# EDGAR Filing Document

**Accession Number:** 0001872555
**File Stem:** 0002048251-25-003838
**Filing Date:** 2025-12
**Character Count:** 168570
**Document Hash:** 0e6d284063efe8df288869469bef7123
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002048251-25-003838.hdr.sgml**: 20251229

**ACCESSION NUMBER**: 0002048251-25-003838

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251229

**DATE AS OF CHANGE**: 20251229

**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:** 251610280

**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 OPPORTUNISTIC BOND FUND (Series ID: S000073782)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000230948 | Investor Shares      | CROVX           |
| C000230949 | Institutional Shares | CROSX           |

## 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 Opportunistic Bond Fund

- **b. EDGAR series identifier (if any):** S000073782

- **c. LEI of Series:** 549300IL4ZPE3K458K91

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

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

- **b. Date as of which information is reported:** 2025-10-31

**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:** $732095275.92

**Total Liabilities:** $908712.36

**Net Assets:** $731186563.56

**Cash Not Reported:** $109.95

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1152.26485884 | **1-Year:** -26096.55013179 | **5-Year:** -44149.38161362 | **10-Year:** -6123.34298344 | **30-Year:** -557.76797202

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

- **3-Month:** -1039.84715817 | **1-Year:** -13352.10822377 | **5-Year:** -22851.95629002 | **10-Year:** -12328.97006017 | **30-Year:** -2368.32474073

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000230949 | 0.31%                | 0.53%                | 0.89%                |
| Class ID C000230948 | 0.30%                | 0.51%                | 0.88%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1337889.72              | $-1837616.55                               |
| Month 2  | $621391.41               | $239803.18                                 |
| Month 3  | $226652.08               | $3121778.71                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| United States of America                                                                   | US TREASURY N/B 3.875000% 06/30/2030                                              | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  10950000 | PA      | $11028275.42  | 1.51%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL PLC                                                                 | ANGLO AMERICAN CAPITAL PLC 144A 2.625000% 09/10/2030                              | CUSIP: 034863AX8<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | NUSS              | ZA        |    200000 | PA      | $183795.29    | 0.03%             | 2030-09-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST                                                 | JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2015-C2 JPMBB 2015-C28 C               | CUSIP: 46644FAK7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    297770 | PA      | $293315.15    | 0.04%             | 2048-10-15      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| OCTANE RECEIVABLES TRUST                                                                   | OCTANE RECEIVABLES TRUST 2023-1 OCTL 2023-1A D                                    | CUSIP: 67571BAD5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1080000 | PA      | $1119144.28   | 0.15%             | 2030-03-20      | Fixed         | 7.76%                 | Yes           |                  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        |   2125000 | PA      | $2172814.75   | 0.30%             | 2029-11-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                                   | EUROPEAN INVESTMENT BANK 2.375000% 05/24/2027                                     | CUSIP: 298785HM1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   1253000 | PA      | $1228129.75   | 0.17%             | 2027-05-24      | Fixed         | 2.38%                 | 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        |    234358 | PA      | $23.44        | 0.00%             | 2029-12-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                               | BARCLAYS PLC 5.690000% 03/12/2030                                                 | CUSIP: 06738ECR4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | NUSS              | GB        |    610000 | PA      | $633282.44    | 0.09%             | 2030-03-12      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                                                              | COMMONBOND STUDENT LOAN TRUST 2021-A-GS CBSLT 2021-AGS B                          | CUSIP: 20268WAB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    379217 | PA      | $294283.85    | 0.04%             | 2052-03-25      | Fixed         | 1.40%                 | Yes           |                  2 | On Loan: No      |
| MSWF COMMERCIAL MORTGAGE TRUST                                                             | MSWF COMMERCIAL MORTGAGE TRUST 2023-1 MSWF 2023-1 D                               | CUSIP: 55376CBL6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1550000 | PA      | $1214342.23   | 0.17%             | 2056-05-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| European Investment Bank                                                                   | EUROPEAN INVESTMENT BANK 3.250000% 11/15/2027                                     | CUSIP: 298785JT4<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    700000 | PA      | $694516.21    | 0.09%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PHILADELPHIA PA REDEV AUTH REV                                                             | PHILADELPHIA PA REDEV AUTH REDEVELOPMENT AUTHORITY OF THE CITY OF PHILADELPHI     | CUSIP: 717868KC6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    275000 | PA      | $279770.26    | 0.04%             | 2040-09-01      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| HUDSON YARDS MORTGAGE TRUST                                                                | HUDSON YARDS 2016-10HY MORTGAGE TRUST HY 2016-10HY A                              | CUSIP: 44421LAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $984173.40    | 0.13%             | 2038-08-10      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                                                      | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2025-609M WFCM 2025-609M A                  | CUSIP: 95004NAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $499375.00    | 0.07%             | 2042-08-15      | Floating      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST                                                        | EXETER AUTOMOBILE RECEIVABLES TRUST 2021-1 EART 2021-2A E                         | CUSIP: 30165XAG0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1190000 | PA      | $1182830.37   | 0.16%             | 2028-07-17      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| ENFIN RESIDENTIAL SOLAR RECEIVABLES TRUST                                                  | ENFIN RESIDENTIAL SOLAR RECEIVABLES TRUST 2024-2 ENFIN 2024-2A A                  | CUSIP: 29281EAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1814355 | PA      | $1739439.96   | 0.24%             | 2055-09-20      | Fixed         | 5.98%                 | Yes           |                  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        |   2000000 | PA      | $1980108.46   | 0.27%             | 2027-02-24      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST                                                        | EXETER AUTOMOBILE RECEIVABLES TRUST EART 2025-3A D                                | CUSIP: 30166XAF1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2040000 | PA      | $2054972.99   | 0.28%             | 2031-10-15      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST ENERGY RESH & DEV AUTH RESIDENTIAL CLEAN ENERGY & ENERGY EFFICIENCY FING GREEN | NEW YORK ST ENERGY RESEARCH & NEW YORK STATE ENERGY RESEARCH & DEVELOPMENT AUTHO  | CUSIP: 64985VBG0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $503209.00    | 0.07%             | 2028-04-01      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| PAGAYA POINT OF SALE HOLDINGS TRUST                                                        | PAGAYA POINT OF SALE HOLDINGS GRANTOR TRUST 2025-1 POSH 2025-1 D                  | CUSIP: 694952AH5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    760000 | PA      | $766464.56    | 0.10%             | 2034-01-20      | Fixed         | 6.74%                 | Yes           |                  2 | On Loan: No      |
| STWD MORTGAGE TRUST                                                                        | STWD 2021-LIH MORTGAGE TRUST STWD 2021-LIH AS                                     | CUSIP: 78486EAG3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    715000 | PA      | $714115.62    | 0.10%             | 2036-11-15      | Floating      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| DEERFIELD ILL                                                                              | DEERFIELD IL VILLAGE OF DEERFIELD IL                                              | CUSIP: 244415JP1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1249071.38   | 0.17%             | 2028-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                                                                 | AVIATION CAPITAL GROUP LLC 144A 6.375000% 07/15/2030                              | CUSIP: 05366DAA6<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1387385.39   | 0.19%             | 2030-07-15      | Fixed         | 6.38%                 | 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        |   1000000 | PA      | $1000534.68   | 0.14%             | 2026-01-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST                                                                 | CONSUMER PORTFOLIO SERVICES AUTO TRUST 2025-D CPS 2025-D D                        | CUSIP: 223936AD7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1035000 | PA      | $1036026.62   | 0.14%             | 2032-02-17      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA8489                                                      | CUSIP: 36179XNE2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    764465 | PA      | $751049.84    | 0.10%             | 2052-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                                                 | APPLE INC 3.000000% 06/20/2027                                                    | CUSIP: 037833CX6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1415000 | PA      | $1398244.28   | 0.19%             | 2027-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MARS, INCORPORATED                                                                         | MARS INC 144A 4.650000% 04/20/2031                                                | CUSIP: 571676AU9<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1017675.46   | 0.14%             | 2031-04-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING, LTD.                                                                 | MADISON PARK FUNDING XXXVI LTD MDPK 2019-36A D1RR                                 | CUSIP: 55819PBJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6000000 | PA      | $5930520.00   | 0.81%             | 2035-04-15      | Floating      | 6.45%                 | Yes           |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORPORATION                                                               | BLUE OWL CAPITAL CORP 2.875000% 06/11/2028                                        | CUSIP: 69121KAG9<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    810000 | PA      | $764883.21    | 0.10%             | 2028-06-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development                                      | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMEN VARIABLE RATE 03/31/2028       | CUSIP: 459058KR3<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $983168.00    | 0.13%             | 2028-03-31      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| CSAIL COMMERCIAL MORTGAGE TRUST                                                            | CSAIL 2021-C20 COMMERCIAL MORTGAGE TRUST CSAIL 2021-C20 C                         | CUSIP: 22945EBA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1200000 | PA      | $1021013.88   | 0.14%             | 2054-03-15      | Floating      | 3.71%                 | No            |                  2 | On Loan: No      |
| SIERRA TIMESHARE RECEIVABLES FUNDING LLC                                                   | SIERRA TIMESHARE 2025-3 RECEIVABLES FUNDING LLC SRFC 2025-3A C                    | CUSIP: 82650FAC1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1369000 | PA      | $1359425.49   | 0.19%             | 2044-08-22      | Fixed         | 4.98%                 | Yes           |                  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        |    500000 | PA      | $512841.95    | 0.07%             | 2042-04-15      | Floating      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 3.875000% 08/15/2034                                              | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  16820000 | PA      | $16625518.75  | 2.27%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST                                                        | CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-P6 CGCMT 2016-P6 AS                      | CUSIP: 17291EAY7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1400000 | PA      | $1334025.98   | 0.18%             | 2049-12-10      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                                     | ASIAN DEVELOPMENT BANK MTN 1.750000% 08/14/2026                                   | CUSIP: 045167DR1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   1165000 | PA      | $1145999.57   | 0.16%             | 2026-08-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST                                                               | PAGAYA AI DEBT GRANTOR TRUST 2025-R2 PAID 2025-R2 D                               | CUSIP: 69544VAD1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2510000 | PA      | $2510509.03   | 0.34%             | 2032-10-15      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA7768                                                      | CUSIP: 36179WTZ1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    418348 | PA      | $376462.30    | 0.05%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TRINITY RAIL LEASING LLC                                                                   | TRINITY RAIL LEASING 2025 LLC TRL 2025-1A A                                       | CUSIP: 89657MAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    250000 | PA      | $249177.95    | 0.03%             | 2055-10-19      | Fixed         | 5.09%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                        | BROWN BROTHERS HARRIMAN SWEEP INTEREST                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | US        |       775 | PA      | $774.69       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JERSEY MIKES FUNDING LLC                                                                   | JERSEY MIKE'S FUNDING LLC JMIKE 2019-1A A2                                        | CUSIP: 476681AA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1625250 | PA      | $1619908.13   | 0.22%             | 2050-02-15      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                                                             | CARVANA AUTO RECEIVABLES TRUST 2021-N2 CRVNA 2021-N2 C                            | CUSIP: 14686KAD9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    105454 | PA      | $102793.05    | 0.01%             | 2028-03-10      | Fixed         | 1.07%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 3.625000% 10/31/2030                                              | CUSIP: 91282CPD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  37850000 | PA      | $37711019.34  | 5.16%             | 2030-10-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                                 | VERUS SECURITIZATION TRUST 2021-1 VERUS 2021-1 A1                                 | CUSIP: 92537QAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    541598 | PA      | $487640.03    | 0.07%             | 2066-01-25      | Floating      | 0.82%                 | Yes           |                  2 | On Loan: No      |
| CHNGE MORTGAGE TRUST                                                                       | CHNGE MORTGAGE TRUST 2022-NQM1 CHNGE 2022-NQM1 A3                                 | CUSIP: 12569CAC5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    695382 | PA      | $693333.00    | 0.09%             | 2067-06-25      | Floating      | 5.82%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 3.625000% 09/30/2030                                              | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    939000 | PA      | $935038.59    | 0.13%             | 2030-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST                                                 | JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2017-C5 JPMDB 2017-C5 AS               | CUSIP: 46590TAJ4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2340000 | PA      | $2142884.72   | 0.29%             | 2050-03-15      | Floating      | 3.86%                 | No            |                  2 | On Loan: No      |
| SERVICEMASTER FUNDING LLC                                                                  | SERVICEMASTER FUNDING LLC SERV 2020-1 A2I                                         | CUSIP: 81761TAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    937960 | PA      | $885254.90    | 0.12%             | 2051-01-30      | Fixed         | 2.84%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                                                     | GENERAL MOTORS FINANCIAL CO INC 3.600000% 06/21/2030                              | CUSIP: 37045XCY0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1557945.63   | 0.21%             | 2030-06-21      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORPORATION                                                                  | EXPAND ENERGY CORP 5.375000% 03/15/2030                                           | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    620000 | PA      | $629102.31    | 0.09%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORPORATION.                                                                  | ARES CAPITAL CORP 2.875000% 06/15/2028                                            | CUSIP: 04010LBB8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    650000 | PA      | $618904.43    | 0.08%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AVENTURA MALL VENTURE                                                                      | AVENTURA MALL TRUST AVMT 2018-AVM D                                               | CUSIP: 05359AAJ2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1200000 | PA      | $1159683.36   | 0.16%             | 2040-07-05      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA9489                                                      | CUSIP: 36179YRJ5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2156691 | PA      | $2204621.50   | 0.30%             | 2054-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PATTERSON-UTI ENERGY, INC.                                                                 | PATTERSON-UTI ENERGY INC 3.950000% 02/01/2028                                     | CUSIP: 703481AB7<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1496772.22   | 0.20%             | 2028-02-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL PLC                                                                 | ANGLO AMERICAN CAPITAL PLC 144A 3.875000% 03/16/2029                              | CUSIP: 034863BB5<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | NUSS              | ZA        |    200000 | PA      | $196888.91    | 0.03%             | 2029-03-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                                                   | BENCHMARK 2025-V13 MORTGAGE TRUST BMARK 2025-V13 C                                | CUSIP: 08164AAN2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1750000 | PA      | $1763401.33   | 0.24%             | 2058-02-15      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 3.500000% 10/31/2027                                              | CUSIP: 91282CPE5<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    959000 | PA      | $957052.03    | 0.13%             | 2027-10-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BB BLUE FINANCING DESIGNATED ACTIVITY COMPANY                                              | BB BLUE FINANCING DAC 4.395000% 09/20/2029                                        | CUSIP: BZ1196170<br>LEI: 635400ZEZBP91CFF7965 | Long             | DBT              | NUSS              | IE        |   2500000 | PA      | $2436444.70   | 0.33%             | 2029-09-20      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| THE CHARLES SCHWAB CORPORATION                                                             | CHARLES SCHWAB CORP/THE 4.000000% MATURITY: PERPETUAL                             | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   2560000 | PA      | $2536681.22   | 0.35%             | 2174-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SERVPRO MASTER ISSUER, LLC                                                                 | SERVPRO MASTER ISSUER LLC SPRO 2019-1A A2                                         | CUSIP: 817743AA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1692000 | PA      | $1686475.11   | 0.23%             | 2049-10-25      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank N.V.                                                           | NEDERLANDSE WATERSCHAPSBANK NV 144A 1.000000% 05/28/2030                          | CUSIP: 63983TBU8<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |   1000000 | PA      | $882717.32    | 0.12%             | 2030-05-28      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA8647                                                      | CUSIP: 36179XTC0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    542632 | PA      | $543655.19    | 0.07%             | 2053-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                               | BARCLAYS PLC 5.674000% 03/12/2028                                                 | CUSIP: 06738ECP8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | NUSS              | GB        |    760000 | PA      | $773969.07    | 0.11%             | 2028-03-12      | Fixed         | 5.67%                 | 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      | $1012422.10   | 0.14%             | 2053-08-20      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| NJ TRUST                                                                                   | NJ TRUST 2023-GSP NJ 2023-GSP A                                                   | CUSIP: 65486XAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1500000 | PA      | $1571051.10   | 0.21%             | 2029-01-06      | Floating      | 6.70%                 | Yes           |                  2 | On Loan: No      |
| AS MILEAGE PLAN IP LTD.                                                                    | AS MILEAGE PLAN IP LTD 144A 5.021000% 10/20/2029                                  | CUSIP: 00218QAA8<br>LEI: N/A                  | Long             | DBT              | NUSS              | US        |   3205000 | PA      | $3194511.38   | 0.44%             | 2029-10-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC.                                                                      | FREEPORT-MCMORAN INC 5.250000% 09/01/2029                                         | CUSIP: 35671DCD5<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    810000 | PA      | $822996.52    | 0.11%             | 2029-09-01      | Fixed         | 5.25%                 | 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    | 0.12%             | 2033-07-01      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                               | UBS GROUP AG 5.125000% MATURITY: PERPETUAL                                        | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | NUSS              | CH        |   2140000 | PA      | $2131975.00   | 0.29%             | 2174-07-29      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SFAVE COMMERCIAL MORTGAGE SECURITIES TRUST                                                 | SFAVE COMMERCIAL MORTGAGE SECURITIES TRUST 2015-5A SFAVE 2015-5AVE A1             | CUSIP: 78413MAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    802500 | PA      | $690849.54    | 0.09%             | 2043-01-05      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| TESLA AUTO LEASE TRUST                                                                     | TESLA AUTO LEASE TRUST 2024-B TESLA 2024-B A3                                     | CUSIP: 881934AD5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $1003828.00   | 0.14%             | 2027-10-20      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                                        | FIFTH THIRD BANCORP 1.707000% 11/01/2027                                          | CUSIP: 316773DD9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    503000 | PA      | $490063.90    | 0.07%             | 2027-11-01      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| SUMIT MORTGAGE TRUST                                                                       | SUMIT 2022-BVUE MORTGAGE TRUST SUMMT 2022-BVUE A                                  | CUSIP: 865592AA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    660000 | PA      | $595028.87    | 0.08%             | 2041-02-12      | Fixed         | 2.79%                 | Yes           |                  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        |   1500000 | PA      | $1479168.74   | 0.20%             | 2026-04-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                                                   | BENCHMARK 2024-V6 MORTGAGE TRUST BMARK 2024-V6 D                                  | CUSIP: 081927AM7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1200000 | PA      | $1082566.92   | 0.15%             | 2057-03-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                                                      | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2024-SVEN WFCM 2024-SVEN A                  | CUSIP: 949937AA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1500000 | PA      | $1557907.65   | 0.21%             | 2037-06-10      | Fixed         | 6.01%                 | Yes           |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO LTD                                                             | GOLUB CAPITAL PARTNERS CLO 45M LTD GOCAP 2019-45A A1R                             | CUSIP: 381931AC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3400000 | PA      | $3395144.80   | 0.46%             | 2037-07-20      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Japan International Cooperation Agency                                                     | JAPAN INT'L COOP AGENCY 4.250000% 05/22/2030                                      | CUSIP: 47109LAJ3<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |    230000 | PA      | $233137.70    | 0.03%             | 2030-05-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                                      | ATHENE GLOBAL FUNDING 144A 5.583000% 01/09/2029                                   | CUSIP: 04685A3Q2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   2485000 | PA      | $2556862.55   | 0.35%             | 2029-01-09      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                             | CITIGROUP INC 4.000000% MATURITY: PERPETUAL                                       | CUSIP: 172967MU2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2960000 | PA      | $2954141.57   | 0.40%             | 2174-03-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST                                                                 | CPS AUTO RECEIVABLES TRUST 2023-B CPS 2023-B D                                    | CUSIP: 12664WAD3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1955000 | PA      | $1992989.76   | 0.27%             | 2029-07-16      | Fixed         | 6.34%                 | Yes           |                  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      | $983608.79    | 0.13%             | 2026-05-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                        | BROWN BROTHERS HARRIMAN SWEEP INTEREST                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | US        |   5347316 | PA      | $5347315.98   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| INTER AMERICAN DEVELOPMENT BANK                                                            | INTER-AMERICAN DEVELOPMENT BANK VARIABLE RATE 04/12/2027                          | CUSIP: 4581X0ED6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $1000875.09   | 0.14%             | 2027-04-12      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST                                                        | EXETER AUTOMOBILE RECEIVABLES TRUST 2024-5 EART 2024-5A D                         | CUSIP: 30165BAG8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1110000 | PA      | $1110739.93   | 0.15%             | 2031-02-18      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                                                      | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2025-1 WLAKE 2025-1A D                      | CUSIP: 96043VAH1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1435000 | PA      | $1455097.75   | 0.20%             | 2030-11-15      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                                                        | COMM 2022-HC MORTGAGE TRUST COMM 2022-HC C                                        | CUSIP: 12659DAG5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $472200.65    | 0.06%             | 2039-01-10      | Fixed         | 3.38%                 | 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      | $1037096.70   | 0.14%             | 2053-08-20      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| RFM RE-REMIC TRUST                                                                         | RFM REREMIC TRUST 2022-FRR1 RFM 2022-FRR1 AK64                                    | CUSIP: 74971BAY1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2100000 | PA      | $1994304.90   | 0.27%             | 2050-03-01      | Floating      | 2.81%                 | Yes           |                  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      | $984972.81    | 0.13%             | 2026-04-28      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME CORP.                                                               | BLUE OWL CREDIT INCOME CORP 7.750000% 01/15/2029                                  | CUSIP: 69120VAW1<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    955000 | PA      | $1017254.10   | 0.14%             | 2029-01-15      | Fixed         | 7.75%                 | No            |                  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      | $964941.11    | 0.13%             | 2026-12-21      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST                                                                    | MOSAIC SOLAR LOAN TRUST 2022-1 MSAIC 2022-1A B                                    | CUSIP: 61946QAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    973749 | PA      | $703696.26    | 0.10%             | 2053-01-20      | Fixed         | 3.16%                 | Yes           |                  2 | On Loan: No      |
| CFCRE COMMERCIAL MORTGAGE TRUST                                                            | CFCRE COMMERCIAL MORTGAGE TRUST 2016-C6 CFCRE 2016-C6 AM                          | CUSIP: 12532ABA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3005000 | PA      | $2920953.16   | 0.40%             | 2049-11-10      | Floating      | 3.50%                 | 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      | $2214828.22   | 0.30%             | 2027-10-13      | Fixed         | 6.30%                 | Yes           |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                              | GOLDMAN SACHS GROUP INC/THE 4.387000% 06/15/2027                                  | CUSIP: 38141GZT4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1000231.59   | 0.14%             | 2027-06-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO LTD                                                             | GOLUB CAPITAL PARTNERS CLO 47M LTD GOCAP 2020-47A A1AR                            | CUSIP: 381948AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1385000 | PA      | $1381195.41   | 0.19%             | 2037-08-05      | Floating      | 5.94%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST                                               | AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2025- ACAR 2025-4 D                  | CUSIP: 024948AG6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1515000 | PA      | $1513847.99   | 0.21%             | 2031-09-12      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 3.625000% 10/31/2030                                              | CUSIP: 91282CPD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    455000 | PA      | $453116.02    | 0.06%             | 2030-10-31      | Fixed         | 3.62%                 | 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      | $308954.70    | 0.04%             | 2054-06-20      | Fixed         | 6.19%                 | Yes           |                  2 | On Loan: No      |
| ONE BRYANT PARK TRUST                                                                      | ONE BRYANT PARK TRUST 2019-OBP OBP 2019-OBP A                                     | CUSIP: 68236JAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $922396.60    | 0.13%             | 2054-09-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| CF MORTGAGE TRUST                                                                          | CANTOR COMMERCIAL REAL ESTATE LENDING 2019-CF2 CF 2019-CF2 E                      | CUSIP: 12528YAV5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2000000 | PA      | $1498545.60   | 0.20%             | 2052-11-15      | Fixed         | 2.50%                 | 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        |    415000 | PA      | $420458.62    | 0.06%             | 2027-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BMO MORTGAGE TRUST                                                                         | BMO 2024-5C5 MORTGAGE TRUST BMO 2024-5C5 D                                        | CUSIP: 05593RAL6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1400000 | PA      | $1246815.36   | 0.17%             | 2057-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CAJUN GLOBAL LLC                                                                           | CAJUN GLOBAL LLC CAJUN 2021-1 A2                                                  | CUSIP: 12803VAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1443750 | PA      | $1423056.30   | 0.19%             | 2051-11-20      | Fixed         | 3.93%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA9780                                                      | CUSIP: 36179Y2M5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   7688949 | PA      | $7844746.05   | 1.07%             | 2054-07-20      | Fixed         | 6.00%                 | 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      | $2496093.75   | 0.34%             | 2039-01-17      | Floating      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Citibank National Association                                                              | CITIBANK NA 4.876000% 11/19/2027                                                  | CUSIP: 17325FBL1<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2013924.80   | 0.28%             | 2027-11-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MONTGOMERY CNTY MD HSG OPPTYS COMMN LTD OBLIG                                              | MONTGOMERY CNTY MD HSG OPPORTU MONTGOMERY COUNTY HOUSING OPPORTUNITIES COMMISSION | CUSIP: 61335AAE5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $255981.33    | 0.04%             | 2029-12-01      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| HUDSON YARDS MORTGAGE TRUST                                                                | HUDSON YARDS 2025-SPRL MORTGAGE TRUST HY 2025-SPRL D                              | CUSIP: 44855PAG3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2000000 | PA      | $2077073.40   | 0.28%             | 2040-01-13      | Floating      | 6.34%                 | Yes           |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST                                                               | DRIVE AUTO RECEIVABLES TRUST 2025-S1 DRIVE 2025-S1 R2                             | CUSIP: 26210HAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1887756 | PA      | $1896534.84   | 0.26%             | 2029-06-16      | Fixed         | 6.26%                 | Yes           |                  2 | On Loan: No      |
| LD Celulose International GmbH                                                             | LD CELULOSE INTERNATIONAL GMBH 144A 7.950000% 01/26/2032                          | CUSIP: 50206BAA0<br>LEI: 529900EHUSQJVOTP9J45 | Long             | DBT              | NUSS              | BR        |    200000 | PA      | $210442.83    | 0.03%             | 2032-01-26      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST                                                               | PAGAYA AI DEBT GRANTOR TRUST 2025-1 PAID 2025-1 D                                 | CUSIP: 69544NAE7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1019913 | PA      | $1024422.36   | 0.14%             | 2032-07-15      | Fixed         | 6.28%                 | Yes           |                  2 | On Loan: No      |
| SEMPRA                                                                                     | SEMPRA 6.625000% 04/01/2055                                                       | CUSIP: 816851BU2<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   2029000 | PA      | $2061472.12   | 0.28%             | 2055-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA8487                                                      | CUSIP: 36179XNC6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    203245 | PA      | $186465.75    | 0.03%             | 2052-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FUND                                                                 | ARES STRATEGIC INCOME FUND 5.700000% 03/15/2028                                   | CUSIP: 04020EAG2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |   2105000 | PA      | $2129526.70   | 0.29%             | 2028-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BMO MORTGAGE TRUST                                                                         | BMO 2023-C7 MORTGAGE TRUST BMO 2023-C7 C                                          | CUSIP: 05593FAK4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    250000 | PA      | $264755.35    | 0.04%             | 2056-12-15      | Floating      | 7.12%                 | 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        |    869741 | PA      | $797940.81    | 0.11%             | 2050-05-20      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST                                                               | PAGAYA AI DEBT GRANTOR TRUST 2024-11 PAID 2024-11 D                               | CUSIP: 69544AAD7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    944189 | PA      | $950103.62    | 0.13%             | 2032-07-15      | Fixed         | 6.31%                 | Yes           |                  2 | On Loan: No      |
| BBCMS TRUST                                                                                | BBCMS 2018-TALL MORTGAGE TRUST BBCMS 2018-TALL D                                  | CUSIP: 05548WAG2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $890000.00    | 0.12%             | 2037-03-15      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST                                                                                 | CSMC 2014-USA OA LLC CSMC 2014-USA A2                                             | CUSIP: 12649AAC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $910625.00    | 0.12%             | 2037-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST                                                                 | FLAGSHIP CREDIT AUTO TRUST 2022-1 FCAT 2022-1 D                                   | CUSIP: 33845VAG6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $934453.00    | 0.13%             | 2028-03-15      | Fixed         | 3.64%                 | Yes           |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE, LLC                                                   | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 144A 5.350000% 03/27/2030                 | CUSIP: 928668CQ3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | DE        |   2165000 | PA      | $2219920.83   | 0.30%             | 2030-03-27      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| SMURFIT KAPPA TREASURY UNLIMITED COMPANY                                                   | SMURFIT KAPPA TREASURY ULC 5.200000% 01/15/2030                                   | CUSIP: 83272GAD3<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | NUSS              | IE        |   2250000 | PA      | $2318622.75   | 0.32%             | 2030-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY FRN VARIABLE RATE 10/31/2026                                          | CUSIP: 91282CLT6<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  32680000 | PA      | $32686472.60  | 4.47%             | 2026-10-31      | Floating      | 3.97%                 | 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        |    430798 | PA      | $437027.90    | 0.06%             | 2028-03-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| XPLR INFRASTRUCTURE OPERATING PARTNERS, LP                                                 | XPLR INFRASTRUCTURE OPERATING PARTNERS LP 144A 7.250000% 01/15/2029               | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |   1016000 | PA      | $1044989.53   | 0.14%             | 2029-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE & CO.                                                                       | JPMORGAN CHASE & CO 6.070000% 10/22/2027                                          | CUSIP: 46647PDW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5089381.85   | 0.70%             | 2027-10-22      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                                                                 | GLS AUTO RECEIVABLES ISSUER TRUST 2021-1 GCAR 2021-1A E                           | CUSIP: 36261AAJ4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1571564 | PA      | $1570338.77   | 0.21%             | 2028-01-18      | Fixed         | 3.14%                 | Yes           |                  2 | On Loan: No      |
| AGL CLO LTD                                                                                | AGL CLO 16 LTD AGL 2021-16A DR                                                    | CUSIP: 00120LAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3100000 | PA      | $3072162.00   | 0.42%             | 2035-01-20      | Floating      | 6.28%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST                                                             | MORGAN STANLEY CAPITAL I TRUST 2018-L1 MSC 2018-L1 C                              | CUSIP: 61691QAK4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2455000 | PA      | $2266415.98   | 0.31%             | 2051-10-15      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| KEB Hana Bank                                                                              | KEB HANA BANK MTN VARIABLE RATE 10/21/2028                                        | CUSIP: 482466AH2<br>LEI: 6RPK2YDJN6L35AS0M510 | Long             | DBT              | NUSS              | KR        |    425000 | PA      | $426070.15    | 0.06%             | 2028-10-21      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| THE CONSERVATION FUND, A NONPROFIT CORPORATION                                             | CONSERVATION FUND A NONPROFIT CORP/THE 3.474000% 12/15/2029                       | CUSIP: 20848FAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2872645.53   | 0.39%             | 2029-12-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| FOUNDATION FINANCE TRUST                                                                   | FOUNDATION FINANCE TRUST 2023-2 FFIN 2023-2A C                                    | CUSIP: 35042RAC0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1330662 | PA      | $1386058.03   | 0.19%             | 2049-06-15      | Fixed         | 7.31%                 | Yes           |                  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        |    650632 | PA      | $640793.37    | 0.09%             | 2031-01-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LIMITED                                                                          | AIRCASTLE LTD / AIRCASTLE IRELAND DAC 144A 5.000000% 09/15/2030                   | CUSIP: 00929JAC0<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | NUSS              | US        |   1735000 | PA      | $1747341.96   | 0.24%             | 2030-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA9907                                                      | CUSIP: 36180AAG8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     78755 | PA      | $80296.71     | 0.01%             | 2054-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST                                                        | EXETER AUTOMOBILE RECEIVABLES TRUST 2022-6 EART 2022-6A D                         | CUSIP: 30168AAF9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3950000 | PA      | $4049833.09   | 0.55%             | 2029-04-06      | Fixed         | 8.03%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS LLC                                                         | NEUBERGER BERMAN LOAN ADVISERS CLO 35 LTD NEUB 2019-35A DR                        | CUSIP: 64133CAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3200000 | PA      | $3188009.60   | 0.44%             | 2033-01-19      | Floating      | 7.03%                 | Yes           |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL, INC.                                                                 | COREBRIDGE FINANCIAL INC 6.875000% 12/15/2052                                     | CUSIP: 21871XAP4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   4123000 | PA      | $4222601.00   | 0.58%             | 2052-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US 5YR NOTE (CBT) DEC25 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        49 | NC      | $5351335.94   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Kuntarahoitus Oyj                                                                          | KUNTARAHOITUS OYJ 144A 3.625000% 10/09/2029                                       | CUSIP: 62628PAG1<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |   1000000 | PA      | $994930.61    | 0.14%             | 2029-10-09      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BPR TRUST                                                                                  | BPR TRUST 2023-BRK2 BPR 2023-BRK2 C                                               | CUSIP: 05610WAE0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1500000 | PA      | $1559616.75   | 0.21%             | 2038-10-05      | Floating      | 8.63%                 | Yes           |                  2 | On Loan: No      |
| LPL HOLDINGS, INC.                                                                         | LPL HOLDINGS INC 5.150000% 06/15/2030                                             | CUSIP: 50212YAP9<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   3190000 | PA      | $3246690.10   | 0.44%             | 2030-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| METRONET INFRASTRUCTURE ISSUER LLC                                                         | METRONET INFRASTRUCTURE ISSUER LLC MNET 2025-2A A2                                | CUSIP: 59170JAX6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1935000 | PA      | $1957373.82   | 0.27%             | 2055-08-20      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| RFM RE-REMIC TRUST                                                                         | RFM REREMIC TRUST 2022-FRR1 RFM 2022-FRR1 AK55                                    | CUSIP: 74971BAA3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1640000 | PA      | $1605187.72   | 0.22%             | 2049-03-28      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATING, LLC                                                             | TERRAFORM POWER OPERATING, LLC 5/21/2029                                          | CUSIP: 88103NAL4<br>LEI: N/A                  | Long             | LON              |  | US        |   1620917 | PA      | $1615519.44   | 0.22%             | 2029-05-21      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST, INC.                                                              | STARWOOD PROPERTY TRUST INC 144A 6.000000% 04/15/2030                             | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    360000 | PA      | $367649.28    | 0.05%             | 2030-04-15      | Fixed         | 6.00%                 | 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      | $449165.03    | 0.06%             | 2036-11-15      | Floating      | 6.45%                 | Yes           |                  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        |    846145 | PA      | $867568.24    | 0.12%             | 2033-02-28      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST                                                                 | CONSUMER PORTFOLIO SERVICES AUTO TRUST 2025-A CPS 2025-A D                        | CUSIP: 12633SAD0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3520000 | PA      | $3558412.35   | 0.49%             | 2031-04-15      | Fixed         | 5.66%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                        | CLEARINGHOUSE COMMUNITY DEVELOPMENT FINANCIAL INST 7.000000% 10/15/2030           | CUSIP: 184917AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $988428.20    | 0.14%             | 2030-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ARIZONA INDL DEV AUTH REV                                                                  | ARIZONA ST INDL DEV AUTH REVEN ARIZONA INDUSTRIAL DEVELOPMENT AUTHORITY           | CUSIP: 04052AEM4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $506709.75    | 0.07%             | 2030-10-01      | Fixed         | 4.81%                 | 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      | $1012019.45   | 0.14%             | 2029-01-16      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MB0093                                                      | CUSIP: 3618N5C72<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3602366 | PA      | $3670214.23   | 0.50%             | 2054-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corporation                                                               | TRUIST FINANCIAL CORP MTN 7.161000% 10/30/2029                                    | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1965000 | PA      | $2123662.84   | 0.29%             | 2029-10-30      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| WLB Asset VII Pte. Ltd.                                                                    | WLB ASSET VII PTE LTD 144A 5.880000% 07/30/2029                                   | CUSIP: YM4883695<br>LEI: 254900606PGU4UDQPS56 | Long             | DBT              | NUSS              | MU        |    500000 | PA      | $501688.98    | 0.07%             | 2029-07-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                                               | NORFOLK SOUTHERN CORP 2.300000% 05/15/2031                                        | CUSIP: 655844CK2<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2255054.48   | 0.31%             | 2031-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| SOLAR STAR FUNDING, LLC                                                                    | SOLAR STAR FUNDING LLC 144A 3.950000% 06/30/2035                                  | CUSIP: 83416WAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    642820 | PA      | $615090.23    | 0.08%             | 2035-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                        | CREDIT AGRICOLE CORPORATE & INVESTMENT BANK SA MTN 4.570000% 08/25/2030           | CUSIP: 22534W5E4<br>LEI: N/A                  | Long             | DBT              | NUSS              | FR        |   2000000 | PA      | $1995249.50   | 0.27%             | 2030-08-25      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                               | BARCLAYS PLC 5.690000% 03/12/2030                                                 | CUSIP: 06738ECR4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | NUSS              | GB        |   1300000 | PA      | $1349146.58   | 0.18%             | 2030-03-12      | Fixed         | 5.69%                 | 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      | $1475699.93   | 0.20%             | 2030-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORPORATION TRUST                                                   | GS MORTGAGE SECURITIES CORP TRUST 2012-BWTR GSMS 2012-BWTR A                      | CUSIP: 36192RAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1669611 | PA      | $1446588.69   | 0.20%             | 2034-11-05      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY FRN VARIABLE RATE 04/30/2027                                          | CUSIP: 91282CMX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  26950000 | PA      | $26942278.56  | 3.68%             | 2027-04-30      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| OCTANE RECEIVABLES TRUST                                                                   | OCTANE RECEIVABLES TRUST 2023-3 OCTL 2023-3A D                                    | CUSIP: 67571CAE1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $1040555.40   | 0.14%             | 2029-09-20      | Fixed         | 7.58%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                               | BX COMMERCIAL MORTGAGE TRUST 2021-VOLT BX 2021-VOLT C                             | CUSIP: 05609VAJ4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1211035 | PA      | $1210287.47   | 0.17%             | 2036-09-15      | Floating      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| KfW                                                                                        | KREDITANSTALT FUER WIEDERAUFBAU 1.750000% 09/14/2029                              | CUSIP: 500769JD7<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |   1000000 | PA      | $930881.09    | 0.13%             | 2029-09-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                                           | OCCIDENTAL PETROLEUM CORP 5.200000% 08/01/2029                                    | CUSIP: 674599EJ0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1556892.33   | 0.21%             | 2029-08-01      | Fixed         | 5.20%                 | 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        |    600000 | PA      | $604471.32    | 0.08%             | 2028-06-20      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| ENEL Finance International N.V.                                                            | ENEL FINANCE INTERNATIONAL NV 144A 5.125000% 06/26/2029                           | CUSIP: 29278GBD9<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | NUSS              | IT        |   2000000 | PA      | $2048605.14   | 0.28%             | 2029-06-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                                                      | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2024-1 WLAKE 2024-1A D                      | CUSIP: 96043RAG2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1685000 | PA      | $1713159.05   | 0.23%             | 2029-10-15      | Fixed         | 6.02%                 | Yes           |                  2 | On Loan: No      |
| INTERNATIONAL FINANCE FACILITY FOR IMMUNISATION COMPANY                                    | INTERNATIONAL FINANCE FACILITY FOR IMMUNISATION CO 4.750000% 11/03/2025           | CUSIP: G4888VBR3<br>LEI: 549300ILK2NRULX3HX87 | Long             | DBT              | NUSS              | XX        |   1500000 | PA      | $1500000.00   | 0.21%             | 2025-11-03      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BBCMS TRUST                                                                                | BBCMS TRUST 2015-SRCH BBCMS 2015-SRCH B                                           | CUSIP: 05547HAJ0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $968092.60    | 0.13%             | 2035-08-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA9242                                                      | CUSIP: 36179YHT4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   4436428 | PA      | $4538753.76   | 0.62%             | 2053-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 3.375000% 09/15/2028                                              | CUSIP: 91282CNY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   3270000 | PA      | $3249051.56   | 0.44%             | 2028-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ATLANTICA SUSTAINABLE INFRASTRUCTURE GROUP PLC                                             | CALIFORNIA BUYER LTD / ATLANTICA SUSTAINABLE INFRA 6.375000% 02/15/2032           | CUSIP: 13005HAA8<br>LEI: 254900V5SMQ1UP1CLC26 | Long             | DBT              | NUSS              | GB        |    675000 | PA      | $682021.35    | 0.09%             | 2032-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Alcoa Nederland Holding B.V.                                                               | ALCOA NEDERLAND HOLDING BV 144A 7.125000% 03/15/2031                              | CUSIP: 013822AH4<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | NUSS              | US        |    685000 | PA      | $723996.37    | 0.10%             | 2031-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BMO MORTGAGE TRUST                                                                         | BMO 2024-5C8 MORTGAGE TRUST BMO 2024-5C8 D                                        | CUSIP: 09661XAL2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1200000 | PA      | $1078857.96   | 0.15%             | 2057-12-15      | Fixed         | 4.50%                 | 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        |   2500000 | PA      | $2518714.40   | 0.34%             | 2028-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| LA BANQUE TORONTO-DOMINION                                                                 | TORONTO-DOMINION BANK/THE 5.146000% 09/10/2034                                    | CUSIP: 89116CQJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | NUSS              | CA        |   2935000 | PA      | $2974293.78   | 0.41%             | 2034-09-10      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| DLIC RE-REMIC TRUST                                                                        | DLIC RE-REMIC TRUST 2025-FRR1 DLIC 2025-FRR1 CK57                                 | CUSIP: 255928AE3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1565000 | PA      | $1509957.07   | 0.21%             | 2049-08-25      | Floating      | 1.27%                 | Yes           |                  2 | On Loan: No      |
| NHP FOUNDATION (THE)                                                                       | NHP FOUNDATION/THE 5.850000% 12/01/2028                                           | CUSIP: 62925MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $260802.16    | 0.04%             | 2028-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST                                                        | EXETER AUTOMOBILE RECEIVABLES TRUST 2023-1 EART 2023-1A D                         | CUSIP: 30168BAF7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1680000 | PA      | $1706456.64   | 0.23%             | 2029-06-15      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                                                   | BENCHMARK 2025-V15 MORTGAGE TRUST BMARK 2025-V15 C                                | CUSIP: 08164CAH1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    410000 | PA      | $417904.84    | 0.06%             | 2058-06-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| HARDEES FUNDING LLC                                                                        | HARDEE'S FUNDING LLC HNGRY 2021-1A A2                                             | CUSIP: 411707AK8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1316562 | PA      | $1225106.83   | 0.17%             | 2051-06-20      | Fixed         | 2.87%                 | Yes           |                  2 | On Loan: No      |
| ERP OPERATING LIMITED PARTNERSHIP                                                          | ERP OPERATING LP 4.150000% 12/01/2028                                             | CUSIP: 26884ABK8<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1002971.06   | 0.14%             | 2028-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                                   | AMERICAN EXPRESS CO 3.550000% MATURITY: PERPETUAL                                 | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    360000 | PA      | $353281.79    | 0.05%             | 2174-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA8347                                                      | CUSIP: 36179XHY5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    358670 | PA      | $352542.44    | 0.05%             | 2052-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPSOL E&P CAPITAL MARKETS US LLC                                                          | REPSOL E&P CAPITAL MARKETS US LLC 144A 4.805000% 09/16/2028                       | CUSIP: 76026AAA5<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | ES        |   1305000 | PA      | $1307741.52   | 0.18%             | 2028-09-16      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                        | BROWN BROTHERS HARRIMAN SWEEP INTEREST                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | US        |   6812494 | PA      | $6812494.40   | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| European Investment Bank                                                                   | EUROPEAN INVESTMENT BANK 2.125000% 04/13/2026                                     | CUSIP: 298785HD1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $495992.37    | 0.07%             | 2026-04-13      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CALIF DEPT ARPTS CUSTOMER FAC CHARGE REV                                       | LOS ANGELES CA DEPT OF ARPTS C CITY OF LOS ANGELES DEPARTMENT OF AIRPORTS CUSTOME | CUSIP: 54445CAB9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $968355.80    | 0.13%             | 2030-05-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM LLC                                                             | SOFI CONSUMER LOAN PROGRAM 2025-4 TRUST SCLP 2025-4 D                             | CUSIP: 83405UAD2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2345000 | PA      | $2345450.24   | 0.32%             | 2035-08-25      | Fixed         | 5.27%                 | 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        |   1000000 | PA      | $1038576.34   | 0.14%             | 2029-05-02      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 0.625000% 08/15/2030                                              | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  55675000 | PA      | $48184972.66  | 6.59%             | 2030-08-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORPORATION.                                                                  | ARES CAPITAL CORP 7.000000% 01/15/2027                                            | CUSIP: 04010LBE2<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    240000 | PA      | $246490.92    | 0.03%             | 2027-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST                                                               | DRIVE AUTO RECEIVABLES TRUST 2025-2 DRIVE 2025-2 D                                | CUSIP: 262103AG9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1460000 | PA      | $1446551.06   | 0.20%             | 2032-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BBCMS TRUST                                                                                | BBCMS 2018-CHRS MORTGAGE TRUST BBCMS 2018-CHRS D                                  | CUSIP: 05491VAJ5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1500000 | PA      | $1347816.15   | 0.18%             | 2038-08-05      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST ENERGY RESH & DEV AUTH RESIDENTIAL CLEAN ENERGY & ENERGY EFFICIENCY FING GREEN | NEW YORK ST ENERGY RESEARCH & NEW YORK STATE ENERGY RESEARCH & DEVELOPMENT AUTHO  | CUSIP: 64985VAE6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    820000 | PA      | $820528.82    | 0.11%             | 2027-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                                                                 | GLS AUTO RECEIVABLES ISSUER TRUST 2022-3 GCAR 2022-3A D                           | CUSIP: 38014QAE6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $505593.00    | 0.07%             | 2028-06-15      | Fixed         | 6.42%                 | Yes           |                  2 | On Loan: No      |
| USAA CAPITAL CORPORATION                                                                   | USAA CAPITAL CORP 144A 2.125000% 05/01/2030                                       | CUSIP: 90327QD55<br>LEI: 5493007XLF4LU3U2W757 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2294959.40   | 0.31%             | 2030-05-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 3.500000% 10/15/2028                                              | CUSIP: 91282CPC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   2500000 | PA      | $2492382.80   | 0.34%             | 2028-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AGL CLO LTD                                                                                | AGL CLO 13 LTD AGL 2021-13A CR                                                    | CUSIP: 00120JAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1765000 | PA      | $1762746.10   | 0.24%             | 2034-10-20      | Floating      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| PORT LIONS ALASKA REV                                                                      | PORT LIONS AK REVENUE CITY OF PORT LIONS AK                                       | CUSIP: 734707AA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    380000 | PA      | $402634.85    | 0.06%             | 2032-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST                                                               | PAGAYA AI DEBT TRUST 2025-4 PAID 2025-4 D                                         | CUSIP: 69547DAE6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1120000 | PA      | $1128320.37   | 0.15%             | 2033-01-17      | Fixed         | 6.57%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                      | WELLS FARGO & CO 3.900000% MATURITY: PERPETUAL                                    | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1151386.65   | 0.16%             | 2174-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| TESLA SUSTAINABLE ENERGY TRUST                                                             | TESLA SUSTAINABLE ENERGY TRUST 2024-1 TSET 2024-1A A3                             | CUSIP: 88164AAC8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    865000 | PA      | $867556.25    | 0.12%             | 2050-06-20      | Fixed         | 5.29%                 | Yes           |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST                                                             | PAGAYA AI DEBT TRUST 2024-3 PAID 2024-3 C                                         | CUSIP: 69547XAC6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1094824 | PA      | $1103158.87   | 0.15%             | 2031-10-15      | Fixed         | 7.30%                 | Yes           |                  2 | On Loan: No      |
| CPTS MORTGAGE TRUST                                                                        | CENTURY PLAZA TOWERS 2019-CPT CPTS 2019-CPT A                                     | CUSIP: 12654YAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    530000 | PA      | $488851.28    | 0.07%             | 2039-11-13      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO LTD                                                             | GOLUB CAPITAL PARTNERS CLO 78M GOCAP 2025-78A C                                   | CUSIP: 381934AJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1230000 | PA      | $1207075.26   | 0.17%             | 2039-04-21      | Floating      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL, INC.                                                                 | PRUDENTIAL FINANCIAL INC MTN 1.500000% 03/10/2026                                 | CUSIP: 74432QCH6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $990594.95    | 0.14%             | 2026-03-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST                                                        | EXETER AUTOMOBILE RECEIVABLES TRUST 2021-1 EART 2021-2A D                         | CUSIP: 30165XAF2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    426879 | PA      | $423391.88    | 0.06%             | 2027-04-15      | Fixed         | 1.40%                 | No            |                  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      | $500679.87    | 0.07%             | 2026-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                                            | AVOLON HOLDINGS FUNDING LTD 144A 5.375000% 05/30/2030                             | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | NUSS              | IE        |   3925000 | PA      | $4026688.63   | 0.55%             | 2030-05-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| OMERS Finance Trust                                                                        | OMERS FINANCE TRUST 144A 3.500000% 04/19/2032                                     | CUSIP: 682142AG9<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | NUSS              | CA        |   1000000 | PA      | $960723.03    | 0.13%             | 2032-04-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BPR TRUST                                                                                  | BPR TRUST 2023-BRK2 BPR 2023-BRK2 A                                               | CUSIP: 05610WAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2100000 | PA      | $2195233.74   | 0.30%             | 2038-10-05      | Floating      | 7.15%                 | Yes           |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST                                                                 | CONSUMER PORTFOLIO SERVICES AUTO TRUST 2025-B CPS 2025-B D                        | CUSIP: 12630SAD3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2940000 | PA      | $2963472.37   | 0.41%             | 2031-07-15      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| HOTWIRE FUNDING LLC                                                                        | HOTWIRE FUNDING LLC HWIRE 2024-1A A2                                              | CUSIP: 44148JAH2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $507632.05    | 0.07%             | 2054-06-20      | Fixed         | 5.89%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA9906                                                      | CUSIP: 36180AAF0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    522081 | PA      | $527199.15    | 0.07%             | 2054-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UBS COMMERCIAL MORTGAGE TRUST                                                              | UBS COMMERCIAL MORTGAGE TRUST 2017-C3 UBSCM 2017-C3 C                             | CUSIP: 90276GAY8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1500000 | PA      | $1395471.00   | 0.19%             | 2050-08-15      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST                                                     | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-1 SDART 2025-1 D                      | CUSIP: 80288DAF3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    600000 | PA      | $605288.22    | 0.08%             | 2031-03-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| OWS CRE FDG I LLC                                                                          | OWS REAL ESTATE FINANCE LLC OWSCRE 2025-MARG2 A                                   | CUSIP: 67121XAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2310000 | PA      | $2309971.59   | 0.32%             | 2034-08-15      | Floating      | 8.03%                 | Yes           |                  2 | On Loan: No      |
| Truist Bank                                                                                | TRUIST BANK 4.632000% 09/17/2029                                                  | CUSIP: 07330MAC1<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2006041.08   | 0.27%             | 2029-09-17      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| OCTANE RECEIVABLES TRUST                                                                   | OCTANE RECEIVABLES TRUST 2023-2 OCTL 2023-2A D                                    | CUSIP: 67571QAE0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3779000 | PA      | $3916435.81   | 0.54%             | 2031-06-20      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| NYMT LOAN TRUST                                                                            | NYMT LOAN TRUST SERIES 2024-BPL2 NYMT 2024-BPL2 A1                                | CUSIP: 67120TAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1580000 | PA      | $1593747.58   | 0.22%             | 2039-05-25      | Fixed         | 6.51%                 | Yes           |                  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      | $508701.90    | 0.07%             | 2028-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| STARWOOD PROPERTY TRUST, INC.                                                              | STARWOOD PROPERTY TRUST INC 144A 5.250000% 10/15/2028                             | CUSIP: 85571BBF1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    180000 | PA      | $180626.58    | 0.02%             | 2028-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| International Development Association                                                      | INTERNATIONAL DEVELOPMENT ASSOCIATION 144A 4.000000% 06/11/2030                   | CUSIP: 45939E2E9<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | XX        |    450000 | PA      | $453734.46    | 0.06%             | 2030-06-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST                                                     | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-S1 SDART 2023-S1 R1                   | CUSIP: 80286QAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    613397 | PA      | $613923.57    | 0.08%             | 2028-04-18      | Fixed         | 8.14%                 | Yes           |                  2 | On Loan: No      |
| SEACUBE CONTAINER CLIF                                                                     | CLI FUNDING VI LLC CLIF 2020-1A A                                                 | CUSIP: 12563LAN7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    972806 | PA      | $913514.65    | 0.12%             | 2045-09-18      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| GUGGENHEIM MM CLO LTD.                                                                     | GUGGENHEIM MM CLO 2021-3 LTD GCF 2021-3A A                                        | CUSIP: 40170UAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3060000 | PA      | $3058007.94   | 0.42%             | 2034-01-21      | Floating      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| INTERNATIONAL FINANCE FACILITY FOR IMMUNISATION COMPANY                                    | INTERNATIONAL FINANCE FACILITY FOR IMMUNISATION CO 4.125000% 10/29/2027           | CUSIP: G4888VBS1<br>LEI: 549300ILK2NRULX3HX87 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $1006130.65   | 0.14%             | 2027-10-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST                                               | AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2023- ACAR 2023-1 D                  | CUSIP: 02530UAG3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2345000 | PA      | $2369380.03   | 0.32%             | 2029-04-12      | Fixed         | 6.35%                 | Yes           |                  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   | 0.34%             | 2029-02-01      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC MULTICLASS CERTIFICATES SERIES 2024-P0 FHMR 2024-P016 A2              | CUSIP: 3137HDJU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2500000 | PA      | $2527086.50   | 0.35%             | 2033-09-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST                                                                 | CPS AUTO RECEIVABLES TRUST 2023-D CPS 2023-D D                                    | CUSIP: 12598VAD6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3555000 | PA      | $3707005.76   | 0.51%             | 2030-01-15      | Fixed         | 7.80%                 | Yes           |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                                 | VERUS SECURITIZATION TRUST 2025-3 VERUS 2025-3 A3                                 | CUSIP: 924928AC8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1663492 | PA      | $1675173.38   | 0.23%             | 2070-05-25      | Fixed         | 5.93%                 | Yes           |                  2 | On Loan: No      |
| BBCMS TRUST                                                                                | BBCMS 2018-TALL MORTGAGE TRUST BBCMS 2018-TALL A                                  | CUSIP: 05548WAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1670000 | PA      | $1573975.00   | 0.22%             | 2037-03-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| WESTGATE RESORTS LLC                                                                       | WESTGATE RESORTS 2023-1 LLC WESTR 2023-1A C                                       | CUSIP: 96033EAC2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1079542 | PA      | $1101785.17   | 0.15%             | 2037-12-20      | Fixed         | 7.49%                 | Yes           |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST                                                               | PAGAYA AI DEBT GRANTOR TRUST 2024-10 PAID 2024-10 D                               | CUSIP: 69544MAD1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    996956 | PA      | $1003963.80   | 0.14%             | 2032-06-15      | Fixed         | 6.43%                 | Yes           |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST, INC.                                                              | STARWOOD PROPERTY TRUST INC 144A 7.250000% 04/01/2029                             | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    500000 | PA      | $526477.50    | 0.07%             | 2029-04-01      | Fixed         | 7.25%                 | 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        |    520000 | PA      | $523262.30    | 0.07%             | 2028-08-09      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA9907                                                      | CUSIP: 36180AAG8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   7355701 | PA      | $7500070.08   | 1.03%             | 2054-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MVW OWNER TRUST                                                                            | MVW 2024-2 LLC MVWOT 2024-2A C                                                    | CUSIP: 55389QAC1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    518807 | PA      | $510846.98    | 0.07%             | 2042-03-20      | Fixed         | 4.92%                 | 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      | $1044262.38   | 0.14%             | 2027-12-21      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| REPSOL E&P CAPITAL MARKETS US LLC                                                          | REPSOL E&P CAPITAL MARKETS US LLC 144A 5.204000% 09/16/2030                       | CUSIP: 76026AAB3<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | ES        |   1000000 | PA      | $1002646.92   | 0.14%             | 2030-09-16      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AGL CLO LTD                                                                                | AGL CLO 11 LTD AGL 2021-11A CR                                                    | CUSIP: 00851TAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1655000 | PA      | $1652808.78   | 0.23%             | 2038-10-15      | Floating      | 5.91%                 | Yes           |                  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        |    852616 | PA      | $790978.41    | 0.11%             | 2050-08-22      | Fixed         | 5.30%                 | Yes           |                  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        |    200000 | PA      | $203342.38    | 0.03%             | 2053-05-01      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN BM7558                                                         | CUSIP: 3140JCMG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1000000 | PA      | $1017338.21   | 0.14%             | 2029-07-01      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| NFE FINANCING LLC                                                                          | NFE FINANCING LLC MTN 12.000000% 11/15/2029                                       | CUSIP: 62909BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1917600 | PA      | $467326.18    | 0.06%             | 2029-11-15      | Fixed         | 12.00%                | No            |                  2 | On Loan: —       |
| VIVINT SOLAR FINANCING V LLC                                                               | VIVINT SOLAR FINANCING V LLC VSLR 2018-1A B                                       | CUSIP: 92854VAB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    109696 | PA      | $106528.24    | 0.01%             | 2048-04-30      | Fixed         | 7.37%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS, LTD.                                                          | OCTAGON INVESTMENT PARTNERS 26 LTD OCT26 2016-1A CR                               | CUSIP: 67590YAS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001600.00   | 0.14%             | 2030-07-15      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST                                                               | PAGAYA AI DEBT GRANTOR TRUST 2025-5 PAID 2025-5 D                                 | CUSIP: 69548WAE3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    720000 | PA      | $721789.63    | 0.10%             | 2033-03-15      | Fixed         | 5.87%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN POWER COMPANY                                                                     | SOUTHERN POWER CO 0.900000% 01/15/2026                                            | CUSIP: 843646AW0<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    880000 | PA      | $874071.94    | 0.12%             | 2026-01-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST                                                               | PAGAYA AI DEBT GRANTOR TRUST 2025-3 PAID 2025-3 D                                 | CUSIP: 69544TAE4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    959806 | PA      | $973939.45    | 0.13%             | 2032-12-15      | Fixed         | 6.99%                 | Yes           |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST                                                        | EXETER AUTOMOBILE RECEIVABLES TRUST 2024-1 EART 2024-1A D                         | CUSIP: 30167PAF7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1005000 | PA      | $1018279.67   | 0.14%             | 2030-06-17      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA9606                                                      | CUSIP: 36179YU77<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   5872765 | PA      | $5998345.59   | 0.82%             | 2054-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank N.V.                                                           | NEDERLANDSE WATERSCHAPSBANK NV 144A 4.375000% 02/28/2029                          | CUSIP: 63983TEJ0<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |    400000 | PA      | $407492.71    | 0.06%             | 2029-02-28      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.000000% 02/28/2030                                              | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  15350000 | PA      | $15545472.73  | 2.13%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OCTANE RECEIVABLES TRUST                                                                   | OCTANE RECIEVABLES TRUST 2024-RPT1 OCTL 2024-RPT1 R1                              | CUSIP: 67578QAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3875000 | PA      | $3874981.79   | 0.53%             | 2030-02-22      | Fixed         | 6.68%                 | Yes           |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                                   | JPN BANK FOR INT'L COOP 4.375000% 10/05/2027                                      | CUSIP: 471048CU0<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   2046000 | PA      | $2067225.16   | 0.28%             | 2027-10-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST                                                     | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-S2 SDART 2024-S2 R1                   | CUSIP: 80287MAB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1955697 | PA      | $1955510.41   | 0.27%             | 2028-12-16      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| SUNRUN NEPTUNE ISSUER LLC                                                                  | SUNRUN NEPTUNE ISSUER 2024-1 LLC SUNRN 2024-1A A                                  | CUSIP: 86773CAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1274414 | PA      | $1256753.38   | 0.17%             | 2055-02-01      | Fixed         | 6.27%                 | 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      | $843753.90    | 0.12%             | 2029-08-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                        | YMCA OF GREATER NEW YORK 5.184000% 08/01/2030                                     | CUSIP: 98425BAX4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $502577.19    | 0.07%             | 2030-08-01      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA8201                                                      | CUSIP: 36179XDE3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    317056 | PA      | $311786.62    | 0.04%             | 2052-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corporation                                                               | TRUIST FINANCIAL CORP 4.950000% MATURITY: PERPETUAL                               | CUSIP: 89832QAE9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   2055000 | PA      | $2052905.75   | 0.28%             | 2173-12-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST                                              | BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2025 BLAST 2025-2 D                 | CUSIP: 10807HAF3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3055000 | PA      | $3075832.96   | 0.42%             | 2031-03-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST                                                               | PAGAYA AI DEBT GRANTOR TRUST 2024-6 AND PAGAYA AI PAID 2024-6 C                   | CUSIP: 69548KAC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1239467 | PA      | $1249489.81   | 0.17%             | 2031-11-15      | Fixed         | 7.07%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA7989                                                      | CUSIP: 36179W2W7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    538291 | PA      | $495726.87    | 0.07%             | 2052-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC FIN AUTH WIS REV                                                                    | PUBLIC FIN AUTH WI REVENUE PUBLIC FINANCE AUTHORITY                               | CUSIP: 74442PG25<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $505276.10    | 0.07%             | 2029-07-01      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| LV TRUST                                                                                   | FASHION SHOW MALL LLC LV 2024-SHOW C                                              | CUSIP: 50245XAE7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2300000 | PA      | $2314092.79   | 0.32%             | 2041-10-10      | Floating      | 6.07%                 | Yes           |                  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        |    892391 | PA      | $907038.68    | 0.12%             | 2028-12-10      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                               | UBS GROUP AG 144A 3.875000% MATURITY: PERPETUAL                                   | CUSIP: 902613AG3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | NUSS              | CH        |   1590000 | PA      | $1569459.43   | 0.21%             | 2173-12-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| Santander Holdings USA, Inc.                                                               | SANTANDER HOLDINGS USA INC 5.353000% 09/06/2030                                   | CUSIP: 80282KBM7<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    785000 | PA      | $799402.76    | 0.11%             | 2030-09-06      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST                                               | AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2024- ACAR 2024-1 D                  | CUSIP: 02531AAG6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1630000 | PA      | $1650090.08   | 0.23%             | 2030-05-13      | Fixed         | 5.86%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                                                      | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-C35 WFCM 2016-C35 C                    | CUSIP: 95000FAZ9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2000000 | PA      | $1964608.20   | 0.27%             | 2048-07-15      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| BBCMS TRUST                                                                                | BBCMS 2018-TALL MORTGAGE TRUST BBCMS 2018-TALL C                                  | CUSIP: 05548WAE7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2400000 | PA      | $2184000.00   | 0.30%             | 2037-03-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST                                                                 | CPS AUTO RECEIVABLES TRUST 2023-A CPS 2023-A D                                    | CUSIP: 12664LAD7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1800000 | PA      | $1829452.86   | 0.25%             | 2029-04-16      | Fixed         | 6.44%                 | Yes           |                  2 | On Loan: No      |
| MVW OWNER TRUST                                                                            | MVW 2024-1 LLC MVWOT 2024-1A C                                                    | CUSIP: 62847RAC1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    708763 | PA      | $721260.18    | 0.10%             | 2043-02-20      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| FIVE MORTGAGE TRUST                                                                        | FIVE 2023-V1 MORTGAGE TRUST F1VE 2023-V1 C                                        | CUSIP: 337964AG5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2223000 | PA      | $2242849.83   | 0.31%             | 2056-02-10      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC MULTIFAMILY ML CERTIFICATES FRETE 2023-ML18 XCA                       | CUSIP: 3137HASR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  23051654 | PA      | $2428445.63   | 0.33%             | 2037-09-25      | Floating      | 1.44%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                                      | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 4.200000% 03/15/2028           | CUSIP: 161175BK9<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    310000 | PA      | $308257.61    | 0.04%             | 2028-03-15      | Fixed         | 4.20%                 | 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        |    200551 | PA      | $191544.65    | 0.03%             | 2029-10-15      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                                                                 | GLS AUTO RECEIVABLES ISSUER TRUST 2025-2 GCAR 2025-2A D                           | CUSIP: 37989BAL6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1001000 | PA      | $1010502.59   | 0.14%             | 2031-01-15      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC                                                  | SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC 5.026000% 10/01/2029                    | CUSIP: 83007CAD4<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | CA        |   1580000 | PA      | $1595602.94   | 0.22%             | 2029-10-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Vistra Zero Opt Co, LLC                                                                    | Vistra Zero Opt Co, LLC 3/20/2031                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    995000 | PA      | $973697.05    | 0.13%             | 2031-03-20      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA9363                                                      | CUSIP: 36179YML5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   4450292 | PA      | $4551692.57   | 0.62%             | 2053-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SWITCH ABS ISSUER LLC                                                                      | SWITCH ABS ISSUER LLC SWTCH 2025-2A A21                                           | CUSIP: 871044AS2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1090000 | PA      | $1091003.89   | 0.15%             | 2055-10-25      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA9726                                                      | CUSIP: 36179YYX6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3181583 | PA      | $3246941.69   | 0.44%             | 2054-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC, INC.                                                                    | GOLUB CAPITAL BDC INC 2.500000% 08/24/2026                                        | CUSIP: 38173MAB8<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |   1610000 | PA      | $1581576.69   | 0.22%             | 2026-08-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST                                                                 | CPS AUTO RECEIVABLES TRUST 2022-C CPS 2022-C D                                    | CUSIP: 12664DAG8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $503775.25    | 0.07%             | 2030-04-15      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| FIVE MORTGAGE TRUST                                                                        | FIVE 2023-V1 MORTGAGE TRUST F1VE 2023-V1 D                                        | CUSIP: 337964AP5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    384000 | PA      | $366773.41    | 0.05%             | 2056-02-10      | Floating      | 6.30%                 | Yes           |                  2 | On Loan: No      |
| AVANGRID, INC.                                                                             | AVANGRID INC 3.800000% 06/01/2029                                                 | CUSIP: 05351WAB9<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1966130.98   | 0.27%             | 2029-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| GAM RE-REMIC TRUST                                                                         | GAM RE-REMIC TRUST 2021-FRR2 GAM 2021-FRR2 AK74                                   | CUSIP: 36459TBL9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1500000 | PA      | $1325422.50   | 0.18%             | 2051-09-27      | None          | 0.00%                 | 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      | $1022727.14   | 0.14%             | 2028-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CPTS MORTGAGE TRUST                                                                        | CENTURY PLAZA TOWERS 2019-CPT CPTS 2019-CPT B                                     | CUSIP: 12654YAE9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $913361.00    | 0.12%             | 2039-11-13      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA9669                                                      | CUSIP: 36179YW67<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3475064 | PA      | $3547424.38   | 0.49%             | 2054-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                        | BROWN BROTHERS HARRIMAN SWEEP INTEREST                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | US        |   1206448 | PA      | $1206447.62   | 0.16%             |  |  |  | No            |                  1 | 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      | $2365069.39   | 0.32%             | 2027-03-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.250000% 08/15/2035                                              | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  12450000 | PA      | $12605625.00  | 1.72%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST                                                          | AFFIRM ASSET SECURITIZATION TRUST 2024-X2 AFFRM 2024-X2 D                         | CUSIP: 00833QAD7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    710000 | PA      | $715208.49    | 0.10%             | 2029-12-17      | Fixed         | 6.08%                 | Yes           |                  2 | On Loan: No      |
| OMERS Finance Trust                                                                        | OMERS FINANCE TRUST 3.500000% 04/19/2032                                          | CUSIP: C68012AF7<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | NUSS              | CA        |   1000000 | PA      | $960723.03    | 0.13%             | 2032-04-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA9306                                                      | CUSIP: 36179YKT0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   5357110 | PA      | $5490602.37   | 0.75%             | 2053-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                                                                 | GLS AUTO RECEIVABLES ISSUER TRUST 2023-2 GCAR 2023-2A D                           | CUSIP: 379928AJ3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    430000 | PA      | $440138.58    | 0.06%             | 2029-03-15      | Fixed         | 6.31%                 | Yes           |                  2 | On Loan: No      |
| OAKTREE STRATEGIC CREDIT FUND                                                              | OAKTREE STRATEGIC CREDIT FUND 8.400000% 11/14/2028                                | CUSIP: 67403AAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1415000 | PA      | $1525134.37   | 0.21%             | 2028-11-14      | Fixed         | 8.40%                 | No            |                  2 | On Loan: No      |
| LTR INTERMEDIATE HOLDINGS, INC.                                                            | LTR INTERMEDIATE HOLDINGS, INC. 5/5/2028                                          | CUSIP: 50219UAB1<br>LEI: N/A                  | Long             | LON              |  | US        |    247416 | PA      | $247416.03    | 0.03%             | 2028-05-05      | Floating      | 9.46%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                               | UBS GROUP AG 144A 5.617000% 09/13/2030                                            | CUSIP: 902613BL1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | NUSS              | CH        |   2000000 | PA      | $2089475.36   | 0.29%             | 2030-09-13      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST                                                               | PAGAYA AI DEBT GRANTOR TRUST 2024-9 PAID 2024-9 D                                 | CUSIP: 69546QAD0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1141123 | PA      | $1147247.20   | 0.16%             | 2032-03-15      | Fixed         | 6.17%                 | Yes           |                  2 | On Loan: No      |
| BARINGS PRIVATE CREDIT CORP CLO LTD                                                        | BARINGS PRIVATE CREDIT CORP CLO 2023-1 LTD BPCC 2023-1A A1AR                      | CUSIP: 067930AL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |   3255000 | PA      | $3247487.46   | 0.44%             | 2036-10-15      | Floating      | 5.53%                 | Yes           |                  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        |    399836 | PA      | $400123.60    | 0.05%             | 2027-01-20      | Fixed         | 4.79%                 | Yes           |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                                      | FOUNDRY JV HOLDCO LLC 144A 5.900000% 01/25/2033                                   | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3156396.54   | 0.43%             | 2033-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                                                      | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-C49 WFCM 2019-C49 D                    | CUSIP: 95001WAC2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1500000 | PA      | $1301509.20   | 0.18%             | 2052-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOLAR STAR FUNDING, LLC                                                                    | SOLAR STAR FUNDING LLC 144A 5.375000% 06/30/2035                                  | CUSIP: 83416WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    685651 | PA      | $706675.17    | 0.10%             | 2035-06-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                                      | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 6.100000% 06/01/2029           | CUSIP: 161175CQ5<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    810000 | PA      | $846748.50    | 0.12%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                                                 | MIDAMERICAN ENERGY CO 3.650000% 04/15/2029                                        | CUSIP: 595620AT2<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $989385.22    | 0.14%             | 2029-04-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL FUNDING MORTGAGE SECURITIES INCORPORATED                                       | HOME EQUITY LOAN TRUST 2006-HSA2 RFMS2 2006-HSA2 AI3                              | CUSIP: 76110VTP3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     40889 | PA      | $760.99       | 0.00%             | 2036-03-25      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| OCTANE RECEIVABLES TRUST                                                                   | OCTANE RECEIVABLES TRUST 2024-1 OCTL 2024-1A D                                    | CUSIP: 67571FAE4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1295000 | PA      | $1326097.35   | 0.18%             | 2030-10-21      | Fixed         | 6.43%                 | Yes           |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS, INC.                                                      | NEXTERA ENERGY CAPITAL HOLDINGS INC 6.700000% 09/01/2054                          | CUSIP: 65339KCW8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   3008000 | PA      | $3128452.35   | 0.43%             | 2054-09-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY, INC.                                                                   | CENTERPOINT ENERGY INC 7.000000% 02/15/2055                                       | CUSIP: 15189TBH9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1569016.50   | 0.21%             | 2055-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA8428                                                      | CUSIP: 36179XLH7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    694804 | PA      | $696688.00    | 0.10%             | 2052-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LA BANQUE TORONTO-DOMINION                                                                 | TORONTO-DOMINION BANK/THE 4.568000% 12/17/2026                                    | CUSIP: 89115A3A8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | NUSS              | CA        |   4820000 | PA      | $4846434.52   | 0.66%             | 2026-12-17      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| RIDE TRUST                                                                                 | RIDE 2025-SHRE RIDE 2025-SHRE D                                                   | CUSIP: 765692AG3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1310000 | PA      | $1341379.48   | 0.18%             | 2047-02-14      | Floating      | 6.75%                 | Yes           |                  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        |   1975000 | PA      | $18683.90     | 0.00%             | 2042-04-15      | Floating      | 0.30%                 | Yes           |                  2 | On Loan: No      |
| MAD COMMERCIAL MORTGAGE TRUST                                                              | MAD COMMERCIAL MORTGAGE TRUST 2025-11MD MAD 2025-11MD C                           | CUSIP: 55616AAE7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2730000 | PA      | $2748201.73   | 0.38%             | 2042-10-15      | Floating      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| COTY INC.                                                                                  | COTY INC/HFC PRESTIGE PRODUCTS INC/HFC PRESTIGE IN 6.625000% 07/15/2030           | CUSIP: 22207AAA0<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |    525000 | PA      | $537226.73    | 0.07%             | 2030-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING LTD                                                                           | CIFC FUNDING 2019-III LTD CIFC 2019-3A CR2                                        | CUSIP: 12554VBC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    895000 | PA      | $893851.72    | 0.12%             | 2038-01-16      | Floating      | 5.69%                 | 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      | $252291.26    | 0.03%             | 2027-01-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                              | FORD MOTOR CREDIT CO LLC 5.303000% 09/06/2029                                     | CUSIP: 345397G23<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    560000 | PA      | $561304.91    | 0.08%             | 2029-09-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| LIFE MORTGAGE TRUST                                                                        | LIFE 2021-BMR MORTGAGE TRUST LIFE 2021-BMR C                                      | CUSIP: 53218CAE0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     80100 | PA      | $79699.39     | 0.01%             | 2038-03-15      | Floating      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST                                                                    | MOSAIC SOLAR LOAN TRUST 2023-2 MSAIC 2023-2A C                                    | CUSIP: 61945WAC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $367185.60    | 0.05%             | 2053-09-22      | Fixed         | 8.18%                 | Yes           |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL, INC.                                                                 | PRUDENTIAL FINANCIAL INC 5.700000% 09/15/2048                                     | CUSIP: 744320BF8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   2115000 | PA      | $2140640.15   | 0.29%             | 2048-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                             | BNP PARIBAS SA 144A 5.176000% 01/09/2030                                          | CUSIP: 05581KAH4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | NUSS              | FR        |   2390000 | PA      | $2447380.96   | 0.33%             | 2030-01-09      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA8267                                                      | CUSIP: 36179XFG6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    856769 | PA      | $816592.10    | 0.11%             | 2052-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST                                                          | AFFIRM ASSET SECURITIZATION TRUST 2025-X1 AFFRM 2025-X1 D                         | CUSIP: 00834MAD5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1215000 | PA      | $1218378.43   | 0.17%             | 2030-04-15      | Fixed         | 6.11%                 | Yes           |                  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        |    807831 | PA      | $810286.12    | 0.11%             | 2027-06-21      | Fixed         | 5.30%                 | Yes           |                  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        |    500000 | PA      | $499807.45    | 0.07%             | 2026-01-01      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC.                                                                              | ALPHABET INC 1.100000% 08/15/2030                                                 | CUSIP: 02079KAD9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2191252.73   | 0.30%             | 2030-08-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| PUBLIC FIN AUTH WIS EDL FAC REV                                                            | PUBLIC FIN AUTH WI EDUCTNL FAC PUBLIC FINANCE AUTHORITY                           | CUSIP: 74443DMA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $506814.20    | 0.07%             | 2031-06-01      | Fixed         | 6.25%                 | 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        |   1500000 | PA      | $1460548.07   | 0.20%             | 2027-01-20      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY FRN VARIABLE RATE 07/31/2027                                          | CUSIP: 91282CNQ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  28620000 | PA      | $28614204.74  | 3.91%             | 2027-07-31      | Floating      | 3.92%                 | No            |                  2 | On Loan: No      |
| LIBERTY UTILITIES FINANCE GP1                                                              | LIBERTY UTILITIES FINANCE GP 1 144A 2.050000% 09/15/2030                          | CUSIP: 531546AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $895859.06    | 0.12%             | 2030-09-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| U.S. BANCORP                                                                               | US BANCORP 5.300000% MATURITY: PERPETUAL                                          | CUSIP: 902973AZ9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    985000 | PA      | $985095.55    | 0.13%             | 2174-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST                                               | AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2023- ACAR 2023-3 D                  | CUSIP: 02530EAG9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1450000 | PA      | $1478082.88   | 0.20%             | 2029-10-12      | Fixed         | 6.82%                 | Yes           |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                                           | OCCIDENTAL PETROLEUM CORP 5.200000% 08/01/2029                                    | CUSIP: 674599EJ0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    450000 | PA      | $459413.55    | 0.06%             | 2029-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corporation                                                               | TRUIST FINANCIAL CORP MTN 1.267000% 03/02/2027                                    | CUSIP: 89788MAD4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1634000 | PA      | $1617332.12   | 0.22%             | 2027-03-02      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| Citibank National Association                                                              | CITIBANK NA VARIABLE RATE 11/19/2027                                              | CUSIP: 17325FBM9<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1502826.44   | 0.21%             | 2027-11-19      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS, INC.                                                                    | ARROW ELECTRONICS INC 5.150000% 08/21/2029                                        | CUSIP: 04273WAF8<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1939604.61   | 0.27%             | 2029-08-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BBCMS TRUST                                                                                | BBCMS MORTGAGE TRUST 2024-5C25 BBCMS 2024-5C25 C                                  | CUSIP: 05554VAG5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    925000 | PA      | $947437.26    | 0.13%             | 2057-03-15      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                                                        | COMM 2022-HC MORTGAGE TRUST COMM 2022-HC A                                        | CUSIP: 12659DAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    386000 | PA      | $370473.27    | 0.05%             | 2039-01-10      | Fixed         | 2.82%                 | Yes           |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                                           | COMISION FEDERAL DE ELECTRICIDAD 144A 5.700000% 01/24/2030                        | CUSIP: 200447AN0<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | NUSS              | MX        |    525000 | PA      | $530502.73    | 0.07%             | 2030-01-24      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HUDSON YARDS MORTGAGE TRUST                                                                | HUDSON YARDS 2019-55HY MORTGAGE TRUST HY 2019-55HY D                              | CUSIP: 44421MAJ9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1500000 | PA      | $1346205.00   | 0.18%             | 2041-12-10      | Floating      | 2.94%                 | 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        |   2296670 | PA      | $2338001.63   | 0.32%             | 2033-06-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORPORATION                                                                   | STATE STREET INSTITUTIONAL INV TST US GVT INSTL                                   | CUSIP: 857492573<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | STIV             |  | US        |   3319116 | PA      | $3319116.00   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-10-31

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

**Signature:** Eileen Whitemiller

**Name of Signer:** Eileen Whitemiller

**Title:** Director