# EDGAR Filing Document

**Accession Number:** 0000851680
**File Stem:** 0001193125-25-220100
**Filing Date:** 2025-9
**Character Count:** 195224
**Document Hash:** 7d7622849602999bdd6d2827e0e49741
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-25-220100.hdr.sgml**: 20250926

**ACCESSION NUMBER**: 0001193125-25-220100

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250926

**DATE AS OF CHANGE**: 20250926

**PERIOD START**: 20250731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** DOMINI INVESTMENT TRUST
- **CENTRAL INDEX KEY:** 0000851680

**ORGANIZATION NAME:**
- **EIN:** 043081258
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0731

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05823
- **FILM NUMBER:** 251349094

**BUSINESS ADDRESS:**
- **STREET 1:** 180 MAIDEN LANE
- **STREET 2:** SUITE 1302
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10038-4925
- **BUSINESS PHONE:** 212-217-1100

**MAIL ADDRESS:**
- **STREET 1:** 180 MAIDEN LANE
- **STREET 2:** SUITE 1302
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10038-4925

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DOMINI SOCIAL INVESTMENT TRUST
- **DATE OF NAME CHANGE:** 20010814

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DOMINI SOCIAL EQUITY FUND
- **DATE OF NAME CHANGE:** 19930915

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DOMINI SOCIAL INDEX TRUST
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Domini Impact Bond Fund (Series ID: S000003424)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000009468 | Investor Shares      | DSBFX           |
| C000110199 | Institutional Shares | DSBIX           |
| C000200994 | Class Y Shares       | DSBYX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Domini Investment Trust

- **b. Investment Company Act file number:** 811-05823

- **c. CIK number of Registrant:** 0000851680

- **d. LEI of Registrant:** 5493006VPRSG0L2XPG69

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

  - **Street Address 1:** 180 Maiden Lane

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10038

  - **Telephone number:** 212-217-1100

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

- **a. Name of Series:** Domini Impact Bond Fund

- **b. EDGAR series identifier (if any):** S000003424

- **c. LEI of Series:** 549300L3R89PNGQIDE43

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

- **a. Date of fiscal year-end:** 2025-07-31

- **b. Date as of which information is reported:** 2025-07-31

**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:** $306204937.00

**Total Liabilities:** $57718882.99

**Net Assets:** $248486054.01

**Delayed Delivery Securities:** $38955598.80

**Cash Not Reported:** $10104183.59

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 481.369446979783 | **1-Year:** 6217.837817431469 | **5-Year:** 31193.489802848386 | **10-Year:** 55813.189999562784 | **30-Year:** 14362.888182439841

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

- **3-Month:** 55.716399100221 | **1-Year:** 1394.598955639211 | **5-Year:** 3994.930828688093 | **10-Year:** 1098.037167155763 | **30-Year:** 1.195246872845

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000009468 | -0.83%               | 1.54%                | -0.33%               |
| Class ID C000110199 | -0.82%               | 1.58%                | -0.31%               |
| Class ID C000200994 | -0.81%               | 1.56%                | -0.31%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-340617.98              | $-1306491.52                               |
| Month 2  | $-604363.22              | $2916643.10                                |
| Month 3  | $-108337.78              | $-1577525.84                               |

**Designated Index Information**

- **Index Name:** BBG Barc US Aggregate Index

- **Index Identifier:** LBUSTRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ROYAL BANK OF CANADA                                                                 | ROYAL BANK OF CANADA                                                             | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $26031.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                     | DEUTSCHE BANK AG                                                                 | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $36935.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                     | DEUTSCHE BANK AG                                                                 | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $73979.62     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                               | UBS AG                                                                           | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $98762.66     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                                                        | CWENA 3.75 02/15/31 144A                                                         | CUSIP: 18539UAD7<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    560000 | PA      | $511511.48    | 0.21%             | 2031-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Colombia (Republic Of)                                                               | COLOM 8 11/14/35                                                                 | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   1090000 | PA      | $1119975.00   | 0.45%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| COLORADO HEALTH FACS AUTH                                                            | CO COSMED 4.48 12/01/2040                                                        | CUSIP: 19648FRZ9<br>LEI: 5493002JB6DRFRZPEQ21 | Long             | DBT              | MUN               | US        |    940000 | PA      | $796960.48    | 0.32%             | 2040-12-01      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Columbia University Trustees NY                                                      | COLUNV 4.355 10/01/35 2024                                                       | CUSIP: 198643AD0<br>LEI: 54930058W39DHS3GTG15 | Long             | DBT              | CORP              | US        |    995000 | PA      | $953092.36    | 0.38%             | 2035-10-01      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II LLC                                                    | CMPDC 2024-2A A1                                                                 | CUSIP: 20469AAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    340000 | PA      | $339733.71    | 0.14%             | 2049-08-25      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                                                  | CAS 2021-R01 1B1                                                                 | CUSIP: 20754RAF3<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    510000 | PA      | $521571.39    | 0.21%             | 2041-10-25      | Floating      | 7.41%                 | Yes           |                  2 | On Loan: No      |
| Conservation Fund / Sustainable Conservation Inc                                     | CONSFD 3.474 12/15/29 2019                                                       | CUSIP: 20848FAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $751565.04    | 0.30%             | 2029-12-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Altium Packaging (fka Consolidated Container Company)                                | Altium Packaging (fka Consolidated Container Company) Term Loan B 250 2031-05-27 | CUSIP: 20902CAX8<br>LEI: 549300FG8OPBIML5F686 | Long             | LON              | CORP              | US        |    425700 | PA      | $425345.39    | 0.17%             | 2031-05-27      | Floating      | 7.85%                 | No            |                  2 | On Loan: No      |
| COOK CNTY ILL CMNTY HIGH SCH DIST NO 228 BREMEN                                      | IL COOSCD 5.02 12/01/2041                                                        | CUSIP: 215813HU3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    435000 | PA      | $417311.38    | 0.17%             | 2041-12-01      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| COREVEST AMERICAN FINANCE TRUST                                                      | CAFL 2020-4 C                                                                    | CUSIP: 21873AAJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $91952.44     | 0.04%             | 2052-12-17      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2-30YR-Multi                                                                    | CUSIP: 21H020683<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2900000 | PA      | $2341906.92   | 0.94%             | 2055-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2-30YR-Multi                                                                    | CUSIP: 21H022689<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2200000 | PA      | $1850421.96   | 0.74%             | 2055-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2-30YR-Multi                                                                    | CUSIP: 21H032688<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3400000 | PA      | $3055628.04   | 1.23%             | 2055-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2-30YR-Multi                                                                    | CUSIP: 21H042687<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1600000 | PA      | $1518710.51   | 0.61%             | 2055-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cotiviti Inc                                                                         | Cotiviti Inc Term Loan B (Incremental) 275 2032-02-06                            | CUSIP: 22164MAF4<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |    240000 | PA      | $239850.00    | 0.10%             | 2032-02-06      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Credit Agricole S.A. London Branch                                                   | ACAFP 4.125 01/10/27 144A                                                        | CUSIP: 22535WAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $994539.21    | 0.40%             | 2027-01-10      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| DBJPM 2020-C9                                                                        | DBJPM 2020-C9 XA                                                                 | CUSIP: 233063AW6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    508568 | PA      | $24046.25     | 0.01%             | 2053-08-15      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| Darling Ingredients, Inc                                                             | DAR 6 06/15/30 144A                                                              | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |    360000 | PA      | $362670.12    | 0.15%             | 2030-06-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| DexCom Inc                                                                           | DXCM 0.25 11/15/25                                                               | CUSIP: 252131AK3<br>LEI: 549300YSK3QDSFR5EU59 | Long             | DBT              | CORP              | US        |    205000 | PA      | $202690.73    | 0.08%             | 2025-11-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| DISTRICT COLUMBIA                                                                    | DC DISREV 4.12 07/01/2027                                                        | CUSIP: 25483VSC9<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |    180000 | PA      | $180570.85    | 0.07%             | 2027-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2025-2 L                                                  | EFF 2025-2 A4                                                                    | CUSIP: 29375TAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    180000 | PA      | $180943.60    | 0.07%             | 2031-12-20      | Fixed         | 4.58%                 | Yes           |                  2 | On Loan: No      |
| Etsy Inc                                                                             | ETSY 1 06/15/30                                                                  | CUSIP: 29786AAP1<br>LEI: 54930089Q7XT501AEA40 | Long             | DBT              | CORP              | US        |    160000 | PA      | $162000.00    | 0.07%             | 2030-06-15      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| European Investment Bank                                                             | EIB 0.75 09/23/30                                                                | CUSIP: 298785JH0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   3000000 | PA      | $2553077.76   | 1.03%             | 2030-09-23      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Fremf 2012 Kf01 Mortgage Trust                                                       | FREMF 2018-K154 B                                                                | CUSIP: 302968AE2<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |     67000 | PA      | $58139.16     | 0.02%             | 2032-11-25      | Variable      | 4.02%                 | Yes           |                  2 | On Loan: No      |
| Fremf 2012 Kf01 Mortgage Trust                                                       | FREMF 2018-K77 B                                                                 | CUSIP: 30296VAS0<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |   1070000 | PA      | $1050439.12   | 0.42%             | 2028-05-25      | Variable      | 4.16%                 | Yes           |                  2 | On Loan: No      |
| FREMF MORTGAGE TRUST                                                                 | FREMF 2018-KW07 B                                                                | CUSIP: 30297NAE8<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    461000 | PA      | $412992.38    | 0.17%             | 2028-09-25      | Variable      | 4.11%                 | Yes           |                  2 | On Loan: No      |
| FREMF MTG TR 2020-K104                                                               | FREMF 2020-K104 B                                                                | CUSIP: 302984AS8<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    520000 | PA      | $492959.90    | 0.20%             | 2030-01-25      | Variable      | 3.53%                 | Yes           |                  2 | On Loan: No      |
| FREMF MORTGAGE TRUST                                                                 | FREMF 2019-K97 C                                                                 | CUSIP: 30298PAU6<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    204000 | PA      | $194133.76    | 0.08%             | 2029-08-25      | Variable      | 3.77%                 | Yes           |                  2 | On Loan: No      |
| Fremf 2017 K69 Mortgage Trust                                                        | FREMF 2017-K69 C                                                                 | CUSIP: 30305KAJ3<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |     40000 | PA      | $38678.51     | 0.02%             | 2049-10-25      | Variable      | 3.73%                 | Yes           |                  2 | On Loan: No      |
| FREMF MORTGAGE TRUST                                                                 | FREMF 2018-K85 C                                                                 | CUSIP: 30308KAC5<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    550000 | PA      | $531280.37    | 0.21%             | 2050-12-25      | Variable      | 4.32%                 | Yes           |                  2 | On Loan: No      |
| FREMF MORTGAGE TRUST                                                                 | FREMF 2019-K95 B                                                                 | CUSIP: 30311MAS1<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    500000 | PA      | $477786.80    | 0.19%             | 2052-08-25      | Variable      | 3.92%                 | Yes           |                  2 | On Loan: No      |
| FREMF MORTGAGE TRUST                                                                 | FREMF 2019-K95 C                                                                 | CUSIP: 30311MAU6<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    307000 | PA      | $289849.66    | 0.12%             | 2052-08-25      | Variable      | 3.92%                 | Yes           |                  2 | On Loan: No      |
| FREM MTG TR 2019-K100                                                                | FREMF 2019-K100 C                                                                | CUSIP: 30313PAU7<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    700000 | PA      | $656583.76    | 0.26%             | 2029-09-25      | Variable      | 3.49%                 | Yes           |                  2 | On Loan: No      |
| FREM MTG TR 2019-K99                                                                 | FREMF 2019-K99 B                                                                 | CUSIP: 30314FAA2<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    565000 | PA      | $536048.21    | 0.22%             | 2029-09-25      | Variable      | 3.65%                 | Yes           |                  2 | On Loan: No      |
| Fremf 2019-K103 Mortgage Trust                                                       | FREMF 2019-K103 B                                                                | CUSIP: 30315DAS7<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    525000 | PA      | $489181.82    | 0.20%             | 2029-11-25      | Variable      | 3.46%                 | Yes           |                  2 | On Loan: No      |
| FHF TRUST 2022-1                                                                     | FHF 2022-1A A                                                                    | CUSIP: 30327CAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     61294 | PA      | $61265.59     | 0.02%             | 2028-01-18      | Fixed         | 4.43%                 | Yes           |                  2 | On Loan: No      |
| Farm Credit Bank of Texas                                                            | FARMCB V7.75 PERP                                                                | CUSIP: 30767EAE9<br>LEI: V1EBJIOLRNYDHDF63Z33 | Long             | DBT              | USGSE             | US        |   1150000 | PA      | $1193882.85   | 0.48%             | 2500-12-31      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG G01779                                                                        | CUSIP: 31283H6Q3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7281 | PA      | $7344.12      | 0.00%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG G30614                                                                        | CUSIP: 3128CUVF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     57340 | PA      | $56187.58     | 0.02%             | 2032-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG G01828                                                                        | CUSIP: 3128LXA59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     36897 | PA      | $36505.64     | 0.01%             | 2035-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG G01837                                                                        | CUSIP: 3128LXBE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     52528 | PA      | $52984.26     | 0.02%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG G01838                                                                        | CUSIP: 3128LXBF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8613 | PA      | $8687.33      | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG G02424                                                                        | CUSIP: 3128M4AZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     33885 | PA      | $34858.69     | 0.01%             | 2036-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG G04997                                                                        | CUSIP: 3128M63E6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     32685 | PA      | $32989.23     | 0.01%             | 2037-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN CB2770                                                                        | CUSIP: 3140QNCG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3949526 | PA      | $3144119.63   | 1.27%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN CB3033                                                                        | CUSIP: 3140QNLP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3749023 | PA      | $3000783.70   | 1.21%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN CB3799                                                                        | CUSIP: 3140QPGH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4071389 | PA      | $3557626.79   | 1.43%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN FM2233                                                                        | CUSIP: 3140X5PT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1826718 | PA      | $1707027.37   | 0.69%             | 2049-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN FS0508                                                                        | CUSIP: 3140XFR60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2391619 | PA      | $2052621.67   | 0.83%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 889529                                                                        | CUSIP: 31410KHE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14546 | PA      | $15216.41     | 0.01%             | 2038-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 890248                                                                        | CUSIP: 31410LBR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6341 | PA      | $6509.08      | 0.00%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AE4113                                                                        | CUSIP: 31419ESB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9706 | PA      | $9315.29      | 0.00%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AE4192                                                                        | CUSIP: 31419EUS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75527 | PA      | $72489.50     | 0.03%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AE5143                                                                        | CUSIP: 31419FWD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7641 | PA      | $7334.01      | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust                                                        | STACR 2021-HQA4 M1                                                               | CUSIP: 35564KNK1<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    570566 | PA      | $570500.41    | 0.23%             | 2041-12-26      | Floating      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| Fremf Mtg Tr 2017-K66                                                                | FREMF 2017-K66 B                                                                 | CUSIP: 35708QAU7<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    136000 | PA      | $133493.56    | 0.05%             | 2050-08-25      | Variable      | 4.04%                 | Yes           |                  2 | On Loan: No      |
| Fremf 2017 K71 Mortgage Trust                                                        | FREMF 2017-K71 B                                                                 | CUSIP: 35708WAS9<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    220000 | PA      | $214086.82    | 0.09%             | 2050-11-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Fremf 2017 K71 Mortgage Trust                                                        | FREMF 2017-K71 C                                                                 | CUSIP: 35708WAU4<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |     65000 | PA      | $63132.39     | 0.03%             | 2050-11-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| FRETE 2021-ML12 TR                                                                   | FRETE 2021-ML12 XUS                                                              | CUSIP: 35833TAB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1155591 | PA      | $102004.04    | 0.04%             | 2041-07-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GCAT TRUST                                                                           | GCAT 2021-CM2 A1                                                                 | CUSIP: 36167AAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    197124 | PA      | $182335.71    | 0.07%             | 2066-08-25      | Variable      | 2.35%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA8948                                                                        | CUSIP: 36179X5H5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    934953 | PA      | $937431.76    | 0.38%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GoDaddy                                                                              | GoDaddy Term Loan B-7 175 2031-05-14                                             | CUSIP: 38017BAW6<br>LEI: 5493005GJOH8HLL11157 | Long             | LON              | CORP              | US        |    295391 | PA      | $295965.48    | 0.12%             | 2031-05-14      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2019-132 NZ                                                                  | CUSIP: 38381Y5R1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    394316 | PA      | $262495.87    | 0.11%             | 2049-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2021-66 PY                                                                   | CUSIP: 38382RXX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1885902 | PA      | $1066543.40   | 0.43%             | 2050-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2022-136 KZ                                                                  | CUSIP: 38383UPQ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    650069 | PA      | $436700.43    | 0.18%             | 2052-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GRACE TRUST                                                                          | GRACE 2020-GRCE A                                                                | CUSIP: 38406JAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    925000 | PA      | $809232.55    | 0.33%             | 2040-12-12      | Fixed         | 2.35%                 | Yes           |                  2 | On Loan: No      |
| Greenko Dutch BV                                                                     | GRNKEN 3.85 03/29/26 144A                                                        | CUSIP: 39530LAD2<br>LEI: 724500PT585P4JPVRP08 | Long             | DBT              | CORP              | NL        |    800800 | PA      | $789778.56    | 0.32%             | 2026-03-29      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| Core & Main (fka HD Supply Waterworks)                                               | Core & Main (fka HD Supply Waterworks) Term Loan B 200 2031-02-01                | CUSIP: 40416VAH8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    281448 | PA      | $282386.25    | 0.11%             | 2031-02-01      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| HA Sustainable Infrastructure Capital Inc                                            | HASI 6.375 07/01/34                                                              | CUSIP: 41068XAF7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    600000 | PA      | $594838.97    | 0.24%             | 2034-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HAT Holdings I LLC and HAT Holdings II LLC                                           | HASI 3.75 09/15/30 144A                                                          | CUSIP: 418751AD5<br>LEI: 254900YE1WH1XG7Y4E44 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182012.44    | 0.07%             | 2030-09-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Howard University                                                                    | HOWUNI 2.657 10/01/26 2020                                                       | CUSIP: 442851AH4<br>LEI: 5493000EDHIQDJSTOF89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97553.79     | 0.04%             | 2026-10-01      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Howard University                                                                    | HOWUNI 1.991 10/01/25 2020                                                       | CUSIP: 442851AP6<br>LEI: 5493000EDHIQDJSTOF89 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119272.14    | 0.05%             | 2025-10-01      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| Howard University                                                                    | HOWUNI 3.476 10/01/41 2020                                                       | CUSIP: 442851AY7<br>LEI: 5493000EDHIQDJSTOF89 | Long             | DBT              | CORP              | US        |    865000 | PA      | $627446.16    | 0.25%             | 2041-10-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Advocate Health & Hospitals Corp.                                                    | ADVHEA 2.211 06/15/30 2020                                                       | CUSIP: 007589AD6<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |    325000 | PA      | $294543.61    | 0.12%             | 2030-06-15      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| Aegea Finance S.a r.l.                                                               | AEGEBZ 6.75 05/20/29 144A                                                        | CUSIP: 00775CAB2<br>LEI: 213800V6WTKUT1XWIZ47 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $201998.00    | 0.08%             | 2029-05-20      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Aegea Finance S.a r.l.                                                               | AEGEBZ 9 01/20/31 144A                                                           | CUSIP: 00775CAC0<br>LEI: 213800V6WTKUT1XWIZ47 | Long             | DBT              | CORP              | LU        |    960000 | PA      | $1032706.88   | 0.42%             | 2031-01-20      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Africell Holding Ltd.                                                                | AFRCEL 10.5 10/23/29 144A                                                        | CUSIP: 00833NAA0<br>LEI: 984500JFB7AFK4B6C829 | Long             | DBT              | CORP              | JE        |    835000 | PA      | $817882.48    | 0.33%             | 2029-10-23      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Air Lease Corporation                                                                | AL 3.625 12/01/27                                                                | CUSIP: 00912XAY0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    500000 | PA      | $490226.97    | 0.20%             | 2027-12-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ALIGNED DATA CENTERS ISSUER LLC                                                      | ADC 2021-1A A2                                                                   | CUSIP: 01627AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    660000 | PA      | $638324.94    | 0.26%             | 2046-08-15      | Fixed         | 1.94%                 | Yes           |                  2 | On Loan: No      |
| ALIGNED DATA CENTERS ISSUER LLC                                                      | ADC 2022-1A A2                                                                   | CUSIP: 01627AAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    540000 | PA      | $540791.59    | 0.22%             | 2047-10-15      | Fixed         | 6.35%                 | Yes           |                  2 | On Loan: No      |
| ALIGNED DATA CENTERS ISSUER LLC                                                      | ADC 2023-1A A2                                                                   | CUSIP: 01627AAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    280000 | PA      | $281573.15    | 0.11%             | 2048-08-17      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| VAN POOL TRANSPORTATION                                                              | VAN POOL TRANSPORTATION LLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    197892 | PA      | $198345.14    | 0.08%             | 2018-11-09      | Floating      |  | No            |                  2 | On Loan: No      |
| VAN POOL TRANSPORTATION                                                              | VAN POOL TRANSPORTATION LLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27108 | PA      | $27170.56     | 0.01%             | 2018-11-09      | Floating      |  | No            |                  2 | On Loan: No      |
| Beacon Mobility Financial Corp.                                                      | BEAMOB 7.25 08/01/30 144A                                                        | CUSIP: 073644AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $122344.84    | 0.05%             | 2030-08-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Benchmark 2019-B10 Mtg Tr                                                            | BMARK 2019-B10 XA                                                                | CUSIP: 08162VAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1914671 | PA      | $70949.67     | 0.03%             | 2062-03-17      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                                             | BMARK 2020-B18 XA                                                                | CUSIP: 08163AAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    409247 | PA      | $22148.50     | 0.01%             | 2053-07-17      | Variable      | 1.80%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                                             | BMARK 2020-B22 XA                                                                | CUSIP: 08163BBF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    875308 | PA      | $56321.90     | 0.02%             | 2054-01-16      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| Beth Israel Deaconess Medical Center Inc.                                            | BETHIS 2.22 07/01/28 L                                                           | CUSIP: 08661UAA4<br>LEI: 549300X0AUMNEAKC6J55 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1299615.97   | 0.52%             | 2028-07-01      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| Blackhawk Network Holdings                                                           | Blackhawk Network Holdings Term Loan B 400 2029-03-01                            | CUSIP: 09238FAM3<br>LEI: 549300LFU3K8UIR03132 | Long             | LON              | CORP              | US        |    168403 | PA      | $169290.41    | 0.07%             | 2029-03-01      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| Leland Stanford Junior University                                                    | STNFRD 4.249 05/01/54                                                            | CUSIP: 09659DAA4<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $979929.79    | 0.39%             | 2054-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                       | BNP V5.906 11/19/35 144A                                                         | CUSIP: 09659T2D2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1640000 | PA      | $1670638.58   | 0.67%             | 2035-11-19      | Fixed         | 5.91%                 | Yes           |                  2 | On Loan: No      |
| Boston Medical Center Corporation                                                    | BSTMCC 4.519 07/01/26                                                            | CUSIP: 10103DAA4<br>LEI: 54930000C3BLYBHD3L38 | Long             | DBT              | CORP              | US        |    705000 | PA      | $702396.34    | 0.28%             | 2026-07-01      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                                 | BXP 3.65 02/01/26                                                                | CUSIP: 10112RAX2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    430000 | PA      | $427746.62    | 0.17%             | 2026-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Brandywine Operating Partnership L.P.                                                | BDN 4.55 10/01/29                                                                | CUSIP: 105340AP8<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |    500000 | PA      | $470511.09    | 0.19%             | 2029-10-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial Inc.                                                           | BHF 5.625 05/15/30                                                               | CUSIP: 10922NAG8<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1504044.15   | 0.61%             | 2030-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                         | AVGO 4.15 11/15/30                                                               | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1175677.26   | 0.47%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                         | AVGO 3.187 11/15/36 144A                                                         | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    852000 | PA      | $703424.23    | 0.28%             | 2036-11-15      | Fixed         | 3.19%                 | Yes           |                  2 | On Loan: No      |
| Paramount Global                                                                     | PARA 2.9 01/15/27                                                                | CUSIP: 124857AR4<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    400000 | PA      | $389067.78    | 0.16%             | 2027-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CHNGE MORTGAGE TRUST 2022-2                                                          | CHNGE 2022-2 A1                                                                  | CUSIP: 12546YAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    457531 | PA      | $443728.79    | 0.18%             | 2067-03-25      | Variable      | 3.76%                 | Yes           |                  2 | On Loan: No      |
| COMM 2020-SBX MORTGAGE TRUST                                                         | COMM 2020-SBX A                                                                  | CUSIP: 12598EAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    595000 | PA      | $592088.96    | 0.24%             | 2039-01-12      | Fixed         | 1.67%                 | Yes           |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                                                  | COMM 2020-CX B                                                                   | CUSIP: 12656KAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    524000 | PA      | $439535.34    | 0.18%             | 2046-11-10      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                                                  | COMM 2020-CX C                                                                   | CUSIP: 12656KAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $82795.28     | 0.03%             | 2046-11-10      | Variable      | 2.68%                 | Yes           |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                                                  | COMM 2020-CX D                                                                   | CUSIP: 12656KAJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $81396.10     | 0.03%             | 2046-11-10      | Variable      | 2.68%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR 6.484 10/23/45                                                              | CUSIP: 161175BA1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1290139.16   | 0.52%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG A97047                                                                        | CUSIP: 312945ZL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22192 | PA      | $21940.43     | 0.01%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG A12413                                                                        | CUSIP: 31296LVE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6845 | PA      | $6902.74      | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG A37619                                                                        | CUSIP: 31297TPC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     50898 | PA      | $50407.28     | 0.02%             | 2035-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FH 849167                                                                        | CUSIP: 31300MFG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21597 | PA      | $22125.08     | 0.01%             | 2043-10-01      | Variable      | 7.26%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG J20118                                                                        | CUSIP: 31306XDX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5420 | PA      | $5323.82      | 0.00%             | 2027-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                              | FHLB 3.315 11/13/35                                                              | CUSIP: 3130A6RM1<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   3000000 | PA      | $2665895.88   | 1.07%             | 2035-11-13      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                              | FHLB 3.25 11/16/28                                                               | CUSIP: 3130AFFX0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   5000000 | PA      | $4912358.70   | 1.98%             | 2028-11-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                              | FHLB 0.9 02/26/27                                                                | CUSIP: 3130AL5A8<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   3000000 | PA      | $2857904.10   | 1.15%             | 2027-02-26      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                              | FHLB 4.125 03/13/26                                                              | CUSIP: 3130AUU36<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   3500000 | PA      | $3496355.45   | 1.41%             | 2026-03-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR SD3512                                                                        | CUSIP: 3132DQ3V6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2898460 | PA      | $2943578.13   | 1.18%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR SD5316                                                                        | CUSIP: 3132DS3Z3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2855543 | PA      | $2899203.51   | 1.17%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR SD8324                                                                        | CUSIP: 3132DWG98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2153300 | PA      | $2146829.61   | 0.86%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR SD8362                                                                        | CUSIP: 3132DWJF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2185020 | PA      | $2177778.12   | 0.88%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR SD3684                                                                        | CUSIP: 3132E0CV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1162497 | PA      | $1105401.80   | 0.44%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG Z40004                                                                        | CUSIP: 3132FCAD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5604 | PA      | $5869.92      | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG Q00291                                                                        | CUSIP: 3132GDKC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20145 | PA      | $20295.93     | 0.01%             | 2041-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG Q01807                                                                        | CUSIP: 3132GFAG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     39641 | PA      | $39250.46     | 0.02%             | 2036-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG Q06160                                                                        | CUSIP: 3132GRE98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     31436 | PA      | $30738.23     | 0.01%             | 2037-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG Q17103                                                                        | CUSIP: 3132J8KR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3924 | PA      | $3827.09      | 0.00%             | 2041-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG Q33602                                                                        | CUSIP: 3132QQAC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    142239 | PA      | $126225.55    | 0.05%             | 2045-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                              | FHLBDN 0 08/28/25                                                                | CUSIP: 313385KZ8<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   6125000 | PA      | $6104848.75   | 2.46%             | 2025-08-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                              | FHLBDN 0 09/08/25                                                                | CUSIP: 313385LL8<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   7360000 | PA      | $7326352.51   | 2.95%             | 2025-09-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                              | FHLBDN 0 10/17/25                                                                | CUSIP: 313385NB8<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   7395000 | PA      | $7327144.74   | 2.95%             | 2025-10-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHMS K740 X1                                                                     | CUSIP: 3137F72D6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1259837 | PA      | $16141.54     | 0.01%             | 2027-09-25      | Variable      | 0.73%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHMS Q014 X                                                                      | CUSIP: 3137F72J3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1970399 | PA      | $286142.99    | 0.12%             | 2055-10-25      | Variable      | 2.77%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHMS K122 X1                                                                     | CUSIP: 3137F82T9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    357775 | PA      | $13365.33     | 0.01%             | 2030-11-25      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHMS K121 X1                                                                     | CUSIP: 3137F83S0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    646725 | PA      | $27079.08     | 0.01%             | 2030-10-25      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHMS KG04 X1                                                                     | CUSIP: 3137F84T7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   2395223 | PA      | $85115.44     | 0.03%             | 2030-11-25      | Variable      | 0.84%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHMS K124 X1                                                                     | CUSIP: 3137F9YZ8<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |   1456310 | PA      | $46318.97     | 0.02%             | 2030-12-25      | Variable      | 0.72%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHMS KG05 X1                                                                     | CUSIP: 3137FFXM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   2462704 | PA      | $34617.73     | 0.01%             | 2031-01-25      | Variable      | 0.31%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHMS K103 X1                                                                     | CUSIP: 3137FQKQ5<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |   8727079 | PA      | $203443.04    | 0.08%             | 2029-11-25      | Variable      | 0.63%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHR 4961 JB                                                                      | CUSIP: 3137FRK75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    138504 | PA      | $126684.55    | 0.05%             | 2042-12-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHMS K111 X1                                                                     | CUSIP: 3137FUZE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1430081 | PA      | $87466.75     | 0.04%             | 2030-05-25      | Variable      | 1.57%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHMS K112 X1                                                                     | CUSIP: 3137FUZX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1483478 | PA      | $83388.51     | 0.03%             | 2030-05-25      | Variable      | 1.43%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHMS K113 X1                                                                     | CUSIP: 3137FV5Q1<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |   2513523 | PA      | $135753.10    | 0.05%             | 2030-06-25      | Variable      | 1.37%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHMS KG03 X1                                                                     | CUSIP: 3137FVEE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   3139462 | PA      | $166219.76    | 0.07%             | 2030-06-25      | Variable      | 1.37%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHMS K114 X1                                                                     | CUSIP: 3137FVNJ7<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |   2328421 | PA      | $104822.73    | 0.04%             | 2030-06-25      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHMS KSG1 X1                                                                     | CUSIP: 3137FXLY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   3980965 | PA      | $180461.12    | 0.07%             | 2030-09-25      | Variable      | 1.14%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHMR 2021-P011 X1                                                                | CUSIP: 3137H2NR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGA              | US        |   2071669 | PA      | $223490.01    | 0.09%             | 2045-09-25      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHMS KG06 X1                                                                     | CUSIP: 3137H4C73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   2292959 | PA      | $60873.71     | 0.02%             | 2031-10-25      | Variable      | 0.53%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                               | FHMS K-160 A2                                                                    | CUSIP: 3137HASK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   3270526 | PA      | $3250669.33   | 1.31%             | 2033-08-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                               | FHMS K-162 A2                                                                    | CUSIP: 3137HBP73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1500000 | PA      | $1553778.30   | 0.63%             | 2033-12-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AI7951                                                                        | CUSIP: 3138AMZR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5386 | PA      | $5320.38      | 0.00%             | 2036-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AJ5974                                                                        | CUSIP: 3138AXT84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11302 | PA      | $11016.39     | 0.00%             | 2036-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AL0005                                                                        | CUSIP: 3138EGAF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12476 | PA      | $12324.59     | 0.00%             | 2041-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AL0049                                                                        | CUSIP: 3138EGBT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11069 | PA      | $11274.22     | 0.00%             | 2035-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AL1627                                                                        | CUSIP: 3138EHYZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25687 | PA      | $25237.44     | 0.01%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AP9592                                                                        | CUSIP: 3138MDUS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39621 | PA      | $38590.23     | 0.02%             | 2032-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AR1524                                                                        | CUSIP: 3138NXVS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23540 | PA      | $22913.52     | 0.01%             | 2028-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AS3608                                                                        | CUSIP: 3138WDAJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63624 | PA      | $55574.67     | 0.02%             | 2043-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RIVERSIDE CNTY CALIF                                                                 | CA RIV 2.96 02/15/2027                                                           | CUSIP: 76913CBB4<br>LEI: 254900CB5HEOBAVTY629 | Long             | DBT              | MUN               | US        |    670000 | PA      | $655838.34    | 0.26%             | 2027-02-15      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| RIVERSIDE CNTY CALIF                                                                 | CA RIV 3.07 02/15/2028                                                           | CUSIP: 76913CBC2<br>LEI: 254900CB5HEOBAVTY629 | Long             | DBT              | MUN               | US        |    670000 | PA      | $649798.96    | 0.26%             | 2028-02-15      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                                   | RPRX 3.3 09/02/40                                                                | CUSIP: 78081BAL7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   1250000 | PA      | $938066.80    | 0.38%             | 2040-09-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                                   | RPRX 2.15 09/02/31                                                               | CUSIP: 78081BAN3<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    350000 | PA      | $299962.23    | 0.12%             | 2031-09-02      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Russell Investments                                                                  | Russell Investments Term Loan B 650 2027-05-01                                   | CUSIP: 78249LAE0<br>LEI: 5493008YG7V0FQCJQI74 | Long             | LON              | CORP              | US        |    395858 | PA      | $383982.59    | 0.15%             | 2027-05-01      | Floating      | 11.83%                | No            |                  2 | On Loan: No      |
| SLG OFFICE TRUST                                                                     | SLG 2021-OVA B                                                                   | CUSIP: 78449RAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    445000 | PA      | $388621.75    | 0.16%             | 2041-07-17      | Fixed         | 2.71%                 | Yes           |                  2 | On Loan: No      |
| SLG OFFICE TRUST                                                                     | SLG 2021-OVA C                                                                   | CUSIP: 78449RAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    835000 | PA      | $727733.98    | 0.29%             | 2041-07-17      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| STWD TRUST 2021-LIH                                                                  | STWD 2021-LIH E                                                                  | CUSIP: 78486EAQ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    955000 | PA      | $954690.58    | 0.38%             | 2036-11-17      | Floating      | 7.58%                 | Yes           |                  2 | On Loan: No      |
| Sabey Data Center Issuer Llc                                                         | SDCP 2024-1 A2                                                                   | CUSIP: 78520EAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     95000 | PA      | $96187.69     | 0.04%             | 2049-04-20      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Scentre Group Trust 1 / Scentre Group Trust 2                                        | SCGAU 4.375 05/28/30 144A                                                        | CUSIP: 80622GAE4<br>LEI: 254900WXZH7NYJGRVJ58 | Long             | DBT              | CORP              | AU        |    615000 | PA      | $609118.11    | 0.25%             | 2030-05-28      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Sitios Latinoamerica S.A.B. De C.V                                                   | SILAMX 6 11/25/29 144A                                                           | CUSIP: 82983PAA1<br>LEI: 984500D2C0CDC0BFDD35 | Long             | DBT              | CORP              | MX        |    570000 | PA      | $584991.00    | 0.24%             | 2029-11-25      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Block Inc                                                                            | XYZ 6.5 05/15/32                                                                 | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    700000 | PA      | $718769.10    | 0.29%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Stanford Health Care                                                                 | STNFHC 3.31 08/15/30 2020                                                        | CUSIP: 85434VAB4<br>LEI: 5493005311WCPXQGDG42 | Long             | DBT              | CORP              | US        |    595000 | PA      | $565318.95    | 0.23%             | 2030-08-15      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                  | STBCN L 06/10/32 9                                                               | CUSIP: 86388BAC0<br>LEI: N/A                  | Long             | LON              | CORP              | N/A       |      6667 | PA      | $6709.72      | 0.00%             | 2032-06-30      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Student Transportation of America                                                    | Student Transportation of America Term Loan B 325 2032-05-31                     | CUSIP: 86388BAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     93333 | PA      | $93936.08     | 0.04%             | 2032-05-31      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| SUMIT 2022-BVUE MORTGAGE TRUST                                                       | SUMMT 2022-BVUE A                                                                | CUSIP: 865592AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1615000 | PA      | $1438034.44   | 0.58%             | 2041-02-12      | Fixed         | 2.79%                 | Yes           |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd.                                                      | SUMITR 1.55 03/25/26 144A                                                        | CUSIP: 86563VAV1<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   1500000 | PA      | $1472123.01   | 0.59%             | 2026-03-25      | Fixed         | 1.55%                 | Yes           |                  2 | On Loan: No      |
| SUNNOVA HELIOS IV ISS 2020-4                                                         | SNVA 2020-AA A                                                                   | CUSIP: 86746CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    644603 | PA      | $558435.58    | 0.22%             | 2047-06-20      | Fixed         | 2.98%                 | Yes           |                  2 | On Loan: No      |
| SUNNOVA HELIOS V ISS 2021-A                                                          | SNVA 2021-A A                                                                    | CUSIP: 86746EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    182593 | PA      | $142065.05    | 0.06%             | 2048-02-20      | Fixed         | 1.80%                 | Yes           |                  2 | On Loan: No      |
| SUNNOVA HESTIA II ISSUER, LLC                                                        | SNVA 2024-GRID1 1A                                                               | CUSIP: 86746FAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    119766 | PA      | $119127.42    | 0.05%             | 2051-07-20      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Sutter Health                                                                        | SUTHEA 5.537 08/15/35 2025                                                       | CUSIP: 86944BAQ6<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    390000 | PA      | $400363.72    | 0.16%             | 2035-08-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Tesla Sustainable Energy Trust 2024-1                                                | TSET 2024-1A A2                                                                  | CUSIP: 88164AAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1124353 | PA      | $1126790.13   | 0.45%             | 2050-06-21      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| Tesla Sustainable Energy Trust 2024-1                                                | TSET 2024-1A C                                                                   | CUSIP: 88164AAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    165000 | PA      | $164678.89    | 0.07%             | 2050-06-21      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Zelis Healthcare                                                                     | Zelis Healthcare Term Loan B 275 2029-09-01                                      | CUSIP: 98932TAG8<br>LEI: 549300U8NGLZN5R1Y309 | Long             | LON              | CORP              | US        |    452704 | PA      | $451890.74    | 0.18%             | 2029-09-01      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| Zorlu Enerji Elektrik Ueretim AS                                                     | ZOREN 11 04/23/30 144A                                                           | CUSIP: 98977LAA4<br>LEI: 7890005B5CSNL39OYO75 | Long             | DBT              | CORP              | TR        |    370000 | PA      | $358764.60    | 0.14%             | 2030-04-23      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                | ROMANI 2 01/28/32 REGS                                                           | CUSIP: X7360WBC5<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   1360000 | PA      | $1293136.97   | 0.52%             | 2032-01-28      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Forvia SE                                                                            | EOFP 2.375 06/15/29                                                              | CUSIP: F37568SA5<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |    190000 | PA      | $204390.72    | 0.08%             | 2029-06-15      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| Canary Wharf Group Investment Holdings PLC                                           | CWHARF 3.375 04/23/28 REGS                                                       | CUSIP: G1R07CAB4<br>LEI: 2138002C1D5FMEDILF18 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $245092.61    | 0.10%             | 2028-04-23      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                                                | BAC V0.583 08/24/28 EMTN                                                         | CUSIP: U0662LEH8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    560000 | PA      | $615470.21    | 0.25%             | 2028-08-24      | Fixed         | 0.58%                 | Yes           |                  2 | On Loan: No      |
| Ceska Sporitelna AS                                                                  | CESSPO V0.5 09/13/28 EMTN                                                        | CUSIP: X11631BU5<br>LEI: 9KOGW2C2FCIOJQ7FF485 | Long             | DBT              | CORP              | CZ        |   1200000 | PA      | $1305523.06   | 0.53%             | 2028-09-13      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Mbank SA                                                                             | MBKPW V0.966 09/21/27 EMTN                                                       | CUSIP: X521A6AL8<br>LEI: 259400DZXF7UJKK2AY35 | Long             | DBT              | CORP              | PL        |    600000 | PA      | $673851.34    | 0.27%             | 2027-09-21      | Fixed         | 0.97%                 | Yes           |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                                                       | SOLEIN 5.375 10/01/29 REGs                                                       | CUSIP: U68195AC7<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    125000 | PA      | $133068.14    | 0.05%             | 2029-10-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                                                       | SOLEIN 3.875 10/01/28 REGS                                                       | CUSIP: U68195AD5<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    115000 | PA      | $130230.69    | 0.05%             | 2028-10-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Grifols S.A.                                                                         | GRFSM 3.875 10/15/28 REGS                                                        | CUSIP: E57009AB3<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |    165000 | PA      | $185550.49    | 0.07%             | 2028-10-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                                 | UKT 1.5 07/31/53                                                                 | CUSIP: G4527HWA5<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |   3665000 | PA      | $2156140.92   | 0.87%             | 2053-07-31      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Bank of Ireland Group PLC                                                            | BKIR V6.253 09/16/26 REGS                                                        | CUSIP: G0756RBE8<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |    465000 | PA      | $465842.60    | 0.19%             | 2026-09-16      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                                       | BNP V4.375 01/13/29 EMTN                                                         | CUSIP: F105CUP54<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $1189544.54   | 0.48%             | 2029-01-13      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Germany (Federal Republic Of)                                                        | DBR 1.8 08/15/53 G                                                               | CUSIP: D2R8H4HZ5<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |   2605000 | PA      | $2241860.79   | 0.90%             | 2053-08-15      | Fixed         | 1.80%                 | Yes           |                  2 | On Loan: No      |
| Hungary (Republic Of)                                                                | REPHUN 5.375 09/12/33 10Y                                                        | CUSIP: X93622GQ9<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    705000 | PA      | $873747.09    | 0.35%             | 2033-09-12      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Vantage Data Centers Jersey Borrower SPV Ltd.                                        | VDCUK 2024-1A A2                                                                 | CUSIP: N/A<br>LEI: 213800S5S638C9IBQ379       | Long             | ABS-O            | CORP              | JE        |    645000 | PA      | $876425.63    | 0.35%             | 2039-05-28      | Variable      | 6.17%                 | Yes           |                  2 | On Loan: No      |
| HTA Group Limited (Mauritius)                                                        | HLSTWR 7.5 06/04/29 REGS                                                         | CUSIP: V4256BAE4<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | MU        |    250000 | PA      | $258700.35    | 0.10%             | 2029-06-04      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Picard Groupe S.A.S.                                                                 | PICSUR 6.375 07/01/29 REGS                                                       | CUSIP: F7S98MAG8<br>LEI: 969500C0PA29TV19CT55 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $239485.14    | 0.10%             | 2029-07-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Rossini S.a.r.l.                                                                     | ROSINI 6.75 12/31/29 REGS                                                        | CUSIP: L7980HAE8<br>LEI: 549300EC5JCCW6F83R11 | Long             | DBT              | CORP              | LU        |    205000 | PA      | $247358.89    | 0.10%             | 2029-12-31      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Darling Global Finance Bv                                                            | DAR 4.5 07/15/32 144A                                                            | CUSIP: N/A<br>LEI: 724500R2BQXOR6YG2Y67       | Long             | DBT              | CORP              | NL        |    100000 | PA      | $116001.50    | 0.05%             | 2032-07-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| WLB Asset VII Pte. Ltd.                                                              | WLBVII 5.88 07/30/29 144A                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | MU        |    730000 | PA      | $730000.00    | 0.29%             | 2029-07-31      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| BOELS TOPHOLDING BV                                                                  | BOELS TOPHOLDING BV                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    344828 | PA      | $395066.73    | 0.16%             | 2031-05-23      | Floating      |  | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                    | FGBL Sep 2025                                                                    | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | N/A              | DIR              | CORP              | DE        |        10 | NC      | $-16099.13    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ASX - TRADE24                                                                        | ASX 10 Year Treasury Bond Futures                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | AU        |        63 | NC      | $3728.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THE MONTREAL EXCHANGE / BOURSE DE MONTREAL                                           | Ten-Year Government of Canada Bond Futures,Sep-2025,Composite                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | CA        |        74 | NC      | $-38627.37    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                    | FGBX Sep 2025                                                                    | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | N/A              | DIR              | CORP              | DE        |        -5 | NC      | $21449.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kreditanstalt Fuer Wiederaufbau                                                      | KFW 0 06/29/37                                                                   | CUSIP: 500769CH5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |   6000000 | PA      | $3515563.86   | 1.41%             | 2037-06-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt Fuer Wiederaufbau                                                      | KFW 4.375 02/28/34                                                               | CUSIP: 500769KD5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |   6000000 | PA      | $6031265.10   | 2.43%             | 2034-02-28      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST                                                        | LBZZ 2024-2A A2                                                                  | CUSIP: 525920AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    516703 | PA      | $520717.11    | 0.21%             | 2029-05-15      | Fixed         | 5.99%                 | Yes           |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST                                                        | LBZZ 2023-3A A2                                                                  | CUSIP: 525931AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    276814 | PA      | $282407.63    | 0.11%             | 2028-12-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST                                                        | LBZZ 2022-1A A                                                                   | CUSIP: 52607KAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    160297 | PA      | $159965.07    | 0.06%             | 2027-05-17      | Fixed         | 4.22%                 | Yes           |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST                                                        | LBZZ 2023-1A A2                                                                  | CUSIP: 52608LAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    178777 | PA      | $181151.86    | 0.07%             | 2028-08-15      | Fixed         | 6.92%                 | Yes           |                  2 | On Loan: No      |
| Lendbuzz Securitization Tr 2023-2                                                    | LBZZ 2023-2A A2                                                                  | CUSIP: 52608MAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    208225 | PA      | $211478.11    | 0.09%             | 2028-10-16      | Fixed         | 7.09%                 | Yes           |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST 2024-3                                                 | LBZZ 2024-3A A2                                                                  | CUSIP: 52609YAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500552 | PA      | $500768.11    | 0.20%             | 2030-10-15      | Fixed         | 4.97%                 | Yes           |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST 2025-2                                                 | LBZZ 2025-2A A2                                                                  | CUSIP: 52611JAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    835000 | PA      | $836724.53    | 0.34%             | 2030-05-15      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Lifespan Mass Fall River Inc. / Lifespan Mass Taunton Inc.                           | BRNUHS 5.05 02/15/30 2025                                                        | CUSIP: 53229UAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    465000 | PA      | $468547.00    | 0.19%             | 2030-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Limak Yenilenebilir Enerji AS                                                        | LIMYEN 9.625 08/12/30 144A                                                       | CUSIP: 53263MAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | TR        |    575000 | PA      | $574257.99    | 0.23%             | 2030-08-12      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| MARYLAND ST HEALTH & HIGHER EDL FACS AUTH                                            | MD MDSMED 3.97 07/01/2027                                                        | CUSIP: 574218X32<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    205000 | PA      | $203469.61    | 0.08%             | 2027-07-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS EDL FING AUTH                                                          | MA MASEDU 2.31 07/01/2029                                                        | CUSIP: 57563RRW1<br>LEI: 5493007K5OP7V6CL0Y88 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $922540.10    | 0.37%             | 2029-07-01      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS EDL FING AUTH                                                          | MA MASEDU 5.46 07/01/2033                                                        | CUSIP: 57563RTL3<br>LEI: 5493007K5OP7V6CL0Y88 | Long             | DBT              | MUN               | US        |    600000 | PA      | $607010.34    | 0.24%             | 2033-07-01      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS EDL FING AUTH                                                          | MA MASEDU 6.07 07/01/2033                                                        | CUSIP: 57563RTW9<br>LEI: 5493007K5OP7V6CL0Y88 | Long             | DBT              | MUN               | US        |    175000 | PA      | $181857.06    | 0.07%             | 2033-07-01      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY                                                         | MA MASDEV 4 10/01/2027                                                           | CUSIP: 57584X4J7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    100000 | PA      | $100917.23    | 0.04%             | 2027-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                                                     | MA MASOBL 4.11 07/15/2031                                                        | CUSIP: 576004HG3<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    365965 | PA      | $363728.67    | 0.15%             | 2031-07-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| McAfee Corp                                                                          | MCFE 7.375 02/15/30 144A                                                         | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |    275000 | PA      | $255269.88    | 0.10%             | 2030-02-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Microsoft Corp.                                                                      | MSFT 3.041 03/17/62                                                              | CUSIP: 594918CF9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $634458.99    | 0.26%             | 2062-03-17      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Millicom International Cellular SA                                                   | TIGO 4.5 04/27/31 144A                                                           | CUSIP: 600814AR8<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |    475000 | PA      | $438077.66    | 0.18%             | 2031-04-27      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Millicom International Cellular SA                                                   | TIGO 7.375 04/02/32 144A                                                         | CUSIP: 600814AS6<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |    400000 | PA      | $411249.60    | 0.17%             | 2032-04-02      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                       | MS V2.699 01/22/31 GMTN                                                          | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    640000 | PA      | $589998.44    | 0.24%             | 2031-01-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                       | MS V2.511 10/20/32 MTN                                                           | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $875636.80    | 0.35%             | 2032-10-20      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| FREMF 2017-K67 Mortgage Trust                                                        | FREMF 2017-K67 B                                                                 | CUSIP: 30300YAS8<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |     85000 | PA      | $83353.59     | 0.03%             | 2049-09-25      | Variable      | 3.95%                 | Yes           |                  2 | On Loan: No      |
| FREMF 2017-K67 Mortgage Trust                                                        | FREMF 2017-K67 C                                                                 | CUSIP: 30300YAU3<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    100000 | PA      | $97506.37     | 0.04%             | 2049-09-25      | Variable      | 3.95%                 | Yes           |                  2 | On Loan: No      |
| Fremf 2017 K65 Mortgage Trust                                                        | FREMF 2017-K65 B                                                                 | CUSIP: 30302XAE9<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    155000 | PA      | $152680.86    | 0.06%             | 2050-07-25      | Variable      | 4.08%                 | Yes           |                  2 | On Loan: No      |
| Fremf 2017-K68 Mortgage Trust                                                        | FREMF 2017-K68 B                                                                 | CUSIP: 30305EAE8<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |     90000 | PA      | $88061.29     | 0.04%             | 2049-10-25      | Variable      | 3.84%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 930672                                                                        | CUSIP: 31412N6H4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35593 | PA      | $35204.83     | 0.01%             | 2039-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 932441                                                                        | CUSIP: 31412Q5A3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    132736 | PA      | $127451.78    | 0.05%             | 2040-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 995082                                                                        | CUSIP: 31416BM70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21398 | PA      | $21931.50     | 0.01%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 995243                                                                        | CUSIP: 31416BS82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24787 | PA      | $24615.96     | 0.01%             | 2038-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AA9846                                                                        | CUSIP: 31416T5G0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16172 | PA      | $15550.35     | 0.01%             | 2039-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AB1763                                                                        | CUSIP: 31416W5Z1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4763 | PA      | $4711.26      | 0.00%             | 2030-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AB1343                                                                        | CUSIP: 31416WP55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37948 | PA      | $37486.73     | 0.02%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AB4168                                                                        | CUSIP: 31417AT25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47158 | PA      | $46028.37     | 0.02%             | 2032-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AB6472                                                                        | CUSIP: 31417DFN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18459 | PA      | $18025.02     | 0.01%             | 2027-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AC1877                                                                        | CUSIP: 31417LCP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13909 | PA      | $13739.92     | 0.01%             | 2039-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AC2817                                                                        | CUSIP: 31417MDX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10587 | PA      | $10170.66     | 0.00%             | 2039-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AC5401                                                                        | CUSIP: 31417SAB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1470 | PA      | $1478.62      | 0.00%             | 2039-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AC9564                                                                        | CUSIP: 31417WTW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19015 | PA      | $18783.90     | 0.01%             | 2040-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA0639                                                                        | CUSIP: 31417YV95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26073 | PA      | $25002.72     | 0.01%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA0919                                                                        | CUSIP: 31418AAV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2846 | PA      | $2779.96      | 0.00%             | 2031-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA0949                                                                        | CUSIP: 31418ABT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29011 | PA      | $28327.79     | 0.01%             | 2032-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA1630                                                                        | CUSIP: 31418AY44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38882 | PA      | $38298.17     | 0.02%             | 2033-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AD1649                                                                        | CUSIP: 31418NZP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14138 | PA      | $13576.75     | 0.01%             | 2040-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AD8033                                                                        | CUSIP: 31418V4T6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5470 | PA      | $5249.04      | 0.00%             | 2040-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AE0216                                                                        | CUSIP: 31419AG27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31407 | PA      | $30156.81     | 0.01%             | 2040-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AE0215                                                                        | CUSIP: 31419AGZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14422 | PA      | $13861.61     | 0.01%             | 2039-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AE0624                                                                        | CUSIP: 31419AVS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10402 | PA      | $9981.81      | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AE0625                                                                        | CUSIP: 31419AVT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26158 | PA      | $25100.02     | 0.01%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNMA-15YR                                                                        | CUSIP: 01F020489<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1100000 | PA      | $999001.19    | 0.40%             | 2040-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNMA-30YR                                                                        | CUSIP: 01F020687<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3200000 | PA      | $2504173.15   | 1.01%             | 2055-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNMA-30YR                                                                        | CUSIP: 01F022683<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1125000 | PA      | $921980.69    | 0.37%             | 2055-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNMA-30YR                                                                        | CUSIP: 01F040685<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1400000 | PA      | $1291415.38   | 0.52%             | 2055-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNMA-30YR                                                                        | CUSIP: 01F060683<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  24135000 | PA      | $24472360.96  | 9.85%             | 2055-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| American Builders & Contractors Supply Co                                            | American Builders & Contractors Supply Co Term Loan B 200 2031-01-20             | CUSIP: 02474RAJ2<br>LEI: 549300H5GQ4C1BEKG397 | Long             | LON              | CORP              | US        |    205641 | PA      | $206457.24    | 0.08%             | 2031-01-20      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                                           | AAPL 2.65 05/11/50                                                               | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    300000 | PA      | $186868.17    | 0.08%             | 2050-05-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                                           | AAPL 4.1 08/08/62                                                                | CUSIP: 037833ER7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1435000 | PA      | $1131211.53   | 0.46%             | 2062-08-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| athenahealth                                                                         | athenahealth Term Loan B 300 2029-02-01                                          | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |    346811 | PA      | $346872.59    | 0.14%             | 2029-02-01      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| AVID AUTOMOBILE RECEIVABLES TRUST 2                                                  | AVID 2023-1 B                                                                    | CUSIP: 05368QAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     28017 | PA      | $28029.32     | 0.01%             | 2027-03-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Axa SA                                                                               | AXASA 8.6 12/15/30                                                               | CUSIP: 054536AA5<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $474240.33    | 0.19%             | 2030-12-15      | Fixed         | 8.60%                 | No            |                  2 | On Loan: No      |
| Axian Telecom Holding & Management PLC                                               | AXNTLC 7.25 07/11/30 144A                                                        | CUSIP: 05465QAA7<br>LEI: 984500B7DCD97EB04857 | Long             | DBT              | CORP              | AE        |    855000 | PA      | $858499.28    | 0.35%             | 2030-07-11      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                              | BPCEGP V5.876 01/14/31 144A                                                      | CUSIP: 05571AAZ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    770000 | PA      | $798260.58    | 0.32%             | 2031-01-14      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                              | BPCEGP 4.875 04/01/26 144A                                                       | CUSIP: 05578QAE3<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $500021.12    | 0.20%             | 2026-04-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Bway Corporation                                                                     | BWAY 2013-1515 A2                                                                | CUSIP: 05604FAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    975418 | PA      | $929658.39    | 0.37%             | 2033-03-10      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST 2022-CLS                                                                    | BX 2022-CLS B                                                                    | CUSIP: 05609XAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    375000 | PA      | $376860.75    | 0.15%             | 2039-10-14      | Fixed         | 6.30%                 | Yes           |                  2 | On Loan: No      |
| BX COML MTG TR 2024-VLT5                                                             | BX 2024-VLT5 A                                                                   | CUSIP: 05614JAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1003339.10   | 0.40%             | 2046-11-16      | Variable      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| Bank of Ireland Group PLC                                                            | BKIR V6.253 09/16/26 144A                                                        | CUSIP: 06279JAC3<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |   1200000 | PA      | $1202174.46   | 0.48%             | 2026-09-16      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Bank of Ireland Group PLC                                                            | BKIR V5.601 03/20/30 144A                                                        | CUSIP: 06279JAD1<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |   1240000 | PA      | $1277639.89   | 0.51%             | 2030-03-20      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| BANK 2019-BNK18                                                                      | BANK 2019-BN18 XA                                                                | CUSIP: 065402BD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2083142 | PA      | $57010.19     | 0.02%             | 2062-05-17      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| Bank 2017-Bnk4                                                                       | BANK 2019-BN24 XA                                                                | CUSIP: 06540VBC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5421076 | PA      | $132493.80    | 0.05%             | 2062-11-17      | Variable      | 0.63%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK28                                                                      | BANK 2020-BN28 XA                                                                | CUSIP: 06540YAN9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1860789 | PA      | $132870.39    | 0.05%             | 2063-03-16      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| Bank 2017 Bnk8                                                                       | BANK 2017-BNK8 ASB                                                               | CUSIP: 06650AAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     71553 | PA      | $70648.87     | 0.03%             | 2050-11-17      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating                                                     | Charter Communications Operating Term Loan B-5 225 2031-11-14                    | CUSIP: 16117LCE7<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |    274433 | PA      | $274690.68    | 0.11%             | 2031-11-14      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| CHNGE MORTGAGE TRUST 2023-2                                                          | CHNGE 2023-2 A1                                                                  | CUSIP: 169926AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    228127 | PA      | $228786.75    | 0.09%             | 2058-06-25      | Variable      | 6.53%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc.                                                                       | C V4.412 03/31/31                                                                | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    750000 | PA      | $741432.11    | 0.30%             | 2031-03-31      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                       | C V2.561 05/01/32                                                                | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    500000 | PA      | $442793.69    | 0.18%             | 2032-05-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG G05052                                                                        | CUSIP: 3128M65M6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2644 | PA      | $2673.66      | 0.00%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG G06079                                                                        | CUSIP: 3128M8CQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     27518 | PA      | $28735.38     | 0.01%             | 2039-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG G06990                                                                        | CUSIP: 3128M9C34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     49307 | PA      | $50401.48     | 0.02%             | 2040-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG G14599                                                                        | CUSIP: 3128MDKL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13466 | PA      | $13227.50     | 0.01%             | 2027-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG G08816                                                                        | CUSIP: 3128MJ4A5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    297158 | PA      | $270233.87    | 0.11%             | 2048-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG G08347                                                                        | CUSIP: 3128MJL57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     72744 | PA      | $71996.41     | 0.03%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG G08499                                                                        | CUSIP: 3128MJRV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17072 | PA      | $15323.35     | 0.01%             | 2042-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG J17791                                                                        | CUSIP: 3128PXUQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14516 | PA      | $14356.97     | 0.01%             | 2027-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG A87874                                                                        | CUSIP: 312934XB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17187 | PA      | $16539.98     | 0.01%             | 2039-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG A89148                                                                        | CUSIP: 312936EV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     31374 | PA      | $30186.01     | 0.01%             | 2039-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG A89384                                                                        | CUSIP: 312936M95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     27983 | PA      | $26958.19     | 0.01%             | 2039-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG A89729                                                                        | CUSIP: 312936Y27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14116 | PA      | $13571.01     | 0.01%             | 2039-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG A93101                                                                        | CUSIP: 312941NS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25591 | PA      | $25782.17     | 0.01%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG A93996                                                                        | CUSIP: 312942NM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10749 | PA      | $10631.90     | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG A94362                                                                        | CUSIP: 312942Z32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     47474 | PA      | $45607.38     | 0.02%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks                                                            | FFCB 3.43 04/06/45                                                               | CUSIP: 3133EEWR7<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   1000000 | PA      | $766115.07    | 0.31%             | 2045-04-06      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks                                                            | FFCB 2.78 11/02/37                                                               | CUSIP: 3133EGC52<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   1800000 | PA      | $1450164.83   | 0.58%             | 2037-11-02      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks                                                            | FFCB 3.66 03/07/44                                                               | CUSIP: 3133EJFF1<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    974000 | PA      | $785251.01    | 0.32%             | 2044-03-07      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks                                                            | FFCB 2.625 10/15/49                                                              | CUSIP: 3133EK2P0<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   3250000 | PA      | $2014762.72   | 0.81%             | 2049-10-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks                                                            | FFCB 4.5 03/02/26                                                                | CUSIP: 3133EPCF0<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   5000000 | PA      | $5007207.20   | 2.02%             | 2026-03-02      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNMAP 0 07/15/37 PRIN                                                            | CUSIP: 31358DJP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   9000000 | PA      | $5018782.23   | 2.02%             | 2037-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNMA 0.875 08/05/30                                                              | CUSIP: 3135G05Q2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   8000000 | PA      | $6893764.48   | 2.77%             | 2030-08-05      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNMA 0.75 10/08/27                                                               | CUSIP: 3135G05Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   5000000 | PA      | $4671422.10   | 1.88%             | 2027-10-08      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 190370                                                                        | CUSIP: 31368HMT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25457 | PA      | $26630.21     | 0.01%             | 2036-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2012-17 BC                                                                   | CUSIP: 3136A4A82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     55846 | PA      | $55256.72     | 0.02%             | 2027-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2017-105 ZE                                                                  | CUSIP: 3136B0MR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   1006762 | PA      | $781827.21    | 0.31%             | 2048-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2020-1 AC                                                                    | CUSIP: 3136B8NW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    174174 | PA      | $164184.15    | 0.07%             | 2058-08-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2020-1 L                                                                     | CUSIP: 3136B8SU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   1246009 | PA      | $766074.87    | 0.31%             | 2050-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 310229                                                                        | CUSIP: 31374CSS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    393544 | PA      | $362993.31    | 0.15%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHR 3768 CB                                                                      | CUSIP: 3137A4BE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      3224 | PA      | $3211.04      | 0.00%             | 2025-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHR 3806 L                                                                       | CUSIP: 3137A6YW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     31181 | PA      | $31021.93     | 0.01%             | 2026-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHR 3800 CB                                                                      | CUSIP: 3137A7GE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      4804 | PA      | $4785.28      | 0.00%             | 2026-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHR 3877 LM                                                                      | CUSIP: 3137ACFM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     11673 | PA      | $11630.19     | 0.00%             | 2026-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHMS K119 X1                                                                     | CUSIP: 3137F6GV3<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |   4901719 | PA      | $188424.54    | 0.08%             | 2030-09-25      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AS8449                                                                        | CUSIP: 3138WJL71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8182 | PA      | $7827.04      | 0.00%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AY3370                                                                        | CUSIP: 3138YGW81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     95183 | PA      | $80819.41     | 0.03%             | 2045-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 745044                                                                        | CUSIP: 31403CWD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10427 | PA      | $10301.47     | 0.00%             | 2035-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 745327                                                                        | CUSIP: 31403DA41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     78309 | PA      | $81915.99     | 0.03%             | 2036-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN BC1171                                                                        | CUSIP: 3140EVJR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    288334 | PA      | $264448.28    | 0.11%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN BD1153                                                                        | CUSIP: 3140F8H75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21956 | PA      | $19292.19     | 0.01%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN BD1165                                                                        | CUSIP: 3140F8JK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    427588 | PA      | $376142.80    | 0.15%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN BE1416                                                                        | CUSIP: 3140FLSE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23033 | PA      | $21849.99     | 0.01%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN BE4435                                                                        | CUSIP: 3140FP4V8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    521002 | PA      | $454520.32    | 0.18%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN BE8063                                                                        | CUSIP: 3140FT5Z0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    204549 | PA      | $177816.32    | 0.07%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN BJ6137                                                                        | CUSIP: 3140H7ZB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    169679 | PA      | $154103.82    | 0.06%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN BV1907                                                                        | CUSIP: 3140MFDM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2533729 | PA      | $2103327.14   | 0.85%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN CB2291                                                                        | CUSIP: 3140QMRM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4643120 | PA      | $3827409.05   | 1.54%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PeaceHealth                                                                          | PEAHEA 1.375 11/15/25 2020                                                       | CUSIP: 70462GAB4<br>LEI: PLDU35L52IYZUL5SMS69 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $989054.32    | 0.40%             | 2025-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Pennymac Financial Services Inc                                                      | PFSI 7.125 11/15/30 144A                                                         | CUSIP: 70932MAE7<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    235000 | PA      | $242463.13    | 0.10%             | 2030-11-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| PRESTIGE AUTO REC TR 2024-1                                                          | PART 2024-1A B                                                                   | CUSIP: 74113QAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    225000 | PA      | $225670.37    | 0.09%             | 2028-05-15      | Fixed         | 5.71%                 | Yes           |                  2 | On Loan: No      |
| PRESTIGE AUTO RECEIVABLES TRUST 202                                                  | PART 2024-2A B                                                                   | CUSIP: 74113SAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    125000 | PA      | $124868.28    | 0.05%             | 2029-02-15      | Fixed         | 4.56%                 | Yes           |                  2 | On Loan: No      |
| ProAmpac                                                                             | ProAmpac Term Loan B 400 2028-09-01                                              | CUSIP: 74274NAL7<br>LEI: 549300ZI6LTXYFEY1578 | Long             | LON              | CORP              | US        |    399477 | PA      | $401786.81    | 0.16%             | 2028-09-01      | Floating      | 9.30%                 | No            |                  2 | On Loan: No      |
| Retained Vantage Data Centers Issuer LLC / Vantage Data Centers Cda Qc4 Ltd.         | VDCR 2024-1A A2                                                                  | CUSIP: 76134KAH7<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-O            | CORP              | US        |    340000 | PA      | $334546.47    | 0.13%             | 2049-09-15      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| Texas Commercial Mortgage Trust 2025-Twr                                             | TEXAS 2025-TWR B                                                                 | CUSIP: 88231WAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    385000 | PA      | $384671.90    | 0.15%             | 2042-04-15      | Floating      | 6.11%                 | Yes           |                  2 | On Loan: No      |
| Toll Brothers Finance Corp.                                                          | TOL 4.35 02/15/28                                                                | CUSIP: 88947EAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $596969.00    | 0.24%             | 2028-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Toronto, Municipality Of Metropolitan                                                | TRNT 2.6 09/24/39                                                                | CUSIP: 891288DT6<br>LEI: N/A                  | Long             | DBT              | MUN               | CA        |   1060000 | PA      | $612942.55    | 0.25%             | 2039-09-24      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| TRICOLOR AUTO SECURITIZATION TRUST                                                   | TAST 2024-1A A                                                                   | CUSIP: 89616LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     26239 | PA      | $26294.41     | 0.01%             | 2027-10-15      | Fixed         | 6.61%                 | Yes           |                  2 | On Loan: No      |
| Greenko Dutch BV                                                                     | GRNKEN 3.85 03/29/26 REGS                                                        | CUSIP: N3700LAD7<br>LEI: 724500PT585P4JPVRP08 | Long             | DBT              | CORP              | NL        |    413600 | PA      | $407907.60    | 0.16%             | 2026-03-29      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| Trust F/1401 (Fibra Uno)                                                             | FUNOTR 7.375 02/13/34 REGS                                                       | CUSIP: P9401JAA5<br>LEI: 54930011BLQ0JPRBAL73 | Long             | DBT              | CORP              | MX        |    850000 | PA      | $880851.60    | 0.35%             | 2034-02-13      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                    | FBTP Sep 2025                                                                    | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | N/A              | DIR              | CORP              | DE        |       -36 | NC      | $7465.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                    | FOAT Sep 2025                                                                    | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | N/A              | DIR              | CORP              | DE        |       -42 | NC      | $51202.44     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Howard University                                                                    | HOWUNI 5.209 10/01/52 22A                                                        | CUSIP: 442851BH3<br>LEI: 5493000EDHIQDJSTOF89 | Long             | DBT              | CORP              | US        |    470000 | PA      | $402499.38    | 0.16%             | 2052-10-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Hudson Yards 2016-10HY Mortgage Trust                                                | HY 2016-10HY A                                                                   | CUSIP: 44421LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    915000 | PA      | $892919.68    | 0.36%             | 2038-08-12      | Fixed         | 2.83%                 | Yes           |                  2 | On Loan: No      |
| Ihs Holding Limited                                                                  | IHS 8.25 11/29/31 144A                                                           | CUSIP: 44963HAD7<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |    300000 | PA      | $306992.01    | 0.12%             | 2031-11-29      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| ING Groep N.V.                                                                       | INTNED 4.625 01/06/26 144A                                                       | CUSIP: 45685NAA4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    750000 | PA      | $750062.72    | 0.30%             | 2026-01-06      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Insulet                                                                              | Insulet Term Loan B 200 2031-08-01                                               | CUSIP: 45784QAF6<br>LEI: 549300TZTYD2PYN92D43 | Long             | LON              | CORP              | US        |    354078 | PA      | $355848.31    | 0.14%             | 2031-08-01      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                        | ICE 3.625 09/01/28                                                               | CUSIP: 45866FBB9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195662.30    | 0.08%             | 2028-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| IOWA STUDENT LN LIQUIDITY CORP                                                       | IA IASSTD 5.34 12/01/2034                                                        | CUSIP: 462590NZ9<br>LEI: 549300FO1LWVSZKGJK70 | Long             | DBT              | MUN               | US        |    165000 | PA      | $163117.09    | 0.07%             | 2034-12-01      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V6.07 10/22/27                                                               | CUSIP: 46647PDW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1109984.40   | 0.45%             | 2027-10-22      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST 2024-1                                                       | MSAIC 2024-1A A                                                                  | CUSIP: 618937AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     96393 | PA      | $93637.05     | 0.04%             | 2049-09-20      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST 2025-1                                                       | MSAIC 2025-1A A                                                                  | CUSIP: 61945HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    298211 | PA      | $294121.41    | 0.12%             | 2050-08-22      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST                                                              | MSAIC 2020-2A A                                                                  | CUSIP: 61946PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     89507 | PA      | $75667.07     | 0.03%             | 2046-08-20      | Fixed         | 1.44%                 | Yes           |                  2 | On Loan: No      |
| NHP Foundation                                                                       | NHPFDN 5.85 12/01/28                                                             | CUSIP: 62925MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $821801.84    | 0.33%             | 2028-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Nature Conservancy                                                                   | NACONV 1.154 07/01/27 A                                                          | CUSIP: 63902HAK5<br>LEI: 549300GJ1IZME7V1JJ28 | Long             | DBT              | CORP              | US        |    430000 | PA      | $401315.78    | 0.16%             | 2027-07-01      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y                                                                         | NY NYC 6.38 02/01/2055                                                           | CUSIP: 64966SNJ1<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    465000 | PA      | $481677.69    | 0.19%             | 2055-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NEW YORK TRANSN DEV CORP                                                             | NY NYTTRN 3.47 07/01/2028                                                        | CUSIP: 650116BD7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $485584.65    | 0.20%             | 2028-07-01      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| NEW YORK TRANSN DEV CORP                                                             | NY NYTTRN 4.25 09/01/2035                                                        | CUSIP: 650117AA2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    380000 | PA      | $371655.28    | 0.15%             | 2035-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Gen Digital Inc                                                                      | GEN 6.25 04/01/33 144A                                                           | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    115000 | PA      | $117527.47    | 0.05%             | 2033-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| OKLAHOMA DEV FIN AUTH                                                                | OK OKSMED 5.45 08/15/2028                                                        | CUSIP: 67884XCP0<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |    770000 | PA      | $748461.79    | 0.30%             | 2028-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA DEV FIN AUTH                                                                | OK OKSMED 4.65 08/15/2030                                                        | CUSIP: 67884XCQ8<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |    445000 | PA      | $435295.22    | 0.18%             | 2030-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Ottawa (City Of)                                                                     | OTTAWA 2.5 05/11/51                                                              | CUSIP: 689551FG9<br>LEI: 5493007HQAUURLO7D125 | Long             | DBT              | MUN               | CA        |   2390000 | PA      | $1138441.04   | 0.46%             | 2051-05-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-2 LLC                                                                      | PRPM 2025-2 A1                                                                   | CUSIP: 69382HAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    587105 | PA      | $588244.40    | 0.24%             | 2030-05-25      | Variable      | 8.09%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG A94742                                                                        | CUSIP: 312943HT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7600 | PA      | $7300.77      | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG A95084                                                                        | CUSIP: 312943UH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5425 | PA      | $5215.40      | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG A95085                                                                        | CUSIP: 312943UJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     41757 | PA      | $40110.89     | 0.02%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG A95796                                                                        | CUSIP: 312944NM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20049 | PA      | $19258.27     | 0.01%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRICOLOR AUTO SECURITIZATION TRUST                                                   | TAST 2024-2A A                                                                   | CUSIP: 89616PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     78757 | PA      | $78936.71     | 0.03%             | 2027-12-15      | Fixed         | 6.36%                 | Yes           |                  2 | On Loan: No      |
| TRICOLOR AUTO SECURITIZATION TRUST 2025-2                                            | TAST 2025-2A B                                                                   | CUSIP: 89617QAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    840000 | PA      | $843220.39    | 0.34%             | 2029-09-17      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| 245 Park Avenue Trust 2017                                                           | PRKAV 2017-245P A                                                                | CUSIP: 90187LAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    800000 | PA      | $777420.32    | 0.31%             | 2037-06-05      | Fixed         | 3.51%                 | Yes           |                  2 | On Loan: No      |
| 280 Park Avenue Trust                                                                | PRK 2017-280P E                                                                  | CUSIP: 90205FAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    228000 | PA      | $220895.34    | 0.09%             | 2034-09-15      | Variable      | 6.73%                 | Yes           |                  2 | On Loan: No      |
| USAA Capital Corp.                                                                   | USAACA 2.125 05/01/30                                                            | CUSIP: 90327QD55<br>LEI: 5493007XLF4LU3U2W757 | Long             | DBT              | CORP              | US        |    885000 | PA      | $801608.34    | 0.32%             | 2030-05-01      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| USI Inc                                                                              | USI Inc Term Loan B 225 2029-11-01                                               | CUSIP: 90351NAR6<br>LEI: 2549006D7UF7072T7I27 | Long             | LON              | CORP              | US        |    161724 | PA      | $161774.13    | 0.07%             | 2029-11-01      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| UNITED NATIONS DEV CORP N Y                                                          | NY UNNDEV 6.54 08/01/2055                                                        | CUSIP: 911157MF9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1750000 | PA      | $1822683.80   | 0.73%             | 2055-08-01      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY VA                                                                        | VA UNIHGR 4.18 09/01/2117                                                        | CUSIP: 915217WX7<br>LEI: 549300H2U5XHL1CLTN62 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $733564.80    | 0.30%             | 2117-09-01      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| UPTOWN DEV AUTH TEX                                                                  | TX UTWDEV 2.58 09/01/2031                                                        | CUSIP: 916856HB6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $88888.16     | 0.04%             | 2031-09-01      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| VANTAGE DATA CENTERS ISSUER LLC                                                      | VDC 2024-1A A2                                                                   | CUSIP: 92212KAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    520000 | PA      | $514765.21    | 0.21%             | 2054-09-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Paramount Global                                                                     | PARA 4.95 01/15/31                                                               | CUSIP: 92556HAB3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    985000 | PA      | $960910.15    | 0.39%             | 2031-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                                   | VOD 6.15 02/27/37                                                                | CUSIP: 92857WAQ3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     66000 | PA      | $70489.53     | 0.03%             | 2037-02-27      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| VERISURE HOLDING AB                                                                  | VERISURE HOLDING AB                                                              | CUSIP: 937HEJII7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    300000 | PA      | $343714.90    | 0.14%             | 2018-11-09      | Floating      |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2015-Nxs3                                      | WFCM 2015-NXS3 A4                                                                | CUSIP: 94989VAD1<br>LEI: 549300ZVNWG0TX42H716 | Long             | ABS-O            | CORP              | US        |    260390 | PA      | $259797.12    | 0.10%             | 2057-09-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ST HEALTH & EDL FACS AUTH                                                  | WI WISMED 3.94 08/15/2041                                                        | CUSIP: 97712D7X8<br>LEI: 549300ISNGXS0VHGVD41 | Long             | DBT              | MUN               | US        |    335000 | PA      | $231568.15    | 0.09%             | 2041-08-15      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ST HEALTH & EDL FACS AUTH                                                  | WI WISMED 4.19 08/15/2055                                                        | CUSIP: 97712D7Y6<br>LEI: 549300ISNGXS0VHGVD41 | Long             | DBT              | MUN               | US        |    190000 | PA      | $105075.64    | 0.04%             | 2055-08-15      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| X-Caliber Funding Llc                                                                | XCAL 2025-VFN1 A                                                                 | CUSIP: 98373XBZ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    845000 | PA      | $846502.91    | 0.34%             | 2030-06-17      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Young Mens Christian Association of Greater New York                                 | YMCANY 3.23 08/01/32 2020                                                        | CUSIP: 98425BAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $315162.08    | 0.13%             | 2032-08-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Young Mens Christian Association of Greater New York                                 | YMCANY 2.303 08/01/26                                                            | CUSIP: 98425BAU0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    765000 | PA      | $743433.95    | 0.30%             | 2026-08-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V5.103 04/22/31                                                              | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    590000 | PA      | $603520.49    | 0.24%             | 2031-04-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST                               | JPMCC 2021-NYAH G                                                                | CUSIP: 46654EAN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    655000 | PA      | $547506.31    | 0.22%             | 2038-06-15      | Variable      | 7.57%                 | Yes           |                  2 | On Loan: No      |
| J P MORGAN CHASE COML MTG TR 2022                                                    | JPMCC 2022-OPO A                                                                 | CUSIP: 46655AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1750000 | PA      | $1595506.33   | 0.64%             | 2039-01-07      | Variable      | 3.02%                 | Yes           |                  2 | On Loan: No      |
| John D & Catherine T Macarthur Foundation                                            | MACFDN 1.299 12/01/30                                                            | CUSIP: 477854AA1<br>LEI: UJ37UD5B4O5WRVV6NV96 | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1209053.61   | 0.49%             | 2030-12-01      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley LCH                                                                   | Morgan Stanley LCH                                                               | CUSIP: B9D0UXBE1<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DIR              | CORP              | N/A       |   1655000 | OU      | $330964.15    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley LCH                                                                   | Morgan Stanley LCH                                                               | CUSIP: 99D0W6W70<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DIR              | CORP              | N/A       |   2280000 | OU      | $371.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley LCH                                                                   | Morgan Stanley LCH                                                               | CUSIP: B9D0YPFS9<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DIR              | CORP              | N/A       |    950000 | OU      | $1744.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley LCH                                                                   | Morgan Stanley LCH                                                               | CUSIP: B9D0YPES0<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DIR              | CORP              | N/A       |   2320000 | OU      | $12020.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley LCH                                                                   | Morgan Stanley LCH                                                               | CUSIP: B9D0YPDG7<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DIR              | CORP              | N/A       |    100000 | OU      | $9028.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley LCH                                                                   | Morgan Stanley LCH                                                               | CUSIP: B9D0Z06M6<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DIR              | CORP              | N/A       |   2285000 | OU      | $504118.80    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley LCH                                                                   | Morgan Stanley LCH                                                               | CUSIP: B9D0Z18S9<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DIR              | CORP              | N/A       |    695000 | OU      | $28176.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley LCH                                                                   | Morgan Stanley LCH                                                               | CUSIP: B9D0Z2RG2<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DIR              | CORP              | N/A       |   4600000 | OU      | $62658.59     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley LCH                                                                   | Morgan Stanley LCH                                                               | CUSIP: B9D0Z2S48<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DIR              | CORP              | N/A       |   2180000 | OU      | $264236.53    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley LCH                                                                   | Morgan Stanley LCH                                                               | CUSIP: B9D0ZLKZ5<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DIR              | CORP              | N/A       |   3545000 | OU      | $101269.60    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley LCH                                                                   | Morgan Stanley LCH                                                               | CUSIP: B9D0ZPSO3<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DIR              | CORP              | N/A       |   2860000 | OU      | $-6885.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley LCH                                                                   | Morgan Stanley LCH                                                               | CUSIP: S9D1016Y4<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DIR              | CORP              | N/A       |  12795000 | OU      | $-487569.20   | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley LCH                                                                   | Morgan Stanley LCH                                                               | CUSIP: S9D104PO9<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DIR              | CORP              | N/A       |  10400000 | OU      | $375242.51    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley LCH                                                                   | Morgan Stanley LCH                                                               | CUSIP: S9D10A8G1<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DIR              | CORP              | N/A       |  14340000 | OU      | $347478.42    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley LCH                                                                   | Morgan Stanley LCH                                                               | CUSIP: B9D10BY21<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DIR              | CORP              | N/A       |   7265000 | OU      | $-23388.96    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley LCH                                                                   | Morgan Stanley LCH                                                               | CUSIP: B9D10D4T1<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DIR              | CORP              | N/A       |   4475000 | OU      | $45259.82     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley LCH                                                                   | Morgan Stanley LCH                                                               | CUSIP: S9D10H1N8<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DIR              | CORP              | N/A       |  12900000 | OU      | $197808.60    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley LCH                                                                   | Morgan Stanley LCH                                                               | CUSIP: S9D10H2B3<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DIR              | CORP              | N/A       |  12540000 | OU      | $282208.20    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley LCH                                                                   | Morgan Stanley LCH                                                               | CUSIP: S9D10VAC1<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DIR              | CORP              | N/A       |   2723000 | OU      | $8582.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley LCH                                                                   | Morgan Stanley LCH                                                               | CUSIP: 99D10ZE53<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DIR              | CORP              | N/A       |    915000 | OU      | $12338.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley LCH                                                                   | Morgan Stanley LCH                                                               | CUSIP: B9D11ACM2<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DIR              | CORP              | N/A       |   2370000 | OU      | $20757.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-09-26

**Name of Applicant:** Domini Investment Trust

**Signature:** Carole M. Laible

**Name of Signer:** Carole M. Laible

**Title:** President