# EDGAR Filing Document

**Accession Number:** 0001587551
**File Stem:** 0000910472-26-008278
**Filing Date:** 2026-5
**Character Count:** 198944
**Document Hash:** 062b292aa7b1419a3900ac84d2ac0c5b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000910472-26-008278.hdr.sgml**: 20260529

**ACCESSION NUMBER**: 0000910472-26-008278

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260529

**DATE AS OF CHANGE**: 20260529

**PERIOD START**: 20261231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Capitol Series Trust
- **CENTRAL INDEX KEY:** 0001587551

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22895
- **FILM NUMBER:** 261039916

**BUSINESS ADDRESS:**
- **STREET 1:** 225 PICTORIA DRIVE
- **STREET 2:** SUITE 450
- **CITY:** CINCINNATI
- **STATE:** OH
- **ZIP:** 45246
- **BUSINESS PHONE:** 5135873447

**MAIL ADDRESS:**
- **STREET 1:** 225 PICTORIA DRIVE
- **STREET 2:** SUITE 450
- **CITY:** CINCINNATI
- **STATE:** OH
- **ZIP:** 45246

## Series and Classes Contracts Data

### Sterling Capital Enhanced Core Bond ETF (Series ID: S000090923)

| Class ID   | Class Name                              | Ticker Symbol   |
|:---|:---|:---|
| C000258312 | Sterling Capital Enhanced Core Bond ETF | SCEC            |

## Nport-Ex

Sterling

Capital

Enhanced

Core

Bond

ETF

Schedule

of

Investments

March

31,

2026

(Unaudited)

Shares

Fair

Value

PREFERRED

STOCKS

—

0.2%

ASSET

MANAGEMENT

—

0.2%

37,100

Apollo

Global

Management,

Inc.,

1.73%

$

943,453

TOTAL

PREFERRED

STOCKS

(Cost $966,538)

943,453

Principal

Amount

($)

Spread

Coupon

Rate

(%)

Maturity

Fair

Value

ASSET

BACKED

SECURITIES

—

30.5%

AUTO

LOAN

—

1.0%

617,000

Avis

Budget

Rental

Car

Funding

AESOP,

LLC Series

1A

A

(a) 5.3600 06/20/30

631,453

250,000

Avis

Budget

Rental

Car

Funding

AESOP,

LLC Series

3A

A

(a) 5.2300 12/20/30

254,582

155,000

Enterprise

Fleet

Financing

2024-3,

LLC Series

A4

(a) 5.0600 03/20/31

157,377

1,335,000

Hertz

Vehicle

Financing

III,

LLC Series

2A

A

(a) 5.4800 01/27/31

1,363,381

2,563,101

M&T

Bank

RV

Trust

2026-1 Series

1A

A

(a) 4.3500 01/15/46

2,540,593

60,203

Onemain

Direct

Auto

Receivables

Trust

2022-1 Series

1A

A1

(a) 4.6500 03/14/29

60,215

5,007,601

COLLATERALIZED

LOAN

OBLIGATIONS

—

3.2%

4,016,000

Ares

XLIV

CLO

Ltd. Series

44A

A1RR

(a)(b) TSFR3M

+

1.130BPS

4.8020 04/15/34

4,017,253

2,275,056

Carlyle

US

CLO

2017-3

Ltd. Series

3A

A1R2

3A

(a)(b) TSFR3M

+

1.400BPS

5.0700 10/21/37

2,276,000

2,673,000

Dryden

CLO

Ltd. Series

53A

BR

(a)(b) TSFR3M

+

1.300BPS

4.9720 01/15/31

2,669,990

4,182,000

LCM

Ltd. Series

33A

AR

(a)(b) TSFR3M

+

1.180BPS

4.8480 07/20/34

4,181,130

3,031,000

Neuberger

Berman

Loan

Advisers

CLO

Ltd. Series

41A

AR

(a)(b) TSFR3M

+

1.050BPS

4.7220 04/15/34

3,028,524

16,172,897

COLLATERALIZED

MORTGAGE

OBLIGATIONS

—

22.8%

2,656,000

Avis

Budget

Rental

Car

Funding

AESOP,

LLC Series

4A

A

(a) 4.7700 02/20/29

2,672,938

105,000

BANK

2020-BNK29 Series

BN29

A4

1.9970 11/15/53

92,500

200,000

BANK

2023-BNK46 Series

BNK46

A4

5.7450 08/15/56

208,337

1,390,000

BANK5

2023-5YR1 Series

5YR1

A3

6.2600 04/15/56

1,427,633

500,000

BANK5

2023-5YR2 Series

5YR2

A3

6.6560 07/15/56

519,264

4,311,000

BANK5

2023-5YR3 Series

5YR3

AS

7.3150 09/15/56

4,563,827

3,462,454

BANK5

2023-5YR4 Series

5YR4

A3

6.5000 12/15/56

3,597,710

494,000

BANK5

2023-5YR4 Series

5YR4

AS

7.2740 12/15/56

520,486

676,000

BANK5

2023-5YR4 Series

5YR4

B

7.6050 12/15/56

714,907

1,189,928

BANK5

2024-5YR5 Series

5YR5

A3

5.7020 02/15/29

1,220,706

987,000

BANK5

2024-5YR5 Series

5YR5

AS

6.2680 02/15/29

1,018,598

Sterling

Capital

Enhanced

Core

Bond

ETF

Schedule

of

Investments

(continued)

March

31,

2026

(Unaudited)

Principal

Amount

($)

Spread

Coupon

Rate

(%)

Maturity

Fair

Value

864,000

BANK5

2024-5YR9 Series

5YR9

AS

6.1820 08/15/57

$

893,460

3,804,000

BANK5

2025-5YR18 Series

5YR18

A3

5.1450 12/15/58

3,869,940

2,831,000

BANK5

2025-5YR19 Series

5YR19

A3

5.2700 12/15/30

2,893,935

1,082,000

BANK5

2026-5YR21 Series

5YR21

A3

5.5250 04/15/59

1,116,200

2,500,000

BANK5

Trust

2024-5YR6 Series

5YR6

A3

6.2250 05/15/57

2,602,070

2,915,000

BANK5

Trust

2024-5YR6 Series

5YR6

AS

6.7900 05/15/57

3,055,539

2,467,000

BBCMS

Mortgage

Trust

2024-5C25 Series

5C25

A3

5.9460 03/15/57

2,549,600

667,000

BBCMS

Mortgage

Trust

2024-5C25 Series

5C25

AS

6.3580 03/15/57

692,174

2,190,000

BBCMS

Mortgage

Trust

2025-5C36 Series

5C36

A3

5.5170 08/15/58

2,257,930

243,000

Benchmark

2018-B1

Mortgage

Trust Series

B1

AM

3.8780 01/15/51

235,736

325,000

Benchmark

2018-B2

Mortgage

Trust Series

B2

AS

4.0840 02/15/51

313,163

1,141,000

Benchmark

2023-V2

Mortgage

Trust Series

V2

A3

5.8120 05/15/55

1,165,961

285,000

Benchmark

2023-V2

Mortgage

Trust Series

V2

AS

6.5370 05/15/55

293,400

3,522,000

Benchmark

2023-V3

Mortgage

Trust Series

V3

A3

6.3630 07/15/56

3,644,509

2,949,000

Benchmark

2024-V5

Mortgage

Trust Series

V5

A3

5.8050 01/10/57

3,033,237

225,000

Benchmark

2024-V6

Mortgage

Trust Series

V6

A3

5.9260 03/15/57

232,338

2,232,000

Benchmark

2024-V6

Mortgage

Trust Series

V6

AS

6.3840 03/15/57

2,310,055

1,013,000

Benchmark

2024-V7

Mortgage

Trust Series

V7

A3

6.2280 05/15/56

1,056,270

653,000

Benchmark

2024-V7

Mortgage

Trust Series

V7

AS

6.5330 05/15/56

680,264

5,500,000

Benchmark

2024-V9

Mortgage

Trust Series

V9

A3

5.6020 08/15/57

5,645,933

916,000

Benchmark

2024-V9

Mortgage

Trust Series

V9

AS

6.0640 08/15/57

943,718

1,163,000

Benchmark

2025-V16

Mortgage

Trust Series

V16

A3

5.4390 08/15/57

1,194,780

1,579,000

Benchmark

2025-V19

Mortgage

Trust Series

V19

A3

5.2490 01/15/58

1,611,933

3,510,000

BMO

2023-5C1

Mortgage

Trust Series

5C1

A3

6.5340 08/15/56

3,633,555

180,000

BMO

2023-5C1

Mortgage

Trust Series

5C1

AS

7.1170 08/15/56

188,095

2,880,000

BMO

2025-5C12

Mortgage

Trust Series

5C12

A3

5.1800 10/15/58

2,926,535

Sterling

Capital

Enhanced

Core

Bond

ETF

Schedule

of

Investments

(continued)

March

31,

2026

(Unaudited)

Principal

Amount

($)

Spread

Coupon

Rate

(%)

Maturity

Fair

Value

1,878,000

BMO

2025-5C13

Mortgage

Trust Series

5C13

A3

5.2270 12/15/58

$

1,912,384

1,065,000

BX

2021-LBA3

Mortgage

Trust Series

PAC

A

(a)(b) TSFR1M

+

0.804BPS

4.5540 10/15/36

1,062,721

188,508

BX

Trust

2021-RISE Series

RISE

C

(a)(b) TSFR1M

+

1.564BPS

5.2370 11/15/36

188,507

285,000

CD

2016-CD2

Mortgage

Trust Series

CD2

A4

3.5260 11/10/49

280,067

1,606,000

CD

2017-CD3

Mortgage

Trust Series

CD3

A4

3.6310 02/10/50

1,572,022

377,000

CFCRE

Commercial

Mortgage

Trust

2016-

C7 Series

C7

A3

3.8380 12/10/26

374,791

2,000,000

Citigroup

Commercial

Mortgage

Trust

2018-

B2 Series

B2

A4

4.0090 03/10/51

1,980,086

1,300,000

COMM

2017-COR2

Mortgage

Trust Series

COR2

A3

3.5100 09/10/50

1,284,071

308,000

DBJPM

20-C9

Mortgage

Trust Series

C9

A5

1.9260 08/15/53

275,589

8,590,950

Freddie

Mac

REMICS Series

5243

B

3.5000 05/15/40

8,284,573

270,000

GS

Mortgage

Securities

Trust

2016-

GS4 Series

GS4

A4

3.4420 11/10/49

268,695

535,000

GS

Mortgage

Securities

Trust

2020-

GSA2 Series

GSA2

A5

2.0120 12/12/53

469,984

3,655,000

Hertz

Vehicle

Financing

III,

LLC Series

2A

A

(a) 5.5700 09/25/29

3,738,210

224,000

JP

Morgan

Chase

Commercial

Mortgage

Securities Series

JP4

A4

3.6480 12/15/49

222,275

598,000

JPMCC

Commercial

Mortgage

Securities

Trust Series

JP5

A5

3.7230 03/15/50

594,586

900,000

Morgan

Stanley

Bank

of

America

Merrill

Lynch

Trust Series

5C2

A3

5.1070 11/15/30

912,735

97,104

Morgan

Stanley

Bank

of

America

Merrill

Lynch

Trust Series

C29

A4

3.3250 05/15/49

96,246

300,000

Morgan

Stanley

Capital

I

2017-HR2 Series

HR2

A4

3.5870 12/15/50

295,306

1,622,000

Morgan

Stanley

Capital

I

Trust

2016-

BNK2 Series

BNK2

A4

3.0490 11/15/49

1,597,750

1,483,000

Morgan

Stanley

Capital

I

Trust

2018-

H3 Series

H3

A5

4.1770 07/15/51

1,472,586

4,500,000

OneMain

Direct

Auto

Receivables

Trust

2025-1 Series

1A

A

(a) 5.3600 04/16/35

4,607,030

3,556,903

Progress

Residential

2025-SFR1

Trust Series

SFR1

A

(a) 3.4000 02/17/42

3,388,290

2,964,110

SMB

Private

Education

Loan

Trust

2024-

A Series

A

A1A

(a) 5.2400 03/15/56

2,993,412

Sterling

Capital

Enhanced

Core

Bond

ETF

Schedule

of

Investments

(continued)

March

31,

2026

(Unaudited)

Principal

Amount

($)

Spread

Coupon

Rate

(%)

Maturity

Fair

Value

1,202,000

VDCM

Commercial

Mortgage

Trust

2025-

AZ Series

AZ

C

(a)(b) 5.4490 07/13/44

$

1,210,260

452,000

Wells

Fargo

Commercial

Mortgage

Trust

2017-C40 Series

C40

A4

3.5810 10/15/50

445,730

243,000

Wells

Fargo

Commercial

Mortgage

Trust

2017-C40 Series

C40

AS

3.8540 10/15/50

236,767

130,000

Wells

Fargo

Commercial

Mortgage

Trust

2020-C58 Series

C58

A4

2.0920 07/15/53

116,113

2,393,000

Wells

Fargo

Commercial

Mortgage

Trust

2025-5C5 Series

5C5

A3

5.5900 07/15/58

2,470,160

2,597,000

Wells

Fargo

Commercial

Mortgage

Trust

2025-5C6 Series

5C6

A3

5.1860 10/15/58

2,640,437

4,419,000

Wells

Fargo

Commercial

Mortgage

Trust

2025-5C7 Series

5C7

A3

(a) 5.2030 12/15/58

4,493,624

115,082,243

OTHER

ASSET

BACKED

SECURITIES

—

2.9%

4,463,000

Barings

Equipment

Finance,

LLC

2025-

A Series

A

A3

(a) 4.8200 08/13/32

4,531,911

424,383

MVW

2024-2,

LLC Series

2A

A

(a) 4.4300 03/20/42

422,752

1,950,000

OneMain

Financial

Issuance

Trust

2023-

1 Series

1A

A

(a) 5.5000 06/14/38

1,992,314

1,417,000

QTS

Issuer

A.B.S

II,

LLC Series

3A

A2

(a) 6.1560 01/05/56

1,418,690

2,837,000

Stack

Infrastructure

Issuer,

LLC Series

1A

A2

(a) 5.0000 05/25/50

2,799,262

859,000

Vantage

Data

Centers

Issuer,

LLC Series

2A

A2

(a) 5.2390 11/15/55

847,479

2,931,000

Vantage

Data

Centers,

LLC Series

1A

A2

(a) 5.1320 08/15/55

2,872,605

14,885,013

STUDENT

LOANS

—

0.6%

1,064,095

SMB

Private

Education

Loan

Trust

2024-

E Series

E

A1A

(a) 5.0900 10/16/56

1,073,018

1,828,000

SMB

Private

Education

Loan

Trust

2026-

A Series

A

A1A

(a) 4.6800 05/16/39

1,807,075

2,880,093

TOTAL

ASSET

BACKED

SECURITIES

(Cost $154,499,371)

154,027,847

Principal

Amount

($)

Spread

Coupon

Rate

(%)

Maturity

Fair

Value

COLLATERALIZED

LOAN

OBLIGATIONS

—

0.7%

CLO

—

0.7%

3,350,000

Barings

Clo

Ltd.

2021-III Series

3A

AR

(c) TSFR3M

+

1.130%

4.7980 01/18/35

3,348,412

TOTAL

COLLATERALIZED

LOAN

OBLIGATIONS

(Cost $3,355,759)

3,348,412

Sterling

Capital

Enhanced

Core

Bond

ETF

Schedule

of

Investments

(continued)

March

31,

2026

(Unaudited)

Principal

Amount

($)

Coupon

Rate

(%)

Maturity

Fair

Value

COLLATERALIZED

MORTGAGE

OBLIGATIONS

—

0.9%

230,645

Fannie

Mae

REMICS Series

QZ

4.0000 10/25/44

$

220,674

50,020

Fannie

Mae

REMICS

3.0000 01/25/45

47,148

199,199

Freddie

Mac

REMICS Series

3197

DZ

5.0000 08/15/36

201,500

1,400,000

Freddie

Mac

REMICS Series

4112

PB

4.0000 09/15/42

1,340,322

61,602

Freddie

Mac

REMICS Series

4427

KA

2.2500 07/15/44

58,218

766,702

Freddie

Mac

REMICS Series

5300

AB

5.5000 01/25/49

774,420

233,007

FRESB

2018-SB52

Mortgage

Trust Series

SB52

A10F

3.4480 06/25/28

229,998

792,639

Government

National

Mortgage

Association Series

AB

3.0000 07/20/49

709,912

1,038,335

Government

National

Mortgage

Association Series

GA

6.0000 04/20/50

1,064,363

4,646,555

TOTAL

COLLATERALIZED

MORTGAGE

OBLIGATIONS

(Cost $4,698,884)

4,646,555

Principal

Amount

($)

Spread

Coupon

Rate

(%)

Maturity

Fair

Value

CORPORATE

BONDS

—

32.7%

AEROSPACE

&

DEFENSE

—

0.9%

895,000

BAE

Systems

plc

(a) 5.1250 03/26/29

913,525

644,000

Boeing

Company

(The)

6.2980 05/01/29

676,276

1,073,000

Boeing

Company

(The)

5.7050 05/01/40

1,075,191

1,287,000

Honeywell

Aerospace,

Inc.

(a) 5.8520 03/16/66

1,277,587

489,000

Howmet

Aerospace,

Inc.

4.5500 11/15/32

482,862

4,425,441

ASSET

MANAGEMENT

—

1.7%

909,000

Apollo

Debt

Solutions

BDC

6.9000 04/13/29

930,490

665,000

Ares

Capital

Corporation

5.2500 04/12/31

643,226

604,000

Ares

Finance

Co.

III

LLC

(a)(b) H15T5Y

+

3.237BPS

4.1250 06/30/51

595,125

445,000

Ares

Management

Corporation

6.3750 11/10/28

462,724

1,045,000

BlackRock,

Inc.

1.9000 01/28/31

931,539

1,377,000

Blackstone

Secured

Lending

Fund

5.1250 01/31/31

1,319,687

466,000

Blue

Owl

Capital

Corporation

5.9500 03/15/29

460,571

1,297,000

Fortitude

Group

Holdings,

LLC

(a) 6.2500 04/01/30

1,321,526

675,000

Goldman

Sachs

Private

Credit

Corporation

(a) 5.8750 01/31/31

655,374

1,219,000

Golub

Capital

Private

Credit

Fund

(a) 5.6000 04/15/31

1,163,908

160,000

KKR

Group

Finance

Company

III,

LLC

(a) 5.1250 06/01/44

141,381

8,625,551

AUTOMOTIVE

—

0.1%

305,000

Hyundai

Capital

America

(a) 5.4000 06/23/32

310,567

BANKING

—

4.8%

Sterling

Capital

Enhanced

Core

Bond

ETF

Schedule

of

Investments

(continued)

March

31,

2026

(Unaudited)

Principal

Amount

($)

Spread

Coupon

Rate

(%)

Maturity

Fair

Value

1,953,000

Bank

of

America

Corporation

(b) SOFRRATE

+

2.160BPS

5.0150 07/22/33

$

1,965,193

853,000

Bank

of

America

Corporation

(b) SOFRRATE

+

1.910BPS

5.2880 04/25/34

863,691

1,136,000

Bank

of

America

Corporation

(b) SOFRRATE

+

1.697BPS

5.7440 02/12/36

1,156,030

842,000

Barclays

plc

(b) TSFR3M

+

3.054BPS

5.0880 06/20/30

845,034

1,270,000

Citigroup,

Inc.

(b) SOFRRATE

+

1.422BPS

2.9760 11/05/30

1,199,810

1,165,000

Citigroup,

Inc.

(b) H15T5Y

+

3.001BPS

6.6250 05/15/74

1,166,666

529,000

Citizens

Financial

Group,

Inc.

(b) SOFRRATE

+

2.010BPS

5.8410 01/23/30

544,866

924,000

Fifth

Third

Bancorp

(b) SOFRRATE

+

1.660BPS

4.3370 04/25/33

891,859

1,306,000

Fifth

Third

Bancorp

(b) SOFRRATE

+

1.240BPS

5.1410 01/29/37

1,272,761

629,000

Huntington

Bancshares,

Inc.

(b) SOFRRATE

+

2.020BPS

6.2080 08/21/29

652,609

247,000

Huntington

Bancshares,

Inc.

(b) SOFRINDX

+

1.870BPS

5.7090 02/02/35

252,122

722,000

JPMorgan

Chase

&

Co

(b) SOFRRATE

+

1.635BPS

5.5760 07/23/36

731,438

1,790,000

JPMorgan

Chase

&

Company

(b) SOFRRATE

+

1.310BPS

5.0120 01/23/30

1,815,297

1,220,000

JPMorgan

Chase

&

Company

(b) SOFRRATE

+

2.080BPS

4.9120 07/25/33

1,221,272

1,410,000

Macquarie

Group

Ltd.

(a)(b) SOFRRATE

+

1.440BPS

2.6910 06/23/32

1,266,562

597,000

Mitsubishi

UFJ

Financial

Group,

Inc.

(b) H15T1Y

+

0.970BPS

2.4940 10/13/32

528,154

722,000

Regions

Financial

Corporation

(b) SOFRRATE

+

2.060BPS

5.5020 09/06/35

723,283

873,000

Sumitomo

Mitsui

Financial

Group,

Inc.

2.1300 07/08/30

785,381

430,000

Sumitomo

Mitsui

Financial

Group,

Inc.

5.3340 03/03/41

417,200

1,002,000

Toronto-Dominion

Bank

(The)

(b) USSW5

+

2.205BPS

3.6250 09/15/31

996,316

563,000

US

Bancorp

(b) SOFRRATE

+

1.600BPS

4.8390 02/01/34

556,693

1,136,000

Wells

Fargo

&

Co.

(b) SOFRRATE

+

210.000BPS

4.8970 07/25/33

1,130,671

1,490,000

Wells

Fargo

&

Company

(b) TSFR3M

+

1.432BPS

2.8790 10/30/30

1,406,019

975,000

Wells

Fargo

&

Company

(b) SOFRRATE

+

2.530BPS

3.0680 04/30/41

732,461

Sterling

Capital

Enhanced

Core

Bond

ETF

Schedule

of

Investments

(continued)

March

31,

2026

(Unaudited)

Principal

Amount

($)

Spread

Coupon

Rate

(%)

Maturity

Fair

Value

1,104,000

Westpac

Banking

Corporation

(b) USISOA05

+

2.236BPS

4.3220 11/23/31

$

1,101,517

24,222,905

BEVERAGES

—

0.2%

925,000

Bacardi

Ltd.

/

Bacardi-Martini

BV

(a) 5.4000 06/15/33

916,712

BIOTECH

&

PHARMA

—

1.5%

1,193,000

Amgen,

Inc.

5.2500 03/02/30

1,225,301

1,250,000

BioMarin

Pharmaceutical,

Inc.

(a) 5.5000 02/15/34

1,231,577

765,000

CSL

Finance

plc

(a) 4.2500 04/27/32

740,536

719,000

Eli

Lilly

&

Company Series

X2

A

4.9000 02/12/32

735,225

712,000

Eli

Lilly

&

Company

5.5500 10/15/55

703,346

1,860,000

Organon

&

Company

/

Organon

Foreign

Debt

Co-Issuer

(a) 5.1250 04/30/31

1,517,731

1,128,000

Zoetis,

Inc.

5.0000 08/17/35

1,119,262

7,272,978

CABLE

&

SATELLITE

—

0.4%

1,528,000

CCO

Holdings,

LLC

/

CCO

Holdings

Capital

(a) 4.2500 01/15/34

1,308,615

527,000

Charter

Communications

Operating,

LLC

/

Charter

6.1000 06/01/29

546,003

1,854,618

COMMERCIAL

SUPPORT

SERVICES

—

0.2%

791,000

ADT

Security

Corporation

(The)

(a) 5.8750 10/15/33

766,874

500,000

GFL

Environmental

Holdings

US,

Inc.

(a) 5.5000 02/01/34

491,023

1,257,897

COMMUNICATIONS

—

0.2%

950,000

WULF

Compute,

LLC

(a) 7.7500 10/15/30

1,004,449

CONSTRUCTION

MATERIALS

—

0.2%

942,000

CRH

America

Finance,

Inc.

5.0000 02/09/36

925,212

88,000

Quikrete

Holdings,

Inc.

(a) 6.3750 03/01/32

89,298

1,014,510

E-COMMERCE

DISCRETIONARY

—

0.2%

1,038,000

Amazon.com,

Inc.

2.8750 05/12/41

765,410

294,000

Amazon.com,

Inc.

5.8000 03/13/56

293,971

1,059,381

ELECTRIC

UTILITIES

—

2.5%

1,336,000

Alpha

Generation,

LLC

(a) 6.2500 01/15/34

1,313,373

730,000

CenterPoint

Energy

Houston

Electric,

LLC

5.1500 03/01/34

739,216

815,000

CMS

Energy

Corporation

4.7000 03/31/43

691,804

949,000

DTE

Electric

Company

5.2500 05/15/35

962,907

1,036,000

Duke

Energy

Florida,

LLC

6.2000 11/15/53

1,085,590

1,291,000

Duke

Energy

Progress,

LLC

3.6000 09/15/47

944,092

1,203,000

Entergy

Louisiana,

LLC

5.7000 03/15/54

1,173,279

Sterling

Capital

Enhanced

Core

Bond

ETF

Schedule

of

Investments

(continued)

March

31,

2026

(Unaudited)

Principal

Amount

($)

Spread

Coupon

Rate

(%)

Maturity

Fair

Value

1,494,000

FirstEnergy

Transmission,

LLC

4.7500 01/15/33

$

1,472,791

224,000

Indiana

Michigan

Power

Company

4.5500 03/15/46

189,792

371,000

Nevada

Power

Company

(b) H15T5Y

+

1.936BPS

6.2500 05/15/55

371,146

945,000

NextEra

Energy

Capital

Holdings

Inc

2.4400 01/15/32

833,232

906,000

NRG

Energy,

Inc.

(a) 5.4070 10/15/35

889,275

720,000

Public

Service

Company

of

Colorado

5.3500 05/15/34

733,658

946,000

Sempra

3.8000 02/01/38

798,932

312,000

Virginia

Electric

and

Power

Company

4.9500 03/15/36

304,270

12,503,357

ELECTRICAL

EQUIPMENT

—

0.5%

1,499,000

Amphenol

Corporation

4.6250 02/15/36

1,450,197

1,280,000

Vertiv

Holdings

Company

4.8500 03/15/36

1,245,168

2,695,365

FOOD

—

0.4%

927,000

JBS

N.V./JBS

USA

Foods

Group

Holdings,

Inc./JBS

5.5000 01/15/36

928,006

1,369,000

Kraft

Heinz

Foods

Company

5.0000 06/04/42

1,204,867

2,132,873

GAS

&

WATER

UTILITIES

—

0.2%

953,000

KeySpan

Gas

East

Corporation

(a) 5.9940 03/06/33

995,877

HEALTH

CARE

FACILITIES

&

SERVICES

—

0.4%

769,000

CVS

Health

Corporation

6.0500 06/01/54

746,749

728,000

HCA,

Inc.

5.5000 06/01/33

742,821

667,000

IQVIA,

Inc.

6.2500 02/01/29

693,621

2,183,191

HOME

CONSTRUCTION

—

0.7%

478,000

DR

Horton,

Inc.

4.8500 10/15/30

482,113

484,000

Meritage

Homes

Corporation

(a) 3.8750 04/15/29

471,201

697,000

Meritage

Homes

Corporation

5.6500 03/15/35

696,591

1,206,000

New

Home

Company,

Inc.

(The)

(a) 9.2500 10/01/29

1,219,746

508,000

New

Home

Company,

Inc.

(The)

(a) 8.5000 11/01/30

497,368

3,367,019

INSTITUTIONAL

FINANCIAL

SERVICES

—

1.2%

858,000

Bank

of

New

York

Mellon

Corporation

(The)

(b) H15T5Y

+

2.034BPS

5.6250 06/20/74

840,857

618,000

Jane

Street

Group

/

JSG

Finance,

Inc.

(a) 7.1250 04/30/31

635,654

443,000

Jane

Street

Group

/

JSG

Finance,

Inc.

(a) 6.7500 05/01/33

449,768

867,000

Jefferies

Financial

Group,

Inc.

5.5000 02/15/36

832,652

1,594,000

Morgan

Stanley

(b) SOFRRATE

+

1.200BPS

2.5110 10/20/32

1,407,970

1,724,000

Morgan

Stanley

(b) SOFRRATE

+

1.870BPS

5.2500 04/21/34

1,729,998

Sterling

Capital

Enhanced

Core

Bond

ETF

Schedule

of

Investments

(continued)

March

31,

2026

(Unaudited)

Principal

Amount

($)

Spread

Coupon

Rate

(%)

Maturity

Fair

Value

429,000

Morgan

Stanley

(b) H15T5Y

+

1.170BPS

5.3140 01/18/41

$

414,332

6,311,231

INSURANCE

—

2.0%

748,000

American

National

Group,

Inc.

6.0000 07/15/35

729,751

1,456,000

Athene

Holding

Ltd.

5.8750 01/15/34

1,451,050

682,000

Athene

Holding

Ltd.

(b) H15T5Y

+

2.607BPS

6.6250 10/15/54

630,309

460,000

Constellation

Insurance,

Inc.

(a) 6.8000 01/24/30

460,904

531,000

Enstar

Group

Ltd.

3.1000 09/01/31

468,869

691,000

GA

Global

Funding

Trust

(a) 5.5000 01/08/29

699,679

1,004,000

Global

Atlantic

Fin

Company

(a) 6.7500 03/15/54

936,190

638,000

Lincoln

National

Corporation

5.3500 11/15/35

622,280

1,055,000

Panther

Escrow

Issuer,

LLC

(a) 7.1250 06/01/31

1,059,077

734,000

RGA

Global

Funding

(a) 5.0000 08/25/32

726,451

916,000

SBL

Holdings,

Inc.

(a) 7.2000 10/30/34

801,924

788,000

SBL

Holdings,

Inc.

(a)(b) H15T5Y

+

5.620BPS

6.5000 11/13/74

653,659

574,000

Transatlantic

Holdings,

Inc.

8.0000 11/30/39

695,076

9,935,219

INTERNET

MEDIA

&

SERVICES

—

0.6%

1,936,000

Beignet

Investor,

LLC

(a) 6.5810 05/30/49

1,992,010

764,000

Meta

Platforms,

Inc.

4.6000 11/15/32

756,763

528,000

Meta

Platforms,

Inc.

5.4000 08/15/54

478,614

3,227,387

LEISURE

FACILITIES

&

SERVICES

—

0.5%

1,231,000

Carnival

Corporation

(a) 5.7500 08/01/32

1,232,138

722,000

NCL

Corporation

Ltd.

(a) 6.7500 02/01/32

717,049

778,000

Royal

Caribbean

Cruises

Ltd.

5.2500 02/27/38

740,444

2,689,631

LEISURE

PRODUCTS

—

0.1%

247,000

Mattel,

Inc.

(a) 3.7500 04/01/29

238,956

484,000

Mattel,

Inc.

5.0000 11/17/30

481,194

720,150

MACHINERY

—

0.1%

707,000

Caterpillar,

Inc.

5.2000 05/15/35

724,550

MEDICAL

EQUIPMENT

&

DEVICES

—

0.3%

728,000

Baxter

International,

Inc.

2.5390 02/01/32

613,851

823,000

GE

HealthCare

Technologies,

Inc.

5.8570 03/15/30

859,057

1,472,908

METALS

&

MINING

—

0.7%

890,000

Anglo

American

Capital

plc

(a) 6.0000 04/05/54

867,765

1,795,000

Freeport-McMoRan,

Inc.

5.4500 03/15/43

1,699,671

Sterling

Capital

Enhanced

Core

Bond

ETF

Schedule

of

Investments

(continued)

March

31,

2026

(Unaudited)

Principal

Amount

($)

Spread

Coupon

Rate

(%)

Maturity

Fair

Value

966,000

Glencore

Funding,

LLC

(a) 5.6730 04/01/35

$

987,253

3,554,689

OIL

&

GAS

PRODUCERS

—

2.3%

538,000

Aker

BP

ASA

(a) 3.7500 01/15/30

517,128

737,000

APA

Corporation

6.7500 02/15/55

739,304

270,000

Cheniere

Energy,

Inc.

(a) 5.2000 07/30/36

267,347

487,000

Diamondback

Energy,

Inc.

5.4000 04/18/34

494,570

762,000

DT

Midstream,

Inc.

(a) 5.8000 12/15/34

782,859

737,000

Energy

Transfer,

L.P.

5.3500 01/15/36

732,157

858,000

Genesis

Energy,

L.P.

/

Genesis

Energy

Finance

6.7500 03/15/34

854,534

308,000

Hess

Midstream

Operations,

L.P.

(a) 5.8750 03/01/28

310,158

843,000

MPLX,

L.P.

4.5000 04/15/38

757,919

741,000

Ovintiv,

Inc.

6.2500 07/15/33

782,276

623,000

Permian

Resources

Operating

LLC

(a) 5.8750 07/01/29

624,078

685,000

Pioneer

Natural

Resources

Company

1.9000 08/15/30

616,887

708,000

Plains

All

American

Pipeline,

L.P.

/

PAA

Finance

5.6000 01/15/36

710,591

551,000

Sunoco,

L.P.

(a) 5.6250 07/15/34

542,953

348,000

Sunoco,

L.P.

/

Sunoco

Finance

Corporation

4.5000 05/15/29

339,581

994,000

Venture

Global

Plaquemines

LNG,

LLC

(a) 6.1250 12/15/30

1,022,802

570,000

Williams

Companies,

Inc.

(The)

5.1500 03/15/36

561,730

1,083,000

Woodside

Finance

Ltd.

6.0000 05/19/35

1,129,122

11,785,996

OIL

&

GAS

SERVICES

&

EQUIPMENT

—

0.2%

40,000

Archrock

Services,

L.P.

/

Archrock

Partners

(a) 6.0000 02/01/34

39,632

1,053,000

Baker

Hughes

Holdings,

LLC

/

Baker

Hughes

5.0000 06/15/36

1,034,246

1,073,878

REAL

ESTATE

INVESTMENT

TRUSTS

—

1.5%

194,000

American

Tower

Trust

#1 Series

2018-1

A

(a) 3.6520 03/23/28

190,993

879,000

Extra

Space

Storage,

L.P.

4.9500 01/15/33

869,240

328,000

Global

Net

Lease,

Inc.

(a) 4.5000 09/30/28

318,005

655,000

Global

Net

Lease,

Inc.

/

Global

Net

Lease

(a) 3.7500 12/15/27

635,135

999,000

Invitation

Homes

Operating

Partnership,

L.P.

4.1500 04/15/32

938,456

831,000

Iron

Mountain,

Inc.

(a) 4.5000 02/15/31

780,760

725,000

LXP

Industrial

Trust

2.7000 09/15/30

661,752

802,000

Phillips

Edison

Grocery

Center

Operating

4.9500 01/15/35

778,379

694,000

Prologis

Targeted

US

Logistics

Fund,

L.P.

(a) 5.5000 04/01/34

705,462

939,000

Store

Capital,

LLC

2.7500 11/18/30

845,855

755,000

Tanger

Properties,

L.P.

2.7500 09/01/31

674,575

7,398,612

RETAIL

-

CONSUMER

STAPLES

—

0.3%

Sterling

Capital

Enhanced

Core

Bond

ETF

Schedule

of

Investments

(continued)

March

31,

2026

(Unaudited)

Principal

Amount

($)

Spread

Coupon

Rate

(%)

Maturity

Fair

Value

45,000

Albertsons

Companies,

Inc.

/

Safeway,

Inc.

/

New

(a) 6.2500 03/15/33

$

45,338

1,257,000

Kroger

Company

(The)

5.0000 09/15/34

1,241,538

1,286,876

RETAIL

-

DISCRETIONARY

—

0.7%

938,000

Bath

&

Body

Works,

Inc.

6.8750 11/01/35

923,764

465,000

ERAC

USA

Finance,

LLC

(a) 5.2000 10/30/34

471,305

876,000

Lowe's

Companies,

Inc.

1.7000 10/15/30

772,191

676,000

Macy's

Retail

Holdings,

LLC

(a) 5.8750 03/15/30

671,701

751,000

O'Reilly

Automotive,

Inc.

5.1000 03/12/36

741,455

3,580,416

SEMICONDUCTORS

—

1.2%

1,138,000

Broadcom,

Inc.

(a) 4.9260 05/15/37

1,104,522

1,010,000

Entegris

Escrow

Corporation

(a) 4.7500 04/15/29

999,088

995,000

Foundry

JV

Holdco,

LLC

(a) 6.1500 01/25/32

1,039,508

311,000

Intel

Corporation

3.7340 12/08/47

217,514

841,000

Intel

Corporation

4.9000 08/05/52

687,593

908,000

Marvell

Technology,

Inc.

2.9500 04/15/31

833,622

1,206,000

Microchip

Technology,

Inc.

5.0500 02/15/30

1,216,767

6,098,614

SOFTWARE

—

0.6%

633,000

Oracle

Corporation

5.3500 05/04/33

616,438

1,115,000

Oracle

Corporation

5.8750 09/26/45

962,671

859,000

Oracle

Corporation

6.1250 08/03/65

715,105

701,000

Synopsys,

Inc.

5.0000 04/01/32

707,318

3,001,532

SPECIALTY

FINANCE

—

1.8%

674,000

AerCap

Ireland

Capital

DAC

6.1500 09/30/30

708,983

918,000

Aircastle

Ltd.

/

Aircastle

Ireland

DAC

(a) 5.0000 09/15/30

916,270

1,140,000

Ally

Financial,

Inc.

(b) SOFRRATE

+

1.730BPS

5.5430 01/17/31

1,148,308

724,000

American

Express

Company

(b) SOFRINDX

+

1.320BPS

5.4420 01/30/36

737,320

543,000

Capital

One

Financial

Corporation

(b) SOFRRATE

+

2.860BPS

6.3770 06/08/34

572,559

825,000

Ladder

Capital

Finance

Holdings

LLLP

/

Ladder

(a) 7.0000 07/15/31

853,381

417,000

OneMain

Finance

Corporation

7.8750 03/15/30

430,612

508,000

OneMain

Finance

Corporation

6.1250 05/15/30

497,091

430,000

OneMain

Finance

Corporation

7.1250 09/15/32

424,026

1,321,000

PennyMac

Financial

Services,

Inc.

(a) 6.7500 02/15/34

1,237,610

956,000

Starwood

Property

Trust,

Inc.

(a) 6.5000 10/15/30

970,200

767,000

Stonebriar

A.B.F

Issuer,

LLC

(a) 8.1250 12/15/30

793,313

9,289,673

Sterling

Capital

Enhanced

Core

Bond

ETF

Schedule

of

Investments

(continued)

March

31,

2026

(Unaudited)

Principal

Amount

($)

Spread

Coupon

Rate

(%)

Maturity

Fair

Value

STEEL

—

0.1%

508,000

Commercial

Metals

Company

(a) 5.7500 11/15/33

$

503,134

TECHNOLOGY

HARDWARE

—

0.6%

612,000

Dell

International,

LLC

/

EMC

Corporation

4.7500 10/06/32

603,516

970,000

Hewlett

Packard

Enterprise

Company

6.3500 10/15/45

969,403

749,000

Motorola

Solutions,

Inc.

4.8500 08/15/30

754,582

475,000

Motorola

Solutions,

Inc.

5.5500 08/15/35

485,809

2,813,310

TECHNOLOGY

SERVICES

—

0.1%

513,000

CACI

International,

Inc.

(a) 6.3750 06/15/33

522,550

235,000

S&P

Global,

Inc.

(a) 4.8000 12/04/35

230,391

752,941

TELECOMMUNICATIONS

—

1.5%

959,000

APLD

ComputeCo,

LLC

(a) 9.2500 12/15/30

988,923

720,000

AT&T,

Inc.

4.3000 02/15/30

715,563

1,570,000

AT&T,

Inc.

3.5000 06/01/41

1,218,690

977,000

Black

Pearl

Compute,

LLC

(a) 6.1250 02/15/31

995,609

969,000

Cipher

Compute,

LLC

(a) 7.1250 11/15/30

1,005,123

804,000

Sprint

Capital

Corporation

8.7500 03/15/32

956,417

1,155,000

T-Mobile

USA,

Inc.

6.0000 06/15/54

1,144,398

732,000

Verizon

Communications,

Inc.

5.8750 11/30/55

712,516

7,737,239

TOBACCO

&

CANNABIS

—

0.2%

1,030,000

B.A.T.

Capital

Corp.

6.4210 08/02/33

1,117,504

TRANSPORTATION

&

LOGISTICS

—

1.0%

742,733

American

Airlines,

Inc./AAdvantage

Loyalty

IP

Ltd.

(a) 5.7500 04/20/29

739,146

22,917

AMERICAN

AIRLINES,

INC./

AADVANTAGE

LOYALTY

IP

LTD.

(a) 5.5000 04/20/26

22,949

772,000

Burlington

Northern

Santa

Fe,

LLC

4.9500 09/15/41

738,319

1,030,000

Delta

Air

Lines,

Inc.

5.2500 07/10/30

1,037,220

540,000

Stonepeak

Nile

Parent,

LLC

(a) 7.2500 03/15/32

563,221

509,000

United

Airlines

Holdings,

Inc.

4.8750 03/01/29

499,116

882,000

United

Airlines,

Inc.

(a) 4.6250 04/15/29

865,929

4,465,900

TOTAL

CORPORATE

BONDS

(Cost $167,699,946)

165,384,081

Principal

Amount

($)

Coupon

Rate

(%)

Maturity

Fair

Value

U.S.

GOVERNMENT

&

AGENCIES

—

21.0%

8,045,872

Fannie

Mae

Pool

FA0642

2.5000 03/01/42

7,272,991

9,073,946

Fannie

Mae

Pool

FM8686

2.5000 09/01/51

7,824,946

5,250,656

Fannie

Mae

Pool

FS1133

4.0000 10/01/51

5,009,730

5,288,960

Fannie

Mae

Pool

CB6081

5.5000 04/01/53

5,353,551

Sterling

Capital

Enhanced

Core

Bond

ETF

Schedule

of

Investments

(continued)

March

31,

2026

(Unaudited)

Principal

Amount

($)

Coupon

Rate

(%)

Maturity

Fair

Value

3,637,155

Fannie

Mae

Pool

FA0202

5.5000 02/01/54

$

3,676,237

5,567,566

Fannie

Mae

Pool

CB8755

6.0000 06/01/54

5,714,307

7,285,965

Fannie

Mae

Pool

FS9801

5.5000 11/01/54

7,345,618

6,331,678

Freddie

Mac

Pool

SD6920

4.0000 04/01/47

6,114,500

9,514,921

Freddie

Mac

Pool

SD0739

3.5000 10/01/51

8,895,126

6,607,622

Freddie

Mac

Pool

SL0704

4.5000 03/01/53

6,438,017

5,624,211

Freddie

Mac

Pool

SL0448

4.5000 04/01/53

5,461,333

8,478,120

Freddie

Mac

Pool

SD3354

5.0000 06/01/53

8,407,554

444,609

Freddie

Mac

Pool

SD3282

5.0000 06/01/53

446,371

5,729,175

Freddie

Mac

Pool

SL0715

5.0000 10/01/54

5,682,161

6,657,032

Freddie

Mac

Pool

QX0510

5.0000 12/01/54

6,579,857

4,399,783

Freddie

Mac

Pool

SL1522

6.0000 02/01/55

4,560,223

3,610,074

Freddie

Mac

Pool

SL0797

6.0000 02/01/55

3,707,336

3,142,125

Freddie

Mac

Pool

SL0769

6.0000 02/01/55

3,258,497

3,961,249

Freddie

Mac

REMICS Series

5266

ZB

4.5000 09/25/52

3,693,081

51,529

Ginnie

Mae

I

Pool

711067

5.0000 01/15/40

52,634

650,252

Ginnie

Mae

II

Pool

786280

4.0000 07/20/52

612,338

106,106,408

TOTAL

U.S.

GOVERNMENT

&

AGENCIES

(Cost $105,005,765)

106,106,408

Principal

Amount

($)

Coupon

Rate

(%)

Maturity

Fair

Value

U.S.

TREASURY

BONDS

&

NOTES

—

12.5%

189,900

United

States

Treasury

Bond

2.6250 02/15/29

183,754

473,300

United

States

Treasury

Bond

4.0000 02/15/34

466,940

23,979,100

United

States

Treasury

Bond

2.5000 02/15/45

16,823,775

11,110,200

United

States

Treasury

Bond

3.3750 11/15/48

8,709,789

26,264,700

United

States

Treasury

Bond

1.3750 08/15/50

12,848,671

9,914,100

United

States

Treasury

Bond

4.2500 08/15/54

8,881,639

11,889,400

United

States

Treasury

Inflation

Indexed

Bonds

1.8750 07/15/35

11,988,123

59,902,691

1,878,400

United

States

Treasury

Note/Bond

4.0000 04/30/32

1,871,686

1,248,400

United

States

Treasury

Note/Bond

4.1250 02/15/36

1,228,991

3,100,677

TOTAL

U.S.

TREASURY

BONDS

&

NOTES

(Cost $64,255,553)

63,003,368

TOTAL

INVESTMENTS

-

98.5%

(Cost

$500,481,816)

$

497,460,124

OTHER

ASSETS

IN

EXCESS

OF

LIABILITIES-

1.5%

7,460,944

NET

ASSETS

-

100.0%

$

504,921,068

Sterling

Capital

Enhanced

Core

Bond

ETF

Schedule

of

Investments

(continued)

March

31,

2026

(Unaudited)

(a) Security

exempt

from

registration

under

Rule

144A

or

Section

4(2)

of

the

Securities

Act

of

1933. The

security

may

be

resold

in

transactions

exempt

from

registration,

normally

to

qualified

institutional

buyers.

As

of

March

31,

2026,

the

total

market

value

of

Rule

144A

securities

is

$122,483,218

or

24.26%

of

net

assets.

(b) The

interest

rate

for

this

variable

rate

note,

which

will

change

periodically,

is

based

either

on

the

prime

rate

or

an

index

of

market

rates.The

reflected

rate

is

in

effect

as

of

March

31,

2026. The

maturity

date

reflected

is

the

final

maturity

date.

(c) Security

exempt

from

registration

under

Rule

144A

or

Section

4(2)

of

the

Securities

Act

of

1933. The

security

may

be

resold

in

transactions

exempt

from

registration,

normally

to

qualified

institutional

buyers.

The

Advisor,

using

Board

approved

procedures,

has

deemed

these

securities

or

a

portion

of

these

securities

to

be

liquid.

H15T1Y

US

Treasury

Yield

Curve

Rate

Treasury

Constant

Maturity

Rate

(1

Year)

H15T5Y

US

Treasury

Yield

Curve

Rate

Treasury

Constant

Maturity

Rate

(5

Year)

SOFRINDX

Secured

Overnight

Financing

Rate

Index

SOFRRATE

Secured

Overnight

Financing

Rate

TSFR1M

Chicago

Mercantile

Exchange

Term

Secured

Overnight

Finance

Rate

(1

Month)

TSFR3M

Chicago

Mercantile

Exchange

Term

Secured

Overnight

Finance

Rate

(3

Month)

USISOA05

Year

Secured

Overnight

Financing

Swap

Rate

USSW5

USD

Year

Interest

Rate

Swap

Rate

Sterling

Capital

Enhanced

Core

Bond

ETF

Schedule

of

Futures

Contracts

March

31,

2026

(Unaudited)

FUTURES

CONTRACTS

Contracts

Expiration

Date

Notional

Value

Aggregate

Market

Value

of

Contracts

Unrealized

Appreciation

(Depreciation)

CBOT

Year

US

Treasury

Note

Future

07/01/2026

$

26,039,016

$

25,930,664

$

(108,352)

CBOT

Year

US

Treasury

Note

07/01/2026

2,742,575

2,704,492

(38,083)

CBOT

US

Treasure

Bond

Futures

06/22/2026

4,934,664

4,782,750

(151,914)

Ultra

10-Year

US

Treasury

Note

Futures

06/22/2026

6,954,840

6,810,938

(143,902)

Total

Futures

Contracts

$

40,671,095

$

40,228,844

$

(442,251)

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Capitol Series Trust

- **b. Investment Company Act file number:** 811-22895

- **c. CIK number of Registrant:** 0001587551

- **d. LEI of Registrant:** 549300MZI5K7U8BD2Q02

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

  - **Street Address 1:** 225 Pictoria Drive

  - **City:** Cincinnati

  - **State:** OH

  - **Foreign country:** US

  - **Zip / Postal Code:** 45246

  - **Telephone number:** 513-587-3400

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

- **a. Name of Series:** STERLING CAPITAL ENHANCED CORE BOND ETF

- **b. EDGAR series identifier (if any):** S000090923

- **c. LEI of Series:** 529900LGZYTJGXCB7N31

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

- **a. Date of fiscal year-end:** 2026-12-31

- **b. Date as of which information is reported:** 2026-03-31

**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:** $509811940.82

**Total Liabilities:** $4890873.02

**Net Assets:** $504921067.80

**Cash Not Reported:** $802784.83

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 346.40866563 | **1-Year:** 16050.96738606 | **5-Year:** 79089.05201268 | **10-Year:** 75083.58992291 | **30-Year:** 22099.32838842

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

- **3-Month:** 0.12434054 | **1-Year:** 1410.58833317 | **5-Year:** 7202.30823866 | **10-Year:** 3521.42994973 | **30-Year:** 556.00177547

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000258312 | 0.32%                | 1.42%                | -1.94%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1267926.54              | $-1589771.23                               |
| Month 2  | $15732.78                | $4731728.56                                |
| Month 3  | $-159501.70              | $-11187487.94                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| ADT Security Corp.                                                                               | ADT Security Corporation (The) 5.875%, Due 10/15/2033                               | CUSIP: 00109LAB9<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |    791000 | PA      | $766874.10    | 0.15%             | 2033-10-15      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| Apld Computeco LLC                                                                               | APLD ComputeCo, LLC 9.25%, Due 12/15/2030                                           | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    959000 | PA      | $988922.72    | 0.20%             | 2030-12-15      | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| AT&T Inc                                                                                         | AT&T, Inc. 4.3%, Due 02/15/2030                                                     | CUSIP: 00206RGQ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    720000 | PA      | $715562.86    | 0.14%             | 2030-02-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| AT&T Inc                                                                                         | AT&T, Inc. 3.5%, Due 06/01/2041                                                     | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1570000 | PA      | $1218689.48   | 0.24%             | 2041-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| AAdvantage Loyalty IP Ltd/ American Airlines Inc                                                 | AMERICAN AIRLINES, INC./AADVANTAGE LOYALTY IP LTD. 5.5%, DUE 04/20/2026             | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     22917 | PA      | $22949.03     | 0.00%             | 2026-04-20      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| AAdvantage Loyalty IP Ltd/ American Airlines Inc                                                 | American Airlines, Inc./AAdvantage Loyalty IP Ltd. 5.75%, Due 04/20/2029            | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    742733 | PA      | $739145.82    | 0.15%             | 2029-04-20      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| AerCap Ireland Capital Designated Activity Co. / AerCap Global Aviation Trust (AER)              | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                           | CUSIP: 00774MBE4<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    674000 | PA      | $708983.37    | 0.14%             | 2030-09-30      | Fixed         | 6.15%                 | No            | 2                  | On Loan: No      |
| Aircastle Ltd. / Aircastle Ireland DAC                                                           | Aircastle Ltd. / Aircastle Ireland DAC 5%, Due 09/15/2030                           | CUSIP: 00929JAC0<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    918000 | PA      | $916269.73    | 0.18%             | 2030-09-15      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| Aker BP ASA                                                                                      | Aker BP ASA 3.75%, Due 01/15/2030                                                   | CUSIP: 00973RAF0<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    538000 | PA      | $517127.98    | 0.10%             | 2030-01-15      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC / (Albertsons Safeway LLC) | Albertsons Companies, Inc. / Safeway, Inc. / New Albertsons, L.P. / Albertsons, LLC | CUSIP: 01309QAB4<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45337.73     | 0.01%             | 2033-03-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Ally Financial Inc.                                                                              | Ally Financial, Inc. 5.543%, Fixed Until 01/17/2030                                 | CUSIP: 02005NBW9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1148307.86   | 0.23%             | 2031-01-17      | Fixed         | 5.54%                 | No            | 2                  | On Loan: No      |
| Alpha Generation LLC                                                                             | Alpha Generation, LLC 6.25%, Due 01/15/2034                                         | CUSIP: 02073LAC5<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |   1336000 | PA      | $1313372.97   | 0.26%             | 2034-01-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Amazon.com, Inc.                                                                                 | Amazon.com, Inc. 2.875%, Due 05/12/2041                                             | CUSIP: 023135CA2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1038000 | PA      | $765409.81    | 0.15%             | 2041-05-12      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Amazon.com, Inc.                                                                                 | Amazon.com, Inc. 5.8%, Due 03/13/2056                                               | CUSIP: 023135DH6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    294000 | PA      | $293971.33    | 0.06%             | 2056-03-13      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| American National Group Inc.                                                                     | American National Group, Inc. 6%, Due 07/15/2035                                    | CUSIP: 025676AQ0<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    748000 | PA      | $729751.29    | 0.14%             | 2035-07-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| American Express Company                                                                         | American Express Company 5.442%, Fixed until 01/30/2035                             | CUSIP: 025816DZ9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    724000 | PA      | $737319.79    | 0.15%             | 2036-01-30      | Fixed         | 5.44%                 | No            | 2                  | On Loan: No      |
| Global Net Lease Inc / Global Net Lease Operating Partnership LP                                 | Necessity Retail REIT Inc (The) / American Finance Operating Partner, L.P.          | CUSIP: 02608AAA7<br>LEI: 549300NUYANCT5SU8Z65 | Long             | DBT              | CORP              | US        |    328000 | PA      | $318005.18    | 0.06%             | 2028-09-30      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| American Tower Trust I                                                                           | American Tower Trust #1 3.652%, Due 03/23/2028                                      | CUSIP: 03027WAK8<br>LEI: 5493004YGM0MQZJOEJ36 | Long             | ABS-O            | CORP              | US        |    194000 | PA      | $190993.08    | 0.04%             | 2028-03-23      | Fixed         | 3.65%                 | Yes           | 2                  | On Loan: No      |
| Amgen Inc.                                                                                       | Amgen, Inc. 5.25%, Due 03/02/2030                                                   | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1193000 | PA      | $1225300.51   | 0.24%             | 2030-03-02      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Amphenol Corporation                                                                             | Amphenol Corporation 4.625%, Due 02/15/2036                                         | CUSIP: 032095BA8<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   1499000 | PA      | $1450197.24   | 0.29%             | 2036-02-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Anglo American Capital PLC                                                                       | Anglo American Capital plc 6%, Due 04/05/2054                                       | CUSIP: 034863BF6<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    890000 | PA      | $867764.75    | 0.17%             | 2054-04-05      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| APA Corp.                                                                                        | APA Corporation 6.75%, Due 02/15/2055                                               | CUSIP: 03743QAT5<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    737000 | PA      | $739303.64    | 0.15%             | 2055-02-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Apollo Global Management Inc                                                                     | Apollo Global Management, Inc.                                                      | CUSIP: 03769M205<br>LEI: 254900LMFT1CY9IYB476 | Long             | EP               | CORP              | US        |     37100 | NS      | $943453.00    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Apollo Debt Solutions BDC                                                                        | Apollo Debt Solutions BDC 6.9%, Due 04/13/2029                                      | CUSIP: 03770DAB9<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    909000 | PA      | $930490.44    | 0.18%             | 2029-04-13      | Fixed         | 6.90%                 | No            | 2                  | On Loan: No      |
| Archrock Services LP / Archrock Partners Finance Corp.                                           | Archrock Services, L.P. / Archrock Partners Finance Corporation                     | CUSIP: 03958CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $39632.32     | 0.01%             | 2034-02-01      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| Ares Management Corporation                                                                      | Ares Management Corporation 6.375%, Due 11/10/2028                                  | CUSIP: 03990BAA9<br>LEI: 529900JUV61FH7B8VW38 | Long             | DBT              | CORP              | US        |    445000 | PA      | $462723.74    | 0.09%             | 2028-11-10      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Ares Capital Corp.                                                                               | Ares Capital Corporation 5.25%, Due 04/12/2031                                      | CUSIP: 04010LBM4<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    665000 | PA      | $643225.53    | 0.13%             | 2031-04-12      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Ares XLIV CLO Ltd.                                                                               | ARES XLIV CLO Ltd. Floating Rate, Due 04/15/2034                                    | CUSIP: 04016NBH5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4016000 | PA      | $4017252.99   | 0.80%             | 2034-04-15      | Floating      | 4.80%                 | Yes           | 2                  | On Loan: No      |
| Ares Finance Co III LLC                                                                          | Ares Finance Company III, LLC 4.125%, Fixed until 06/30/2026                        | CUSIP: 04018VAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    604000 | PA      | $595124.88    | 0.12%             | 2051-06-30      | Fixed         | 4.12%                 | Yes           | 2                  | On Loan: No      |
| Athene Holding Ltd                                                                               | Athene Holding Ltd. 5.875%, Due 01/15/2034                                          | CUSIP: 04686JAG6<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |   1456000 | PA      | $1451050.72   | 0.29%             | 2034-01-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Athene Holding Ltd                                                                               | Athene Holding Ltd. 6.625%, Fixed Unitl 10/15/2034                                  | CUSIP: 04686JAJ0<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    682000 | PA      | $630309.24    | 0.12%             | 2054-10-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                                         | Avis Budget Rental Car Funding AESOP, LLC 4.77%, Due 02/20/2029                     | CUSIP: 05377RFP4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   2656000 | PA      | $2672938.37   | 0.53%             | 2029-02-20      | Fixed         | 4.77%                 | Yes           | 2                  | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                                         | Avis Budget Rental Car Funding AESOP, LLC 5.36%, Due 06/20/2030                     | CUSIP: 05377RHY3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    617000 | PA      | $631452.85    | 0.13%             | 2030-06-20      | Fixed         | 5.36%                 | Yes           | 2                  | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                                         | Avis Budget Rental Car Funding AESOP, LLC 5.23%, Due 12/20/2030                     | CUSIP: 05377RJK1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $254581.75    | 0.05%             | 2030-12-20      | Fixed         | 5.23%                 | Yes           | 2                  | On Loan: No      |
| BANK5 2025-5YR16                                                                                 | BANK5 2025-5YR19 5.27%, Due 12/15/2030                                              | CUSIP: 05494RBL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2831000 | PA      | $2893934.83   | 0.57%             | 2030-12-15      | Variable      | 5.27%                 | No            | 2                  | On Loan: No      |
| B.A.T. Capital Corporation                                                                       | BAT Capital Corporation 6.421%, Due 08/02/2033                                      | CUSIP: 054989AB4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1117503.91   | 0.22%             | 2033-08-02      | Fixed         | 6.42%                 | No            | 2                  | On Loan: No      |
| BAE Systems PLC                                                                                  | BAE Systems plc 5.125%, Due 03/26/2029                                              | CUSIP: 05523RAJ6<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    895000 | PA      | $913524.95    | 0.18%             | 2029-03-26      | Fixed         | 5.12%                 | Yes           | 2                  | On Loan: No      |
| BBCMS MORTGAGE TRUST 2024-5C25                                                                   | BBCMS Mortgage Trust 2024-5C25 5.946%, Due 03/15/2057                               | CUSIP: 05554VAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2467000 | PA      | $2549600.09   | 0.50%             | 2057-03-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| BBCMS MORTGAGE TRUST 2024-5C25                                                                   | BBCMS Mortgage Trust 2024-5C25 Floating Rate, Due 03/15/2057                        | CUSIP: 05554VAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    667000 | PA      | $692174.05    | 0.14%             | 2057-03-15      | Variable      | 6.36%                 | No            | 2                  | On Loan: No      |
| BBCMS MORTGAGE TRUST 2025-5C36                                                                   | BBCMS Mortgage Trust 2025-5C36 5.517%, Due 08/15/2058                               | CUSIP: 05556CAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2190000 | PA      | $2257929.86   | 0.45%             | 2058-08-15      | Variable      | 5.52%                 | No            | 2                  | On Loan: No      |
| BMO 2023-5C1 MORTGAGE TRUST                                                                      | BMO 2023-5C1 Mortgage Trust Floating Rate, Due 08/15/2056                           | CUSIP: 055986AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3510000 | PA      | $3633555.16   | 0.72%             | 2056-08-15      | Variable      | 6.53%                 | No            | 2                  | On Loan: No      |
| BMO 2023-5C1 MORTGAGE TRUST                                                                      | BMO 2023-5C1 Mortgage Trust Floating Rate, Due 08/15/2056                           | CUSIP: 055986AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    180000 | PA      | $188094.80    | 0.04%             | 2056-08-15      | Variable      | 7.12%                 | No            | 2                  | On Loan: No      |
| BX 2021-PAC MORTGAGE TRUST                                                                       | BX 2021-LBA3 Mortgage Trust Floating Rate, Due 10/15/2036                           | CUSIP: 05609PAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1065000 | PA      | $1062721.01   | 0.21%             | 2036-10-15      | Floating      | 4.55%                 | Yes           | 2                  | On Loan: No      |
| Bacardi Ltd / Bacardi Martini BV                                                                 | Bacardi Ltd. / Bacardi-Martini BV 5.4%, Due 06/15/2033                              | CUSIP: 05635JAB6<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | US        |    925000 | PA      | $916711.57    | 0.18%             | 2033-06-15      | Fixed         | 5.40%                 | Yes           | 2                  | On Loan: No      |
| Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                                          | Baker Hughes Holdings, LLC / Baker Hughes Co-Obligor, Inc.                          | CUSIP: 05724BAP4<br>LEI: 549300XU3XH6F05YEQ93 | Long             | DBT              | CORP              | US        |   1053000 | PA      | $1034245.76   | 0.20%             | 2036-06-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                                            | Bank of America Corporation 5.015 ,Fixed until 7/22/2032                            | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1953000 | PA      | $1965194.49   | 0.39%             | 2033-07-22      | Fixed         | 5.01%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                                            | Bank of America Corporation 5.288%, Fixed until 04/25/2033                          | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    853000 | PA      | $863691.30    | 0.17%             | 2034-04-25      | Fixed         | 5.29%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                                            | Bank of America Corporation 5.744%, Fixed unitl 02/12/2035                          | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1136000 | PA      | $1156030.19   | 0.23%             | 2036-02-12      | Fixed         | 5.74%                 | No            | 2                  | On Loan: No      |
| BANK5 2023-5YR2                                                                                  | BANK5 2023-5YR2 Floating Rate, Due 07/15/2056                                       | CUSIP: 06211CAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $519264.00    | 0.10%             | 2056-07-15      | Variable      | 6.66%                 | No            | 2                  | On Loan: No      |
| BANK5 2023-5YR3                                                                                  | BANK5 2023-5YR3 Floating Rate, Due 09/15/2056                                       | CUSIP: 06211EAP6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4311000 | PA      | $4563826.35   | 0.90%             | 2056-09-15      | Variable      | 7.32%                 | No            | N/A                | On Loan: No      |
| BANK5 2023-5YR4                                                                                  | BANK5 2023-5YR4 6.5%, Due 12/15/2056                                                | CUSIP: 06211FAV0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3462454 | PA      | $3597709.94   | 0.71%             | 2056-12-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| BANK5 2023-5YR4                                                                                  | BANK5 2023-5YR4 Floating Rate, Due 12/15/2056                                       | CUSIP: 06211FBA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    494000 | PA      | $520486.25    | 0.10%             | 2056-12-15      | Variable      | 7.27%                 | No            | 2                  | On Loan: No      |
| BANK5 2023-5YR4                                                                                  | BANK5 2023-5YR4 Floating Rate, Due 12/15/2056                                       | CUSIP: 06211FBF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    676000 | PA      | $714906.98    | 0.14%             | 2056-12-15      | Variable      | 7.60%                 | No            | 2                  | On Loan: No      |
| The Bank of New York Mellon Corp.                                                                | Bank of New York Mellon Corporation (The) 5.625%, Fixed until 3/20/2031             | CUSIP: 064058AS9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    858000 | PA      | $840857.07    | 0.17%             | N/A             | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| BANK 2023-BNK46                                                                                  | BANK 2023-BNK46 5.745%, Due 08/15/2056                                              | CUSIP: 06541DBH6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $208337.00    | 0.04%             | 2056-08-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| BANK 2020-BNK29                                                                                  | BANK 2020-BNK29 1.997%, Due 11/15/2053                                              | CUSIP: 06541TBF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    105000 | PA      | $92500.02     | 0.02%             | 2053-11-15      | Variable      | 2.00%                 | No            | 2                  | On Loan: No      |
| BANK5 2024-5YR5                                                                                  | BANK5 2024-5YR5 5.702%, Due 02/15/2029                                              | CUSIP: 065931AZ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1189928 | PA      | $1220706.02   | 0.24%             | 2029-02-15      | Variable      | 5.70%                 | No            | 2                  | On Loan: No      |
| BANK5 2024-5YR5                                                                                  | BANK5 2024-5YR5 Floating Rate, Due 02/15/2029                                       | CUSIP: 065931BG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    987000 | PA      | $1018597.92   | 0.20%             | 2029-02-15      | Variable      | 6.27%                 | No            | 2                  | On Loan: No      |
| BANK5 2024-5YR6                                                                                  | BANK5 Trust 2024-5YR6 6.225%, Due 05/15/2057                                        | CUSIP: 066043AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2602069.50   | 0.52%             | 2057-05-15      | Fixed         | 6.22%                 | No            | 2                  | On Loan: No      |
| BANK5 2024-5YR6                                                                                  | BANK5 Trust 2024-5YR6 Floating Rate, Due 05/15/2057                                 | CUSIP: 066043AG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2915000 | PA      | $3055539.15   | 0.61%             | 2057-05-15      | Variable      | 6.79%                 | No            | 2                  | On Loan: No      |
| BANK5 2025-5YR13                                                                                 | BANK5 2025-5YR18 5.145%, Due 12/15/2058                                             | CUSIP: 06604CAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3804000 | PA      | $3869940.06   | 0.77%             | 2058-12-15      | Variable      | 5.14%                 | No            | 2                  | On Loan: No      |
| BANK5 2026-5YR20                                                                                 | BANK5 2026-5YR21 5.525%, Due 04/15/2059                                             | CUSIP: 06644BAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1082000 | PA      | $1116199.64   | 0.22%             | 2059-04-15      | Variable      | 5.53%                 | No            | 2                  | On Loan: No      |
| BANK5 2023-5YR1                                                                                  | BANK5 2023-5YR1 Floating Rate, Due 04/15/2056                                       | CUSIP: 06644EAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1390000 | PA      | $1427632.58   | 0.28%             | 2056-04-15      | Variable      | 6.26%                 | No            | 2                  | On Loan: No      |
| BANK5 2024-5YR9                                                                                  | BANK5 2024-5YR9 Floating Rate, Due 08/15/2057                                       | CUSIP: 06644VBM1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    864000 | PA      | $893459.89    | 0.18%             | 2057-08-15      | Variable      | 6.18%                 | No            | 2                  | On Loan: No      |
| Barclays PLC                                                                                     | Barclays plc 5.088%, Fixed until 06/20/2029                                         | CUSIP: 06738EBK0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    842000 | PA      | $845034.22    | 0.17%             | 2030-06-20      | Fixed         | 5.09%                 | No            | 2                  | On Loan: No      |
| Barings Clo 2018-III LLC                                                                         | Barings Clo Ltd. 2021-III Floating Rate, Due 01/18/2035                             | CUSIP: 06762TAL5<br>LEI: 549300V1VT2NXKFG0H98 | Long             | ABS-CBDO         | CORP              | KY        |   3350000 | PA      | $3348412.10   | 0.66%             | 2035-01-18      | Floating      | 4.80%                 | Yes           | 2                  | On Loan: No      |
| BARINGS EQUIPMENT FINANCE LLC 2025-                                                              | Barings Equipment Finance, LLC 2025-A 4.82%, Due 08/13/2032                         | CUSIP: 06764MAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4463000 | PA      | $4531910.95   | 0.90%             | 2032-08-13      | Fixed         | 4.82%                 | Yes           | 2                  | On Loan: No      |
| Baxter International, Inc.                                                                       | Baxter International, Inc. 2.539%, Due 02/01/2032                                   | CUSIP: 071813CS6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    728000 | PA      | $613850.90    | 0.12%             | 2032-02-01      | Fixed         | 2.54%                 | No            | 2                  | On Loan: No      |
| BEIGNET INV LLC                                                                                  | Beignet Investor, LLC 6.581%, Due 05/30/2049                                        | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1936000 | PA      | $1992009.35   | 0.39%             | 2049-05-30      | Fixed         | 6.58%                 | Yes           | 2                  | On Loan: No      |
| Benchmark 2020-B16 Mortgage Trust                                                                | Benchmark 2018-B2 Mortgage Trust Floating Rate, Due 02/15/2051                      | CUSIP: 08161CAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    325000 | PA      | $313163.37    | 0.06%             | 2051-02-15      | Variable      | 4.08%                 | No            | 2                  | On Loan: No      |
| Benchmark 2020-B16 Mortgage Trust                                                                | Benchmark 2018-B1 Mortgage Trust Floating Rate, Due 01/15/2051                      | CUSIP: 08162PAZ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    243000 | PA      | $235735.69    | 0.05%             | 2051-01-15      | Variable      | 3.88%                 | No            | 2                  | On Loan: No      |
| BENCHMARK 2023-V2 MORTGAGE TRUST                                                                 | Benchmark 2023-V2 Mortgage Trust Floating Rate, Due 05/15/2055                      | CUSIP: 08163TAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1141000 | PA      | $1165961.43   | 0.23%             | 2055-05-15      | Variable      | 5.81%                 | No            | 2                  | On Loan: No      |
| BENCHMARK 2023-V2 MORTGAGE TRUST                                                                 | Benchmark 2023-V2 Mortgage Trust Floating Rate, Due 05/15/2055                      | CUSIP: 08163TAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    285000 | PA      | $293399.75    | 0.06%             | 2055-05-15      | Variable      | 6.54%                 | No            | 2                  | On Loan: No      |
| BENCHMARK 2023-V3 MORTGAGE TRUST                                                                 | Benchmark 2023-V3 Mortgage Trust Floating Rate, Due 07/15/2056                      | CUSIP: 08163VAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3522000 | PA      | $3644508.90   | 0.72%             | 2056-07-15      | Variable      | 6.36%                 | No            | 2                  | On Loan: No      |
| BENCHMARK 2024-V5 MORTGAGE TRUST                                                                 | Benchmark 2024-V5 Mortgage Trust 5.8053%, Due 01/10/2057                            | CUSIP: 08163XAY9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2949000 | PA      | $3033237.01   | 0.60%             | 2057-01-10      | Fixed         | 5.81%                 | No            | 2                  | On Loan: No      |
| BENCHMARK 2024-V7 MORTGAGE TRUST                                                                 | Benchmark 2024-V7 Mortgage Trust Floating Rate, Due 05/15/2056                      | CUSIP: 08163YAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1013000 | PA      | $1056269.89   | 0.21%             | 2056-05-15      | Variable      | 6.23%                 | No            | 2                  | On Loan: No      |
| BENCHMARK 2024-V7 MORTGAGE TRUST                                                                 | Benchmark 2024-V7 Mortgage Trust Floating Rate, Due 05/15/2056                      | CUSIP: 08163YAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    653000 | PA      | $680264.19    | 0.13%             | 2056-05-15      | Variable      | 6.53%                 | No            | N/A                | On Loan: No      |
| BENCHMARK 2025-V14 MORTGAGE TRUST                                                                | Benchmark 2025-V19 Mortgage Trust Floating Rate, Due 01/15/2058                     | CUSIP: 08164DAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1579000 | PA      | $1611933.20   | 0.32%             | 2058-01-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| BENCHMARK 2025-V16 MORTGAGE TRUST                                                                | Benchmark 2025-V16 Mortgage Trust 5.439%, Due 08/15/2057                            | CUSIP: 08164RAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1163000 | PA      | $1194779.91   | 0.24%             | 2057-08-15      | Variable      | 5.44%                 | No            | 2                  | On Loan: No      |
| BENCHMARK 2024-V9 MORTGAGE TRUST                                                                 | Benchmark 2024-V9 Mortgage Trust 5.6019%, Due 08/15/2057                            | CUSIP: 081919AN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5500000 | PA      | $5645932.60   | 1.12%             | 2057-08-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| BENCHMARK 2024-V9 MORTGAGE TRUST                                                                 | Benchmark 2024-V9 Mortgage Trust Floating Rate, Due 08/15/2057                      | CUSIP: 081919AS1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    916000 | PA      | $943718.43    | 0.19%             | 2057-08-15      | Variable      | 6.06%                 | No            | 2                  | On Loan: No      |
| BENCHMARK 2024-V6 MORTGAGE TRUST                                                                 | Benchmark 2024-V6 Mortgage Trust 5.92554%, Due 03/15/2057                           | CUSIP: 081927AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    225000 | PA      | $232337.93    | 0.05%             | 2057-03-15      | Fixed         | 5.93%                 | No            | 2                  | On Loan: No      |
| BENCHMARK 2024-V6 MORTGAGE TRUST                                                                 | Benchmark 2024-V6 Mortgage Trust 6.38427%, Due 03/15/2057                           | CUSIP: 081927AE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2232000 | PA      | $2310054.83   | 0.46%             | 2057-03-15      | Variable      | 6.38%                 | No            | 2                  | On Loan: No      |
| Biomarin Pharmaceutical Inc.                                                                     | BioMarin Pharmaceutical, Inc. 5.5%, Due 02/15/2034                                  | CUSIP: 09061GAL5<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1231576.88   | 0.24%             | 2034-02-15      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Black Pearl Compute LLC                                                                          | Black Pearl Compute, LLC 6.125%, Due 02/15/2031                                     | CUSIP: 09216NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    977000 | PA      | $995608.92    | 0.20%             | 2031-02-15      | Fixed         | 6.12%                 | Yes           | 2                  | On Loan: No      |
| Blackrock Inc.                                                                                   | BlackRock, Inc. 1.9%, Due 01/28/2031                                                | CUSIP: 09247XAR2<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $931538.91    | 0.18%             | 2031-01-28      | Fixed         | 1.90%                 | No            | 2                  | On Loan: No      |
| Blackstone Secured Lending Fund                                                                  | Blackstone Secured Lending Fund 5.125%, Due 01/31/2031                              | CUSIP: 09261XAL6<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |   1377000 | PA      | $1319687.28   | 0.26%             | 2031-01-31      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| BMO 2025-5C12 MORTGAGE TRUST                                                                     | BMO 2025-5C12 Mortgage Trust 5.18%, Due 10/15/2058                                  | CUSIP: 09663VAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2880000 | PA      | $2926535.04   | 0.58%             | 2058-10-15      | Fixed         | 5.18%                 | No            | 2                  | On Loan: No      |
| BMO 2025-C13 MORTGAGE TRUST                                                                      | BMO 2025-5C13 Mortgage Trust 5.227%, Due 12/15/2058                                 | CUSIP: 09664JAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1878000 | PA      | $1912383.55   | 0.38%             | 2058-12-15      | Fixed         | 5.23%                 | No            | 2                  | On Loan: No      |
| Boeing Co.                                                                                       | Boeing Company (The) 5.705%, Due 05/01/2040                                         | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1073000 | PA      | $1075190.55   | 0.21%             | 2040-05-01      | Fixed         | 5.71%                 | No            | 2                  | On Loan: No      |
| Boeing Co.                                                                                       | Boeing Company (The) 6.298%, Due 05/01/2029                                         | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    644000 | PA      | $676275.64    | 0.13%             | 2029-05-01      | Fixed         | 6.30%                 | No            | 2                  | On Loan: No      |
| Broadcom Inc                                                                                     | Broadcom, Inc. 4.926%, Due 05/15/2037                                               | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1138000 | PA      | $1104521.82   | 0.22%             | 2037-05-15      | Fixed         | 4.93%                 | Yes           | 2                  | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                                 | Burlington Northern Santa Fe, LLC 4.95%, Due 09/15/2041                             | CUSIP: 12189LAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    772000 | PA      | $738319.37    | 0.15%             | 2041-09-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| BX Trust 2018-Bilt                                                                               | BX Trust 2021-RISE Floating Rate, Due 11/15/2036                                    | CUSIP: 12434EAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    188508 | PA      | $188507.26    | 0.04%             | 2036-11-15      | Floating      | 5.24%                 | Yes           | 2                  | On Loan: No      |
| CCO Holdings, LLC/ CCO Holdings Capital Corp.                                                    | CCO Holdings, LLC / CCO Holdings Capital Corporation                                | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1528000 | PA      | $1308615.26   | 0.26%             | 2034-01-15      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| Cd 2016-Cd2 Mortga                                                                               | CD 2016-CD2 Mortgage Trust Variable Rate, Due 11/10/2049                            | CUSIP: 12515ABE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    285000 | PA      | $280067.31    | 0.06%             | 2049-11-10      | Variable      | 3.53%                 | No            | N/A                | On Loan: No      |
| CD 2017 Cd3 Mortgage Trust                                                                       | CD 2017-CD3 Mortgage Trust 3.631%, Due 02/10/2050                                   | CUSIP: 12515GAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1606000 | PA      | $1572022.34   | 0.31%             | 2050-02-10      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| Cfcre 2016 C7 Mortgage Trust                                                                     | CFCRE Commercial Mortgage Trust 2016-C7 3.839%, Due 12/10/2026                      | CUSIP: 12532BAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    377000 | PA      | $374791.23    | 0.07%             | 2026-12-10      | Variable      | 3.84%                 | No            | 2                  | On Loan: No      |
| CMS Energy Corporation                                                                           | CMS Energy Corporation 4.7%, Due 03/31/2043                                         | CUSIP: 125896BL3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    815000 | PA      | $691804.05    | 0.14%             | 2043-03-31      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| Comm 2017-Panw Mortgage Trust                                                                    | COMM 2017-COR2 Mortgage Trust 3.51%, Due 09/10/2050                                 | CUSIP: 12595EAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1300000 | PA      | $1284071.36   | 0.25%             | 2050-09-10      | Fixed         | 3.51%                 | No            | N/A                | On Loan: No      |
| CRH America Finance, Inc.                                                                        | CRH America Finance, Inc. 5%, Due 02/09/2036                                        | CUSIP: 12636YAJ1<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    942000 | PA      | $925212.11    | 0.18%             | 2036-02-09      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| CSL Finance PLC                                                                                  | CSL Finance plc 4.25%, Due 04/27/2032                                               | CUSIP: 12661PAC3<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |    765000 | PA      | $740535.76    | 0.15%             | 2032-04-27      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| CVS Health Corp                                                                                  | CVS Health Corporation 6.05%, Due 06/01/2054                                        | CUSIP: 126650EF3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    769000 | PA      | $746748.89    | 0.15%             | 2054-06-01      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| CACI International Inc.                                                                          | CACI International, Inc. 6.375%, Due 06/15/2033                                     | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |    513000 | PA      | $522550.01    | 0.10%             | 2033-06-15      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| Capital One Financial Corp.                                                                      | Capital One Financial Corporation 6.377%, Fixed Until 06/08/2033                    | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    543000 | PA      | $572558.73    | 0.11%             | 2034-06-08      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Carlyle Us Clo 2018-2 LLC                                                                        | CARLYLE US CLO 2017-3 Ltd. Floating Rate, Due 10/21/2037                            | CUSIP: 14314FAY4<br>LEI: 529900NGGVF94UK6PG95 | Long             | ABS-CBDO         | CORP              | KY        |   2275056 | PA      | $2276000.15   | 0.45%             | 2037-10-21      | Floating      | 5.07%                 | Yes           | N/A                | On Loan: No      |
| Carnival Corporation                                                                             | Carnival Corporation 5.75%, Due 08/01/2032                                          | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   1231000 | PA      | $1232138.43   | 0.24%             | 2032-08-01      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| Caterpillar Inc                                                                                  | Caterpillar, Inc. 5.2%, Due 05/15/2035                                              | CUSIP: 149123CL3<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    707000 | PA      | $724550.19    | 0.14%             | 2035-05-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Centerpoint Energy Houston Electric LLC                                                          | CenterPoint Energy Houston Electric, LLC 5.15%, Due 03/01/2034                      | CUSIP: 15189XBE7<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    730000 | PA      | $739215.94    | 0.15%             | 2034-03-01      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.             | Charter Communications Operating, LLC / Charter Communications Operating Capital    | CUSIP: 161175CQ5<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    527000 | PA      | $546002.70    | 0.11%             | 2029-06-01      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| Cheniere Energy Inc                                                                              | Cheniere Energy, Inc. 5.2%, Due 07/30/2036                                          | CUSIP: 16411RAP4<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    270000 | PA      | $267347.40    | 0.05%             | 2036-07-30      | Fixed         | 5.20%                 | Yes           | 2                  | On Loan: No      |
| Cipher Compute LLC                                                                               | Cipher Compute, LLC 7.125%, Due 11/15/2030                                          | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    969000 | PA      | $1005123.35   | 0.20%             | 2030-11-15      | Fixed         | 7.12%                 | Yes           | 2                  | On Loan: No      |
| Citigroup Inc.                                                                                   | Citigroup, Inc. 6.625% Fixed Until 02/15/2031                                       | CUSIP: 172967QJ3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1166666.22   | 0.23%             | N/A             | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc.                                                                                   | Citigroup, Inc. Variable Rate, Due 11/05/2030                                       | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1199809.89   | 0.24%             | 2030-11-05      | Fixed         | 2.98%                 | No            | 2                  | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                                              | Citigroup Commercial Mortgage Trust 2018-B2 4.009%, Due 03/10/2051                  | CUSIP: 17327FAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1980086.20   | 0.39%             | 2051-03-10      | Fixed         | 4.01%                 | No            | 2                  | On Loan: No      |
| Citizens Financial Group Inc                                                                     | Citizens Financial Group, Inc. 5.841%, Fixed until 1/23/2029                        | CUSIP: 174610BF1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    529000 | PA      | $544865.86    | 0.11%             | 2030-01-23      | Fixed         | 5.84%                 | No            | 2                  | On Loan: No      |
| Permian Resources Operating, LLC                                                                 | Permian Resources Operating, LLC 5.875%, Due 07/01/2029                             | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    623000 | PA      | $624078.41    | 0.12%             | 2029-07-01      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| Commercial Metals Company                                                                        | Commercial Metals Company 5.75%, Due 11/15/2033                                     | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    508000 | PA      | $503134.12    | 0.10%             | 2033-11-15      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| DBJPM 2020-C9                                                                                    | DBJPM 20-C9 Mortgage Trust 1.926%, Due 08/15/2053                                   | CUSIP: 233063AT3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    308000 | PA      | $275588.94    | 0.05%             | 2053-08-15      | Variable      | 1.93%                 | No            | 2                  | On Loan: No      |
| D.R. Horton, Inc.                                                                                | DR Horton, Inc. 4.85%, Due 10/15/2030                                               | CUSIP: 23331ABT5<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    478000 | PA      | $482112.71    | 0.10%             | 2030-10-15      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| DTE Electric Co.                                                                                 | DTE Electric Company 5.25%, Due 05/15/2035                                          | CUSIP: 23338VAY2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    949000 | PA      | $962907.19    | 0.19%             | 2035-05-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| DT Midstream Inc                                                                                 | DT Midstream, Inc. 5.8%, Due 12/15/2034                                             | CUSIP: 23345MAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    762000 | PA      | $782858.86    | 0.16%             | 2034-12-15      | Fixed         | 5.80%                 | Yes           | 2                  | On Loan: No      |
| Dell International LLC / EMC Corp.                                                               | Dell International, LLC / EMC Corporation 4.75%, Due 10/06/2032                     | CUSIP: 24703DBT7<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    612000 | PA      | $603515.87    | 0.12%             | 2032-10-06      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Delta Air Lines Inc.                                                                             | Delta Air Lines, Inc. 5.25%, Due 07/10/2030                                         | CUSIP: 247361A32<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1037219.93   | 0.21%             | 2030-07-10      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Diamondback Energy Inc                                                                           | Diamondback Energy, Inc. 5.4%, Due 04/18/2034                                       | CUSIP: 25278XAZ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    487000 | PA      | $494569.51    | 0.10%             | 2034-04-18      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Dryden 53 Clo Ltd                                                                                | Dryden 53 CLO Ltd. Floating Rate, Due 01/15/2031                                    | CUSIP: 26243EAR2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2673000 | PA      | $2669990.20   | 0.53%             | 2031-01-15      | Variable      | 4.97%                 | Yes           | 2                  | On Loan: No      |
| Duke Energy Progress LLC                                                                         | Duke Energy Progress, LLC 3.6%, Due 09/15/2047                                      | CUSIP: 26442UAE4<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   1291000 | PA      | $944092.20    | 0.19%             | 2047-09-15      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| Duke Energy Florida LLC                                                                          | Duke Energy Florida, LLC 6.2%, Due 11/15/2053                                       | CUSIP: 26444HAR2<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   1036000 | PA      | $1085590.20   | 0.22%             | 2053-11-15      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| ERAC USA Finance LLC                                                                             | ERAC USA Finance, LLC 5.2%, Due 10/30/2034                                          | CUSIP: 26884TAZ5<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    465000 | PA      | $471305.21    | 0.09%             | 2034-10-30      | Fixed         | 5.20%                 | Yes           | 2                  | On Loan: No      |
| Energy Transfer LP                                                                               | Energy Transfer, L.P. 5.35%, Due 01/15/2036                                         | CUSIP: 29273VBK5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    737000 | PA      | $732157.23    | 0.15%             | 2036-01-15      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Enstar Group Ltd                                                                                 | Enstar Group Ltd. 3.1%, Due 09/01/2031                                              | CUSIP: 29359UAC3<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |    531000 | PA      | $468869.09    | 0.09%             | 2031-09-01      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| Entergy Louisiana LLC                                                                            | Entergy Louisiana, LLC 5.7%, Due 03/15/2054                                         | CUSIP: 29364WBN7<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |   1203000 | PA      | $1173279.03   | 0.23%             | 2054-03-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Entegris Inc                                                                                     | Entegris Escrow Corporation 4.75%, Due 04/15/2029                                   | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $999088.16    | 0.20%             | 2029-04-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2024-2 L                                                              | Enterprise Fleet Financing 2024-3, LLC 5.06%, Due 03/20/2031                        | CUSIP: 29375QAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    155000 | PA      | $157376.55    | 0.03%             | 2031-03-20      | Fixed         | 5.06%                 | Yes           | 2                  | On Loan: No      |
| Extra Space Storage LP                                                                           | Extra Space Storage, L.P. 4.95%, Due 01/15/2033                                     | CUSIP: 30225VAV9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    879000 | PA      | $869239.16    | 0.17%             | 2033-01-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Fresb Mortgage Trust                                                                             | FRESB 2018-SB52 Mortgage Trust Floating Rate, Due 06/25/2028                        | CUSIP: 30297CAJ1<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    233007 | PA      | $229998.43    | 0.05%             | 2028-06-25      | Variable      | 3.45%                 | No            | 2                  | On Loan: No      |
| Meta Platforms Inc                                                                               | Meta Platforms, Inc. 5.4%, Due 08/15/2054                                           | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    528000 | PA      | $478614.26    | 0.09%             | 2054-08-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Meta Platforms Inc                                                                               | Meta Platforms, Inc. 4.6%, Due 11/15/2032                                           | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    764000 | PA      | $756762.98    | 0.15%             | 2032-11-15      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | Freddie Mac Pool Pool # SD0739                                                      | CUSIP: 3132DMZC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9514921 | PA      | $8895125.41   | 1.76%             | 2051-10-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | Freddie Mac Pool Pool # SD3282                                                      | CUSIP: 3132DQUF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    444609 | PA      | $446371.21    | 0.09%             | 2053-06-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | Freddie Mac Pool Pool # SD3354                                                      | CUSIP: 3132DQWP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8478120 | PA      | $8407554.23   | 1.67%             | 2053-06-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | Freddie Mac Pool Pool # SD6920                                                      | CUSIP: 3132DUVM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6331678 | PA      | $6114500.11   | 1.21%             | 2047-04-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                            | Fannie Mae REMICS 4%, Due 10/25/2044                                                | CUSIP: 3136ALFG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    230645 | PA      | $220674.27    | 0.04%             | 2044-10-25      | Fixed         | 4.00%                 | No            | N/A                | On Loan: No      |
| Federal National Mortgage Association                                                            | Fannie Mae REMICS 3%, Due 01/25/2045                                                | CUSIP: 3136ANBQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     50020 | PA      | $47147.76     | 0.01%             | 2045-01-25      | Fixed         | 3.00%                 | No            | N/A                | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | Freddie Mac REMICS 4%, Due 09/15/2042                                               | CUSIP: 3137ATUJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1400000 | PA      | $1340320.94   | 0.27%             | 2042-09-15      | Fixed         | 4.00%                 | No            | N/A                | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | Freddie Mac REMICS 2.25%, Due 07/15/2044                                            | CUSIP: 3137BGAW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     61602 | PA      | $58218.12     | 0.01%             | 2044-07-15      | Fixed         | 2.25%                 | No            | N/A                | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | Freddie Mac REMICS 3.5%, Due 05/15/2040                                             | CUSIP: 3137H84C2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   8590950 | PA      | $8284572.19   | 1.64%             | 2040-05-15      | Fixed         | 3.50%                 | No            | N/A                | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                           | Freddie Mac REMICS 4.5%, Due 09/25/2052                                             | CUSIP: 3137H9AK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   3961249 | PA      | $3693080.97   | 0.73%             | 2052-09-25      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                           | Freddie Mac REMICS 5.5%, Due 01/25/2049                                             | CUSIP: 3137H9UJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    766702 | PA      | $774420.45    | 0.15%             | 2049-01-25      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | Freddie Mac REMICS 5%, Due 08/15/2036                                               | CUSIP: 31397AEQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    199199 | PA      | $201499.97    | 0.04%             | 2036-08-15      | Fixed         | 5.00%                 | No            | N/A                | On Loan: No      |
| Federal National Mortgage Association                                                            | Fannie Mae Pool Pool # CB6081                                                       | CUSIP: 3140QRXK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5288960 | PA      | $5353550.51   | 1.06%             | 2053-04-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                            | Fannie Mae Pool Pool # CB8755                                                       | CUSIP: 3140QUWR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5567566 | PA      | $5714306.87   | 1.13%             | 2054-06-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                            | Fannie Mae Pool Pool # FA0202                                                       | CUSIP: 3140W0GL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3637155 | PA      | $3676237.18   | 0.73%             | 2054-02-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                            | Fannie Mae Pool Pool # FA0642                                                       | CUSIP: 3140W0WC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8045872 | PA      | $7272991.27   | 1.44%             | 2042-03-01      | Fixed         | 2.50%                 | No            | N/A                | On Loan: No      |
| Federal National Mortgage Association                                                            | Fannie Mae Pool Pool # FM8686                                                       | CUSIP: 3140XCUL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9073946 | PA      | $7824945.97   | 1.55%             | 2051-09-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                            | Fannie Mae Pool Pool # FS1133                                                       | CUSIP: 3140XGHK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5250656 | PA      | $5009729.78   | 0.99%             | 2051-10-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                            | Fannie Mae Pool Pool # FS9801                                                       | CUSIP: 3140XR3K9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7285965 | PA      | $7345617.95   | 1.45%             | 2054-11-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | Freddie Mac Pool Pool # QX0510                                                      | CUSIP: 31425UR80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6657032 | PA      | $6579856.58   | 1.30%             | 2054-12-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | Freddie Mac Pool Pool # SL0769                                                      | CUSIP: 31427M2B6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3142125 | PA      | $3258497.40   | 0.65%             | 2055-02-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | Freddie Mac Pool Pool # SL0797                                                      | CUSIP: 31427M3F6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3610074 | PA      | $3707336.02   | 0.73%             | 2055-02-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | Freddie Mac Pool Pool # SL0448                                                      | CUSIP: 31427MQA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5624211 | PA      | $5461333.20   | 1.08%             | 2053-04-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | Freddie Mac Pool Pool # SL0704                                                      | CUSIP: 31427MYA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6607622 | PA      | $6438017.26   | 1.28%             | 2053-03-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | Freddie Mac Pool Pool # SL0715                                                      | CUSIP: 31427MYM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5729175 | PA      | $5682160.83   | 1.13%             | 2054-10-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | Freddie Mac Pool Pool # SL1522                                                      | CUSIP: 31427NVQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4399783 | PA      | $4560223.36   | 0.90%             | 2055-02-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Fifth Third Bancorp                                                                              | Fifth Third Bancorp 4.337%, Due 04/25/2033                                          | CUSIP: 316773DF4<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    924000 | PA      | $891858.96    | 0.18%             | 2033-04-25      | Fixed         | 4.34%                 | No            | 2                  | On Loan: No      |
| Fifth Third Bancorp                                                                              | Fifth Third Bancorp 5.141%, Fixed Unitl 01/29/2036                                  | CUSIP: 316773DP2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   1306000 | PA      | $1272760.50   | 0.25%             | 2037-01-29      | Fixed         | 5.14%                 | No            | 2                  | On Loan: No      |
| Firstenergy Transmission  Llc                                                                    | FirstEnergy Transmission, LLC 4.75%, Due 01/15/2033                                 | CUSIP: 33767BAK5<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |   1494000 | PA      | $1472790.88   | 0.29%             | 2033-01-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Fortitude Group Holdings LLC                                                                     | Fortitude Group Holdings, LLC 6.25%, Due 04/01/2030                                 | CUSIP: 34966XAA6<br>LEI: 2549006R9ZUL08JFIH12 | Long             | DBT              | CORP              | US        |   1297000 | PA      | $1321526.08   | 0.26%             | 2030-04-01      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Foundry JV Holdco LLC.                                                                           | Foundry JV Holdco, LLC 6.15%, Due 01/25/2032                                        | CUSIP: 350930AC7<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    995000 | PA      | $1039507.62   | 0.21%             | 2032-01-25      | Fixed         | 6.15%                 | Yes           | 2                  | On Loan: No      |
| Freeport-McMoRan Inc.                                                                            | Freeport-McMoRan, Inc. 5.45%, Due 03/15/2043                                        | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |   1795000 | PA      | $1699671.21   | 0.34%             | 2043-03-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| GA Global Funding Trust                                                                          | GA Global Funding Trust 5.5%, Due 01/08/2029                                        | CUSIP: 36143L2L8<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    691000 | PA      | $699678.64    | 0.14%             | 2029-01-08      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association                                                         | Ginnie Mae II Pool Pool # 786280                                                    | CUSIP: 3622AB2M3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    650252 | PA      | $612338.40    | 0.12%             | 2052-07-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| GS Mortgage Securities Trust 2016-GS4                                                            | GS Mortgage Securities Trust 2016-GS4 Floating Rate, Due 11/10/2049                 | CUSIP: 36251XAR8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    270000 | PA      | $268695.31    | 0.05%             | 2049-11-10      | Variable      | 3.44%                 | No            | 2                  | On Loan: No      |
| Gs Mortgage Securities Trust 2020-GSA2                                                           | GS Mortgage Securities Trust 2020-GSA2 2.012%, Due 12/12/2053                       | CUSIP: 36264KAV2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    535000 | PA      | $469984.34    | 0.09%             | 2053-12-12      | Fixed         | 2.01%                 | No            | N/A                | On Loan: No      |
| GE Healthcare Technologies Inc.                                                                  | GE HealthCare Technologies, Inc. 5.857%, Due 03/15/2030                             | CUSIP: 36267VAH6<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    823000 | PA      | $859056.80    | 0.17%             | 2030-03-15      | Fixed         | 5.86%                 | No            | 2                  | On Loan: No      |
| GFL Environmental Holdings (US) Inc.                                                             | GFL Environmental Holdings US, Inc. 5.5%, Due 02/01/2034                            | CUSIP: 36273TAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $491022.95    | 0.10%             | 2034-02-01      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association                                                         | Ginnie Mae I Pool Pool # 711067                                                     | CUSIP: 36297F6C1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     51529 | PA      | $52633.54     | 0.01%             | 2040-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Genesis Energy LP & Genesis Energy Finance Corp.                                                 | Genesis Energy, L.P. / Genesis Energy Finance Corporation                           | CUSIP: 37185LAS1<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |    858000 | PA      | $854534.19    | 0.17%             | 2034-03-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Glencore Funding LLC                                                                             | Glencore Funding, LLC 5.673%, Due 04/01/2035                                        | CUSIP: 378272CA4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    966000 | PA      | $987252.86    | 0.20%             | 2035-04-01      | Fixed         | 5.67%                 | Yes           | 2                  | On Loan: No      |
| Global Net Lease Inc / Global Net Lease Operating Partnership LP                                 | Global Net Lease, Inc. / Global Net Lease Operating Partnership, L.P.               | CUSIP: 37892AAA8<br>LEI: 549300NUYANCT5SU8Z65 | Long             | DBT              | CORP              | US        |    655000 | PA      | $635135.16    | 0.13%             | 2027-12-15      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| Global Atlantic Finance Co.                                                                      | Global Atlantic Fin Company 6.75%, Due 03/15/2054                                   | CUSIP: 37959GAF4<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |   1004000 | PA      | $936189.69    | 0.19%             | 2054-03-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Goldman Sachs Private Credit Corp.                                                               | Goldman Sachs Private Credit Corporation 5.875%, Due 01/31/2031                     | CUSIP: 38152BAG6<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |    675000 | PA      | $655373.65    | 0.13%             | 2031-01-31      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| Golub Capital Private Credit Fund                                                                | Golub Capital Private Credit Fund 5.6%, Due 04/15/2031                              | CUSIP: 38179RAG0<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |   1219000 | PA      | $1163908.29   | 0.23%             | 2031-04-15      | Fixed         | 5.60%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association                                                         | Government National Mortgage Association 3%, Due 07/20/2049                         | CUSIP: 38381XEZ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    792639 | PA      | $709911.57    | 0.14%             | 2049-07-20      | Fixed         | 3.00%                 | No            | N/A                | On Loan: No      |
| Government National Mortgage Association                                                         | Government National Mortgage Association 6%, Due 04/20/2050                         | CUSIP: 38384DCA3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1038335 | PA      | $1064363.12   | 0.21%             | 2050-04-20      | Fixed         | 6.00%                 | No            | N/A                | On Loan: No      |
| HCA Inc.                                                                                         | HCA, Inc. 5.5%, Due 06/01/2033                                                      | CUSIP: 404119CQ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    728000 | PA      | $742821.44    | 0.15%             | 2033-06-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Hertz Vehicle Financing LLC                                                                      | Hertz Vehicle Financing III, LLC 5.57%, Due 09/25/2029                              | CUSIP: 42806MBW8<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |   3655000 | PA      | $3738210.10   | 0.74%             | 2029-09-25      | Fixed         | 5.57%                 | Yes           | N/A                | On Loan: No      |
| Hertz Vehicle Financing LLC                                                                      | Hertz Vehicle Financing III, LLC 5.48%, Due 01/27/2031                              | CUSIP: 42806MCL1<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |   1335000 | PA      | $1363381.30   | 0.27%             | 2031-01-27      | Fixed         | 5.48%                 | Yes           | 2                  | On Loan: No      |
| Hess Midstream Operations LP                                                                     | Hess Midstream Operations, L.P. 5.875%, Due 03/01/2028                              | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    308000 | PA      | $310157.85    | 0.06%             | 2028-03-01      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                                   | Hewlett Packard Enterprise Company 6.35%, Due 10/15/2045                            | CUSIP: 42824CAY5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    970000 | PA      | $969403.94    | 0.19%             | 2045-10-15      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| Honeywell Aerospace Inc.                                                                         | Honeywell Aerospace, Inc. 5.852%, Due 03/16/2066                                    | CUSIP: 43849RAK1<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |   1287000 | PA      | $1277587.65   | 0.25%             | 2066-03-16      | Fixed         | 5.85%                 | Yes           | 2                  | On Loan: No      |
| Howmet Aerospace Inc                                                                             | Howmet Aerospace, Inc. 4.55%, Due 11/15/2032                                        | CUSIP: 443201AD0<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    489000 | PA      | $482861.99    | 0.10%             | 2032-11-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| Huntington Bancshares Incorporated                                                               | Huntington Bancshares, Inc. 6.208%, Fxed until 08/21/2028                           | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    629000 | PA      | $652608.65    | 0.13%             | 2029-08-21      | Fixed         | 6.21%                 | No            | 2                  | On Loan: No      |
| Huntington Bancshares Incorporated                                                               | Huntington Bancshares, Inc. 5.709%, Fixed Until 02/02/2034                          | CUSIP: 446150BD5<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    247000 | PA      | $252121.62    | 0.05%             | 2035-02-02      | Fixed         | 5.71%                 | No            | 2                  | On Loan: No      |
| Hyundai Capital America                                                                          | Hyundai Capital America 5.4%, Due 06/23/2032                                        | CUSIP: 44891ADX2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    305000 | PA      | $310567.28    | 0.06%             | 2032-06-23      | Fixed         | 5.40%                 | Yes           | 2                  | On Loan: No      |
| Indiana Michigan Power Company                                                                   | Indiana Michigan Power Company 4.55%, Due 03/15/2046                                | CUSIP: 454889AQ9<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    224000 | PA      | $189792.24    | 0.04%             | 2046-03-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| Intel Corporation                                                                                | Intel Corporation 3.734%, Due 12/08/2047                                            | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    311000 | PA      | $217513.86    | 0.04%             | 2047-12-08      | Fixed         | 3.73%                 | No            | 2                  | On Loan: No      |
| Intel Corporation                                                                                | Intel Corporation 4.9%, Due 08/05/2052                                              | CUSIP: 458140CB4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    841000 | PA      | $687593.39    | 0.14%             | 2052-08-05      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Invitation Homes Operating Partnership Lp                                                        | Invitation Homes Operating Partnership, L.P. 4.15%, Due 04/15/2032                  | CUSIP: 46188BAD4<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    999000 | PA      | $938454.79    | 0.19%             | 2032-04-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| Iqvia Inc                                                                                        | IQVIA, Inc. 6.25%, Due 02/01/2029                                                   | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    667000 | PA      | $693620.64    | 0.14%             | 2029-02-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Iron Mountain Inc.                                                                               | Iron Mountain, Inc. 4.5%, Due 02/15/2031                                            | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    831000 | PA      | $780760.15    | 0.15%             | 2031-02-15      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| Jpmcc 2016-Jp4                                                                                   | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4                       | CUSIP: 46645UAT4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    224000 | PA      | $222274.66    | 0.04%             | 2049-12-15      | Variable      | 3.65%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPMorgan Chase & Company 4.912 ,Fixed until 7/25/2032                               | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1221271.86   | 0.24%             | 2033-07-25      | Fixed         | 4.91%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPMorgan Chase & Company 5.012%, Fixed until 01/23/2029                             | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1790000 | PA      | $1815298.09   | 0.36%             | 2030-01-23      | Fixed         | 5.01%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPMorgan Chase & Company 5.576%, Fixed Unitl 07/23/2025                             | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    722000 | PA      | $731437.57    | 0.14%             | 2036-07-23      | Fixed         | 5.58%                 | No            | 2                  | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust 2015-Jp1                                              | JPMCC Commercial Mortgage Securities Trust 2017-JP5                                 | CUSIP: 46647TAS7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    598000 | PA      | $594585.78    | 0.12%             | 2050-03-15      | Fixed         | 3.72%                 | No            | 2                  | On Loan: No      |
| Jane Street Group LLC / JSG Finance Inc.                                                         | Jane Street Group / JSG Finance, Inc. 7.125%, Due 04/30/2031                        | CUSIP: 47077WAC2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |    618000 | PA      | $635653.79    | 0.13%             | 2031-04-30      | Fixed         | 7.12%                 | Yes           | 2                  | On Loan: No      |
| Jane Street Group LLC / JSG Finance Inc.                                                         | Jane Street Group / JSG Finance, Inc. 6.75%, Due 05/01/2033                         | CUSIP: 47077WAE8<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |    443000 | PA      | $449768.15    | 0.09%             | 2033-05-01      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| JBS NV / JBS USA Food Co Holdings Inc. / JBS USA Foods Group Holdings Inc.                       | JBS N.V./JBS USA Foods Group Holdings, Inc./JBS USA Food Company Holdings           | CUSIP: 472140AF9<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | NL        |    927000 | PA      | $928005.80    | 0.18%             | 2036-01-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Jefferies Financial Group Inc                                                                    | Jefferies Financial Group, Inc. 5.5%, Due 02/15/2036                                | CUSIP: 47233WLL1<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    867000 | PA      | $832651.70    | 0.16%             | 2036-02-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| KKR Group Finance Company III LLC                                                                | KKR Group Finance Company III, LLC 5.125%, Due 06/01/2044                           | CUSIP: 48250AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $141380.91    | 0.03%             | 2044-06-01      | Fixed         | 5.12%                 | Yes           | 2                  | On Loan: No      |
| KeySpan Gas East Corporation                                                                     | KeySpan Gas East Corporation 5.994%, Due 03/06/2033                                 | CUSIP: 49338CAD5<br>LEI: K8TS3HOE1568DUBUJL44 | Long             | DBT              | CORP              | US        |    953000 | PA      | $995876.51    | 0.20%             | 2033-03-06      | Fixed         | 5.99%                 | Yes           | 2                  | On Loan: No      |
| Kraft Heinz Foods Company                                                                        | Kraft Heinz Foods Company 5%, Due 06/04/2042                                        | CUSIP: 50076QAE6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   1369000 | PA      | $1204868.47   | 0.24%             | 2042-06-04      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| The Kroger Co.                                                                                   | Kroger Company (The) 5%, Due 09/15/2034                                             | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   1257000 | PA      | $1241537.92   | 0.25%             | 2034-09-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Bath & Body Works Inc                                                                            | Bath & Body Works, Inc. 6.875%, Due 11/01/2035                                      | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    938000 | PA      | $923762.77    | 0.18%             | 2035-11-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| LCM 33 Ltd / LCM 33 LLC                                                                          | LCM 33 Ltd. Floating Rate, Due 07/20/2034                                           | CUSIP: 50202CAJ3<br>LEI: 5493006LYYH2XWCWW153 | Long             | ABS-CBDO         | CORP              | KY        |   4182000 | PA      | $4181130.14   | 0.83%             | 2034-07-20      | Floating      | 4.85%                 | Yes           | 2                  | On Loan: No      |
| Ladder Capital Finance Holdings LLLP/ Ladder Capital Finance Corp.                               | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corporation           | CUSIP: 505742AR7<br>LEI: 254900TBF2Z4GR7NSX02 | Long             | DBT              | CORP              | US        |    825000 | PA      | $853380.83    | 0.17%             | 2031-07-15      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| LXP Industrial Trust                                                                             | LXP Industrial Trust 2.7%, Due 09/15/2030                                           | CUSIP: 529043AE1<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |    725000 | PA      | $661752.46    | 0.13%             | 2030-09-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| Eli Lilly & Co.                                                                                  | Eli Lilly & Company 4.9%, Due 02/12/2032                                            | CUSIP: 532457CW6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    719000 | PA      | $735224.93    | 0.15%             | 2032-02-12      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Eli Lilly & Co.                                                                                  | Eli Lilly & Company 5.55%, Due 10/15/2055                                           | CUSIP: 532457DF2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    712000 | PA      | $703346.42    | 0.14%             | 2055-10-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| Lincoln National Corp.                                                                           | Lincoln National Corporation 5.35%, Due 11/15/2035                                  | CUSIP: 534187BZ1<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    638000 | PA      | $622280.46    | 0.12%             | 2035-11-15      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Lowes Companies, Inc.                                                                            | Lowe's Companies, Inc. 1.7%, Due 10/15/2030                                         | CUSIP: 548661DY0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    876000 | PA      | $772191.20    | 0.15%             | 2030-10-15      | Fixed         | 1.70%                 | No            | 2                  | On Loan: No      |
| M&T BANK RV TRUST 2026-1                                                                         | M&T Bank RV Trust 2026-1 4.35%, Due 01/15/2046                                      | CUSIP: 551923AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2563101 | PA      | $2540594.02   | 0.50%             | 2046-01-15      | Fixed         | 4.35%                 | Yes           | 2                  | On Loan: No      |
| MPLX LP                                                                                          | MPLX, L.P. 4.5%, Due 04/15/2038                                                     | CUSIP: 55336VAM2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    843000 | PA      | $757918.76    | 0.15%             | 2038-04-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| MVW 2024-2 LLC                                                                                   | MVW 2024-2, LLC 4.43%, Due 03/20/2042                                               | CUSIP: 55389QAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    424383 | PA      | $422752.30    | 0.08%             | 2042-03-20      | Fixed         | 4.43%                 | Yes           | 2                  | On Loan: No      |
| Macquarie Group Ltd.                                                                             | Macquarie Group Ltd. 2.691%, Fixed Until 06/23/2031                                 | CUSIP: 55607PAG0<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |   1410000 | PA      | $1266561.50   | 0.25%             | 2032-06-23      | Fixed         | 2.69%                 | Yes           | 2                  | On Loan: No      |
| Macys Retail Holdings LLC                                                                        | Macy's Retail Holdings, LLC 5.875%, Due 03/15/2030                                  | CUSIP: 55617LAQ5<br>LEI: 549300JMONK27O4SQQ19 | Long             | DBT              | CORP              | US        |    676000 | PA      | $671701.05    | 0.13%             | 2030-03-15      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| Marvell Technology Inc                                                                           | Marvell Technology, Inc. 2.95%, Due 04/15/2031                                      | CUSIP: 573874AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    908000 | PA      | $833622.49    | 0.17%             | 2031-04-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| Mattel, Inc.                                                                                     | Mattel, Inc. 3.75%, Due 04/1/2029                                                   | CUSIP: 577081BF8<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    247000 | PA      | $238955.53    | 0.05%             | 2029-04-01      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| Mattel, Inc.                                                                                     | Mattel, Inc. 5%, Due 11/17/2030                                                     | CUSIP: 577081BG6<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    484000 | PA      | $481194.89    | 0.10%             | 2030-11-17      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Meritage Homes Corp                                                                              | Meritage Homes Corporation 3.875%, Due 04/15/2029                                   | CUSIP: 59001ABD3<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |    484000 | PA      | $471201.39    | 0.09%             | 2029-04-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| Meritage Homes Corp                                                                              | Meritage Homes Corporation 5.65%, Due 03/15/2035                                    | CUSIP: 59001ABG6<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |    697000 | PA      | $696591.05    | 0.14%             | 2035-03-15      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| Microchip Technology Incorporated                                                                | Microchip Technology, Inc. 5.05%, Due 02/15/2030                                    | CUSIP: 595017BL7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   1206000 | PA      | $1216766.17   | 0.24%             | 2030-02-15      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc.                                                              | Mitsubishi UFJ Financial Group, Inc. 2.494%, Fixed Until 10/13/2031                 | CUSIP: 606822CB8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    597000 | PA      | $528154.29    | 0.10%             | 2032-10-13      | Fixed         | 2.49%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital I Trust 2016-BNK2                                                         | Morgan Stanley Capital I Trust 2016-BNK2 3.049%, Due 11/15/2049                     | CUSIP: 61690YBU5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1622000 | PA      | $1597749.80   | 0.32%             | 2049-11-15      | Fixed         | 3.05%                 | No            | N/A                | On Loan: No      |
| Morgan Stanley Capital I Trust 2017-HR2                                                          | Morgan Stanley Capital I 2017-HR2 3.587%, Due 12/15/2050                            | CUSIP: 61691NAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $295306.02    | 0.06%             | 2050-12-15      | Fixed         | 3.59%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                                   | Morgan Stanley 2.511 ,Fixed until 10/20/2031                                        | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1594000 | PA      | $1407969.54   | 0.28%             | 2032-10-20      | Fixed         | 2.51%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                                   | Morgan Stanley 5.25%, Fixed until 04/21/2033                                        | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1724000 | PA      | $1729999.21   | 0.34%             | 2034-04-21      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                                   | Morgan Stanley 5.314%, Fixed Until 01/18/2036                                       | CUSIP: 61748UAP7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    429000 | PA      | $414331.64    | 0.08%             | 2041-01-18      | Fixed         | 5.31%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Bank Of America Merrill Lynch Trust                                               | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C29                         | CUSIP: 61766EBE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     97104 | PA      | $96246.37     | 0.02%             | 2049-05-15      | Fixed         | 3.33%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Cap I Tst 2018-H3                                                                 | Morgan Stanley Capital I Trust 2018-H3 4.177%, Due 07/15/2051                       | CUSIP: 61767YAZ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1483000 | PA      | $1472585.78   | 0.29%             | 2051-07-15      | Fixed         | 4.18%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2025-5C2                                      | Morgan Stanley Bank of America Merrill Lynch Trust 2025-5C2                         | CUSIP: 61779RBK6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    900000 | PA      | $912735.09    | 0.18%             | 2030-11-15      | Variable      | 5.11%                 | No            | 2                  | On Loan: No      |
| Motorola Solutions Inc                                                                           | Motorola Solutions, Inc. 4.85%, Due 08/15/2030                                      | CUSIP: 620076CA5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    749000 | PA      | $754581.53    | 0.15%             | 2030-08-15      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| Motorola Solutions Inc                                                                           | Motorola Solutions, Inc. 5.55%, Due 08/15/2035                                      | CUSIP: 620076CC1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    475000 | PA      | $485808.74    | 0.10%             | 2035-08-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| NCL Corporation Ltd.                                                                             | NCL Corporation Ltd. 6.75%, Due 02/01/2032                                          | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    722000 | PA      | $717049.03    | 0.14%             | 2032-02-01      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| NRG Energy, Inc.                                                                                 | NRG Energy, Inc. 5.407%, Due 10/15/2035                                             | CUSIP: 629377DB5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    906000 | PA      | $889275.04    | 0.18%             | 2035-10-15      | Fixed         | 5.41%                 | Yes           | 2                  | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 41 Ltd.                                                       | Neuberger Berman Loan Advisers CLO 41 Ltd. Floating Rate, Due 04/15/2034            | CUSIP: 64134BAJ9<br>LEI: 549300RYH1PYRU661D66 | Long             | ABS-CBDO         | CORP              | KY        |   3031000 | PA      | $3028523.67   | 0.60%             | 2034-04-15      | Floating      | 4.72%                 | Yes           | 2                  | On Loan: No      |
| Nevada Power Company                                                                             | Nevada Power Company 6.25%, Fixed until 05/15/2030                                  | CUSIP: 641423CH9<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    371000 | PA      | $371146.19    | 0.07%             | 2055-05-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| New Home Company Inc                                                                             | New Home Company, Inc. (The) 9.25%, Due 10/01/2029                                  | CUSIP: 645370AF4<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |   1206000 | PA      | $1219744.78   | 0.24%             | 2029-10-01      | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| New Home Company Inc                                                                             | New Home Company, Inc. (The) 8.5%, Due 11/01/2030                                   | CUSIP: 645370AG2<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |    508000 | PA      | $497368.22    | 0.10%             | 2030-11-01      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                              | NextEra Energy Capital Holdings, Inc. 2.44%, Due 01/15/2032                         | CUSIP: 65339KBZ2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    945000 | PA      | $833232.24    | 0.17%             | 2032-01-15      | Fixed         | 2.44%                 | No            | 2                  | On Loan: No      |
| O'Reilly Automotive Inc.                                                                         | O'Reilly Automotive, Inc. 5.1%, Due 03/12/2036                                      | CUSIP: 67103HAP2<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    751000 | PA      | $741455.17    | 0.15%             | 2036-03-12      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| Constellation Insurance Inc.                                                                     | Constellation Insurance, Inc. 5.55%, Due 01/24/2030                                 | CUSIP: 67740QAH9<br>LEI: 549300K609B872PZT291 | Long             | DBT              | CORP              | US        |    460000 | PA      | $460904.04    | 0.09%             | 2030-01-24      | Fixed         | 6.80%                 | Yes           | 2                  | On Loan: No      |
| Onemain Direct Auto Receivables Trust 2017-1                                                     | OneMain Direct Auto Receivables Trust 2025-1 5.36%, Due 04/16/2035                  | CUSIP: 682684AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4500000 | PA      | $4607029.80   | 0.91%             | 2035-04-16      | Fixed         | 5.36%                 | Yes           | 2                  | On Loan: No      |
| OneMain Financial Corporation                                                                    | OneMain Finance Corporation 7.875%, Due 03/15/2030                                  | CUSIP: 682691AE0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    417000 | PA      | $430611.83    | 0.09%             | 2030-03-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| OneMain Financial Corporation                                                                    | OneMain Finance Corporation 7.125%, Due 09/15/2032                                  | CUSIP: 682691AK6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    430000 | PA      | $424025.75    | 0.08%             | 2032-09-15      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| OneMain Financial Corporation                                                                    | OneMain Finance Corporation 6.125%, Due 05/15/2030                                  | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    508000 | PA      | $497091.16    | 0.10%             | 2030-05-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Onemain Direct Auto Receivables Tst                                                              | Onemain Direct Auto Receivables Trust 2022-1 4.65%, Due 03/14/2029                  | CUSIP: 68269DAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     60203 | PA      | $60214.75     | 0.01%             | 2029-03-14      | Fixed         | 4.65%                 | Yes           | 2                  | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST 20                                                              | OneMain Financial Issuance Trust 2023-1 5.5%, Due 06/14/2038                        | CUSIP: 68269JAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1950000 | PA      | $1992313.83   | 0.39%             | 2038-06-14      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Oracle Corp.                                                                                     | Oracle Corporation 6.125%, Due 08/03/2065                                           | CUSIP: 68389XDC6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    859000 | PA      | $715105.17    | 0.14%             | 2065-08-03      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                                     | Oracle Corporation 5.875%, Due 09/26/2045                                           | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $962670.97    | 0.19%             | 2045-09-26      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                                     | Oracle Corporation 5.35%, Due 05/04/2033                                            | CUSIP: 68389XDY8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    633000 | PA      | $616437.95    | 0.12%             | 2033-05-04      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Organon & Co                                                                                     | Organon & Company / Organon Foreign Debt Co-Issuer 5.125%, Due 04/30/2031           | CUSIP: 68622TAB7<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |   1860000 | PA      | $1517731.91   | 0.30%             | 2031-04-30      | Fixed         | 5.12%                 | Yes           | 2                  | On Loan: No      |
| Ovintiv Inc                                                                                      | Ovintiv, Inc. 6.25%, Due 07/15/2033                                                 | CUSIP: 69047QAC6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    741000 | PA      | $782276.08    | 0.15%             | 2033-07-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Blue Owl Capital Corp.                                                                           | Blue Owl Capital Corporation 5.95%, Due 03/15/2029                                  | CUSIP: 69121KAH7<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    466000 | PA      | $460571.10    | 0.09%             | 2029-03-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Truist Insurance Holdings LLC & Panther Co-Issuer Inc.                                           | Panther Escrow Issuer, LLC 7.125%, Due 06/01/2031                                   | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1055000 | PA      | $1059076.52   | 0.21%             | 2031-06-01      | Fixed         | 7.12%                 | Yes           | 2                  | On Loan: No      |
| Pennymac Financial Services Inc                                                                  | PennyMac Financial Services, Inc. 6.75%, Due 02/15/2034                             | CUSIP: 70932MAH0<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |   1321000 | PA      | $1237609.80   | 0.25%             | 2034-02-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Phillips Edison Grocery Center Operating Partnership I L P                                       | Phillips Edison Grocery Center Operating Partnership I, L.P.                        | CUSIP: 71845JAC2<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |    802000 | PA      | $778379.43    | 0.15%             | 2035-01-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Pioneer Natural Resources Company                                                                | Pioneer Natural Resources Company 1.9%, Due 08/15/2030                              | CUSIP: 723787AQ0<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    685000 | PA      | $616887.05    | 0.12%             | 2030-08-15      | Fixed         | 1.90%                 | No            | 2                  | On Loan: No      |
| Plains All American Pipeline L.P.                                                                | Plains All American Pipeline, L.P. / PAA Finance Corporation                        | CUSIP: 72650RBS0<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    708000 | PA      | $710590.72    | 0.14%             | 2036-01-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| PROGRESS RESIDENTIAL 2025-SFR1 TRUS                                                              | Progress Residential 2025-SFR1 Trust Floating Rate, Due 02/17/2042                  | CUSIP: 74334NAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3556903 | PA      | $3388290.48   | 0.67%             | 2042-02-17      | Fixed         | 3.40%                 | Yes           | 2                  | On Loan: No      |
| Prologis Targeted US Logistics Fund LP                                                           | Prologis Targeted US Logistics Fund, L.P. 5.5%, Due 04/01/2034                      | CUSIP: 74350LAB0<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |    694000 | PA      | $705462.44    | 0.14%             | 2034-04-01      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Public Service Company of Colorado                                                               | Public Service Company of Colorado 5.35%, Due 05/15/2034                            | CUSIP: 744448CZ2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    720000 | PA      | $733657.71    | 0.15%             | 2034-05-15      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| QTS ISSUER ABS II, LLC                                                                           | QTS Issuer A.B.S II, LLC 6.156%, Due 01/05/2056                                     | CUSIP: 74690FAY2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1417000 | PA      | $1418689.63   | 0.28%             | 2056-01-05      | Fixed         | 6.16%                 | Yes           | 2                  | On Loan: No      |
| Quikrete Holdings Inc                                                                            | Quikrete Holdings, Inc. 6.375%, Due 03/01/2032                                      | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     88000 | PA      | $89298.26     | 0.02%             | 2032-03-01      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| Regions Financial Corporation                                                                    | Regions Financial Corporation 5.502, Fixed Until 9/6/2034                           | CUSIP: 7591EPAV2<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    722000 | PA      | $723282.74    | 0.14%             | 2035-09-06      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| RGA Global Funding                                                                               | RGA Global Funding 5%, Due 08/25/2032                                               | CUSIP: 76209PAJ2<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    734000 | PA      | $726450.79    | 0.14%             | 2032-08-25      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                                     | Royal Caribbean Cruises Ltd. 5.25%, Due 02/27/2038                                  | CUSIP: 78017TAD5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    778000 | PA      | $740443.85    | 0.15%             | 2038-02-27      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| SBL Holdings Inc.                                                                                | SBL Holdings, Inc. 6.5%, Fixed Unitl 11/13/2026                                     | CUSIP: 78397DAC2<br>LEI: 635400MJW3QDSBJRKQ59 | Long             | DBT              | CORP              | US        |    788000 | PA      | $653658.69    | 0.13%             | N/A             | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| SBL Holdings Inc.                                                                                | SBL Holdings, Inc. 7.2%, Due 10/30/2034                                             | CUSIP: 78397DAD0<br>LEI: 635400MJW3QDSBJRKQ59 | Long             | DBT              | CORP              | US        |    916000 | PA      | $801923.84    | 0.16%             | 2034-10-30      | Fixed         | 7.20%                 | Yes           | 2                  | On Loan: No      |
| S&P Global Inc                                                                                   | S&P Global, Inc. 4.8%, Due 12/04/2035                                               | CUSIP: 78409VBR4<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    235000 | PA      | $230390.67    | 0.05%             | 2035-12-04      | Fixed         | 4.80%                 | Yes           | 2                  | On Loan: No      |
| SMB PRIVATE EDU LN TR 2024-E                                                                     | SMB Private Education Loan Trust 2024-E 5.09%, Due 10/16/2056                       | CUSIP: 78450XAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1064095 | PA      | $1073017.75   | 0.21%             | 2056-10-16      | Fixed         | 5.09%                 | Yes           | 2                  | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2026-A                                                          | SMB Private Education Loan Trust 2026-A 4.68%, Due 05/16/2039                       | CUSIP: 78451MAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1828000 | PA      | $1807074.88   | 0.36%             | 2039-05-16      | Fixed         | 4.68%                 | Yes           | 2                  | On Loan: No      |
| Sempra                                                                                           | Sempra 3.8%, Due 02/01/2038                                                         | CUSIP: 816851BH1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    946000 | PA      | $798931.76    | 0.16%             | 2038-02-01      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| SMB PRIVATE EDU LN TR 2024-A                                                                     | SMB Private Education Loan Trust 2024-A 5.24%, Due 03/15/2056                       | CUSIP: 831943AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2964110 | PA      | $2993412.42   | 0.59%             | 2056-03-15      | Fixed         | 5.24%                 | Yes           | 2                  | On Loan: No      |
| Sprint Capital Corporation                                                                       | Sprint Capital Corporation 8.75%, Due 03/15/2032                                    | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    804000 | PA      | $956417.48    | 0.19%             | 2032-03-15      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| Stack Infrastructure Issuer Llc                                                                  | Stack Infrastructure Issuer, LLC 5%, Due 05/25/2050                                 | CUSIP: 85236KAP7<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-O            | CORP              | US        |   2837000 | PA      | $2799261.94   | 0.55%             | 2050-05-25      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| Starwood Property Trust, Inc.                                                                    | Starwood Property Trust, Inc. 6.5%, Due 10/15/2030                                  | CUSIP: 85571BBE4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    956000 | PA      | $970200.42    | 0.19%             | 2030-10-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| Stonebriar ABF Issuer LLC                                                                        | Stonebriar A.B.F Issuer, LLC 8.125%, Due 12/15/2030                                 | CUSIP: 86177CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    767000 | PA      | $793313.47    | 0.16%             | 2030-12-15      | Fixed         | 8.12%                 | Yes           | 2                  | On Loan: No      |
| Stonepeak Nile Parent LLC                                                                        | Stonepeak Nile Parent, LLC 7.25%, Due 03/15/2032                                    | CUSIP: 861932AA9<br>LEI: 254900TJV3VAFZD0GU41 | Long             | DBT              | CORP              | US        |    540000 | PA      | $563221.08    | 0.11%             | 2032-03-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| STORE Capital Corp.                                                                              | Store Capital, LLC 2.75%, Due 11/18/2030                                            | CUSIP: 862121AC4<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | DBT              | CORP              | US        |    939000 | PA      | $845854.75    | 0.17%             | 2030-11-18      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc.                                                             | Sumitomo Mitsui Financial Group, Inc. 2.13%, Due 07/08/2030                         | CUSIP: 86562MCB4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    873000 | PA      | $785381.18    | 0.16%             | 2030-07-08      | Fixed         | 2.13%                 | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc.                                                             | Sumitomo Mitsui Financial Group, Inc. 5.334%, Due 03/03/2041                        | CUSIP: 86562MEK2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    430000 | PA      | $417199.82    | 0.08%             | 2041-03-03      | Fixed         | 5.33%                 | No            | 2                  | On Loan: No      |
| Sunoco LP                                                                                        | Sunoco, L.P. 5.625%, Due 07/15/2034                                                 | CUSIP: 86765KAN9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    551000 | PA      | $542953.11    | 0.11%             | 2034-07-15      | Fixed         | 5.62%                 | Yes           | 2                  | On Loan: No      |
| Sunoco LP / Sunoco Finance Corp.                                                                 | Sunoco, L.P. / Sunoco Finance Corporation 4.5%, Due 05/15/2029                      | CUSIP: 86765LAT4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    348000 | PA      | $339580.94    | 0.07%             | 2029-05-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Synopsys Inc                                                                                     | Synopsys, Inc. 5%, Due 04/01/2032                                                   | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    701000 | PA      | $707318.37    | 0.14%             | 2032-04-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                                                               | T-Mobile USA, Inc. 6%, Due 06/15/2054                                               | CUSIP: 87264ADD4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $1144397.94   | 0.23%             | 2054-06-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Tanger Properties Limited Partnership                                                            | Tanger Properties, L.P. 2.75%, Due 09/01/2031                                       | CUSIP: 875484AL1<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              | CORP              | US        |    755000 | PA      | $674575.43    | 0.13%             | 2031-09-01      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| The Toronto-Dominion Bank                                                                        | Toronto-Dominion Bank (The) Variable Rate, Due 09/15/2031                           | CUSIP: 891160MJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1002000 | PA      | $996316.28    | 0.20%             | 2031-09-15      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Transatlantic Holdings Inc.                                                                      | Transatlantic Holdings, Inc. 8%, Due 11/30/2039                                     | CUSIP: 893521AB0<br>LEI: RN37QJVS1BV19MNIC295 | Long             | DBT              | CORP              | US        |    574000 | PA      | $695076.27    | 0.14%             | 2039-11-30      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| United Air Lines, Inc.                                                                           | United Airlines, Inc. 4.625%, Due 04/15/2029                                        | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    882000 | PA      | $865928.99    | 0.17%             | 2029-04-15      | Fixed         | 4.62%                 | Yes           | 2                  | On Loan: No      |
| United Airlines Holdings Inc                                                                     | United Airlines Holdings, Inc. 4.875%, Due 03/01/2029                               | CUSIP: 910047AM1<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |    509000 | PA      | $499116.09    | 0.10%             | 2029-03-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| U.S. Bancorp.                                                                                    | US Bancorp 4.839%, Fixed until 02/01/2033                                           | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    563000 | PA      | $556692.81    | 0.11%             | 2034-02-01      | Fixed         | 4.84%                 | No            | 2                  | On Loan: No      |
| United States Treasury Bonds                                                                     | United States Treasury Bond 2.5%, Due 02/15/2045                                    | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23979100 | PA      | $16823773.97  | 3.33%             | 2045-02-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury Bonds                                                                     | United States Treasury Bond 3.375%, Due 11/15/2048                                  | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11110200 | PA      | $8709789.18   | 1.72%             | 2048-11-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| United States Treasury Bonds                                                                     | United States Treasury Bond 1.375%, Due 08/15/2050                                  | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  26264700 | PA      | $12848670.75  | 2.54%             | 2050-08-15      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| United States Treasury Bonds                                                                     | United States Treasury Note 4.25%, Due 08/15/2054                                   | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9914100 | PA      | $8881639.48   | 1.76%             | 2054-08-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| United States Treasury Notes                                                                     | United States Treasury Note 2.625%, Due 02/15/2029                                  | CUSIP: 9128286B1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    189900 | PA      | $183754.21    | 0.04%             | 2029-02-15      | Fixed         | 2.62%                 | No            | 2                  | On Loan: No      |
| United States Treasury Notes                                                                     | United States Treasury Note 4%, Due 02/15/2034                                      | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    473300 | PA      | $466940.03    | 0.09%             | 2034-02-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury Notes                                                                     | United States Treasury Note 4%, Due 04/30/2032                                      | CUSIP: 91282CNA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1878400 | PA      | $1871686.19   | 0.37%             | 2032-04-30      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury Notes                                                                     | United States Treasury Inflation Indexed Bonds 1.875%, Due 07/15/2035               | CUSIP: 91282CNS6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11889400 | PA      | $11988122.55  | 2.37%             | 2035-07-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| United States Treasury Notes                                                                     | United States Treasury Note 4.125%, Due 02/15/2036                                  | CUSIP: 91282CPZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1248400 | PA      | $1228991.28   | 0.24%             | 2036-02-15      | Fixed         | 4.12%                 | No            | 1                  | On Loan: No      |
| VDCM COMMERCIAL MORTGAGE TRUST 2025-AZ                                                           | VDCM Commercial Mortgage Trust 2025-AZ Floating Rate, Due 07/13/2044                | CUSIP: 91825CAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1202000 | PA      | $1210260.14   | 0.24%             | 2044-07-13      | Variable      | 5.45%                 | Yes           | 2                  | On Loan: No      |
| Vantage Data Centers Issuer                                                                      | Vantage Data Centers, LLC 5.132%, Due 08/15/2055                                    | CUSIP: 92212KAH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2931000 | PA      | $2872605.10   | 0.57%             | 2055-08-15      | Fixed         | 5.13%                 | Yes           | 2                  | On Loan: No      |
| Vantage Data Centers Issuer                                                                      | Vantage Data Centers Issuer, LLC 5.239%, Due 11/15/2055                             | CUSIP: 92212KAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    859000 | PA      | $847478.92    | 0.17%             | 2055-11-15      | Fixed         | 5.24%                 | Yes           | 2                  | On Loan: No      |
| Venture Global Plaquemines Lng LLC                                                               | Venture Global Plaquemines LNG, LLC 6.125%, Due 12/15/2030                          | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    994000 | PA      | $1022802.14   | 0.20%             | 2030-12-15      | Fixed         | 6.12%                 | Yes           | 2                  | On Loan: No      |
| Verizon Communications Inc.                                                                      | Verizon Communications, Inc. 5.875%, Due 11/30/2055                                 | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    732000 | PA      | $712516.39    | 0.14%             | 2055-11-30      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Vertiv Holdings Co                                                                               | Vertiv Holdings Company 4.85%, Due 03/15/2036                                       | CUSIP: 92537NAA6<br>LEI: 549300KTTIRAOGXCRV69 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1245167.82   | 0.25%             | 2036-03-15      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| Virginia Electric and Power Company                                                              | Virginia Electric and Power Company 4.95%, Due 03/15/2036                           | CUSIP: 927804GX6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    312000 | PA      | $304269.73    | 0.06%             | 2036-03-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                                                | Wells Fargo & Company Variable Rate, Due 10/30/2030                                 | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1490000 | PA      | $1406018.80   | 0.28%             | 2030-10-30      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                                                | Wells Fargo & Company 3.068%, Until 04/30/2040, Due 04/30/2041                      | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    975000 | PA      | $732460.59    | 0.15%             | 2041-04-30      | Fixed         | 3.07%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                                                | Wells Fargo & Company 4.897%, Fixed until 07/25/2032                                | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1136000 | PA      | $1130670.54   | 0.22%             | 2033-07-25      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2012-Lc5                                                   | Wells Fargo Commercial Mortgage Trust 2017-C40 3.581%, Due 10/15/2050               | CUSIP: 95000YAY1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    452000 | PA      | $445730.31    | 0.09%             | 2050-10-15      | Fixed         | 3.58%                 | No            | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2012-Lc5                                                   | Wells Fargo Commercial Mortgage Trust 2017-C40 Floating Rate, Due 10/15/2050        | CUSIP: 95000YBB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    243000 | PA      | $236767.10    | 0.05%             | 2050-10-15      | Variable      | 3.85%                 | No            | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2012-Lc5                                                   | Wells Fargo Commercial Mortgage Trust 2020-C58 2.092%, Due 07/15/2053               | CUSIP: 95002UAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    130000 | PA      | $116113.22    | 0.02%             | 2053-07-15      | Fixed         | 2.09%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRU                                                              | Wells Fargo Commercial Mortgage Trust 2025-5C5 5.59%, Due 07/15/2058                | CUSIP: 95004MAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2393000 | PA      | $2470159.89   | 0.49%             | 2058-07-15      | Fixed         | 5.59%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2025-5C6                                                   | Wells Fargo Commercial Mortgage Trust 2025-5C6 5.186%, Due 10/15/2058               | CUSIP: 95004TAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2597000 | PA      | $2640437.42   | 0.52%             | 2058-10-15      | Variable      | 5.19%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRU                                                              | Wells Fargo Commercial Mortgage Trust 2025-5C7 5.203%, Due 12/15/2058               | CUSIP: 95004XAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4419000 | PA      | $4493623.65   | 0.89%             | 2058-12-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Westpac Banking Corp.                                                                            | Westpac Banking Corporation 4.322%, Fixed Unitl 11/23/2026                          | CUSIP: 961214DF7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   1104000 | PA      | $1101516.63   | 0.22%             | 2031-11-23      | Fixed         | 4.32%                 | No            | 2                  | On Loan: No      |
| Williams Companies Inc. (The)                                                                    | Williams Companies, Inc. (The) 5.15%, Due 03/15/2036                                | CUSIP: 969457CV0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    570000 | PA      | $561730.25    | 0.11%             | 2036-03-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Woodside Finance Ltd.                                                                            | Woodside Finance Ltd. 6%, Due 05/19/2035                                            | CUSIP: 980236AV5<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |   1083000 | PA      | $1129122.20   | 0.22%             | 2035-05-19      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| WULF Compute LLC                                                                                 | WULF Compute, LLC 7.75%, Due 10/15/2030                                             | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    950000 | PA      | $1004449.25   | 0.20%             | 2030-10-15      | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| Zoetis Inc.                                                                                      | Zoetis, Inc. 5%, Due 08/17/2035                                                     | CUSIP: 98978VAX1<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   1128000 | PA      | $1119261.72   | 0.22%             | 2035-08-17      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                                              | BBH SWEEP VEHICLE                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | US        |   7018636 | PA      | $7018635.54   | 1.39%             |  |  |  | No            | N/A                | On Loan: No      |
| Chicago Board of Trade                                                                           | CBOT 5 Year US Treasury Note 2026-06-30                                             | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DCO              | CORP              | US        |        25 | NS      | $-38082.80    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                                                           | CBOT 2 Year US Treasury Note Future 2026-06-30                                      | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DCO              | CORP              | US        |       125 | NS      | $-108352.00   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                                                           | CBOT US Treasure Bond Futures 2026-06-18                                            | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DCO              | CORP              | US        |        42 | NS      | $-151914.00   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                                                           | Ultra 10-Year US Treasury Note Futures 2026-06-18                                   | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DCO              | CORP              | US        |        60 | NS      | $-143902.50   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |

### Signature

**Date Signed:** 2026-03-31

**Name of Applicant:** Capitol Series Trust

**Signature:** Zachary Richmond

**Name of Signer:** Zachary Richmond

**Title:** Treasurer