATION                                                            | TOYOTA MOTOR CREDIT CORP MTN 3.375000% 04/01/2030                                 | CUSIP: 89236TGY5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    185000 | PA      | $175952.45    | 0.03%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                             | BNP PARIBAS SA 144A 2.591000% 01/20/2028                                          | CUSIP: 09659W2T0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | NUSS              | FR        |    625000 | PA      | $603517.16    | 0.12%             | 2028-01-20      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| CITIZENS AUTO RECEIVABLES TRUST                                                            | CITIZENS AUTO RECEIVABLES TRUST 2023-2 CITZN 2023-2 A3                            | CUSIP: 17295FAD6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1055000 | PA      | $1064140.31   | 0.21%             | 2028-02-15      | Fixed         | 5.83%                 | Yes           |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                                                                  | O'REILLY AUTOMOTIVE INC 5.750000% 11/20/2026                                      | CUSIP: 67103HAM9<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    850000 | PA      | $866028.76    | 0.17%             | 2026-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 1.250000% 06/30/2028                                              | CUSIP: 91282CCH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   2085000 | PA      | $1937583.99   | 0.38%             | 2028-06-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| KUBOTA CREDIT OWNER TRUST                                                                  | KUBOTA CREDIT OWNER TRUST 2024-2 KCOT 2024-2A A3                                  | CUSIP: 50117DAC0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1950000 | PA      | $1982276.21   | 0.39%             | 2028-11-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                      | WELLS FARGO & CO 6.303000% 10/23/2029                                             | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1528722.54   | 0.30%             | 2029-10-23      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                              | GOLDMAN SACHS GROUP INC/THE 2.640000% 02/24/2028                                  | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    625000 | PA      | $604111.68    | 0.12%             | 2028-02-24      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                                                      | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2024-C63 WFCM 2024-C63 A1                   | CUSIP: 94990FAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    830233 | PA      | $836301.13    | 0.16%             | 2057-08-15      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA CMNTY CHOICE FING AUTH CLEAN ENERGY PROJ REV                                    | CALIFORNIA CMNTY CHOICE FING A CALIFORNIA COMMUNITY CHOICE FINANCING AUTHORITY    | CUSIP: 13013JDE3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1420000 | PA      | $1470180.24   | 0.29%             | 2030-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| KfW                                                                                        | KREDITANSTALT FUER WIEDERAUFBAU 1.000000% 10/01/2026                              | CUSIP: 500769JQ8<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |    250000 | PA      | $240502.92    | 0.05%             | 2026-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                                                    | CARMAX AUTO OWNER TRUST 2024-4 CARMX 2024-4 A2A                                   | CUSIP: 14290DAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1053503 | PA      | $1053531.00   | 0.21%             | 2027-12-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES, INC.                                                           | MARSH & MCLENNAN COS INC 4.650000% 03/15/2030                                     | CUSIP: 571748CA8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1183245.49   | 0.23%             | 2030-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US 2YR NOTE (CBT) JUN25 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       292 | NC      | $60779343.75  | 11.97%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                        | BROWN BROTHERS HARRIMAN SWEEP INTEREST                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | US        |     65059 | PA      | $65059.19     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE REMICS FNR 2017-19 EA                                                  | CUSIP: 3136AVNM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    973834 | PA      | $937304.33    | 0.18%             | 2047-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PORSCHE FINANCIAL AUTO SECURITIZATION TRUST                                                | PORSCHE FINANCIAL AUTO SECURITIZATION TRUST 2023-2 PFAST 2023-2A A3               | CUSIP: 732916AD3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    329980 | PA      | $331798.31    | 0.07%             | 2029-01-22      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| European Investment Bank                                                                   | EUROPEAN INVESTMENT BANK 2.375000% 05/24/2027                                     | CUSIP: 298785HM1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   2500000 | PA      | $2433903.03   | 0.48%             | 2027-05-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| APIDOS CLO                                                                                 | APIDOS CLO XXII APID 2015-22A A1R                                                 | CUSIP: 03765XAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    212503 | PA      | $212495.51    | 0.04%             | 2031-04-20      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Citizens Bank, National Association                                                        | CITIZENS BANK NA/PROVIDENCE RI 4.575000% 08/09/2028                               | CUSIP: 75524KPG3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |    600000 | PA      | $599366.98    | 0.12%             | 2028-08-09      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Pennsylvania Electric Company                                                  | FIRSTENERGY PENNSYLVANIA ELECTRIC CO 144A 5.150000% 03/30/2026                    | CUSIP: 708696CA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $501292.73    | 0.10%             | 2026-03-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                                   | AMERICAN EXPRESS CO 5.645000% 04/23/2027                                          | CUSIP: 025816DT3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    700000 | PA      | $707135.56    | 0.14%             | 2027-04-23      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST                                         | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR 2023-3 A3                | CUSIP: 36267KAD9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1850000 | PA      | $1862052.75   | 0.37%             | 2028-06-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST                                         | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR 2023-4 A4                | CUSIP: 379930AE0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $513794.95    | 0.10%             | 2029-02-16      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                                   | AMERICAN EXPRESS CO 5.389000% 07/28/2027                                          | CUSIP: 025816DG1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    550000 | PA      | $555583.06    | 0.11%             | 2027-07-28      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST                                                                 | FLAGSHIP CREDIT AUTO TRUST 2023-2 FCAT 2023-2 A3                                  | CUSIP: 33843EAE1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    599000 | PA      | $599445.78    | 0.12%             | 2027-12-15      | Fixed         | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE REMICS FNR 2017-87 P                                                   | CUSIP: 3136AYV42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1023999 | PA      | $995276.52    | 0.20%             | 2046-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                       | JPMORGAN CHASE & CO 3.702000% 05/06/2030                                          | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    825000 | PA      | $797301.66    | 0.16%             | 2030-05-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                                                               | FORD CREDIT AUTO OWNER TRUST 2021-REV1 FORDR 2021-1 A                             | CUSIP: 345340AA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    245000 | PA      | $237872.61    | 0.05%             | 2033-10-17      | Fixed         | 1.37%                 | Yes           |                  2 | On Loan: No      |
| WLB Asset VI Pte. Ltd.                                                                     | WLB ASSET VI PTE LTD 144A 7.250000% 12/21/2027                                    | CUSIP: ZG6473158<br>LEI: 254900M29A8RHZTF4J92 | Long             | DBT              | NUSS              | MU        |   1000000 | PA      | $1036735.26   | 0.20%             | 2027-12-21      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                          | NATWEST GROUP PLC 5.847000% 03/02/2027                                            | CUSIP: 639057AJ7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | NUSS              | GB        |    435000 | PA      | $438984.21    | 0.09%             | 2027-03-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                                                      | ARI FLEET LEASE TRUST 2023-B ARIFL 2023-B A2                                      | CUSIP: 04033GAB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    206636 | PA      | $208250.35    | 0.04%             | 2032-07-15      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                               | BARCLAYS PLC 5.829000% 05/09/2027                                                 | CUSIP: 06738ECF0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | NUSS              | GB        |    550000 | PA      | $555593.21    | 0.11%             | 2027-05-09      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                                   | AMERICAN EXPRESS CO 5.098000% 02/16/2028                                          | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    650000 | PA      | $658010.24    | 0.13%             | 2028-02-16      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| STRYKER CORPORATION                                                                        | STRYKER CORP 4.700000% 02/10/2028                                                 | CUSIP: 863667BK6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1213233.77   | 0.24%             | 2028-02-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                               | BX COMMERCIAL MORTGAGE TRUST 2022-AHP BX 2022-AHP B                               | CUSIP: 05610FAC1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1750000 | PA      | $1725937.50   | 0.34%             | 2039-01-17      | Floating      | 6.16%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC REMICS FHR 5290 DE                                                    | CUSIP: 3137H9PU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2261286 | PA      | $2267836.73   | 0.45%             | 2044-11-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AUXILIOR TERM FUNDING LLC                                                                  | AUXILIOR TERM FUNDING 2023-1 LLC XCAP 2023-1A A2                                  | CUSIP: 05335JAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    260840 | PA      | $263037.25    | 0.05%             | 2028-12-15      | Fixed         | 6.18%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                                             | ENTERPRISE FLEET FINANCING 2023-1 LLC EFF 2023-1 A2                               | CUSIP: 29375CAB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    204533 | PA      | $205140.18    | 0.04%             | 2029-01-22      | Fixed         | 5.51%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST                                                     | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-1 SDART 2024-1 A3                     | CUSIP: 80288AAC6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    255000 | PA      | $255400.04    | 0.05%             | 2028-04-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BMW VEHICLE OWNER TRUST                                                                    | BMW VEHICLE OWNER TRUST 2023-A BMWOT 2023-A A3                                    | CUSIP: 05592XAD2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    404081 | PA      | $406791.52    | 0.08%             | 2028-02-25      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST                                                                   | COLT 2025-1 MORTGAGE LOAN TRUST COLT 2025-1 A1                                    | CUSIP: 196920AC6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    682306 | PA      | $684820.34    | 0.13%             | 2070-01-25      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE REMICS FNR 2011-17 ZM                                                  | CUSIP: 31397QYH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1117301 | PA      | $1101619.48   | 0.22%             | 2031-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHI COMMERCIAL MORTGAGE TRUST                                                              | CHI COMMERCIAL MORTGAGE TRUST 2025-SFT CHI 2025-SFT A                             | CUSIP: 16706GAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    250000 | PA      | $252423.28    | 0.05%             | 2042-04-15      | Floating      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| SWITCH ABS ISSUER LLC                                                                      | SWITCH ABS ISSUER LLC SWTCH 2025-1A A2                                            | CUSIP: 871044AL7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $971761.90    | 0.19%             | 2055-03-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST                                                    | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2023-A HALST 2023-A A4                    | CUSIP: 44933VAE1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    237419 | PA      | $237441.53    | 0.05%             | 2026-11-16      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| Open Text Corporation                                                                      | OPEN TEXT CORP 144A 6.900000% 12/01/2027                                          | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | NUSS              | CA        |   1295000 | PA      | $1324770.76   | 0.26%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G01840                                                   | CUSIP: 3128LXBH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     87762 | PA      | $88627.72     | 0.02%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FORT WAYNE IND ECONOMIC DEV SOLID WASTE FAC REV                                            | FORT WAYNE IN ECON DEV SOLID W CITY OF FORT WAYNE IN                              | CUSIP: 34924CAB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    117179 | PA      | $11.72        | 0.00%             | 2029-12-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO LEASE TRUST                                                             | MERCEDES-BENZ AUTO LEASE TRUST 2024-A MBALT 2024-A A3                             | CUSIP: 58770JAD6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2000000 | PA      | $2022264.60   | 0.40%             | 2028-01-18      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                                   | EUROPEAN INVESTMENT BANK 2.125000% 04/13/2026                                     | CUSIP: 298785HD1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    447000 | PA      | $439539.97    | 0.09%             | 2026-04-13      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| NATIONAL FIN AUTH N H INDL DEV REV                                                         | NATIONAL FIN AUTH NH INDL DEVR NEW HAMPSHIRE BUSINESS FINANCE AUTHORITY           | CUSIP: 63609FAC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    850000 | PA      | $850000.00    | 0.17%             | 2033-07-01      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| OBX TRUST                                                                                  | OBX 2024-NQM15 TRUST OBX 2024-NQM15 A1                                            | CUSIP: 67449DAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    507220 | PA      | $506577.66    | 0.10%             | 2064-10-25      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| TESLA AUTO LEASE TRUST                                                                     | TESLA AUTO LEASE TRUST 2024-B TESLA 2024-B A3                                     | CUSIP: 881934AD5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $502596.40    | 0.10%             | 2027-10-20      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                                   | LLOYDS BANKING GROUP PLC 5.087000% 11/26/2028                                     | CUSIP: 53944YBC6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | NUSS              | GB        |   1200000 | PA      | $1213907.14   | 0.24%             | 2028-11-26      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST                                                   | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2022-1 AMCAR 2022-1 A3                   | CUSIP: 03066TAC5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      2321 | PA      | $2318.92      | 0.00%             | 2026-11-18      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                         | ENERGY TRANSFER LP 6.050000% 12/01/2026                                           | CUSIP: 29273VAR1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    925000 | PA      | $943142.05    | 0.19%             | 2026-12-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE REMICS FNR 2024-58 BA                                                  | CUSIP: 3136BSWT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1815573 | PA      | $1836203.60   | 0.36%             | 2053-09-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                               | BX COMMERCIAL MORTGAGE TRUST 2022-AHP BX 2022-AHP AS                              | CUSIP: 05610FAB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2500000 | PA      | $2478125.00   | 0.49%             | 2039-01-17      | Floating      | 5.81%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FS1377                                                         | CUSIP: 3140XGQ77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    367514 | PA      | $364924.80    | 0.07%             | 2034-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE REMICS FNR 2013-43 MB                                                  | CUSIP: 3136ADY45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    829813 | PA      | $812554.74    | 0.16%             | 2033-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES TRUST                                                       | MERCEDES-BENZ AUTO RECEIVABLES TRUST 2023-1 MBART 2023-1 A3                       | CUSIP: 58770AAC7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    523522 | PA      | $523379.48    | 0.10%             | 2027-11-15      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE REMICS FNR 2013-104 TY                                                 | CUSIP: 3136AGSW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2078543 | PA      | $2006669.16   | 0.40%             | 2033-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                          | HSBC HOLDINGS PLC 5.887000% 08/14/2027                                            | CUSIP: 404280DZ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | NUSS              | GB        |   1410000 | PA      | $1431749.26   | 0.28%             | 2027-08-14      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| BANQUE CANADIENNE IMPERIALE DE COMMERCE                                                    | CANADIAN IMPERIAL BANK OF COMMERCE 5.237000% 06/28/2027                           | CUSIP: 13607L8C0<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | NUSS              | CA        |    845000 | PA      | $859491.19    | 0.17%             | 2027-06-28      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FINANCE FACILITY FOR IMMUNISATION COMPANY                                    | INTERNATIONAL FINANCE FACILITY FOR IMMUNISATION CO 1.000000% 04/21/2026           | CUSIP: N/A<br>LEI: 549300ILK2NRULX3HX87       | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $970649.03    | 0.19%             | 2026-04-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 725232                                                         | CUSIP: 31402CVZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     67858 | PA      | $68713.71     | 0.01%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST                                                                | EXTENDED STAY AMERICA TRUST 2021-ESH ESA 2021-ESH B                               | CUSIP: 30227FAE0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    945429 | PA      | $941883.54    | 0.19%             | 2038-07-15      | Floating      | 5.82%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-177 LA                          | CUSIP: 38383UB82<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    143282 | PA      | $141542.24    | 0.03%             | 2052-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                                                      | ELEVANCE HEALTH INC 5.150000% 06/15/2029                                          | CUSIP: 036752AY9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    220000 | PA      | $225225.92    | 0.04%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| State Street Institutional US Government MMF                                               | State Street Institutional US Government MMF                                      | CUSIP: 857492706<br>LEI: N/A                  | Long             | STIV             |  | US        |     72975 | PA      | $72975.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HUDSON YARDS MORTGAGE TRUST                                                                | HUDSON YARDS 2016-10HY MORTGAGE TRUST HY 2016-10HY A                              | CUSIP: 44421LAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $971878.30    | 0.19%             | 2038-08-10      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| MHC COMMERCIAL MORTGAGE TRUST                                                              | MHC COMMERCIAL MORTGAGE TRUST 2021-MHC MHC 2021-MHC A                             | CUSIP: 55316VAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    573778 | PA      | $573060.37    | 0.11%             | 2038-04-15      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| VIVINT SOLAR FINANCING V LLC                                                               | VIVINT SOLAR FINANCING V LLC VSLR 2018-1A B                                       | CUSIP: 92854VAB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    183263 | PA      | $174098.84    | 0.03%             | 2048-04-30      | Fixed         | 7.37%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                                     | UBS AG/STAMFORD CT 4.864000% 01/10/2028                                           | CUSIP: 90261AAD4<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |   1175000 | PA      | $1182573.38   | 0.23%             | 2028-01-10      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                       | JPMORGAN CHASE & CO 5.571000% 04/22/2028                                          | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1174568.24   | 0.23%             | 2028-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                                      | FOUNDRY JV HOLDCO LLC 144A 5.500000% 01/25/2031                                   | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1188205.83   | 0.23%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                        | SOCGEN TRIPARTY TSY 4.36% 05/01/2025 MATURITY DATE                                | CUSIP: SCGTZWBS3<br>LEI: N/A                  | Long             | RA               |  | US        |  10600000 | PA      | $10600000.00  | 2.09%             |  |  |  | No            |                  2 | On Loan: No      |
| THE WILLIAMS COMPANIES, INC.                                                               | WILLIAMS COS INC/THE 5.400000% 03/02/2026                                         | CUSIP: 969457CH1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301630.01    | 0.06%             | 2026-03-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GLOBAL FUNDING II                                                             | PACIFIC LIFE GLOBAL FUNDING II 144A 4.450000% 05/01/2028                          | CUSIP: 69448TAC5<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1205888.60   | 0.24%             | 2028-05-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BUTTERMILK PARK CLO LTD                                                                    | BUTTERMILK PARK CLO LTD BMILK 2018-1A A1R                                         | CUSIP: 124166AQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1297872 | PA      | $1296374.69   | 0.26%             | 2031-10-15      | Floating      | 5.34%                 | Yes           |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                                   | LLOYDS BANKING GROUP PLC 5.985000% 08/07/2027                                     | CUSIP: 539439AY5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | NUSS              | GB        |    750000 | PA      | $761525.27    | 0.15%             | 2027-08-07      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE OWNER TRUST                                                                     | JOHN DEERE OWNER TRUST 2023 JDOT 2023-A A3                                        | CUSIP: 47800CAC0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    694711 | PA      | $696485.42    | 0.14%             | 2027-11-15      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| TESLA AUTO LEASE TRUST                                                                     | TESLA AUTO LEASE TRUST 2023-A TESLA 2023-A A3                                     | CUSIP: 88167PAC2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    547565 | PA      | $548575.85    | 0.11%             | 2026-06-22      | Fixed         | 5.89%                 | Yes           |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                                                 | MIDAMERICAN ENERGY CO 3.650000% 04/15/2029                                        | CUSIP: 595620AT2<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1957326.72   | 0.39%             | 2029-04-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PUBLIC LIMITED COMPANY                                                           | AIB GROUP PLC 144A 7.583000% 10/14/2026                                           | CUSIP: 00135TAC8<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | NUSS              | IE        |    750000 | PA      | $759206.91    | 0.15%             | 2026-10-14      | Fixed         | 7.58%                 | No            |                  2 | On Loan: No      |
| GALLATIN CNTY MONT INDL DEV REV                                                            | GALLATIN CNTY MT INDL DEV REVE COUNTY OF GALLATIN MT                              | CUSIP: 363671BM9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $516520.90    | 0.10%             | 2027-09-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS LLC                                                         | NEUBERGER BERMAN LOAN ADVISERS CLO 38 LTD NEUB 2020-38A AR2                       | CUSIP: 64133RAU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1983756.00   | 0.39%             | 2035-10-20      | Floating      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Banco Centroamericano de Integracion Economica                                             | CENTRAL AMERICAN BANK FOR ECONOMIC INTEGRATION 144 5.000000% 02/09/2026           | CUSIP: 15238PAH9<br>LEI: 549300OLDAMXBPSHIC05 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $502484.01    | 0.10%             | 2026-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                                | VERIZON COMMUNICATIONS INC 7.750000% 12/01/2030                                   | CUSIP: 92344GAM8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    775000 | PA      | $890385.63    | 0.18%             | 2030-12-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BBCMS TRUST                                                                                | BBCMS MORTGAGE TRUST 2024-C28 BBCMS 2024-C28 A1                                   | CUSIP: 07336WAW9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    728788 | PA      | $733277.77    | 0.14%             | 2057-09-15      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORPORATION                                                                   | HYATT HOTELS CORP 5.250000% 06/30/2029                                            | CUSIP: 448579AR3<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1152294.28   | 0.23%             | 2029-06-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CONSOLIDATED, INC.                                                               | COCA-COLA CONSOLIDATED INC 5.250000% 06/01/2029                                   | CUSIP: 191098AM4<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | DBT              | CORP              | US        |    290000 | PA      | $297769.28    | 0.06%             | 2029-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE, L.P.                                                         | PLAINS ALL AMERICAN PIPELINE LP / PAA FINANCE CORP 4.650000% 10/15/2025           | CUSIP: 72650RBJ0<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2246311.73   | 0.44%             | 2025-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                                   | ELECTRICITE DE FRANCE SA 144A 3.625000% 10/13/2025                                | CUSIP: 268317AS3<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |    500000 | PA      | $497238.98    | 0.10%             | 2025-10-13      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| PFS FINANCING CORP.                                                                        | PFS FINANCING CORP PFSFC 2024-B A                                                 | CUSIP: 69335PFE0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2050000 | PA      | $2068832.33   | 0.41%             | 2029-02-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                       | JPMORGAN CHASE & CO 6.087000% 10/23/2029                                          | CUSIP: 46647PDX1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1050134.76   | 0.21%             | 2029-10-23      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                                | NATIONWIDE BUILDING SOCIETY 144A 6.557000% 10/18/2027                             | CUSIP: 63861VAJ6<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | NUSS              | GB        |   1125000 | PA      | $1155695.75   | 0.23%             | 2027-10-18      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                                             | ENTERPRISE FLEET FINANCING 2024-1 LLC EFF 2024-1 A3                               | CUSIP: 29375PAC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    355000 | PA      | $361377.50    | 0.07%             | 2030-09-20      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST                                                                    | MOSAIC SOLAR LOAN TRUST 2020-1 MSAIC 2020-1A B                                    | CUSIP: 61946NAB4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    124777 | PA      | $108813.70    | 0.02%             | 2046-04-20      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CCG RECEIVABLES TRUST                                                                      | CCG RECEIVABLES TRUST 2023-1 CCG 2023-1 A2                                        | CUSIP: 12512XAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    341524 | PA      | $343611.79    | 0.07%             | 2030-09-16      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| AEP TEXAS INC.                                                                             | AEP TEXAS INC 3.950000% 06/01/2028                                                | CUSIP: 00108WAH3<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1177545.80   | 0.23%             | 2028-06-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST TRANSN TR FD AUTH                                                            | NEW JERSEY ST TRANSPRTN TRUST NEW JERSEY TRANSPORTATION TRUST FUND AUTHORITY      | CUSIP: 64613CEZ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    510000 | PA      | $512389.50    | 0.10%             | 2026-06-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC.                                                                      | KEURIG DR PEPPER INC 5.100000% 03/15/2027                                         | CUSIP: 49271VAW0<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    480000 | PA      | $485742.47    | 0.10%             | 2027-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST                                                            | BRAVO RESIDENTIAL FUNDING TRUST 2024-NQM5 BRAVO 2024-NQM5 A1                      | CUSIP: 105925AA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1598417 | PA      | $1604456.73   | 0.32%             | 2064-06-25      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank N.V.                                                           | NEDERLANDSE WATERSCHAPSBANK NV 144A 4.500000% 01/16/2030                          | CUSIP: 639832AJ3<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |    250000 | PA      | $256473.73    | 0.05%             | 2030-01-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HANWHA FUTUREPROOF CORP.                                                                   | HANWHA FUTUREPROOF CORP 144A 4.750000% 04/30/2028                                 | CUSIP: 41090AAA0<br>LEI: 9884007L4WD2KH9RM154 | Long             | DBT              | CORP              | KR        |    500000 | PA      | $505031.67    | 0.10%             | 2028-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DLLST LLC                                                                                  | DLLST 2024-1 LLC DLLST 2024-1A A3                                                 | CUSIP: 23346HAC1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    265000 | PA      | $266219.13    | 0.05%             | 2027-08-20      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC.                                                                              | BROADCOM INC 5.050000% 04/15/2030                                                 | CUSIP: 11135FCF6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1194613.30   | 0.24%             | 2030-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS, LTD.                                                          | OCTAGON INVESTMENT PARTNERS 36 LTD OCT36 2018-1A A1                               | CUSIP: 67591UAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    195017 | PA      | $194950.53    | 0.04%             | 2031-04-15      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| FRONTIER ISSUER LLC                                                                        | FRONTIER ISSUER LLC FYBR 2024-1 A2                                                | CUSIP: 35910EAK0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    300000 | PA      | $308497.32    | 0.06%             | 2054-06-20      | Fixed         | 6.19%                 | Yes           |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                                 | VERUS SECURITIZATION TRUST 2024-4 VERUS 2024-4 A1                                 | CUSIP: 92540GAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    838195 | PA      | $845175.27    | 0.17%             | 2069-06-25      | Fixed         | 6.22%                 | Yes           |                  2 | On Loan: No      |
| CENTERSQUARE ISSUER LLC AND CENTERSQUARE CO-ISSUER LLC                                     | CENTERSQUARE ISSUER LLC CNSQ 2025-1A A2                                           | CUSIP: 15201EAD6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1050000 | PA      | $1033688.25   | 0.20%             | 2055-03-26      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| ONE MANHATTAN WEST                                                                         | MANHATTAN WEST 2020-1MW MORTGAGE TRUST OMW 2020-1MW C                             | CUSIP: 563136AG5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    214000 | PA      | $198832.17    | 0.04%             | 2039-09-10      | Floating      | 2.41%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATING, LLC                                                             | TERRAFORM POWER OPERATING, LLC 5/21/2029                                          | CUSIP: 88103NAL4<br>LEI: N/A                  | Long             | LON              |  | US        |   1629083 | PA      | $1592428.54   | 0.31%             | 2029-05-21      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES LLC                                                     | AMUR EQUIPMENT FINANCE RECEIVABLES XIII LLC AXIS 2024-1A A2                       | CUSIP: 03237CAB8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    244584 | PA      | $246841.00    | 0.05%             | 2031-01-21      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                             | MORGAN STANLEY MTN 5.652000% 04/13/2028                                           | CUSIP: 61747YFP5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1173581.15   | 0.23%             | 2028-04-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MMAF EQUIPMENT FINANCE LLC                                                                 | MMAF EQUIPMENT FINANCE LLC 2023-A MMAF 2023-A A2                                  | CUSIP: 55317WAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    400925 | PA      | $402003.48    | 0.08%             | 2026-11-13      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TRUST                                                        | GMF FLOORPLAN OWNER REVOLVING TRUST GFORT 2024-1A A1                              | CUSIP: 361886DA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2275000 | PA      | $2308250.26   | 0.45%             | 2029-03-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST                                                   | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2023-1 AMCAR 2023-1 A3                   | CUSIP: 03067BAD1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    904919 | PA      | $908677.64    | 0.18%             | 2027-11-18      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 3.750000% 04/15/2028                                              | CUSIP: 91282CMW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   1752000 | PA      | $1758570.00   | 0.35%             | 2028-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CITIZENS AUTO RECEIVABLES TRUST                                                            | CITIZENS AUTO RECEIVABLES TRUST 2024-1 CITZN 2024-1 A3                            | CUSIP: 17331QAD8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $502803.25    | 0.10%             | 2028-04-17      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC                                                             | WHEELS FLEET LEASE FUNDING 1 LLC WFLF 2023-2A A                                   | CUSIP: 96328GBG1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    850540 | PA      | $863674.35    | 0.17%             | 2038-08-18      | Fixed         | 6.46%                 | Yes           |                  2 | On Loan: No      |
| MT DIABLO CALIF UNI SCH DIST                                                               | MOUNT DIABLO CA UNIF SCH DIST MOUNT DIABLO UNIFIED SCHOOL DISTRICT/CA             | CUSIP: 621196XT6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $405951.48    | 0.08%             | 2027-08-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                       | JPMORGAN CHASE & CO 1.045000% 11/19/2026                                          | CUSIP: 46647PBT2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1470524.07   | 0.29%             | 2026-11-19      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                                             | ENTERPRISE FLEET FINANCING 2022-3 LLC EFF 2022-3 A2                               | CUSIP: 29374FAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     76992 | PA      | $76871.70     | 0.02%             | 2029-07-20      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC REMICS FHR 4750 PA                                                    | CUSIP: 3137FDDJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    417405 | PA      | $407778.27    | 0.08%             | 2046-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DESIGNATED ACTIVITY COMPANY                                           | ICON INVESTMENTS SIX DAC 5.809000% 05/08/2027                                     | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | NUSS              | US        |    265000 | PA      | $270162.57    | 0.05%             | 2027-05-08      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORPORATION                                                                   | HYATT HOTELS CORP 5.750000% 01/30/2027                                            | CUSIP: 448579AQ5<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    750000 | PA      | $762518.29    | 0.15%             | 2027-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LOAN ENHANCED TRUST                                                        | VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2024-1 VALET 2024-1 A3                        | CUSIP: 92868RAD0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    710000 | PA      | $715389.82    | 0.14%             | 2029-07-20      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES LLC                                                     | AMUR EQUIPMENT FINANCE RECEIVABLES XI LLC AXIS 2022-2A A2                         | CUSIP: 03236XAB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    126334 | PA      | $126508.77    | 0.02%             | 2028-06-21      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                | BANK OF AMERICA CORP 5.819000% 09/15/2029                                         | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1509348.54   | 0.30%             | 2029-09-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST                                             | FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 202 FCRT 2023-1 A3                 | CUSIP: 35105NAC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    382868 | PA      | $383205.20    | 0.08%             | 2027-12-15      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                        | BROWN BROTHERS HARRIMAN SWEEP INTEREST                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | US        |    719728 | PA      | $719728.20    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| GREATAMERICA LEASING RECEIVABLES FUNDING, L.L.C.                                           | GREATAMERICA LEASING RECEIVABLES FUNDING LLC SERIE GALC 2024-1 A3                 | CUSIP: 39154TCJ5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    585000 | PA      | $589293.43    | 0.12%             | 2028-01-18      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST                                                          | GLS AUTO SELECT RECEIVABLES TRUST 2023-2 GSAR 2023-2A A2                          | CUSIP: 36269EAB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    372775 | PA      | $376148.04    | 0.07%             | 2028-06-15      | Fixed         | 6.37%                 | Yes           |                  2 | On Loan: No      |
| CADENCE DESIGN SYSTEMS, INC.                                                               | CADENCE DESIGN SYSTEMS INC 4.300000% 09/10/2029                                   | CUSIP: 127387AN8<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    760000 | PA      | $757597.59    | 0.15%             | 2029-09-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| T-MOBILE US TRUST                                                                          | T-MOBILE US TRUST 2024-2 TMUST 2024-2A A                                          | CUSIP: 87268CAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1900000 | PA      | $1896927.70   | 0.37%             | 2029-05-21      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST                                                                     | SEQUOIA MORTGAGE TRUST 2013-2 SEMT 2013-2 A                                       | CUSIP: 81745MAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     71362 | PA      | $60894.41     | 0.01%             | 2043-02-25      | Floating      | 1.87%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ECONOMIC DEV AUTH ST LEASE REV                                                  | NEW JERSEY ST ECON DEV AUTH NEW JERSEY ECONOMIC DEVELOPMENT AUTHORITY             | CUSIP: 64578EMK0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1003427.50   | 0.20%             | 2026-03-01      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| KUBOTA CREDIT OWNER TRUST                                                                  | KUBOTA CREDIT OWNER TRUST 2023-2 KCOT 2023-2A A2                                  | CUSIP: 500945AB6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    429866 | PA      | $430480.09    | 0.08%             | 2026-07-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| FREMF MORTGAGE TRUST                                                                       | FREMF 2015-K49 MORTGAGE TRUST FREMF 2015-K49 B                                    | CUSIP: 30287TAN7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1950000 | PA      | $1938531.47   | 0.38%             | 2048-10-25      | Floating      | 3.85%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORPORATION                                                                      | SOLVENTUM CORP 5.450000% 02/25/2027                                               | CUSIP: 83444MAN1<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1166483.12   | 0.23%             | 2027-02-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Citibank National Association                                                              | CITIBANK NA 4.876000% 11/19/2027                                                  | CUSIP: 17325FBL1<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1509765.57   | 0.30%             | 2027-11-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PERALTA CALIF CMNTY COLLEGE DIST                                                           | PERALTA CA CMNTY CLG DIST PERALTA COMMUNITY COLLEGE DISTRICT                      | CUSIP: 713575ZA9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $250029.33    | 0.05%             | 2025-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| STWD MORTGAGE TRUST                                                                        | STWD 2021-LIH MORTGAGE TRUST STWD 2021-LIH D                                      | CUSIP: 78486EAN8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    450000 | PA      | $441843.75    | 0.09%             | 2036-11-15      | Floating      | 6.74%                 | Yes           |                  2 | On Loan: No      |
| ING Groep N.V.                                                                             | ING GROEP NV 6.083000% 09/11/2027                                                 | CUSIP: 456837BF9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | NUSS              | NL        |    735000 | PA      | $749591.72    | 0.15%             | 2027-09-11      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                                                    | CARMAX AUTO OWNER TRUST 2023-1 CARMX 2023-1 A3                                    | CUSIP: 14318DAC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    325946 | PA      | $326032.55    | 0.06%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER COMPANY                                                                     | SOUTHERN POWER CO 0.900000% 01/15/2026                                            | CUSIP: 843646AW0<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $973994.96    | 0.19%             | 2026-01-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                                                      | WESTLAKE AUTOMOBILE RECEIVABLES TRUST SERIES 2023- WLAKE 2023-P1 A2               | CUSIP: 96042UAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    113492 | PA      | $113853.12    | 0.02%             | 2027-02-16      | Fixed         | 5.89%                 | Yes           |                  2 | On Loan: No      |
| OBX TRUST                                                                                  | OBX 2024-NQM7 TRUST OBX 2024-NQM7 A1                                              | CUSIP: 67119FAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    619870 | PA      | $625097.21    | 0.12%             | 2064-03-25      | Floating      | 6.24%                 | Yes           |                  2 | On Loan: No      |
| TOBACCO SETTLEMENT FIN AUTH WEST VA ASSET BACKED                                           | TOBACCO SETTLEMENT FIN AUTH WV TOBACCO SETTLEMENT FINANCE AUTHORITY               | CUSIP: 88880LAK9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $938782.70    | 0.18%             | 2028-06-01      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                                                                   | ANGEL OAK MORTGAGE TRUST 2024-9 AOMT 2024-9 A1                                    | CUSIP: 03466JAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1456187 | PA      | $1447767.03   | 0.29%             | 2069-09-25      | Fixed         | 5.14%                 | Yes           |                  2 | On Loan: No      |
| AUTOZONE, INC.                                                                             | AUTOZONE INC 5.125000% 06/15/2030                                                 | CUSIP: 053332BM3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    965000 | PA      | $985471.37    | 0.19%             | 2030-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SUNNOVA HELIOS ISSUER LLC                                                                  | SUNNOVA HELIOS XII ISSUER LLC SNVA 2023-B A                                       | CUSIP: 86745YAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    873814 | PA      | $851691.61    | 0.17%             | 2050-08-22      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST                                                                 | FLAGSHIP CREDIT AUTO TRUST 2023-2 FCAT 2023-2 A2                                  | CUSIP: 33843EAC5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     17690 | PA      | $17697.10     | 0.00%             | 2027-04-15      | Fixed         | 5.76%                 | Yes           |                  2 | On Loan: No      |
| CALIFORNIA CMNTY CHOICE FING AUTH CLEAN ENERGY PROJ REV                                    | CALIFORNIA CMNTY CHOICE FING A CALIFORNIA COMMUNITY CHOICE FINANCING AUTHORITY    | CUSIP: 13013JBN5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    825000 | PA      | $843245.45    | 0.17%             | 2029-08-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST                                                    | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2023-C HALST 2023-C A3                    | CUSIP: 44935VAD1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1405000 | PA      | $1411084.35   | 0.28%             | 2026-12-15      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                                      | ATHENE GLOBAL FUNDING 144A 5.583000% 01/09/2029                                   | CUSIP: 04685A3Q2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    875000 | PA      | $894401.04    | 0.18%             | 2029-01-09      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING LTD                                                                           | CIFC FUNDING 2017-V LTD CIFC 2017-5A AR                                           | CUSIP: 12551MAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1275000 | PA      | $1274001.68   | 0.25%             | 2037-07-17      | Floating      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL MASTER TRUST                                                          | PROGRESS RESIDENTIAL 2025-SFR1 TRUST PROG 2025-SFR1 A                             | CUSIP: 74334NAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    780000 | PA      | $731162.95    | 0.14%             | 2042-02-17      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE REMICS FNR 2019-18 A                                                   | CUSIP: 3136B4QC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    442444 | PA      | $422975.24    | 0.08%             | 2049-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HAWAII ST DEPT BUSINESS ECONOMIC DEV & TOURISM GREEN ENERGY MKT SECURITIZATION             | HAWAII ST DEPT BUSINESS ECON D STATE OF HAWAII DEPARTMENT OF BUSINESS ECONOMIC DE | CUSIP: 41980UAB7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    737744 | PA      | $721545.96    | 0.14%             | 2031-01-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| OPEC Fund for International Development                                                    | OPEC FUND FOR INTERNATIONAL DEVELOPMENT/THE 144A 4.500000% 01/26/2026             | CUSIP: 683483AA9<br>LEI: HHX3T53LK1P186EUNV37 | Long             | DBT              | NUSS              | XX        |   1200000 | PA      | $1201484.08   | 0.24%             | 2026-01-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 1.875000% 06/30/2026                                              | CUSIP: 9128287B0<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  33310000 | PA      | $32564428.60  | 6.41%             | 2026-06-30      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| PNC Bank, National Association (Delaware)                                                  | PNC BANK NA 4.050000% 07/26/2028                                                  | CUSIP: 69349LAR9<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1353011.78   | 0.27%             | 2028-07-26      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                        | HONDA AUTO RECEIVABLES 2025-2 OWNER TRUST HAROT 2025-2 A3                         | CUSIP: 437921AD1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    460000 | PA      | $460251.57    | 0.09%             | 2029-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORPORATION TRUST                                                   | GS MORTGAGE SECURITIES CORP TRUST 2021-DM GSMS 2021-DM AS                         | CUSIP: 36265AAC5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2500000 | PA      | $2471792.00   | 0.49%             | 2036-11-15      | Floating      | 5.82%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                        | BARCLAYS CAPITAL REPO 4.37% 05/01/2025 MATURITY DATE                              | CUSIP: BZTRZQPL3<br>LEI: N/A                  | Long             | RA               |  | US        |  10400000 | PA      | $10400000.00  | 2.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                                                    | CARMAX AUTO OWNER TRUST 2022-3 CARMX 2022-3 B                                     | CUSIP: 14318MAF6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    800000 | PA      | $800807.28    | 0.16%             | 2028-02-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE REMICS FNR 2022-29 MG                                                  | CUSIP: 3136BM3G1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1185271 | PA      | $1184730.51   | 0.23%             | 2042-11-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO., L.P.                                                             | PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP 144A 5.350000% 01/12/2027           | CUSIP: 709599BY9<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    485000 | PA      | $490248.86    | 0.10%             | 2027-01-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE REMICS FNR 2009-62 WA                                                  | CUSIP: 31396QTR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     14605 | PA      | $14715.36     | 0.00%             | 2039-08-25      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| PHILADELPHIA PA REDEV AUTH REV                                                             | PHILADELPHIA PA REDEV AUTH REDEVELOPMENT AUTHORITY OF THE CITY OF PHILADELPHI     | CUSIP: 717868JS3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    275000 | PA      | $275283.55    | 0.05%             | 2025-09-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                    | HYUNDAI CAPITAL AMERICA 144A 5.275000% 06/24/2027                                 | CUSIP: 44891ADB0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    400000 | PA      | $403142.20    | 0.08%             | 2027-06-24      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| TESLA AUTO LEASE TRUST                                                                     | TESLA AUTO LEASE TRUST 2024-B TESLA 2024-B A2A                                    | CUSIP: 881934AB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    437630 | PA      | $437803.16    | 0.09%             | 2027-01-20      | Fixed         | 4.79%                 | Yes           |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                                               | NORFOLK SOUTHERN CORP 2.300000% 05/15/2031                                        | CUSIP: 655844CK2<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $877532.44    | 0.17%             | 2031-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC REMICS FHR 2690 TZ                                                    | CUSIP: 31394KCT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    877939 | PA      | $881273.15    | 0.17%             | 2033-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                                  | AT&T INC 2.750000% 06/01/2031                                                     | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    975000 | PA      | $873035.58    | 0.17%             | 2031-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES LLC                                                     | AMUR EQUIPMENT FINANCE RECEIVABLES XIII LLC AXIS 2024-1A B                        | CUSIP: 03237CAC6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    190000 | PA      | $192834.19    | 0.04%             | 2031-01-21      | Fixed         | 5.37%                 | Yes           |                  2 | On Loan: No      |
| SCF EQUIPMENT LEASING LLC                                                                  | SCF EQUIPMENT TRUST 2016-1 LLC SCFET 2025-1A A2                                   | CUSIP: 78437DAB6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    125000 | PA      | $125186.38    | 0.02%             | 2030-07-22      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                | BANK OF AMERICA CORP 5.162000% 01/24/2031                                         | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    775000 | PA      | $788310.77    | 0.16%             | 2031-01-24      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON, INC.                                                                          | DR HORTON INC 2.600000% 10/15/2025                                                | CUSIP: 23331ABN8<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |   2575000 | PA      | $2550608.88   | 0.50%             | 2025-10-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC.                                                                      | KEURIG DR PEPPER INC 4.600000% 05/15/2030                                         | CUSIP: 49271VBA7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | NUSS              | US        |   1200000 | PA      | $1198020.73   | 0.24%             | 2030-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 0.625000% 12/31/2027                                              | CUSIP: 91282CBB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   9300000 | PA      | $8596687.50   | 1.69%             | 2027-12-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE REMICS FNR 2017-12 KE                                                  | CUSIP: 3136AVVE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    390959 | PA      | $374452.58    | 0.07%             | 2047-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA LEASE OWNER TRUST                                                                   | TOYOTA LEASE OWNER TRUST 2024-B TLOT 2024-B A4                                    | CUSIP: 891943AE2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1500000 | PA      | $1499703.00   | 0.30%             | 2029-01-22      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| MARS, INCORPORATED                                                                         | MARS INC 144A 4.600000% 03/01/2028                                                | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1212255.70   | 0.24%             | 2028-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CALIF CITY & CNTY PUB UTILS COMMN WASTEWATER REV                             | SAN FRANCISCO CITY & CNTY CA P SAN FRANCISCO CITY & COUNTY PUBLIC UTILITIES COMMI | CUSIP: 79768HJN9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1400000 | PA      | $1423271.22   | 0.28%             | 2027-10-01      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| SCF EQUIPMENT LEASING LLC                                                                  | SCF EQUIPMENT LEASING 2023-1 LLC SCFET 2023-1A A2                                 | CUSIP: 784024AB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     70837 | PA      | $70912.03     | 0.01%             | 2030-01-22      | Fixed         | 6.56%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                             | MORGAN STANLEY 5.449000% 07/20/2029                                               | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    205000 | PA      | $210251.80    | 0.04%             | 2029-07-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST                                         | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR 2023-2 A3                | CUSIP: 362583AD8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    395421 | PA      | $395317.71    | 0.08%             | 2028-02-16      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| CaixaBank, S.A.                                                                            | CAIXABANK SA 144A 6.684000% 09/13/2027                                            | CUSIP: 12803RAB0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | NUSS              | ES        |    750000 | PA      | $769168.82    | 0.15%             | 2027-09-13      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| BANK                                                                                       | BANK 2018-BNK10 BANK 2018-BN10 ASB                                                | CUSIP: 065404AZ8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    223250 | PA      | $220349.28    | 0.04%             | 2061-02-15      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                                       | M&T BANK CORP 7.413000% 10/30/2029                                                | CUSIP: 55261FAS3<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1504432.26   | 0.30%             | 2029-10-30      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 1.875000% 07/31/2026                                              | CUSIP: 912828Y95<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   7200000 | PA      | $7030687.54   | 1.38%             | 2026-07-31      | Fixed         | 1.88%                 | No            |                  1 | On Loan: No      |
| OBX TRUST                                                                                  | OBX 2023-NQM2 TRUST OBX 2023-NQM2 A1                                              | CUSIP: 670843AA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    649587 | PA      | $650946.39    | 0.13%             | 2062-01-25      | Fixed         | 6.32%                 | Yes           |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST                                              | BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2024 BLAST 2024-1 A3                | CUSIP: 107933AC7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    305949 | PA      | $306420.53    | 0.06%             | 2028-01-18      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| CVS LEASE BACKED PASS THROUGH SERIES TRUST                                                 | CVS PASS-THROUGH TRUST 6.036000% 12/10/2028                                       | CUSIP: 126650BP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1589361 | PA      | $1608414.79   | 0.32%             | 2028-12-10      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                               | BARCLAYS PLC 6.496000% 09/13/2027                                                 | CUSIP: 06738ECJ2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | NUSS              | GB        |    500000 | PA      | $511118.27    | 0.10%             | 2027-09-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LIFE GLOBAL FUNDING II                                                           | PRINCIPAL LIFE GLOBAL FUNDING II 144A 4.950000% 11/27/2029                        | CUSIP: 74256LFB0<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1189632.25   | 0.23%             | 2029-11-27      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST                                                          | AFFIRM ASSET SECURITIZATION TRUST 2024-A AFFRM 2024-A A                           | CUSIP: 00834BAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    550000 | PA      | $552257.59    | 0.11%             | 2029-02-15      | Fixed         | 5.61%                 | Yes           |                  2 | On Loan: No      |
| COREBRIDGE GLOBAL FUNDING                                                                  | COREBRIDGE GLOBAL FUNDING MTN 5.200000% 01/12/2029                                | CUSIP: 00138CAX6<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    380000 | PA      | $387148.24    | 0.08%             | 2029-01-12      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA AUTO TRUST                                                                 | BANK OF AMERICA AUTO TRUST 2023-2 BAAT 2023-2A A3                                 | CUSIP: 06054YAC1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1015000 | PA      | $1027129.96   | 0.20%             | 2028-06-15      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC                                                             | WHEELS FLEET LEASE FUNDING 1 LLC WFLF 2023-1A A                                   | CUSIP: 96328GAS6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    889028 | PA      | $895305.20    | 0.18%             | 2038-04-18      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| FRONTIER ISSUER LLC                                                                        | FRONTIER ISSUER LLC FYBR 2023-1 C                                                 | CUSIP: 35910EAC8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $1048461.90   | 0.21%             | 2053-08-20      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| FRONTIER ISSUER LLC                                                                        | FRONTIER ISSUER LLC FYBR 2023-1 A2                                                | CUSIP: 35910EAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $1015632.30   | 0.20%             | 2053-08-20      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO CALIF UNI SCH DIST                                                               | SAN DIEGO CA UNIF SCH DIST SAN DIEGO UNIFIED SCHOOL DISTRICT/CA                   | CUSIP: 797356NY4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    600000 | PA      | $599282.64    | 0.12%             | 2028-07-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                                             | ENTERPRISE FLEET FINANCING 2023-3 LLC EFF 2023-3 A2                               | CUSIP: 29374LAB6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1876448 | PA      | $1907027.33   | 0.38%             | 2030-03-20      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                                                               | FORD CREDIT AUTO OWNER TRUST 2024-C FORDO 2024-C A3                               | CUSIP: 34532UAD1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    550000 | PA      | $549110.65    | 0.11%             | 2029-07-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST                                                             | HYUNDAI AUTO RECEIVABLES TRUST 2023-A HART 2023-A A3                              | CUSIP: 448979AD6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    232754 | PA      | $232580.76    | 0.05%             | 2027-04-15      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                                       | M&T BANK CORP MTN 4.833000% 01/16/2029                                            | CUSIP: 55261FAU8<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1001355.03   | 0.20%             | 2029-01-16      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| USAA AUTO OWNER TRUST                                                                      | USAA AUTO OWNER TRUST 2023-A USAOT 2023-A A3                                      | CUSIP: 90291VAC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    904994 | PA      | $910610.36    | 0.18%             | 2028-05-15      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| CLOUD CAPITAL DATA CENTERS                                                                 | CLOUD CAPITAL HOLDCO LP CLDCD 2024-1A A2                                          | CUSIP: 102104AA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1015000 | PA      | $1016150.30   | 0.20%             | 2049-11-22      | Fixed         | 5.78%                 | Yes           |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                                                                   | ANGEL OAK MORTGAGE TRUST 2024-8 AOMT 2024-8 A1                                    | CUSIP: 03465QAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    380361 | PA      | $379262.84    | 0.07%             | 2069-05-27      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                        | EXP-IMP IMB 2.628000% 11/12/2026                                                  | CUSIP: 302155BA3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    960428 | PA      | $944840.86    | 0.19%             | 2026-11-12      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE REMICS FNR 2022-76 HC                                                  | CUSIP: 3136BPKR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1940408 | PA      | $1952457.00   | 0.38%             | 2043-12-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING LLC                                                                     | CHESAPEAKE FUNDING II LLC CFII 2023-1A A1                                         | CUSIP: 165183CU6<br>LEI: 549300LG5AUFDML64706 | Long             | ABS-MBS          |  | US        |    501081 | PA      | $503953.43    | 0.10%             | 2035-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                                   | CELANESE US HOLDINGS LLC 6.415000% 07/15/2027                                     | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    748000 | PA      | $755115.72    | 0.15%             | 2027-07-15      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                         | ORACLE CORP 2.300000% 03/25/2028                                                  | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    650000 | PA      | $614302.75    | 0.12%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOFTWARE, INC.                                                        | TAKE-TWO INTERACTIVE SOFTWARE INC 5.000000% 03/28/2026                            | CUSIP: 874054AJ8<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    725000 | PA      | $726943.09    | 0.14%             | 2026-03-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA DEV FIN AUTH HEALTH SYS REV                                                       | OKLAHOMA ST DEV FIN AUTH HLTHS OKLAHOMA DEVELOPMENT FINANCE AUTHORITY             | CUSIP: 67884XCR6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    600000 | PA      | $614527.92    | 0.12%             | 2028-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                                             | ING GROEP NV 144A 1.400000% 07/01/2026                                            | CUSIP: 456837AU7<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | NUSS              | NL        |   1250000 | PA      | $1242640.29   | 0.24%             | 2026-07-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST                                                     | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-2 SDART 2022-2 C                      | CUSIP: 80286MAE8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    980000 | PA      | $972250.16    | 0.19%             | 2029-07-16      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| CHI COMMERCIAL MORTGAGE TRUST                                                              | CHI COMMERCIAL MORTGAGE TRUST 2025-SFT CHI 2025-SFT XA                            | CUSIP: 16706GAC1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    975000 | PA      | $10449.47     | 0.00%             | 2042-04-15      | Floating      | 0.31%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                                    | BPCE SA 144A 6.612000% 10/19/2027                                                 | CUSIP: 05571AAQ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | NUSS              | FR        |   1125000 | PA      | $1155222.01   | 0.23%             | 2027-10-19      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| TESLA AUTO LEASE TRUST                                                                     | TESLA AUTO LEASE TRUST 2023-A TESLA 2023-A A4                                     | CUSIP: 88167PAD0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2500000 | PA      | $2506117.50   | 0.49%             | 2027-07-20      | Fixed         | 5.94%                 | Yes           |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES OWNER TRUST                                                         | HONDA AUTO RECEIVABLES 2024-1 OWNER TRUST HAROT 2024-1 A4                         | CUSIP: 437918AD7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    880000 | PA      | $895223.47    | 0.18%             | 2030-05-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                             | BNP PARIBAS SA 144A 1.675000% 06/30/2027                                          | CUSIP: 09659W2Q6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | NUSS              | FR        |   1000000 | PA      | $966394.35    | 0.19%             | 2027-06-30      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-99 WA                           | CUSIP: 38380F3Q7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    101999 | PA      | $102457.83    | 0.02%             | 2032-12-20      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                                     | STANDARD CHARTERED PLC 144A 6.170000% 01/09/2027                                  | CUSIP: 853254CQ1<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | NUSS              | GB        |    700000 | PA      | $706109.84    | 0.14%             | 2027-01-09      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank N.V.                                                                         | ABN AMRO BANK NV 144A 6.339000% 09/18/2027                                        | CUSIP: 00084DBA7<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | NUSS              | NL        |   1200000 | PA      | $1226168.53   | 0.24%             | 2027-09-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| CHICAGO ILL HSG AUTH                                                                       | CHICAGO IL HSG AUTH CHICAGO HOUSING AUTHORITY                                     | CUSIP: 16753QAZ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $249081.25    | 0.05%             | 2026-01-01      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| VIVINT SOLAR FINANCING V LLC                                                               | VIVINT SOLAR FINANCING VII LLC VSLR 2020-1A B                                     | CUSIP: 92855HAB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    850949 | PA      | $678130.88    | 0.13%             | 2051-07-31      | Fixed         | 3.22%                 | Yes           |                  2 | On Loan: No      |
| EMERA US FINANCE LP                                                                        | EMERA US FINANCE LP 3.550000% 06/15/2026                                          | CUSIP: 29103DAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1025000 | PA      | $1009049.76   | 0.20%             | 2026-06-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST                                                      | GM FINANCIAL AUTOMOBILE LEASING TRUST 2023-1 GMALT 2023-1 A4                      | CUSIP: 362541AE4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $1000461.60   | 0.20%             | 2027-01-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                    | HYUNDAI CAPITAL AMERICA 144A 5.950000% 09/21/2026                                 | CUSIP: 44891ACM7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    750000 | PA      | $761402.41    | 0.15%             | 2026-09-21      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2011-57 BA                           | CUSIP: 38377UM21<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      5409 | PA      | $5381.26      | 0.00%             | 2040-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kommuninvest i Sverige Aktiebolag                                                          | KOMMUNINVEST I SVERIGE AB 144A 4.625000% 09/29/2028                               | CUSIP: 50046PCG8<br>LEI: EV2XZWMLLXF2QRX0CD47 | Long             | DBT              | NUSS              | SE        |   1000000 | PA      | $1030220.25   | 0.20%             | 2028-09-29      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                              | GOLDMAN SACHS GROUP INC/THE 3.850000% 01/26/2027                                  | CUSIP: 38141GWB6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1164680.52   | 0.23%             | 2027-01-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                                                     | GENERAL MOTORS FINANCIAL CO INC 5.400000% 05/08/2027                              | CUSIP: 37045XEQ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1009721.68   | 0.20%             | 2027-05-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-04-30

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

**Signature:** Paul Ainslie

**Name of Signer:** Paul Ainslie

**Title:** CCO