# EDGAR Filing Document

**Accession Number:** 0000851680
**File Stem:** 0001193125-26-132316
**Filing Date:** 2026-3
**Character Count:** 203174
**Document Hash:** f3a8cf704e24777e90d7f4ecd5902697
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-132316.hdr.sgml**: 20260331

**ACCESSION NUMBER**: 0001193125-26-132316

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260331

**DATE AS OF CHANGE**: 20260330

**PERIOD START**: 20260731

**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:** 26814941

**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:** 2026-07-31

- **b. Date as of which information is reported:** 2026-01-31

**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:** $306207933.09

**Total Liabilities:** $50492671.18

**Net Assets:** $255715261.91

**Cash Not Reported:** $5312154.38

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 353.937939555606 | **1-Year:** 7746.793562436688 | **5-Year:** 32603.607708798563 | **10-Year:** 47720.036122333164 | **30-Year:** 13907.697353303164

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

- **3-Month:** 47.190006000625 | **1-Year:** 2023.769772759158 | **5-Year:** 4660.086218248377 | **10-Year:** 1114.451191169306 | **30-Year:** 0.000000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000009468 | 0.55%                | -0.42%               | 0.36%                |
| Class ID C000110199 | 0.58%                | -0.30%               | 0.29%                |
| Class ID C000200994 | 0.57%                | -0.40%               | 0.38%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-66638.87               | $900696.99                                 |
| Month 2  | $162221.09               | $-984495.15                                |
| Month 3  | $105197.05               | $253544.52                                 |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| DEUTSCHE BANK AG                                                                           | DEUTSCHE BANK AG                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-17575.41    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                           | DEUTSCHE BANK AG                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-85219.56    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                           | DEUTSCHE BANK AG                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $2434.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                                     | UBS AG                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-88659.07    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Benchmark 2020-B16 Mortgage Trust                                                          | BMARK 2020-B22 XA                                                                              | CUSIP: 08163BBF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    868348 | PA      | $51013.11     | 0.02%             | 2054-01-16      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B16 Mortgage Trust                                                          | BMARK 2020-B18 XA                                                                              | CUSIP: 08163AAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    407400 | PA      | $20201.82     | 0.01%             | 2053-07-17      | Variable      | 1.73%                 | 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      | $1325877.43   | 0.52%             | 2028-07-01      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| Benefis Health Systems Inc.                                                                | BENEFI 5.582 02/15/35 2025                                                                     | CUSIP: 08178BAA2<br>LEI: 549300PITVJIDHGFEY13 | Long             | DBT              | CORP              | US        |    625000 | PA      | $643381.46    | 0.25%             | 2035-02-15      | Fixed         | 5.58%                 | 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      | $340848.10    | 0.13%             | 2049-08-25      | Fixed         | 5.02%                 | Yes           |                  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        |    423550 | PA      | $405196.31    | 0.16%             | 2031-05-27      | Floating      | 7.85%                 | No            |                  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      | $767816.39    | 0.30%             | 2029-12-15      | Fixed         | 3.47%                 | 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      | $93781.42     | 0.04%             | 2052-12-17      | Fixed         | 2.25%                 | Yes           |                  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      | $427260.61    | 0.17%             | 2041-12-01      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                   | G2-30YR-Multi                                                                                  | CUSIP: 21H020626<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2900000 | PA      | $2412612.63   | 0.94%             | 2056-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Cornell University                                                                         | CORNLU 4.169 06/15/30 2025                                                                     | CUSIP: 219207AD9<br>LEI: 549300ZZIJPNT0RZWP17 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $1038457.96   | 0.41%             | 2030-06-15      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                   | G2-30YR-Multi                                                                                  | CUSIP: 21H032621<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3400000 | PA      | $3115288.11   | 1.22%             | 2056-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                   | G2-30YR-Multi                                                                                  | CUSIP: 21H022622<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2200000 | PA      | $1905923.76   | 0.75%             | 2056-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SLG Office Trust Commercial Mortgage Pass Through Certificates 2021-Ova                    | SLG 2021-OVA B                                                                                 | CUSIP: 78449RAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    445000 | PA      | $398673.63    | 0.16%             | 2041-07-17      | Fixed         | 2.71%                 | Yes           |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                                         | RPRX 2.15 09/02/31                                                                             | CUSIP: 78081BAN3<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    350000 | PA      | $309326.71    | 0.12%             | 2031-09-02      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| STWD TR 2021-LIH                                                                           | STWD 2021-LIH E                                                                                | CUSIP: 78486EAQ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    955000 | PA      | $954367.31    | 0.37%             | 2036-11-17      | Floating      | 6.70%                 | Yes           |                  2 | On Loan: No      |
| SLG Office Trust Commercial Mortgage Pass Through Certificates 2021-Ova                    | SLG 2021-OVA C                                                                                 | CUSIP: 78449RAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    835000 | PA      | $746582.10    | 0.29%             | 2041-07-17      | Fixed         | 2.85%                 | 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      | $617607.75    | 0.24%             | 2030-05-28      | Fixed         | 4.38%                 | 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      | $96076.53     | 0.04%             | 2049-04-20      | 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      | $727655.96    | 0.28%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  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      | $589722.00    | 0.23%             | 2029-11-25      | Fixed         | 6.00%                 | Yes           |                  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      | $1468954.58   | 0.57%             | 2041-02-12      | Fixed         | 2.79%                 | Yes           |                  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      | $574257.98    | 0.22%             | 2030-08-15      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Telecom Argentina SA                                                                       | TECOAR 8.5 01/20/36 144A                                                                       | CUSIP: 879273AW0<br>LEI: 549300MKPIRSJD8SB782 | Long             | DBT              | CORP              | AR        |    545000 | PA      | $550450.00    | 0.22%             | 2036-01-20      | Fixed         | 8.50%                 | 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      | $406603.22    | 0.16%             | 2035-08-15      | Fixed         | 5.54%                 | No            |                  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      | $164991.17    | 0.06%             | 2050-06-21      | Fixed         | 6.25%                 | Yes           |                  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        |    933529 | PA      | $937528.58    | 0.37%             | 2050-06-21      | Fixed         | 5.08%                 | 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      | $603290.40    | 0.24%             | 2028-02-15      | Fixed         | 4.35%                 | No            |                  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      | $385797.49    | 0.15%             | 2042-04-15      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| Next Properties Trust 2401                                                                 | NEXTPR 7.375 02/13/34 144A                                                                     | CUSIP: 89834MAC0<br>LEI: 254900QDKZ8ZURT6FD83 | Long             | DBT              | CORP              | MX        |    605000 | PA      | $661733.88    | 0.26%             | 2034-02-13      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Toronto, Municipality Of Metropolitan                                                      | TRNT 2.6 09/24/39                                                                              | CUSIP: 891288DT6<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | MUN               | CA        |   1060000 | PA      | $641075.61    | 0.25%             | 2039-09-24      | Fixed         | 2.60%                 | No            |                  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      | $226132.34    | 0.09%             | 2034-09-15      | Variable      | 5.75%                 | 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      | $789038.72    | 0.31%             | 2037-06-05      | Fixed         | 3.51%                 | 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        |    160909 | PA      | $161022.07    | 0.06%             | 2029-11-01      | Floating      | 6.64%                 | No            |                  1 | On Loan: No      |
| USAA Capital Corp.                                                                         | USAACA 2.125 05/01/30                                                                          | CUSIP: 90327QD55<br>LEI: 5493007XLF4LU3U2W757 | Long             | DBT              | CORP              | US        |    885000 | PA      | $813937.62    | 0.32%             | 2030-05-01      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| UNIVERSITY VA                                                                              | VA UNIHGR 4.18 09/01/2117                                                                      | CUSIP: 915217WX7<br>LEI: 549300H2U5XHL1CLTN62 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $733847.60    | 0.29%             | 2117-09-01      | Fixed         | 4.18%                 | 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      | $1857558.68   | 0.73%             | 2055-08-01      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers Issuer                                                                | VDC 2024-1A A2                                                                                 | CUSIP: 92212KAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    520000 | PA      | $518796.72    | 0.20%             | 2054-09-15      | None          | 0.00%                 | Yes           |                  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      | $91208.13     | 0.04%             | 2031-09-01      | Fixed         | 2.58%                 | 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      | $72012.26     | 0.03%             | 2037-02-27      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                           | PARA 4.95 01/15/31                                                                             | CUSIP: 92556HAB3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    985000 | PA      | $942682.58    | 0.37%             | 2031-01-15      | Fixed         | 4.95%                 | 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      | $107974.97    | 0.04%             | 2055-08-15      | Fixed         | 4.19%                 | 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      | $239724.46    | 0.09%             | 2041-08-15      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| X-Caliber Funding Llc                                                                      | XCAL 2025-VFN1 A                                                                               | CUSIP: 98373XBZ2<br>LEI: 549300GGW5CBE4FDT866 | Long             | ABS-O            | CORP              | US        |   1050000 | PA      | $1051177.26   | 0.41%             | 2030-06-17      | Variable      | 6.73%                 | Yes           |                  2 | On Loan: No      |
| WULF Compute LLC                                                                           | WULF 7.75 10/15/30 144A                                                                        | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $187911.00    | 0.07%             | 2030-10-15      | Fixed         | 7.75%                 | 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      | $260820.76    | 0.10%             | 2028-04-23      | Fixed         | 3.38%                 | Yes           |                  1 | On Loan: No      |
| Mbank SA                                                                                   | MBKPW V0.966 09/21/27 EMTN                                                                     | CUSIP: X521A6AL8<br>LEI: 259400DZXF7UJKK2AY35 | Long             | DBT              | CORP              | PL        |    600000 | PA      | $704553.22    | 0.28%             | 2027-09-21      | Fixed         | 0.97%                 | Yes           |                  1 | On Loan: No      |
| Ceska Sporitelna AS                                                                        | CESSPO V0.5 09/13/28 EMTN                                                                      | CUSIP: X11631BU5<br>LEI: 9KOGW2C2FCIOJQ7FF485 | Long             | DBT              | CORP              | CZ        |   1200000 | PA      | $1373062.84   | 0.54%             | 2028-09-13      | Fixed         | 0.50%                 | Yes           |                  1 | On Loan: No      |
| Morgan Stanley                                                                             | MS V2.699 01/22/31 GMTN                                                                        | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    640000 | PA      | $600713.88    | 0.23%             | 2031-01-22      | Fixed         | 2.70%                 | 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        |     90100 | PA      | $87435.39     | 0.03%             | 2049-09-20      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-SPL1                                   | MSRM 2025-SPL1 A1                                                                              | CUSIP: 617946AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    478471 | PA      | $471426.92    | 0.18%             | 2065-02-25      | Variable      | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Mosaic Solar Loan Trust 2020-2                                                             | MSAIC 2020-2A A                                                                                | CUSIP: 61946PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     81155 | PA      | $68898.48     | 0.03%             | 2046-08-20      | Fixed         | 1.44%                 | 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        |    278370 | PA      | $278895.06    | 0.11%             | 2050-08-22      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Nature Conservancy                                                                         | NACONV 1.154 07/01/27 A                                                                        | CUSIP: 63902HAK5<br>LEI: 549300GJ1IZME7V1JJ28 | Long             | DBT              | CORP              | US        |    430000 | PA      | $410483.81    | 0.16%             | 2027-07-01      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| NHP Foundation                                                                             | NHPFDN 5.85 12/01/28                                                                           | CUSIP: 62925MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $830664.07    | 0.32%             | 2028-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y                                                                               | NY NYC 5.39 10/01/2055                                                                         | CUSIP: 64966SSG2<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    365000 | PA      | $356709.86    | 0.14%             | 2055-10-01      | Fixed         | 5.39%                 | 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      | $493820.93    | 0.19%             | 2055-02-01      | Fixed         | 6.38%                 | 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        |    315000 | PA      | $311170.55    | 0.12%             | 2035-09-01      | Fixed         | 4.25%                 | 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      | $492295.05    | 0.19%             | 2028-07-01      | Fixed         | 3.47%                 | No            |                  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      | $765305.16    | 0.30%             | 2028-08-15      | Fixed         | 5.45%                 | 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      | $115677.81    | 0.05%             | 2033-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Ottawa (City Of)                                                                           | OTTAWA 2.5 05/11/51                                                                            | CUSIP: 689551FG9<br>LEI: 5493007HQAUURLO7D125 | Long             | DBT              | MUN               | CA        |   2390000 | PA      | $1184179.05   | 0.46%             | 2051-05-11      | Fixed         | 2.50%                 | 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      | $443330.14    | 0.17%             | 2030-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PeaceHealth                                                                                | PEAHEA 4.335 11/15/28                                                                          | CUSIP: 70462GAE8<br>LEI: PLDU35L52IYZUL5SMS69 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90495.81     | 0.04%             | 2028-11-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-2 LLC                                                                            | PRPM 2025-2 A1                                                                                 | CUSIP: 69382HAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    548392 | PA      | $549326.95    | 0.21%             | 2030-05-25      | Variable      | 6.47%                 | 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        |     72060 | PA      | $72124.12     | 0.03%             | 2028-05-15      | Fixed         | 5.71%                 | Yes           |                  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      | $242768.16    | 0.09%             | 2030-11-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                                         | RPRX 3.3 09/02/40                                                                              | CUSIP: 78081BAL7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   1250000 | PA      | $971943.13    | 0.38%             | 2040-09-02      | Fixed         | 3.30%                 | 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      | $658099.73    | 0.26%             | 2028-02-15      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                   | G2-30YR-Multi                                                                                  | CUSIP: 21H042620<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1600000 | PA      | $1562689.97   | 0.61%             | 2056-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cytokinetics Inc                                                                           | CYTK 1.75 10/01/31                                                                             | CUSIP: 23282WAD2<br>LEI: 549300BE5DY1HW7IHA64 | Long             | DBT              | CORP              | US        |    325000 | PA      | $410921.88    | 0.16%             | 2031-10-01      | Fixed         | 1.75%                 | Yes           |                  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      | $1002714.32   | 0.39%             | 2027-01-10      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Darling Ingredients, Inc                                                                   | DAR 6 06/15/30 144A                                                                            | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |    360000 | PA      | $365097.96    | 0.14%             | 2030-06-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                           | FG G30614                                                                                      | CUSIP: 3128CUVF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     52608 | PA      | $52056.85     | 0.02%             | 2032-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                           | FG G01779                                                                                      | CUSIP: 31283H6Q3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6616 | PA      | $6777.69      | 0.00%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                           | FG G01837                                                                                      | CUSIP: 3128LXBE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     47378 | PA      | $48537.16     | 0.02%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                           | FG G01828                                                                                      | CUSIP: 3128LXA59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     33109 | PA      | $33347.63     | 0.01%             | 2035-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                           | FG G02424                                                                                      | CUSIP: 3128M4AZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30238 | PA      | $31588.29     | 0.01%             | 2036-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                           | FG G01838                                                                                      | CUSIP: 3128LXBF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7796 | PA      | $7932.20      | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                           | FG G05052                                                                                      | CUSIP: 3128M65M6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2350 | PA      | $2392.65      | 0.00%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                           | FG G04997                                                                                      | CUSIP: 3128M63E6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     28854 | PA      | $29577.69     | 0.01%             | 2037-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                           | FG G06990                                                                                      | CUSIP: 3128M9C34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     46004 | PA      | $47895.97     | 0.02%             | 2040-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                           | FG G06079                                                                                      | CUSIP: 3128M8CQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23955 | PA      | $25245.94     | 0.01%             | 2039-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                           | FG G08816                                                                                      | CUSIP: 3128MJ4A5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    281675 | PA      | $264621.62    | 0.10%             | 2048-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                           | FG G14599                                                                                      | CUSIP: 3128MDKL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8769 | PA      | $8678.74      | 0.00%             | 2027-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                           | FG G08499                                                                                      | CUSIP: 3128MJRV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16252 | PA      | $15078.11     | 0.01%             | 2042-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                           | FG G08347                                                                                      | CUSIP: 3128MJL57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     67919 | PA      | $68395.56     | 0.03%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                           | FG A87874                                                                                      | CUSIP: 312934XB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14931 | PA      | $14757.97     | 0.01%             | 2039-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                           | FG J17791                                                                                      | CUSIP: 3128PXUQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6926 | PA      | $6887.57      | 0.00%             | 2027-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                           | FG A89384                                                                                      | CUSIP: 312936M95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26342 | PA      | $26069.36     | 0.01%             | 2039-10-01      | 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        |     29403 | PA      | $29062.41     | 0.01%             | 2039-10-01      | 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        |     24877 | PA      | $25549.66     | 0.01%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                           | FHMS K124 X1                                                                                   | CUSIP: 3137F9YZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1452857 | PA      | $42460.32     | 0.02%             | 2030-12-25      | Variable      | 0.71%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                           | FHR 4961 JB                                                                                    | CUSIP: 3137FRK75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    131872 | PA      | $122254.09    | 0.05%             | 2042-12-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                           | FHMS K103 X1                                                                                   | CUSIP: 3137FQKQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   8639921 | PA      | $181165.32    | 0.07%             | 2029-11-25      | Variable      | 0.63%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                           | FHMS K112 X1                                                                                   | CUSIP: 3137FUZX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1473096 | PA      | $75304.39     | 0.03%             | 2030-05-25      | Variable      | 1.43%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                           | FHMS K111 X1                                                                                   | CUSIP: 3137FUZE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1419073 | PA      | $79873.96     | 0.03%             | 2030-05-25      | Variable      | 1.56%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                           | FHMS KG03 X1                                                                                   | CUSIP: 3137FVEE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   3113150 | PA      | $149519.00    | 0.06%             | 2030-06-25      | Variable      | 1.36%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                           | FHMS K113 X1                                                                                   | CUSIP: 3137FV5Q1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   2494709 | PA      | $122898.33    | 0.05%             | 2030-06-25      | Variable      | 1.37%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                           | FHMS KSG1 X1                                                                                   | CUSIP: 3137FXLY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   3954597 | PA      | $163653.87    | 0.06%             | 2030-09-25      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                           | FHMS K114 X1                                                                                   | CUSIP: 3137FVNJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   2314839 | PA      | $95382.26     | 0.04%             | 2030-06-25      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                                    | FHMS KG06 X1                                                                                   | CUSIP: 3137H4C73<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-O            | USGSE             | US        |   2291718 | PA      | $56576.10     | 0.02%             | 2031-10-25      | Variable      | 0.53%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                                    | FHMR 2021-P011 X1                                                                              | CUSIP: 3137H2NR1<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-O            | USGSE             | US        |   2051158 | PA      | $218882.98    | 0.09%             | 2045-09-25      | Variable      | 1.75%                 | 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      | $1575626.10   | 0.62%             | 2033-12-25      | Variable      | 5.15%                 | 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      | $3300342.40   | 1.29%             | 2033-08-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FN AJ5974                                                                                      | CUSIP: 3138AXT84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10545 | PA      | $10471.52     | 0.00%             | 2036-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FN AI7951                                                                                      | CUSIP: 3138AMZR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5057 | PA      | $5043.19      | 0.00%             | 2036-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FN AL0049                                                                                      | CUSIP: 3138EGBT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9969 | PA      | $10216.85     | 0.00%             | 2035-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FN AL0005                                                                                      | CUSIP: 3138EGAF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11849 | PA      | $11906.20     | 0.00%             | 2041-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FN AP9592                                                                                      | CUSIP: 3138MDUS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36915 | PA      | $36089.20     | 0.01%             | 2032-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FN AL1627                                                                                      | CUSIP: 3138EHYZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25022 | PA      | $25112.14     | 0.01%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FN AS3608                                                                                      | CUSIP: 3138WDAJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62071 | PA      | $55669.84     | 0.02%             | 2043-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FN AR1524                                                                                      | CUSIP: 3138NXVS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17426 | PA      | $17127.31     | 0.01%             | 2028-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FN AY3370                                                                                      | CUSIP: 3138YGW81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     92709 | PA      | $81679.66     | 0.03%             | 2045-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FN AS8449                                                                                      | CUSIP: 3138WJL71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7246 | PA      | $7010.16      | 0.00%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FN 930672                                                                                      | CUSIP: 31412N6H4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32740 | PA      | $32931.48     | 0.01%             | 2039-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FN 995243                                                                                      | CUSIP: 31416BS82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22912 | PA      | $23045.79     | 0.01%             | 2038-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FN 995082                                                                                      | CUSIP: 31416BM70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19589 | PA      | $20116.49     | 0.01%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FN AB1763                                                                                      | CUSIP: 31416W5Z1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4073 | PA      | $4065.22      | 0.00%             | 2030-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AUST 10Y BOND FUT MAR26 XSFE 20260316                                                      | AUST 10Y BOND FUT MAR26 XSFE 20260316                                                          | CUSIP: N/A<br>LEI: 549300SDXT36XYPVWI79       | N/A              | DIR              | CORP              | AU        |       140 | NC      | $12933.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                          | FBTP Mar 2026                                                                                  | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | N/A              | DIR              | CORP              | DE        |        24 | NC      | $5798.87      | 0.00%             |  |  |  | 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      | $299635.26    | 0.12%             | 2030-06-15      | Fixed         | 2.21%                 | No            |                  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      | $839220.06    | 0.33%             | 2029-10-23      | Fixed         | 10.50%                | 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      | $1020854.40   | 0.40%             | 2031-01-20      | Fixed         | 9.00%                 | Yes           |                  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      | $650673.87    | 0.25%             | 2046-08-15      | Fixed         | 1.94%                 | 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      | $496166.20    | 0.19%             | 2027-12-01      | Fixed         | 3.62%                 | No            |                  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      | $281913.35    | 0.11%             | 2048-08-17      | Fixed         | 6.00%                 | 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      | $541217.32    | 0.21%             | 2047-10-15      | Fixed         | 6.35%                 | Yes           |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2022-5                                                            | AOMT 2022-5 A1                                                                                 | CUSIP: 03464HAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1277737 | PA      | $1273185.71   | 0.50%             | 2067-05-25      | Variable      | 4.50%                 | Yes           |                  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        |    204600 | PA      | $205492.91    | 0.08%             | 2031-01-20      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                                                 | AAPL 4.1 08/08/62                                                                              | CUSIP: 037833ER7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1435000 | PA      | $1119828.35   | 0.44%             | 2062-08-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                                                 | AAPL 2.65 05/11/50                                                                             | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    300000 | PA      | $186910.16    | 0.07%             | 2050-05-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| athenahealth                                                                               | athenahealth Term Loan B 300 2029-02-01                                                        | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |    345072 | PA      | $341146.91    | 0.13%             | 2029-02-01      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| Ascension Health Alliance                                                                  | ASCHEA 4.923 11/15/35 2025                                                                     | CUSIP: 04351LAE0<br>LEI: 549300IMOY6ECI21DH68 | Long             | DBT              | CORP              | US        |    175000 | PA      | $175199.47    | 0.07%             | 2035-11-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Aydem Yenilenebilir Enerji A S                                                             | AYDEMT 9.875 09/30/30 144A                                                                     | CUSIP: 054644AB5<br>LEI: 9845009C50EDA74OA532 | Long             | DBT              | CORP              | TR        |    640000 | PA      | $642855.83    | 0.25%             | 2030-09-30      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| Axa SA                                                                                     | AXASA 8.6 12/15/30                                                                             | CUSIP: 054536AA5<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $469030.88    | 0.18%             | 2030-12-15      | Fixed         | 8.60%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                           | FG A93996                                                                                      | CUSIP: 312942NM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10087 | PA      | $10145.18     | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | 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      | $867453.62    | 0.34%             | 2030-07-11      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                           | FG A94742                                                                                      | CUSIP: 312943HT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7114 | PA      | $7015.71      | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                           | FG A94362                                                                                      | CUSIP: 312942Z32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     45029 | PA      | $44397.00     | 0.02%             | 2040-10-01      | 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        |     38843 | PA      | $38290.06     | 0.01%             | 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        |      5217 | PA      | $5148.93      | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                           | FG A97047                                                                                      | CUSIP: 312945ZL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20806 | PA      | $20926.66     | 0.01%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                           | FG A95796                                                                                      | CUSIP: 312944NM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19072 | PA      | $18800.62     | 0.01%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                           | FG A37619                                                                                      | CUSIP: 31297TPC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     48398 | PA      | $48737.02     | 0.02%             | 2035-09-01      | 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        |      6229 | PA      | $6334.73      | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                           | FG J20118                                                                                      | CUSIP: 31306XDX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3617 | PA      | $3581.46      | 0.00%             | 2027-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                           | FH 849167                                                                                      | CUSIP: 31300MFG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21249 | PA      | $21990.03     | 0.01%             | 2043-10-01      | Variable      | 6.37%                 | 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      | $4967301.45   | 1.94%             | 2028-11-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                                    | FHLB 3.315 11/13/35                                                                            | CUSIP: 3130A6RM1<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   6480000 | PA      | $5933627.59   | 2.32%             | 2035-11-13      | Fixed         | 3.31%                 | 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      | $3502211.37   | 1.37%             | 2026-03-13      | Fixed         | 4.12%                 | 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      | $2114014.86   | 0.83%             | 2049-10-15      | Fixed         | 2.62%                 | 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      | $798655.09    | 0.31%             | 2044-03-07      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FNMAP 0 07/15/37 PRIN                                                                          | CUSIP: 31358DJP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   9000000 | PA      | $5295822.21   | 2.07%             | 2037-07-15      | None          | 0.00%                 | 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      | $5003860.65   | 1.96%             | 2026-03-02      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FN AD8033                                                                                      | CUSIP: 31418V4T6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5084 | PA      | $5008.16      | 0.00%             | 2040-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FN AE0624                                                                                      | CUSIP: 31419AVS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9818 | PA      | $9667.96      | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FN AE0215                                                                                      | CUSIP: 31419AGZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13493 | PA      | $13321.75     | 0.01%             | 2039-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FN AE4113                                                                                      | CUSIP: 31419ESB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9084 | PA      | $8952.18      | 0.00%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FN AE0625                                                                                      | CUSIP: 31419AVT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24357 | PA      | $23986.74     | 0.01%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FN AE5143                                                                                      | CUSIP: 31419FWD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7377 | PA      | $7269.67      | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FN AE4192                                                                                      | CUSIP: 31419EUS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     67780 | PA      | $66778.83     | 0.03%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  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      | $216785.51    | 0.08%             | 2050-11-25      | Variable      | 3.75%                 | 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      | $135361.36    | 0.05%             | 2050-08-25      | Variable      | 4.04%                 | Yes           |                  2 | On Loan: No      |
| FRETE 2021-ML12 TR                                                                         | FRETE 2021-ML12 XUS                                                                            | CUSIP: 35833TAB1<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |   1146860 | PA      | $100178.25    | 0.04%             | 2041-07-25      | None          | 0.00%                 | No            |                  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      | $63931.87     | 0.03%             | 2050-11-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                   | G2 MA8948                                                                                      | CUSIP: 36179X5H5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    849783 | PA      | $864072.44    | 0.34%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GCAT TRUST                                                                                 | GCAT 2021-CM2 A1                                                                               | CUSIP: 36167AAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    157853 | PA      | $151055.66    | 0.06%             | 2066-08-25      | Variable      | 2.35%                 | Yes           |                  2 | On Loan: No      |
| Genmab A/S                                                                                 | Genmab A/S Term Loan B 300 2032-11-05                                                          | CUSIP: 37231EAB8<br>LEI: 529900MTJPDPE4MHJ122 | Long             | LON              | CORP              | US        |    185000 | PA      | $185809.38    | 0.07%             | 2032-11-05      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| Genmab AS And Genmab Finance LLC                                                           | GMABDC 6.25 12/15/32 144A                                                                      | CUSIP: 37230JAA0<br>LEI: 529900MTJPDPE4MHJ122 | Long             | DBT              | CORP              | DK        |    200000 | PA      | $205146.58    | 0.08%             | 2032-12-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                   | GNR 2021-66 PY                                                                                 | CUSIP: 38382RXX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1885902 | PA      | $1107314.53   | 0.43%             | 2050-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                   | GNR 2019-132 NZ                                                                                | CUSIP: 38381Y5R1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    401267 | PA      | $278220.14    | 0.11%             | 2049-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GRACE TRUST                                                                                | GRACE 2020-GRCE A                                                                              | CUSIP: 38406JAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    925000 | PA      | $831108.06    | 0.33%             | 2040-12-12      | Fixed         | 2.35%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                   | GNR 2022-136 KZ                                                                                | CUSIP: 38383UPQ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    663179 | PA      | $461597.20    | 0.18%             | 2052-08-20      | Fixed         | 4.00%                 | 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      | $678811.46    | 0.27%             | 2041-10-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Howard University                                                                          | HOWUNI 2.657 10/01/26 2020                                                                     | CUSIP: 442851AH4<br>LEI: 5493000EDHIQDJSTOF89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98860.04     | 0.04%             | 2026-10-01      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Hudson Pacific Properties LP                                                               | HPP 3.95 11/01/27                                                                              | CUSIP: 44409MAA4<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |    400000 | PA      | $384771.16    | 0.15%             | 2027-11-01      | Fixed         | 3.95%                 | 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      | $406877.50    | 0.16%             | 2052-10-01      | Fixed         | 5.21%                 | No            |                  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      | $313560.68    | 0.12%             | 2031-11-29      | Fixed         | 8.25%                 | Yes           |                  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      | $906870.13    | 0.35%             | 2038-08-12      | Fixed         | 2.83%                 | Yes           |                  2 | On Loan: No      |
| Ionis Pharmaceuticals, Inc.                                                                | IONS 0 12/01/30                                                                                | CUSIP: 462222AG5<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |    158000 | PA      | $174999.07    | 0.07%             | 2030-12-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Insulet                                                                                    | Insulet Term Loan B 200 2031-08-01                                                             | CUSIP: 45784QAF6<br>LEI: 549300TZTYD2PYN92D43 | Long             | LON              | CORP              | US        |    352234 | PA      | $354523.28    | 0.14%             | 2031-08-01      | Floating      | 6.32%                 | No            |                  1 | On Loan: No      |
| IOWA STUDENT LN LIQUIDITY CORP                                                             | IA IASSTD 5.43 12/01/2035                                                                      | CUSIP: 462590PL8<br>LEI: 549300FO1LWVSZKGJK70 | Long             | DBT              | MUN               | US        |     70000 | PA      | $70860.01     | 0.03%             | 2035-12-01      | Fixed         | 5.43%                 | 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      | $165398.46    | 0.06%             | 2034-12-01      | Fixed         | 5.34%                 | 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      | $608675.32    | 0.24%             | 2031-04-22      | Fixed         | 5.10%                 | 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      | $1107075.24   | 0.43%             | 2027-10-22      | Fixed         | 6.07%                 | No            |                  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      | $1257535.34   | 0.49%             | 2030-12-01      | Fixed         | 1.30%                 | No            |                  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      | $1591721.43   | 0.62%             | 2039-01-07      | Variable      | 3.02%                 | Yes           |                  2 | On Loan: No      |
| Kreditanstalt Fuer Wiederaufbau                                                            | KFW 4.375 02/28/34                                                                             | CUSIP: 500769KD5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |   6000000 | PA      | $6100364.04   | 2.39%             | 2034-02-28      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt Fuer Wiederaufbau                                                            | KFW 0 06/29/37                                                                                 | CUSIP: 500769CH5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |   6000000 | PA      | $3662509.14   | 1.43%             | 2037-06-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST                                                              | LBZZ 2024-2A A2                                                                                | CUSIP: 525920AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    343111 | PA      | $345437.43    | 0.14%             | 2029-05-15      | Fixed         | 5.99%                 | 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      | $804140.66    | 0.31%             | 2031-01-14      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Bway Corporation                                                                           | BWAY 2013-1515 A2                                                                              | CUSIP: 05604FAC9<br>LEI: 549300RY13CUZRBP7216 | Long             | ABS-O            | CORP              | US        |    938491 | PA      | $906708.65    | 0.35%             | 2033-03-10      | Fixed         | 3.45%                 | 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      | $500526.02    | 0.20%             | 2026-04-01      | Fixed         | 4.88%                 | 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      | $1289931.20   | 0.50%             | 2030-03-20      | Fixed         | 5.60%                 | 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      | $1019733.80   | 0.40%             | 2046-11-16      | Variable      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| Bank 2017-Bnk4                                                                             | BANK 2019-BN24 XA                                                                              | CUSIP: 06540VBC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5401355 | PA      | $117702.55    | 0.05%             | 2062-11-17      | Variable      | 0.63%                 | No            |                  2 | On Loan: No      |
| Bank 2017-Bnk4                                                                             | BANK 2019-BN18 XA                                                                              | CUSIP: 065402BD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2073897 | PA      | $53249.39     | 0.02%             | 2062-05-17      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| Bank 2017 Bnk8                                                                             | BANK 2017-BNK8 ASB                                                                             | CUSIP: 06650AAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     56938 | PA      | $56523.60     | 0.02%             | 2050-11-17      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK28                                                                            | BANK 2020-BN28 XA                                                                              | CUSIP: 06540YAN9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1852465 | PA      | $119902.44    | 0.05%             | 2063-03-16      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| VAN POOL TRANSPORTATION LLC                                                                | VAN POOL TRANSPORTATION LLC                                                                    | CUSIP: 07363PAC4<br>LEI: 254900EBTYFG24UQEM31 | Long             | LON              | CORP              | US        |     27108 | PA      | $27221.39     | 0.01%             | 2030-06-19      | Floating      | 6.95%                 | No            |                  1 | On Loan: No      |
| VAN POOL TRANSPORTATION LLC                                                                | VAN POOL TRANSPORTATION LLC                                                                    | CUSIP: 07363PAB6<br>LEI: 254900EBTYFG24UQEM31 | Long             | LON              | CORP              | US        |    197892 | PA      | $198716.18    | 0.08%             | 2030-06-09      | Floating      | 7.57%                 | No            |                  1 | On Loan: No      |
| Benchmark 2019-B10 Mtg Tr                                                                  | BMARK 2019-B10 XA                                                                              | CUSIP: 08162VAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1903834 | PA      | $60566.29     | 0.02%             | 2062-03-17      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| Beacon Mobility Financial Corp.                                                            | BEAMOB 7.25 08/01/30 144A                                                                      | CUSIP: 073644AA4<br>LEI: 254900EBTYFG24UQEM31 | Long             | DBT              | CORP              | US        |    120000 | PA      | $125700.00    | 0.05%             | 2030-08-01      | Fixed         | 7.25%                 | Yes           |                  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      | $991791.29    | 0.39%             | 2054-05-01      | Fixed         | 4.25%                 | 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        |    167557 | PA      | $167892.13    | 0.07%             | 2029-03-01      | Floating      | 8.30%                 | No            |                  1 | On Loan: No      |
| Boston Medical Center Corporation                                                          | BSTMCC 4.519 07/01/26                                                                          | CUSIP: 10103DAA4<br>LEI: 54930000C3BLYBHD3L38 | Long             | DBT              | CORP              | US        |    705000 | PA      | $705015.14    | 0.28%             | 2026-07-01      | Fixed         | 4.52%                 | 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      | $1697070.95   | 0.66%             | 2035-11-19      | Fixed         | 5.91%                 | Yes           |                  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      | $476301.50    | 0.19%             | 2029-10-01      | Fixed         | 4.55%                 | 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      | $430000.00    | 0.17%             | 2026-02-01      | Fixed         | 3.65%                 | 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      | $1526895.59   | 0.60%             | 2030-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Bridge Housing Corporation                                                                 | CA BRGHSG 5.32 07/15/2035                                                                      | CUSIP: 10806CAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    390000 | PA      | $392968.08    | 0.15%             | 2035-07-15      | Fixed         | 5.32%                 | 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      | $722494.23    | 0.28%             | 2036-11-15      | Fixed         | 3.19%                 | Yes           |                  2 | On Loan: No      |
| Broadcom Inc                                                                               | AVGO 4.15 11/15/30                                                                             | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1193958.60   | 0.47%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC/ CCO Holdings Capital Corp.                                              | CHTR 4.5 06/01/33 144A                                                                         | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    320000 | PA      | $280258.54    | 0.11%             | 2033-06-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Paramount Global                                                                           | PARA 2.9 01/15/27                                                                              | CUSIP: 124857AR4<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    400000 | PA      | $393799.37    | 0.15%             | 2027-01-15      | Fixed         | 2.90%                 | No            |                  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      | $1248076.40   | 0.49%             | 2045-10-23      | Fixed         | 6.48%                 | 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        |    427288 | PA      | $422934.33    | 0.17%             | 2067-03-25      | Variable      | 3.76%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc.                                                                             | C V4.412 03/31/31                                                                              | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    750000 | PA      | $750066.38    | 0.29%             | 2031-03-31      | Fixed         | 4.41%                 | 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        |    159562 | PA      | $159827.25    | 0.06%             | 2058-06-25      | Variable      | 6.53%                 | Yes           |                  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      | $524766.76    | 0.21%             | 2031-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc.                                                                             | C V2.561 05/01/32                                                                              | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    500000 | PA      | $453658.13    | 0.18%             | 2032-05-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Colombia (Republic Of)                                                                     | COLOM 8 11/14/35                                                                               | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    850000 | PA      | $909415.00    | 0.36%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                                                              | CWENA 5.75 01/15/34 144A                                                                       | CUSIP: 18539UAG0<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30123.47     | 0.01%             | 2034-01-15      | Fixed         | 5.75%                 | Yes           |                  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      | $973346.23    | 0.38%             | 2035-10-01      | Fixed         | 4.36%                 | 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      | $826470.28    | 0.32%             | 2040-12-01      | Fixed         | 4.48%                 | No            |                  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      | $517807.59    | 0.20%             | 2041-10-25      | Floating      | 6.80%                 | 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        |    618309 | PA      | $548740.57    | 0.21%             | 2047-06-20      | Fixed         | 2.98%                 | 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      | $1495176.89   | 0.58%             | 2026-03-25      | Fixed         | 1.55%                 | 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        |    116849 | PA      | $114022.21    | 0.04%             | 2051-07-20      | Fixed         | 5.63%                 | 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        |    176009 | PA      | $138625.70    | 0.05%             | 2048-02-20      | Fixed         | 1.80%                 | 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      | $321594.86    | 0.13%             | 2032-08-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| X-Caliber Funding Llc                                                                      | XCAL 2026-HPL A                                                                                | CUSIP: 98373XCF5<br>LEI: 549300GGW5CBE4FDT866 | Long             | ABS-O            | CORP              | US        |    650000 | PA      | $650000.00    | 0.25%             | 2046-02-15      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Young Mens Christian Association of Greater New York                                       | YMCANY 2.303 08/01/26                                                                          | CUSIP: 98425BAW6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    385000 | PA      | $380434.98    | 0.15%             | 2026-08-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Young Mens Christian Association of Greater New York                                       | YMCANY 2.303 08/01/26 *                                                                        | CUSIP: 98425BAV8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    380000 | PA      | $375955.14    | 0.15%             | 2026-08-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Zelis Healthcare                                                                           | Zelis Healthcare Term Loan B 275 2029-09-01                                                    | CUSIP: 98932TAG8<br>LEI: 549300U8NGLZN5R1Y309 | Long             | LON              | CORP              | US        |    450412 | PA      | $439433.28    | 0.17%             | 2029-09-01      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| Young Mens Christian Association of Greater New York                                       | YMCANY 5.184 08/01/30 2025                                                                     | CUSIP: 98425BAX4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $125533.61    | 0.05%             | 2030-08-01      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                      | ROMANI 2 01/28/32 REGS                                                                         | CUSIP: X7360WBC5<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   1360000 | PA      | $1414354.22   | 0.55%             | 2032-01-28      | Fixed         | 2.00%                 | Yes           |                  1 | 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      | $345641.52    | 0.14%             | 2030-04-23      | Fixed         | 11.00%                | 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      | $645439.09    | 0.25%             | 2028-08-24      | Fixed         | 0.58%                 | Yes           |                  1 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST                                                              | LBZZ 2023-1A A2                                                                                | CUSIP: 52608LAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    115126 | PA      | $116504.08    | 0.05%             | 2028-08-15      | Fixed         | 6.92%                 | Yes           |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST                                                              | LBZZ 2023-3A A2                                                                                | CUSIP: 525931AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    188133 | PA      | $191668.87    | 0.07%             | 2028-12-15      | Fixed         | 7.50%                 | 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        |    349272 | PA      | $349480.67    | 0.14%             | 2030-10-15      | Fixed         | 4.97%                 | 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        |    134366 | PA      | $136080.61    | 0.05%             | 2028-10-16      | Fixed         | 7.09%                 | 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: I9TGZUV477HZIKUP0045 | Long             | DBT              | CORP              | US        |    465000 | PA      | $471998.48    | 0.18%             | 2030-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST                                                              | LBZZ 2025-2A A2                                                                                | CUSIP: 52611JAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    784508 | PA      | $788690.30    | 0.31%             | 2030-05-15      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Limak Yenilenebilir Enerji AS                                                              | LIMYEN 9.625 08/12/30 144A                                                                     | CUSIP: 53263MAA0<br>LEI: 789000WFO2FHRONHFN18 | Long             | DBT              | CORP              | TR        |    575000 | PA      | $571656.53    | 0.22%             | 2030-08-12      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| Lifespan Mass Fall River Inc. / Lifespan Mass Taunton Inc.                                 | BRNUHS 4.65 05/15/31                                                                           | CUSIP: 53229UAB3<br>LEI: I9TGZUV477HZIKUP0045 | Long             | DBT              | CORP              | US        |    330000 | PA      | $331448.30    | 0.13%             | 2031-05-15      | Fixed         | 4.65%                 | No            |                  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      | $205567.42    | 0.08%             | 2027-07-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| MAD COMMERCIAL MORTGAGE TRUST 2025-11MD                                                    | MAD 2025-11MD B                                                                                | CUSIP: 55616AAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    340000 | PA      | $342465.27    | 0.13%             | 2042-10-11      | Variable      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| MASSACHUSETTS EDL FING AUTH                                                                | MA MASEDU 2.64 07/01/2037                                                                      | CUSIP: 57563RRZ4<br>LEI: 5493007K5OP7V6CL0Y88 | Long             | DBT              | MUN               | US        |    455000 | PA      | $400131.50    | 0.16%             | 2037-07-01      | Fixed         | 2.64%                 | 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      | $940800.40    | 0.37%             | 2029-07-01      | Fixed         | 2.31%                 | 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      | $182568.37    | 0.07%             | 2033-07-01      | Fixed         | 6.07%                 | 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      | $609166.98    | 0.24%             | 2033-07-01      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY                                                               | MA MASDEV 6.38 10/01/2028                                                                      | CUSIP: 57585BQS0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    305000 | PA      | $309629.47    | 0.12%             | 2028-10-01      | Fixed         | 6.38%                 | 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      | $100557.62    | 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        |    320206 | PA      | $320762.62    | 0.13%             | 2031-07-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY                                                               | MA MASDEV 6.62 10/01/2030                                                                      | CUSIP: 57585BQU5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    170000 | PA      | $181641.74    | 0.07%             | 2030-10-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                            | MSFT 3.041 03/17/62                                                                            | CUSIP: 594918CF9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $617111.50    | 0.24%             | 2062-03-17      | Fixed         | 3.04%                 | 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        |    238800 | PA      | $221088.92    | 0.09%             | 2032-02-06      | Floating      | 7.07%                 | No            |                  1 | On Loan: No      |
| DBJPM 2020-C9                                                                              | DBJPM 2020-C9 XA                                                                               | CUSIP: 233063AW6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    506019 | PA      | $20986.78     | 0.01%             | 2053-08-15      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| DURST COMMERCIAL MORTGAGE TRUST 202                                                        | DURST 2025-151 A                                                                               | CUSIP: 266895AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    732000 | PA      | $748529.44    | 0.29%             | 2042-08-12      | Variable      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| DISTRICT COLUMBIA                                                                          | DC DISREV 4.12 07/01/2027                                                                      | CUSIP: 25483VSC9<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |    180000 | PA      | $180835.00    | 0.07%             | 2027-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Etsy Inc                                                                                   | ETSY 1 06/15/30                                                                                | CUSIP: 29786AAP1<br>LEI: 54930089Q7XT501AEA40 | Long             | DBT              | CORP              | US        |    160000 | PA      | $159471.00    | 0.06%             | 2030-06-15      | Fixed         | 1.00%                 | Yes           |                  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      | $182872.15    | 0.07%             | 2031-12-20      | Fixed         | 4.58%                 | Yes           |                  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      | $59154.90     | 0.02%             | 2032-11-25      | Variable      | 4.02%                 | Yes           |                  2 | On Loan: No      |
| European Investment Bank                                                                   | EIB 0.75 09/23/30                                                                              | CUSIP: 298785JH0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |  12910000 | PA      | $11255036.12  | 4.40%             | 2030-09-23      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Fremf 2012 Kf01 Mortgage Trust                                                             | FREMF 2018-KW07 B                                                                              | CUSIP: 30297NAE8<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    461000 | PA      | $422909.74    | 0.17%             | 2028-09-25      | Variable      | 4.11%                 | 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      | $1062518.03   | 0.42%             | 2028-05-25      | Variable      | 4.16%                 | Yes           |                  2 | On Loan: No      |
| Fremf 2017 K69 Mortgage Trust                                                              | FREMF 2019-K97 C                                                                               | CUSIP: 30298PAU6<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    204000 | PA      | $196905.63    | 0.08%             | 2029-08-25      | Variable      | 3.77%                 | 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      | $501314.27    | 0.20%             | 2030-01-25      | Variable      | 3.53%                 | 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      | $98761.02     | 0.04%             | 2049-09-25      | Variable      | 3.95%                 | Yes           |                  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      | $84440.48     | 0.03%             | 2049-09-25      | Variable      | 3.95%                 | 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      | $89037.49     | 0.03%             | 2049-10-25      | Variable      | 3.84%                 | 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      | $154500.48    | 0.06%             | 2050-07-25      | Variable      | 4.08%                 | Yes           |                  2 | On Loan: No      |
| Fremf 2012 Kf01 Mortgage Trust                                                             | FREMF 2018-K85 C                                                                               | CUSIP: 30308KAC5<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    550000 | PA      | $543687.54    | 0.21%             | 2050-12-25      | Variable      | 4.32%                 | 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      | $39212.10     | 0.02%             | 2049-10-25      | Variable      | 3.73%                 | Yes           |                  2 | On Loan: No      |
| Fremf 2012 Kf01 Mortgage Trust                                                             | FREMF 2019-K95 C                                                                               | CUSIP: 30311MAU6<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    307000 | PA      | $298516.12    | 0.12%             | 2052-08-25      | Variable      | 3.92%                 | Yes           |                  2 | On Loan: No      |
| Fremf 2012 Kf01 Mortgage Trust                                                             | FREMF 2019-K95 B                                                                               | CUSIP: 30311MAS1<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    500000 | PA      | $491551.80    | 0.19%             | 2052-08-25      | Variable      | 3.92%                 | 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      | $543776.11    | 0.21%             | 2029-09-25      | Variable      | 3.65%                 | 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      | $666954.82    | 0.26%             | 2029-09-25      | Variable      | 3.49%                 | Yes           |                  2 | On Loan: No      |
| Farm Credit Bank of Texas                                                                  | FARMCB V7.75 PERP                                                                              | CUSIP: 30767EAE9<br>LEI: V1EBJIOLRNYDHDF63Z33 | Long             | EP               | USGSE             | US        |   1150000 | PA      | $1205800.30   | 0.47%             | 2500-12-31      | Fixed         | 7.75%                 | 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      | $497111.84    | 0.19%             | 2029-11-25      | Variable      | 3.46%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                           | FG A89729                                                                                      | CUSIP: 312936Y27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13240 | PA      | $13075.73     | 0.01%             | 2039-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                           | FHMS KG04 X1                                                                                   | CUSIP: 3137F84T7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   2379913 | PA      | $77526.85     | 0.03%             | 2030-11-25      | Variable      | 0.84%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                           | FHMS K121 X1                                                                                   | CUSIP: 3137F83S0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    642057 | PA      | $24587.78     | 0.01%             | 2030-10-25      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                           | FHMS KG05 X1                                                                                   | CUSIP: 3137FFXM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   2459506 | PA      | $31642.52     | 0.01%             | 2031-01-25      | Variable      | 0.31%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FN 745327                                                                                      | CUSIP: 31403DA41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     72742 | PA      | $76807.98     | 0.03%             | 2036-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FN 745044                                                                                      | CUSIP: 31403CWD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9433 | PA      | $9488.31      | 0.00%             | 2035-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FN BD1153                                                                                      | CUSIP: 3140F8H75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20780 | PA      | $18841.58     | 0.01%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FN BC1171                                                                                      | CUSIP: 3140EVJR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    277557 | PA      | $262234.34    | 0.10%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FN BE1416                                                                                      | CUSIP: 3140FLSE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17002 | PA      | $16272.27     | 0.01%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FN BD1165                                                                                      | CUSIP: 3140F8JK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    406147 | PA      | $369168.78    | 0.14%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FN BE8063                                                                                      | CUSIP: 3140FT5Z0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    199424 | PA      | $181163.55    | 0.07%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FN BE4435                                                                                      | CUSIP: 3140FP4V8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    510109 | PA      | $464647.40    | 0.18%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FN BV1907                                                                                      | CUSIP: 3140MFDM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2446209 | PA      | $2112946.00   | 0.83%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FN BJ6137                                                                                      | CUSIP: 3140H7ZB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    152004 | PA      | $142693.17    | 0.06%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FN CB2770                                                                                      | CUSIP: 3140QNCG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3808865 | PA      | $3148825.93   | 1.23%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FN CB2291                                                                                      | CUSIP: 3140QMRM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4517789 | PA      | $3852283.81   | 1.51%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FN CB3799                                                                                      | CUSIP: 3140QPGH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3882133 | PA      | $3515579.14   | 1.37%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FN CB3033                                                                                      | CUSIP: 3140QNLP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3563102 | PA      | $2954240.32   | 1.16%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FN FS0508                                                                                      | CUSIP: 3140XFR60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2261942 | PA      | $2011178.70   | 0.79%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FN FM2233                                                                                      | CUSIP: 3140X5PT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1803802 | PA      | $1748262.36   | 0.68%             | 2049-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FN 890248                                                                                      | CUSIP: 31410LBR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5760 | PA      | $5982.72      | 0.00%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FN 889529                                                                                      | CUSIP: 31410KHE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13710 | PA      | $14479.18     | 0.01%             | 2038-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FN 932441                                                                                      | CUSIP: 31412Q5A3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    126394 | PA      | $124631.18    | 0.05%             | 2040-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FN AA9846                                                                                      | CUSIP: 31416T5G0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15492 | PA      | $15301.59     | 0.01%             | 2039-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FN AB4168                                                                                      | CUSIP: 31417AT25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42775 | PA      | $42176.22     | 0.02%             | 2032-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FN AB1343                                                                                      | CUSIP: 31416WP55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35210 | PA      | $35397.55     | 0.01%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  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      | $139434.46    | 0.05%             | 2029-10-01      | Fixed         | 5.38%                 | Yes           |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                      | FN AB6472                                                                                      | CUSIP: 31417DFN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12685 | PA      | $12489.77     | 0.00%             | 2027-10-01      | Fixed         | 2.00%                 | No            |                  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      | $193791.01    | 0.08%             | 2028-10-15      | Fixed         | 3.88%                 | Yes           |                  1 | 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      | $135267.22    | 0.05%             | 2028-10-01      | Fixed         | 3.88%                 | Yes           |                  1 | On Loan: No      |
| BNP Paribas SA                                                                             | BNP V4.375 01/13/29 EMTN                                                                       | CUSIP: F105CUP54<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $1225132.01   | 0.48%             | 2029-01-13      | Fixed         | 4.38%                 | Yes           |                  1 | 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      | $2274745.47   | 0.89%             | 2053-07-31      | Fixed         | 1.50%                 | Yes           |                  1 | On Loan: No      |
| Hungary (Republic Of)                                                                      | REPHUN 5.375 09/12/33 10Y                                                                      | CUSIP: X93622GQ9<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    705000 | PA      | $899851.00    | 0.35%             | 2033-09-12      | Fixed         | 5.38%                 | Yes           |                  1 | 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      | $2179806.59   | 0.85%             | 2053-08-15      | Fixed         | 1.80%                 | Yes           |                  1 | 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      | $258586.48    | 0.10%             | 2029-06-04      | Fixed         | 7.50%                 | Yes           |                  1 | 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      | $903807.75    | 0.35%             | 2039-05-28      | Variable      | 6.17%                 | Yes           |                  1 | 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      | $253864.73    | 0.10%             | 2029-12-31      | Fixed         | 6.75%                 | 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        |    100000 | PA      | $123574.04    | 0.05%             | 2029-07-01      | Fixed         | 6.38%                 | Yes           |                  1 | 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      | $121130.92    | 0.05%             | 2032-07-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CPI Property Group S.A.                                                                    | CPIPGR 6 01/27/32 EMTN                                                                         | CUSIP: L36807BH4<br>LEI: 222100CO2ZOTEPGJO223 | Long             | DBT              | CORP              | LU        |    305000 | PA      | $368803.65    | 0.14%             | 2032-01-27      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                                                             | SOLEIN 6.125 02/15/33 144A                                                                     | CUSIP: N/A<br>LEI: 549300YU2GGVCBN3MY89       | Long             | DBT              | CORP              | US        |    140000 | PA      | $166664.32    | 0.07%             | 2033-02-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| WLB Asset VII Pte. Ltd.                                                                    | WLBVII 5.88 07/30/29 144A                                                                      | CUSIP: N/A<br>LEI: 254900606PGU4UDQPS56       | Long             | DBT              | CORP              | MU        |    675250 | PA      | $681255.12    | 0.27%             | 2029-07-30      | Fixed         | 5.88%                 | Yes           |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                      | FNMA-30YR                                                                                      | CUSIP: 01F020620<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3200000 | PA      | $2596818.24   | 1.02%             | 2056-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FNMA-15YR                                                                                      | CUSIP: 01F020422<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1100000 | PA      | $1016457.29   | 0.40%             | 2041-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FNMA-30YR                                                                                      | CUSIP: 01F040628<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1400000 | PA      | $1337230.99   | 0.52%             | 2056-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FNMA-30YR                                                                                      | CUSIP: 01F022626<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1125000 | PA      | $955108.38    | 0.37%             | 2056-02-15      | Fixed         | 2.50%                 | 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      | $2917438.32   | 1.14%             | 2027-02-26      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                           | FR SD5316                                                                                      | CUSIP: 3132DS3Z3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2476455 | PA      | $2545240.96   | 1.00%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                           | FR SD3512                                                                                      | CUSIP: 3132DQ3V6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2712214 | PA      | $2793676.89   | 1.09%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                           | FR SD8362                                                                                      | CUSIP: 3132DWJF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2004822 | PA      | $2039424.16   | 0.80%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                           | FR SD8324                                                                                      | CUSIP: 3132DWG98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1980878 | PA      | $2015883.90   | 0.79%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                           | FG Z40004                                                                                      | CUSIP: 3132FCAD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5224 | PA      | $5504.99      | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                           | FR SD3684                                                                                      | CUSIP: 3132E0CV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1109529 | PA      | $1095877.56   | 0.43%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                           | FG Q01807                                                                                      | CUSIP: 3132GFAG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     37680 | PA      | $37943.72     | 0.01%             | 2036-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                           | FG Q00291                                                                                      | CUSIP: 3132GDKC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19566 | PA      | $20095.24     | 0.01%             | 2041-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                           | FG Q17103                                                                                      | CUSIP: 3132J8KR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3538 | PA      | $3478.53      | 0.00%             | 2041-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                           | FG Q06160                                                                                      | CUSIP: 3132GRE98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     29808 | PA      | $29671.87     | 0.01%             | 2037-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                                    | FHLBDN 0 02/11/26                                                                              | CUSIP: 313385SY3<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   6300000 | PA      | $6292712.98   | 2.46%             | 2026-02-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                           | FG Q33602                                                                                      | CUSIP: 3132QQAC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    138043 | PA      | $127222.76    | 0.05%             | 2045-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                                    | FHLBDN 0 02/18/26                                                                              | CUSIP: 313385TF3<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   2080000 | PA      | $2076190.71   | 0.81%             | 2026-02-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                                    | FHLBDN 0 02/17/10                                                                              | CUSIP: 313385TE6<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   5300000 | PA      | $5290804.50   | 2.07%             | 2026-02-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                                    | FHLBDN 0 03/31/26                                                                              | CUSIP: 313385UY0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   4075000 | PA      | $4050685.82   | 1.58%             | 2026-03-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                                    | FHLBDN 0 02/23/26                                                                              | CUSIP: 313385TL0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    200000 | PA      | $199537.33    | 0.08%             | 2026-02-23      | None          | 0.00%                 | 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      | $1478754.47   | 0.58%             | 2037-11-02      | Fixed         | 2.78%                 | 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      | $779029.01    | 0.30%             | 2045-04-06      | Fixed         | 3.43%                 | 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      | $4774684.55   | 1.87%             | 2027-10-08      | Fixed         | 0.75%                 | 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      | $7059258.40   | 2.76%             | 2030-08-05      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FNR 2012-17 BC                                                                                 | CUSIP: 3136A4A82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     25518 | PA      | $25379.18     | 0.01%             | 2027-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FN 190370                                                                                      | CUSIP: 31368HMT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23647 | PA      | $24971.30     | 0.01%             | 2036-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FNR 2020-1 AC                                                                                  | CUSIP: 3136B8NW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    162229 | PA      | $156513.03    | 0.06%             | 2058-08-25      | 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        |   1021958 | PA      | $827167.17    | 0.32%             | 2048-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FN 310229                                                                                      | CUSIP: 31374CSS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    370601 | PA      | $353509.62    | 0.14%             | 2043-08-01      | 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      | $794276.54    | 0.31%             | 2050-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                           | FHMS K119 X1                                                                                   | CUSIP: 3137F6GV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   4867240 | PA      | $171569.72    | 0.07%             | 2030-09-25      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                           | FHR 3806 L                                                                                     | CUSIP: 3137A6YW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |       782 | PA      | $780.85       | 0.00%             | 2026-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                           | FHMS Q014 X                                                                                    | CUSIP: 3137F72J3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1904869 | PA      | $274294.03    | 0.11%             | 2055-10-25      | Variable      | 2.77%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                           | FHMS K740 X1                                                                                   | CUSIP: 3137F72D6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1239875 | PA      | $11776.95     | 0.00%             | 2027-09-25      | Variable      | 0.72%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FN AC1877                                                                                      | CUSIP: 31417LCP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13211 | PA      | $13287.67     | 0.01%             | 2039-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                           | FHMS K122 X1                                                                                   | CUSIP: 3137F82T9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    355517 | PA      | $12240.16     | 0.00%             | 2030-11-25      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FN AC5401                                                                                      | CUSIP: 31417SAB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1375 | PA      | $1410.05      | 0.00%             | 2039-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FN AC2817                                                                                      | CUSIP: 31417MDX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9758 | PA      | $9629.58      | 0.00%             | 2039-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FN MA0639                                                                                      | CUSIP: 31417YV95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24771 | PA      | $24369.80     | 0.01%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FN AC9564                                                                                      | CUSIP: 31417WTW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17272 | PA      | $17369.52     | 0.01%             | 2040-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                                    | FN MA0949                                                                                      | CUSIP: 31418ABT4<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |     25124 | PA      | $24786.90     | 0.01%             | 2032-01-01      | Fixed         | 3.50%                 | 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      | $219144.52    | 0.09%             | 2030-02-15      | Fixed         | 7.38%                 | 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      | $416417.20    | 0.16%             | 2032-04-02      | Fixed         | 7.38%                 | Yes           |                  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      | $442586.86    | 0.17%             | 2031-04-27      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                             | MS V2.511 10/20/32 MTN                                                                         | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $897859.27    | 0.35%             | 2032-10-20      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| ProAmpac                                                                                   | ProAmpac Term Loan B 400 2028-09-01                                                            | CUSIP: 74274NAL7<br>LEI: 549300ZI6LTXYFEY1578 | Long             | LON              | CORP              | US        |    397455 | PA      | $398075.57    | 0.16%             | 2028-09-01      | Floating      | 9.30%                 | No            |                  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      | $124790.78    | 0.05%             | 2029-02-15      | Fixed         | 4.56%                 | Yes           |                  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      | $663645.59    | 0.26%             | 2027-02-15      | Fixed         | 2.96%                 | 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        |    640000 | PA      | $636226.56    | 0.25%             | 2049-09-15      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| Renew Wind Energy Ap 2 Private Ltd / Ostro Jaisalmer Private Ltd / Ostro Urja Wind Private | RPVIN 4.5 07/14/28 REGS                                                                        | CUSIP: Y7280PAA1<br>LEI: 335800HUUTPY6YMI3284 | Long             | DBT              | CORP              | IN        |    925000 | PA      | $894602.99    | 0.35%             | 2028-07-14      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BOELS TOPHOLDING BV                                                                        | BOELS TOPHOLDING BV                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    344828 | PA      | $410274.01    | 0.16%             | 2031-05-24      | Floating      |  | No            |                  2 | On Loan: No      |
| Fideicomiso Fibra Uno Sin Tipo De Sociedad                                                 | FUNOTR 7.375 02/13/34 REGS                                                                     | CUSIP: P9401JAA5<br>LEI: 54930011BLQ0JPRBAL73 | Long             | DBT              | CORP              | MX        |    245000 | PA      | $269132.50    | 0.11%             | 2034-02-13      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Sunrise UPC                                                                                | Sunrise UPC Term Loan B - (AAA) 250 2032-02-01                                                 | CUSIP: N9000DAK3<br>LEI: 213800DXWIS9KORQ3X94 | Long             | LON              | CORP              | US        |    210000 | PA      | $209831.16    | 0.08%             | 2032-02-01      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                                    | FN MA0919                                                                                      | CUSIP: 31418AAV0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |      2483 | PA      | $2449.23      | 0.00%             | 2031-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FN AD1649                                                                                      | CUSIP: 31418NZP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12857 | PA      | $12685.87     | 0.00%             | 2040-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                                    | FN MA1630                                                                                      | CUSIP: 31418AY44<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |     35467 | PA      | $35258.97     | 0.01%             | 2033-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FN AE0216                                                                                      | CUSIP: 31419AG27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29210 | PA      | $28802.67     | 0.01%             | 2040-08-01      | Fixed         | 4.00%                 | 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      | $613641.59    | 0.24%             | 2034-07-01      | Fixed         | 6.38%                 | No            |                  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        |    279327 | PA      | $280141.50    | 0.11%             | 2031-02-01      | Floating      | 6.40%                 | No            |                  1 | On Loan: No      |
| The Henry J Kaiser Family Foundation                                                       | KFFORG 4.214 12/01/30 2025                                                                     | CUSIP: 426767AC3<br>LEI: 4CMPMZ2TOE77XRTFWV21 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1282140.45   | 0.50%             | 2030-12-01      | Fixed         | 4.21%                 | 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      | $186652.35    | 0.07%             | 2030-09-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley LCH                                                                         | Morgan Stanley LCH                                                                             | CUSIP: 99D0W6W70<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DIR              | CORP              | GB        |   2280000 | OU      | $10329.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley LCH                                                                         | Morgan Stanley LCH                                                                             | CUSIP: B9D0YPFS9<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DIR              | CORP              | US        |   2625000 | OU      | $-32545.90    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley LCH                                                                         | Morgan Stanley LCH                                                                             | CUSIP: B9D0YPES0<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DIR              | CORP              | US        |   2320000 | OU      | $-14995.68    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley LCH                                                                         | Morgan Stanley LCH                                                                             | CUSIP: B9D0YPDG7<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DIR              | CORP              | US        |    100000 | OU      | $12421.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley LCH                                                                         | Morgan Stanley LCH                                                                             | CUSIP: B9D0Z06M6<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DIR              | CORP              | US        |   2285000 | OU      | $468695.42    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley LCH                                                                         | Morgan Stanley LCH                                                                             | CUSIP: B9D0Z18S9<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DIR              | CORP              | US        |    695000 | OU      | $22805.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley LCH                                                                         | Morgan Stanley LCH                                                                             | CUSIP: B9D0Z2RG2<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DIR              | CORP              | US        |   4600000 | OU      | $52126.05     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley LCH                                                                         | Morgan Stanley LCH                                                                             | CUSIP: B9D0Z2S48<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DIR              | CORP              | US        |   2180000 | OU      | $374015.73    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley LCH                                                                         | Morgan Stanley LCH                                                                             | CUSIP: B9D0ZPSO3<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DIR              | CORP              | US        |   2860000 | OU      | $-16523.91    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley LCH                                                                         | Morgan Stanley LCH                                                                             | CUSIP: S9D1016Y4<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DIR              | CORP              | US        |  10455000 | OU      | $-478129.34   | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley LCH                                                                         | Morgan Stanley LCH                                                                             | CUSIP: S9D104PO9<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DIR              | CORP              | US        |  11120000 | OU      | $496494.68    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley LCH                                                                         | Morgan Stanley LCH                                                                             | CUSIP: S9D10A8G1<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DIR              | CORP              | US        |  15365000 | OU      | $742932.07    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley LCH                                                                         | Morgan Stanley LCH                                                                             | CUSIP: B9D10BY21<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DIR              | CORP              | US        |   9545000 | OU      | $168057.54    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley LCH                                                                         | Morgan Stanley LCH                                                                             | CUSIP: S9D10H1N8<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DIR              | CORP              | US        |  12900000 | OU      | $504179.24    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley LCH                                                                         | Morgan Stanley LCH                                                                             | CUSIP: S9D10H2B3<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DIR              | CORP              | US        |  10070000 | OU      | $458038.79    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley LCH                                                                         | Morgan Stanley LCH                                                                             | CUSIP: 99D10ZE53<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DIR              | CORP              | GB        |    915000 | OU      | $16417.09     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley LCH                                                                         | Morgan Stanley LCH                                                                             | CUSIP: B9D11ACM2<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DIR              | CORP              | US        |    655000 | OU      | $14470.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley LCH                                                                         | Morgan Stanley LCH                                                                             | CUSIP: S9D11ACM2<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DIR              | CORP              | US        |   7210000 | OU      | $46091.66     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley LCH                                                                         | Morgan Stanley LCH                                                                             | CUSIP: B9D118QS9<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DIR              | CORP              | US        |   3840000 | OU      | $98972.52     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley LCH                                                                         | Morgan Stanley LCH                                                                             | CUSIP: S9D11P794<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DIR              | CORP              | US        |   4845000 | OU      | $-121716.03   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley LCH                                                                         | Morgan Stanley LCH                                                                             | CUSIP: S9D11Z4Z7<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DIR              | CORP              | US        |   1715000 | OU      | $-100301.89   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley LCH                                                                         | Morgan Stanley LCH                                                                             | CUSIP: B9D120129<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DIR              | CORP              | US        |   4725000 | OU      | $122832.03    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley LCH                                                                         | B9D12GQK7 IRS USD R V 12MSOFR 99D12GQL5 CCPOIS;B9D12GQK7 IRS USD P F  3.81000 99D12GQK7 CCPOIS | CUSIP: B9D12GQK7<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DIR              | CORP              | US        |   3100000 | OU      | $15357.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-30

**Name of Applicant:** Domini Investment Trust

**Signature:** Carole M. Laible

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

**Title:** President