# EDGAR Filing Document

**Accession Number:** 0000701039
**File Stem:** 0001410368-25-028961
**Filing Date:** 2025-11
**Character Count:** 225025
**Document Hash:** 2946811c7d940adafcad4744ca7c7e1e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-028961.hdr.sgml**: 20251124

**ACCESSION NUMBER**: 0001410368-25-028961

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251124

**DATE AS OF CHANGE**: 20251124

**PERIOD START**: 20250930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Calvert Fund
- **CENTRAL INDEX KEY:** 0000701039

**ORGANIZATION NAME:**
- **EIN:** 526228948
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03416
- **FILM NUMBER:** 251509878

**BUSINESS ADDRESS:**
- **STREET 1:** 2050 M STREET NW
- **CITY:** WASHINGTON
- **STATE:** DC
- **ZIP:** 20036
- **BUSINESS PHONE:** 8002256265

**MAIL ADDRESS:**
- **STREET 1:** 2050 M STREET NW
- **CITY:** WASHINGTON
- **STATE:** DC
- **ZIP:** 20036

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** CALVERT FUND
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Calvert Income Fund (Series ID: S000005148)

| Class ID   | Class Name                   | Ticker Symbol   |
|:---|:---|:---|
| C000014095 | Class A                      | CFICX           |
| C000014097 | Class C                      | CIFCX           |
| C000014098 | Class I                      | CINCX           |
| C000241867 | Calvert Income Fund Class R6 | CINRX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** The Calvert Fund

- **b. Investment Company Act file number:** 811-03416

- **c. CIK number of Registrant:** 0000701039

- **d. LEI of Registrant:** 549300SAFDT1VZ80RP53

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

  - **Street Address 1:** 2050 M Street NW

  - **City:** Washington

  - **State:** DC

  - **Foreign country:** US

  - **Zip / Postal Code:** 20036

  - **Telephone number:** 202-238-2200

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

- **a. Name of Series:** Calvert Income Fund

- **b. EDGAR series identifier (if any):** S000005148

- **c. LEI of Series:** 549300262VIMJO13JE93

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

- **a. Date of fiscal year-end:** 2025-09-30

- **b. Date as of which information is reported:** 2025-09-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1351019798.31

**Total Liabilities:** $141029277.20

**Net Assets:** $1209990521.11

**Delayed Delivery Securities:** $106757300.43

**Cash Not Reported:** $4320322.01

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1170.68000000 | **1-Year:** -28151.27000000 | **5-Year:** -103725.71000000 | **10-Year:** -92285.90000000 | **30-Year:** -74097.84000000

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

- **3-Month:** -932.39000000 | **1-Year:** -20945.46000000 | **5-Year:** -54563.78000000 | **10-Year:** -21020.77000000 | **30-Year:** -6696.44000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000014095 | 0.08%                | 1.27%                | 1.13%                |
| Class ID C000241867 | 0.17%                | 1.29%                | 1.09%                |
| Class ID C000014098 | 0.10%                | 1.36%                | 1.08%                |
| Class ID C000014097 | 0.01%                | 1.27%                | 1.00%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1529072.32              | $-3234121.04                               |
| Month 2  | $1747455.81              | $5930153.61                                |
| Month 3  | $2986391.64              | $3039258.34                                |

**Designated Index Information**

- **Index Name:** BB US Credit

- **Index Identifier:** LEH_CREDIT

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Santander Bank Auto Credit-Linked Notes                                             | Santander Bank Auto Credit-Linked Notes Series 2024-B                                                          | CUSIP: 80280BAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1845000 | PA      | $1870410.45   | 0.15%             | 2033-01-18      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR MIDCO GMBH                                                              | TK Elevator Midco GmbH 2025 USD Term Loan B                                                                    | CUSIP: 000000000<br>LEI: 549300C2AFWPAYWS5574 | Long             | LON              | CORP              | US        |   1970187 | PA      | $1977309.13   | 0.16%             | 2030-04-30      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                                                             | Raymond James Financial Inc                                                                                    | CUSIP: 754730AK5<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |   3805000 | PA      | $3779379.53   | 0.31%             | 2055-09-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                                                            | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13150000 | PA      | $13304615.20  | 1.10%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                                                            | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2123000 | PA      | $1879186.72   | 0.16%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Radian Mortgage Capital Trust                                                       | Radian Mortgage Capital Trust 2025-J3                                                                          | CUSIP: 75024RAZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2666423 | PA      | $2712012.24   | 0.22%             | 2055-12-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR Trust 2019-DNA3                                                                              | CUSIP: 35564TBE9<br>LEI: 549300KB1O80CETXGJ21 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $563325.65    | 0.05%             | 2049-07-25      | Floating      | 12.62%                | No            |                  2 | On Loan: No      |
| VB-S1 Issuer LLC                                                                    | VB-S1 Issuer LLC - VBTEL                                                                                       | CUSIP: 91823ABG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1395000 | PA      | $1447842.88   | 0.12%             | 2054-05-15      | Fixed         | 8.87%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                        | CaixaBank SA                                                                                                   | CUSIP: 12803RAH7<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    557000 | PA      | $592212.84    | 0.05%             | 2035-06-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                                       | CUSIP: 38384D3W5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    970000 | PA      | $1005201.11   | 0.08%             | 2053-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                                                            | CUSIP: 912810RN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9683000 | PA      | $7360403.86   | 0.61%             | 2045-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                                                                 | Oportun Issuance Trust 2025-C                                                                                  | CUSIP: 68378RAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1810000 | PA      | $1818686.73   | 0.15%             | 2033-07-08      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Credit Agricole CIB                                                                 | PURCHASED USD / SOLD DKK                                                                                       | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | N/A              | DFE              |  | US        |         1 | NC      | $9758.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                                               | CUSIP: 3132DWNK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7749439 | PA      | $7820592.22   | 0.65%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitization Trust                                            | Castlelake Aircraft Structured Trust 2025-2                                                                    | CUSIP: 14855XAB0<br>LEI: 549300MHTIBONNXM3R82 | Long             | ABS-O            | CORP              | US        |   1121501 | PA      | $1131912.25   | 0.09%             | 2050-08-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| QORVO INC                                                                           | Qorvo Inc                                                                                                      | CUSIP: 74736KAJ0<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |   7075000 | PA      | $6506681.52   | 0.54%             | 2031-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co                                                                                            | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  12946000 | PA      | $13377477.10  | 1.11%             | 2031-04-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| MAREX GROUP PLC                                                                     | Marex Group PLC                                                                                                | CUSIP: 566539AA0<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |   5679000 | PA      | $5858491.55   | 0.48%             | 2029-11-04      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| STIFEL FINANCIAL CORP                                                               | Stifel Financial Corp                                                                                          | CUSIP: 860630AG7<br>LEI: 549300E5F07FE5GHJX84 | Long             | DBT              | CORP              | US        |   2424000 | PA      | $2376794.39   | 0.20%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD PROPERTY PART                                                            | Brookfield Property Partners LP                                                                                | CUSIP: 000000000<br>LEI: 5493004J5Z0TZW83NU62 | Long             | EP               | CORP              | BM        |    212000 | NS      | $3194840.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CHAMP ACQUISITION CORP                                                              | Champ Acquisition Corp                                                                                         | CUSIP: 15807XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    867000 | PA      | $923905.55    | 0.08%             | 2031-12-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                                    | ABN AMRO Bank NV                                                                                               | CUSIP: 00084DBD1<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   1600000 | PA      | $1625406.37   | 0.13%             | 2028-12-03      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| NRZ Excess Spread Collateralized Notes                                              | NRZ Excess Spread-Collateralized Notes                                                                         | CUSIP: 65246QAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1108907 | PA      | $1085612.26   | 0.09%             | 2026-11-25      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| CALDERYS FINANCING LLC                                                              | Calderys Financing LLC                                                                                         | CUSIP: 128786AA8<br>LEI: 254900ZIKDM74XNEFV84 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2229313.80   | 0.18%             | 2028-06-01      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| TEXAS CAPITAL BANCSHARES                                                            | Texas Capital Bancshares Inc                                                                                   | CUSIP: 88224QAA5<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |   3542000 | PA      | $3491539.29   | 0.29%             | 2031-05-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INFORMATICA LLC                                                                     | Informatica LLC 2024 Term Loan B                                                                               | CUSIP: 45673YAL0<br>LEI: 5493007SV33RZV7RPS40 | Long             | LON              | CORP              | US        |   2474359 | PA      | $2482091.33   | 0.21%             | 2028-10-27      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                              | PURCHASED KRW / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KR        |         1 | NC      | $-108127.16   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                                                       | CUSIP: 20754WAC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1496867 | PA      | $1534770.97   | 0.13%             | 2040-01-25      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                            | Avis Budget Rental Car Funding AESOP LLC                                                                       | CUSIP: 05377RJM7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   2240000 | PA      | $2304354.98   | 0.19%             | 2030-12-20      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                                                              | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX                                   | CUSIP: 07336UAA1<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |   2077000 | PA      | $2306209.41   | 0.19%             | 2038-06-29      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                                 | Dominion Energy Inc                                                                                            | CUSIP: 25746UDZ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1915694.27   | 0.16%             | 2056-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT AS                                                              | Nykredit Realkredit A/S                                                                                        | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |  81318000 | PA      | $12534985.43  | 1.04%             | 2053-04-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                       | JP Morgan Chase Commercial Mortgage Securities Trust 2014-DSTY                                                 | CUSIP: 46642MAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2485000 | PA      | $104343.91    | 0.01%             | 2027-06-10      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                            | Celanese US Holdings LLC                                                                                       | CUSIP: 15089QAW4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   4101000 | PA      | $4259219.33   | 0.35%             | 2028-11-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                               | Uber Technologies Inc                                                                                          | CUSIP: 90353TAJ9<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    460000 | PA      | $561430.00    | 0.05%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BD                                                            | Apollo Debt Solutions BDC                                                                                      | CUSIP: 03770DAG8<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |   2075000 | PA      | $2112406.00   | 0.17%             | 2030-08-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                              | CCO Holdings LLC / CCO Holdings Capital Corp                                                                   | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2279749.05   | 0.19%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                   | General Motors Co                                                                                              | CUSIP: 37045VAP5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2871630.18   | 0.24%             | 2038-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Truist Bank Auto Credit-Linked Notes                                                | Truist Bank Auto Credit-Linked Notes Series 2025-1                                                             | CUSIP: 897926CC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3390000 | PA      | $3401597.19   | 0.28%             | 2033-09-26      | Fixed         | 6.81%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                | Bank of America Corp                                                                                           | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  14332000 | PA      | $13285443.25  | 1.10%             | 2031-04-29      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| McAfee, LLC                                                                         | McAfee LLC 2024 USD 1st Lien Term Loan B                                                                       | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |   1488750 | PA      | $1426408.59   | 0.12%             | 2029-03-01      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                   | NatWest Group PLC                                                                                              | CUSIP: 639057AV0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   5408000 | PA      | $5547372.70   | 0.46%             | 2031-05-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HEXCEL CORP                                                                         | Hexcel Corp                                                                                                    | CUSIP: 428291AP3<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |    915000 | PA      | $957416.67    | 0.08%             | 2035-02-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UK Logisitics                                                                       | UK Logistics 2024-1 DAC                                                                                        | CUSIP: 000000000<br>LEI: 635400H22JMICKOJRJ36 | Long             | ABS-MBS          | CORP              | IE        |    650000 | PA      | $879764.58    | 0.07%             | 2034-05-17      | Floating      | 8.99%                 | No            |                  2 | On Loan: No      |
| SOUTH32 TREASURY LTD                                                                | South32 Treasury Ltd                                                                                           | CUSIP: 84055BAA1<br>LEI: 213800HFGZMXST64GP53 | Long             | DBT              | CORP              | AU        |   2596000 | PA      | $2494210.53   | 0.21%             | 2032-04-14      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                                                | LHOME Mortgage Trust 2023-RTL4                                                                                 | CUSIP: 50204VAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    975000 | PA      | $983479.19    | 0.08%             | 2028-11-25      | Variable      | 7.63%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                   | Barclays Bank PLC                                                                                              | CUSIP: 06744EDH7<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DBT              | CORP              | GB        |    480000 | PA      | $543787.20    | 0.04%             | 2029-02-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                        | Broadcom Inc                                                                                                   | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   3740000 | PA      | $3237082.05   | 0.27%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Cologix Data Centers Issuer LLC                                                     | Cologix Data Centers US Issuer LLC                                                                             | CUSIP: 19521UAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $3905077.60   | 0.32%             | 2051-12-26      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc                                        | BAMLL Commercial Mortgage Securities Trust 2019-BPR                                                            | CUSIP: 05492PAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11165000 | PA      | $9440068.91   | 0.78%             | 2032-11-05      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| Dynasty Acquisition Co Inc                                                          | Dynasty Acquisition Co Inc 2024 1st Lien Term Loan B1                                                          | CUSIP: 26812CAN6<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |   1438022 | PA      | $1440200.83   | 0.12%             | 2031-10-31      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEM                                                            | Brookfield Asset Management Ltd                                                                                | CUSIP: 113004AA3<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |   1697000 | PA      | $1778698.23   | 0.15%             | 2035-04-24      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                                                               | McGraw-Hill Education Inc                                                                                      | CUSIP: 57767XAB6<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |   2235000 | PA      | $2278088.57   | 0.19%             | 2029-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                                       | CUSIP: 38384MAU1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    898000 | PA      | $933879.50    | 0.08%             | 2054-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                                                | LHOME Mortgage Trust 2024-RTL1                                                                                 | CUSIP: 50205DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1590000 | PA      | $1602775.17   | 0.13%             | 2029-01-25      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| ESC GCB144A ENVIVA PAR                                                              | ESC GCB144A ENVIVA PAR                                                                                         | CUSIP: 294ESCAA6<br>LEI: 549300WH5VXDEFM5KR81 | Long             | DBT              | CORP              | US        |   2538000 | PA      | $0.00         | 0.00%             | 2026-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Willis Engine Securitization Trust                                                  | Willis Engine Structured Trust VII                                                                             | CUSIP: 97064YAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    841096 | PA      | $872361.70    | 0.07%             | 2048-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                               | Foundry JV Holdco LLC                                                                                          | CUSIP: 350930AH6<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   3730000 | PA      | $3967253.92   | 0.33%             | 2036-01-25      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Master Issuer LLC                                                    | Planet Fitness Master Issuer LLC                                                                               | CUSIP: 72703PAC7<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |   2426938 | PA      | $2332120.21   | 0.19%             | 2049-12-05      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                                                                    | Antares Holdings LP                                                                                            | CUSIP: 03666HAG6<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |   2470000 | PA      | $2525971.63   | 0.21%             | 2029-02-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER                                                               | Panther Escrow Issuer LLC                                                                                      | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2165000 | PA      | $2253370.97   | 0.19%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                         | PURCHASED EGP / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | EG        |         1 | NC      | $4984.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                                 | Intesa Sanpaolo SpA                                                                                            | CUSIP: 46115HBV8<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   4048000 | PA      | $4778841.83   | 0.39%             | 2033-11-21      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                                         | Bell Telephone Co of Canada or Bell Canada                                                                     | CUSIP: 0778FPAP4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |   2400000 | PA      | $2493072.00   | 0.21%             | 2055-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                                          | BFLD Trust 2025-FPM                                                                                            | CUSIP: 05556HAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2877000 | PA      | $2887061.88   | 0.24%             | 2030-10-10      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Master Issuer LLC                                                    | Planet Fitness Master Issuer LLC                                                                               | CUSIP: 72703PAF0<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |   1148400 | PA      | $1172052.45   | 0.10%             | 2054-06-05      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA BUYER/ATLANTI                                                            | California Buyer Ltd / Atlantica Sustainable Infrastructure PLC                                                | CUSIP: 13005HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1029000 | PA      | $1055394.88   | 0.09%             | 2032-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fontainebleau Miami Beach Trust                                                     | Fontainebleau Miami Beach Mortgage Trust 2024-FBLU                                                             | CUSIP: 34461WAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2030000 | PA      | $2042419.54   | 0.17%             | 2039-12-15      | Floating      | 8.40%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                                                              | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX                                   | CUSIP: 05533UAF5<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |   4897000 | PA      | $4812404.33   | 0.40%             | 2033-01-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers LLC                                                            | Vantage Data Centers LLC                                                                                       | CUSIP: 92212KAC0<br>LEI: 5493000RL8X7WTQ7HO20 | Long             | ABS-O            | CORP              | US        |   2545000 | PA      | $2411980.99   | 0.20%             | 2045-09-15      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                                                              | Blue Owl Credit Income Corp                                                                                    | CUSIP: 09581CAB7<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    850000 | PA      | $886454.32    | 0.07%             | 2029-09-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                              | PNC Financial Services Group Inc/The                                                                           | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    715000 | PA      | $746303.39    | 0.06%             | 2036-01-29      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                                                             | CUSIP: 3137HABQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    183064 | PA      | $188760.16    | 0.02%             | 2053-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INTOWN Mortgage Trust                                                               | INTOWN 2025-STAY Mortgage Trust                                                                                | CUSIP: 46117WAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1802000 | PA      | $1804532.89   | 0.15%             | 2042-03-15      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                                                    | GWT 2024-WLF2                                                                                                  | CUSIP: 362414AG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2954000 | PA      | $2975151.53   | 0.25%             | 2041-05-15      | Floating      | 7.09%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                                                       | CUSIP: 20754FAL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1084071 | PA      | $1154679.16   | 0.10%             | 2031-07-25      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                                                              | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX                                   | CUSIP: 07336UAB9<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |   2637000 | PA      | $2876956.45   | 0.24%             | 2039-01-08      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| CNT HOLDINGS I CORP                                                                 | CNT Holdings I Corp 2025 Term Loan                                                                             | CUSIP: 12656AAF6<br>LEI: 254900SYIEHMSB69WT08 | Long             | LON              | CORP              | US        |   1496250 | PA      | $1497050.49   | 0.12%             | 2032-11-08      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                      | EPR Properties                                                                                                 | CUSIP: 26884UAF6<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    869000 | PA      | $836856.32    | 0.07%             | 2029-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                   | HSBC Holdings PLC                                                                                              | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   4008000 | PA      | $4257201.37   | 0.35%             | 2028-11-03      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| Neighborly Issuer LLC                                                               | Neighborly Issuer LLC                                                                                          | CUSIP: 64016NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2919418 | PA      | $2769685.54   | 0.23%             | 2051-04-30      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS LLC                                                        | Focus Financial Partners LLC 2025 Incremental Term Loan B                                                      | CUSIP: 34416DBD9<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |   1488750 | PA      | $1490789.59   | 0.12%             | 2031-09-15      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                                                            | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3896000 | PA      | $4005955.48   | 0.33%             | 2029-05-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                    | Societe Generale SA                                                                                            | CUSIP: 83368RAY8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    419000 | PA      | $390561.83    | 0.03%             | 2035-07-08      | Fixed         | 3.65%                 | No            |                  2 | On Loan: —       |
| DELTA 2 LUX SARL                                                                    | Delta 2 (LUX) Sarl 2024 Term Loan B2                                                                           | CUSIP: 000000000<br>LEI: 549300BBG8Z3D6QSYP53 | Long             | LON              | CORP              | LU        |    833333 | PA      | $835029.16    | 0.07%             | 2031-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NMI HOLDINGS                                                                        | NMI Holdings Inc                                                                                               | CUSIP: 629209AC1<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | DBT              | CORP              | US        |   1212000 | PA      | $1254165.48   | 0.10%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| State Street Global Advisors                                                        | State Street Navigator Securities Lending Government Money Market Portfolio                                    | CUSIP: 857509301<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        |  27103490 | NS      | $27103490.00  | 2.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                                | CUSIP: 31418FGY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9825252 | PA      | $9915464.55   | 0.82%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                            | Occidental Petroleum Corp                                                                                      | CUSIP: 674599EK7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   3700000 | PA      | $3765756.40   | 0.31%             | 2032-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer LLC                                                                 | DataBank Issuer                                                                                                | CUSIP: 23802WAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1050500 | PA      | $1020697.84   | 0.08%             | 2051-10-25      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                              | US 2YR NOTE (CBT) DEC25                                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       176 | NC      | $13557.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| API GROUP DE INC                                                                    | APi Group DE Inc 2025 Term Loan                                                                                | CUSIP: 00186XAN3<br>LEI: 549300XP4G7B4QYA0G83 | Long             | LON              | CORP              | US        |   2389253 | PA      | $2390244.23   | 0.20%             | 2029-01-03      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                                                            | Delta Air Lines Inc / SkyMiles IP Ltd                                                                          | CUSIP: 830867AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    587878 | PA      | $587169.68    | 0.05%             | 2025-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                                              | Clydesdale Acquisition Holdings Inc                                                                            | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1645108.80   | 0.14%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SPRINT LLC                                                                          | Sprint LLC                                                                                                     | CUSIP: 85207UAK1<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3006773.70   | 0.25%             | 2026-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust 2025-GW                                                                                               | CUSIP: 12433GAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3955000 | PA      | $3981162.33   | 0.33%             | 2042-07-15      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| MASTERBRAND INC                                                                     | Masterbrand Inc                                                                                                | CUSIP: 57638PAA2<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | DBT              | CORP              | US        |   2294000 | PA      | $2373741.73   | 0.20%             | 2032-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MV Holding GmbH                                                                     | MV Holding GmbH 2025 USD Term Loan B                                                                           | CUSIP: 55404TAF9<br>LEI: 549300RKTIVJWNROR778 | Long             | LON              | CORP              | US        |   2493750 | PA      | $2499984.38   | 0.21%             | 2032-03-17      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Navigator Aviation Ltd                                                              | Navigator 2024-1 Aviation Ltd                                                                                  | CUSIP: 63943DAA7<br>LEI: 984500UF8C3O89B30652 | Long             | ABS-O            | CORP              | KY        |   2153393 | PA      | $2159380.04   | 0.18%             | 2049-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                                               | CUSIP: 3132DWMX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11935314 | PA      | $11845955.16  | 0.98%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TX Trust 24-HOU                                                                     | TX Trust 2024-HOU                                                                                              | CUSIP: 90216DAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2908000 | PA      | $2927720.31   | 0.24%             | 2039-06-15      | Floating      | 8.54%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                        | CSMC 2021-BPNY                                                                                                 | CUSIP: 12659XAA4<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   4285189 | PA      | $4072809.15   | 0.34%             | 2026-08-15      | Floating      | 7.98%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                         | PURCHASED USD / SOLD DKK                                                                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $21.45        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                    | LPL Holdings Inc                                                                                               | CUSIP: 50212YAQ7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   3210000 | PA      | $3294379.38   | 0.27%             | 2035-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                         | PURCHASED CZK / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CZ        |         1 | NC      | $-86.65       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Retained Vantage Data Centers Issuer, LLC                                           | Retained Vantage Data Centers Issuer LLC                                                                       | CUSIP: 76134KAN4<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-O            | CORP              | US        |   2025000 | PA      | $2039020.29   | 0.17%             | 2050-08-15      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                                                       | CUSIP: 20753WAE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3785423 | PA      | $3873048.59   | 0.32%             | 2039-10-25      | Floating      | 7.87%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                                                             | American National Group Inc                                                                                    | CUSIP: 02772AAA7<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |   3586000 | PA      | $3764582.66   | 0.31%             | 2032-06-13      | Fixed         | 6.14%                 | No            |                  2 | On Loan: —       |
| HAT HOLDINGS I LLC/HAT                                                              | HAT Holdings I LLC / HAT Holdings II LLC                                                                       | CUSIP: 418751AE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $133710.93    | 0.01%             | 2026-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                                                                    | Antares Holdings LP                                                                                            | CUSIP: 03666HAE1<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1021195.01   | 0.08%             | 2027-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| SYNOVUS BANK GA                                                                     | Synovus Bank/Columbus GA                                                                                       | CUSIP: 87164DSE1<br>LEI: DX0JX77PRMOELF7VG772 | Long             | DBT              | CORP              | US        |   2864000 | PA      | $2855010.62   | 0.24%             | 2030-10-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DURST Commercial Mortgage Trust                                                     | Durst Commercial Mortgage Trust 2025-151                                                                       | CUSIP: 266895AG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2757000 | PA      | $2839135.44   | 0.23%             | 2042-08-10      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS                                                            | Focus Financial Partners LLC                                                                                   | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1127338.30   | 0.09%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                       | JP Morgan Chase Commercial Mortgage Securities Trust 2014-DSTY                                                 | CUSIP: 46642MAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1120000 | PA      | $17628.24     | 0.00%             | 2027-06-10      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Commercial Mortgage Trust 2021-VOLT                                                                         | CUSIP: 05609VAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4903772 | PA      | $4890972.66   | 0.40%             | 2036-09-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| MCAFEE CORP                                                                         | McAfee Corp                                                                                                    | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |   2311000 | PA      | $2146356.04   | 0.18%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| DIGITAL REALTY TRUST LP                                                             | Digital Realty Trust LP                                                                                        | CUSIP: 25389JAX4<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              |  | US        |    485000 | PA      | $510462.50    | 0.04%             | 2029-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP                                                                   | CI Financial Corp                                                                                              | CUSIP: 125491AT7<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |   5192000 | PA      | $5535512.22   | 0.46%             | 2029-05-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AS MILEAGE PLAN IP LTD                                                              | AS Mileage Plan IP Ltd                                                                                         | CUSIP: 00218QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   2755000 | PA      | $2743811.23   | 0.23%             | 2031-10-20      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| REWORLD HOLDING CORP                                                                | Reworld Holding Corp Term Loan B                                                                               | CUSIP: 22282GAM9<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |   1834642 | PA      | $1837393.47   | 0.15%             | 2028-11-30      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                              | PURCHASED USD / SOLD DKK                                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $4825.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RAVEN ACQUISITION HOLDINGS LLC                                                      | Raven Acquisition Holdings LLC Delayed Draw Term Loan                                                          | CUSIP: 75419XAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    100000 | PA      | $100080.50    | 0.01%             | 2031-11-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                         | Oracle Corp                                                                                                    | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   8167000 | PA      | $5753357.90   | 0.48%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| DIGITALOCEAN HOLDINGS                                                               | DigitalOcean Holdings Inc                                                                                      | CUSIP: 25402DAC6<br>LEI: 549300EPISPY3RE3DL21 | Long             | DBT              | CORP              | US        |    500000 | PA      | $558440.48    | 0.05%             | 2030-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LIMITED                                                           | HUB International Limited 2025 Term Loan B                                                                     | CUSIP: 44332EAZ9<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |   1685156 | PA      | $1689520.52   | 0.14%             | 2030-06-20      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| CALVERT IMPACT CAPITAL NOTE                                                         | CALVERT IMPACT CAPITAL NOTE                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1012260.00   | 0.08%             | 2028-12-15      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Willis Engine Securitization Trust                                                  | Willis Engine Structured Trust V                                                                               | CUSIP: 97064FAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    158609 | PA      | $155854.63    | 0.01%             | 2045-03-15      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                                                            | CUSIP: 91282CMP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3798000 | PA      | $3821218.24   | 0.32%             | 2027-02-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Credit Agricole CIB                                                                 | PURCHASED USD / SOLD DKK                                                                                       | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | N/A              | DFE              |  | US        |         1 | NC      | $2681.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cologix Data Centers Issuer LLC                                                     | Cologix Canadian Issuer LP                                                                                     | CUSIP: 19521DAN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |   2700000 | PA      | $1894830.78   | 0.16%             | 2052-01-25      | Fixed         | 7.74%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                    | LPL Holdings Inc                                                                                               | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   2106000 | PA      | $2061547.33   | 0.17%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                                                  | PURCHASED MXN / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | MX        |         1 | NC      | $329.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KUEHG CORP                                                                          | KUEHG Corp 2025 Term Loan                                                                                      | CUSIP: 50118YAH2<br>LEI: 549300YNT566T1NYJX62 | Long             | LON              | CORP              | US        |   1985025 | PA      | $1986057.21   | 0.16%             | 2030-06-12      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                                                             | NYMT Loan Trust Series 2024-BPL1                                                                               | CUSIP: 62956MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2010000 | PA      | $2021419.82   | 0.17%             | 2029-02-25      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| CCC Intelligent Solutions Inc                                                       | CCC Intelligent Solutions Inc Term Loan                                                                        | CUSIP: 12511BAC6<br>LEI: 5493006JEEL9RIWY5T17 | Long             | LON              | CORP              | US        |    984885 | PA      | $985042.50    | 0.08%             | 2032-01-23      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                       | UniCredit SpA                                                                                                  | CUSIP: 904678AF6<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |   3643000 | PA      | $3700661.15   | 0.31%             | 2032-06-19      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                         | BNP Paribas SA                                                                                                 | CUSIP: 09659T2D2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    748000 | PA      | $775535.56    | 0.06%             | 2035-11-19      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| NEW FLYER HOLDINGS                                                                  | New Flyer Holdings Inc                                                                                         | CUSIP: 64438WAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2090000 | PA      | $2238574.71   | 0.19%             | 2030-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                                                        | Hudson Yards 2025-SPRL Mortgage Trust                                                                          | CUSIP: 44855PAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1243000 | PA      | $1289926.73   | 0.11%             | 2040-01-13      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                         | BNP Paribas SA                                                                                                 | CUSIP: 05602XDJ4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1340000 | PA      | $1445397.70   | 0.12%             | 2031-08-22      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                           | Uniform Mortgage-Backed Security, TBA                                                                          | CUSIP: 01F0526A5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  53301000 | PA      | $53752808.59  | 4.44%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                                                             | American National Group Inc                                                                                    | CUSIP: 025676AQ0<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    410000 | PA      | $418876.09    | 0.03%             | 2035-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HLTN Commercial Mortgage Trust 2024-DPLO                                            | HLTN COMMERCIAL MORTGAGE TRUST                                                                                 | CUSIP: 40424UAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    315023 | PA      | $316444.01    | 0.03%             | 2041-06-15      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                                               | CUSIP: 3132DWN82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9843358 | PA      | $9933736.82   | 0.82%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA VEND FIN IV                                                            | Virgin Media Vendor Financing Notes IV DAC                                                                     | CUSIP: 92770QAA5<br>LEI: 635400ZZNJSEA4CAJR23 | Long             | DBT              | CORP              | IE        |   2000000 | PA      | $1960829.80   | 0.16%             | 2028-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                                                  | PURCHASED USD / SOLD KRW                                                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $40694.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                                            | Olympus Water US Holding Corp                                                                                  | CUSIP: 25259KAA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |   2280000 | PA      | $2394285.00   | 0.20%             | 2028-11-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                        | Centene Corp                                                                                                   | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1568000 | PA      | $1521322.55   | 0.13%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                                                  | PURCHASED USD / SOLD EUR                                                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $12121.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lumen Technologies Inc                                                              | Lumen Technologies Inc 2024 Extended Term Loan B2                                                              | CUSIP: 55024EAG0<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |    675169 | PA      | $671796.12    | 0.06%             | 2030-04-15      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                      | EPR Properties                                                                                                 | CUSIP: 26884UAG4<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |   1930000 | PA      | $1782461.61   | 0.15%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEM                                                            | Brookfield Asset Management Ltd                                                                                | CUSIP: 112586AB8<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |    630000 | PA      | $654170.50    | 0.05%             | 2055-09-15      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                              | PURCHASED CZK / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CZ        |         1 | NC      | $-28042.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                      | PURCHASED AUD / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | AU        |         1 | NC      | $-1280.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JYSKE REALKREDIT A/S                                                                | Jyske Realkredit A/S                                                                                           | CUSIP: 000000000<br>LEI: 529900R9HQNZRT2OXB26 | Long             | DBT              | CORP              | DK        |   6651000 | PA      | $1010686.72   | 0.08%             | 2056-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                              | US 10YR ULTRA FUT DEC25                                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       960 | NC      | $246244.47    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| US ACUTE CARE SOLUTIONS                                                             | US Acute Care Solutions LLC                                                                                    | CUSIP: 90367UAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2132000 | PA      | $2185795.33   | 0.18%             | 2029-05-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                                            | Engie SA                                                                                                       | CUSIP: 29286DAB1<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |   4150000 | PA      | $4327666.69   | 0.36%             | 2034-04-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                                                  | Subway Funding LLC                                                                                             | CUSIP: 864300AG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1931566 | PA      | $1935224.56   | 0.16%             | 2054-07-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                                       | CUSIP: 38384EDD4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1959000 | PA      | $2037157.24   | 0.17%             | 2053-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                                                | LHOME Mortgage Trust 2023-RTL2                                                                                 | CUSIP: 50205BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    603452 | PA      | $605820.79    | 0.05%             | 2028-06-25      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                                                              | Blue Owl Credit Income Corp                                                                                    | CUSIP: 69120VAZ4<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1288056.05   | 0.11%             | 2031-03-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Navigator Aviation Ltd                                                              | Navigator 2025-1 Aviation Ltd                                                                                  | CUSIP: 63943GAA0<br>LEI: 984500UF8C3O89B30652 | Long             | ABS-O            | CORP              | KY        |   1550000 | PA      | $1558835.00   | 0.13%             | 2050-10-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| SYNOVUS BANK GA                                                                     | Synovus Bank/Columbus GA                                                                                       | CUSIP: 87164DVJ6<br>LEI: DX0JX77PRMOELF7VG772 | Long             | DBT              | CORP              | US        |    845000 | PA      | $862861.25    | 0.07%             | 2028-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CAJUN GLOBAL LLC                                                                    | Cajun Global LLC                                                                                               | CUSIP: 12803VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2849000 | PA      | $2812412.86   | 0.23%             | 2051-11-20      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                                | Westpac Banking Corp                                                                                           | CUSIP: 961214EX7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   3045000 | PA      | $2717132.70   | 0.22%             | 2036-11-18      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                                       | UniCredit SpA                                                                                                  | CUSIP: 904678AS8<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |   1720000 | PA      | $1734811.23   | 0.14%             | 2035-06-30      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                              | General Motors Financial Co Inc                                                                                | CUSIP: 37045XDZ6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4001498.16   | 0.33%             | 2025-10-10      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Cologix Data Centers Issuer LLC                                                     | Cologix Data Centers US Issuer LLC                                                                             | CUSIP: 19521UAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2900000 | PA      | $2872159.13   | 0.24%             | 2051-12-26      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STORAGE TECH                                                           | SEAGATE DATA STORAGE TECH                                                                                      | CUSIP: 81180LAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |   1516000 | PA      | $1718469.38   | 0.14%             | 2032-12-01      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                  | Ally Financial Inc                                                                                             | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   5698000 | PA      | $5558356.78   | 0.46%             | 2026-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| LUNAR AIRCRAFT 2020-1 LIMITED                                                       | LUNAR AIRCRAFT 2020-1 LTD                                                                                      | CUSIP: 55037LAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     19532 | PA      | $19150.79     | 0.00%             | 2045-02-15      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2022-DNA2                                                                        | CUSIP: 35564KSQ3<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | USGSE             | US        |    980000 | PA      | $1062980.23   | 0.09%             | 2042-02-25      | Floating      | 12.86%                | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                              | PURCHASED INR / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | IN        |         1 | NC      | $-50684.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Willis Engine Securitization Trust                                                  | Willis Engine Structured Trust VIII                                                                            | CUSIP: 97063RAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1586234 | PA      | $1613964.14   | 0.13%             | 2050-06-15      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| Pnmac Gmsr Issuer Trust                                                             | PNMAC GMSR ISSUER TRUST 2024-GT1                                                                               | CUSIP: 69354WAJ5<br>LEI: 5493007JEN3QN6CZC711 | Long             | ABS-O            | CORP              | US        |   1615000 | PA      | $1631436.82   | 0.13%             | 2029-03-25      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| Apollo Aviation Securitization Equity Trust                                         | AASET MT-1 Ltd                                                                                                 | CUSIP: 00039NAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2233621 | PA      | $2247988.52   | 0.19%             | 2050-02-16      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| Navigator Aviation Ltd                                                              | Navigator 2024-1 Aviation Ltd                                                                                  | CUSIP: 63943DAB5<br>LEI: 984500UF8C3O89B30652 | Long             | ABS-O            | CORP              | KY        |   1315655 | PA      | $1317435.43   | 0.11%             | 2049-08-15      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                                                  | PURCHASED HUF / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | HU        |         1 | NC      | $241.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NESCO HOLDINGS II INC                                                               | NESCO Holdings II Inc                                                                                          | CUSIP: 64083YAA9<br>LEI: 254900FAHT0HW9T6L409 | Long             | DBT              | CORP              | US        |   2280000 | PA      | $2234559.60   | 0.18%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DATADOG INC                                                                         | Datadog Inc                                                                                                    | CUSIP: 23804LAC7<br>LEI: 549300F6JNO0KRPO1K63 | Long             | DBT              | CORP              | US        |    560000 | PA      | $555800.00    | 0.05%             | 2029-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| NORDEA KREDIT REALKREDIT                                                            | Nordea Kredit Realkreditaktieselskab                                                                           | CUSIP: 000000000<br>LEI: 52990080NNXXLC14OC65 | Long             | DBT              | CORP              | DK        |   5675000 | PA      | $871045.85    | 0.07%             | 2053-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA BUYER/ATLANTI                                                            | California Buyer Ltd / Atlantica Sustainable Infrastructure PLC                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1300000 | PA      | $1593269.86   | 0.13%             | 2032-02-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| LES SCHWAB TIRE CENTERS                                                             | Les Schwab Tire Centers 2025 Term Loan B                                                                       | CUSIP: 50220KAD6<br>LEI: 549300GJM1TKHPYFPF83 | Long             | LON              | CORP              | US        |   1980050 | PA      | $1978198.65   | 0.16%             | 2031-04-23      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRET                                                            | Smyrna Ready Mix Concrete LLC                                                                                  | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |   2394000 | PA      | $2396748.31   | 0.20%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS INC                                                                 | Shift4 Payments Inc                                                                                            | CUSIP: 82452JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    435000 | PA      | $429163.39    | 0.04%             | 2027-08-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                                               | CUSIP: 3132DWNJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  21515132 | PA      | $21712678.28  | 1.79%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Smithfield Foods Inc                                                                | Smithfield Foods Inc                                                                                           | CUSIP: 832248BB3<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |   3181000 | PA      | $3224389.09   | 0.27%             | 2029-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                            | Celanese US Holdings LLC                                                                                       | CUSIP: 15089QAY0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   2016000 | PA      | $2097149.42   | 0.17%             | 2033-11-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: —       |
| Champs Trust                                                                        | Champs Trust 2024-1                                                                                            | CUSIP: 15878AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1621613 | PA      | $1684789.77   | 0.14%             | 2059-07-25      | Variable      | 8.98%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FIN US INC                                                               | Stellantis Finance US Inc                                                                                      | CUSIP: 85855CAL4<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |   2785000 | PA      | $2856489.59   | 0.24%             | 2035-03-18      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                                                              | Global Atlantic Fin Co                                                                                         | CUSIP: 37959GAB3<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |   7131000 | PA      | $6442770.29   | 0.53%             | 2031-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                              | US ULTRA BOND CBT DEC25                                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -221 | NC      | $19681.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mosaic Solar Loans LLC                                                              | Mosaic Solar Loan Trust 2022-2                                                                                 | CUSIP: 61946UAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3583000 | PA      | $426501.69    | 0.04%             | 2053-01-21      | Fixed         | 8.29%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                                             | Pfizer Investment Enterprises Pte Ltd                                                                          | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   6591000 | PA      | $6373976.89   | 0.53%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Champs Trust                                                                        | Champs Trust 2024-2                                                                                            | CUSIP: 15878BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1074613 | PA      | $1124717.74   | 0.09%             | 2059-11-25      | Variable      | 8.74%                 | No            |                  2 | On Loan: No      |
| NRZ Excess Spread Collateralized Notes                                              | NRZ Excess Spread-Collateralized Notes                                                                         | CUSIP: 62955MAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    182120 | PA      | $179282.60    | 0.01%             | 2026-07-25      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| REWORLD HOLDING CORP                                                                | Reworld Holding Corp                                                                                           | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1252032.34   | 0.10%             | 2029-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bourzou Issuer LLC, Jamshid Issuer LLC, Cristobal Issuer LLC & COPT DC-6 Issuer LLC | Cloud Capital Holdco LP                                                                                        | CUSIP: 102104AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3510000 | PA      | $3586487.11   | 0.30%             | 2049-11-22      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                              | Brookfield Finance Inc                                                                                         | CUSIP: 11271LAN2<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |   4908000 | PA      | $4873683.26   | 0.40%             | 2055-01-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                   | PURCHASED USD / SOLD CAD                                                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $38604.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                         | BNP Paribas SA                                                                                                 | CUSIP: 05565AS20<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1314000 | PA      | $1415911.21   | 0.12%             | 2027-11-17      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| BELRON FINANCE 2019 LLC                                                             | Belron Finance 2019 LLC 2025 Repriced Term Loan B                                                              | CUSIP: 08078UAN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2475047 | PA      | $2490528.29   | 0.21%             | 2031-10-16      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                                          | Biogen Inc                                                                                                     | CUSIP: 09062XAM5<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |   2710000 | PA      | $2907781.30   | 0.24%             | 2055-05-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                               | Wells Fargo Commercial Mortgage Trust 2025-1918                                                                | CUSIP: 95004QAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    940000 | PA      | $946213.78    | 0.08%             | 2040-09-15      | Variable      | 6.69%                 | No            |                  2 | On Loan: No      |
| GATES GLOBAL LLC                                                                    | Gates Global LLC 2024 Term Loan B5                                                                             | CUSIP: 36740UAY8<br>LEI: 984500F43C791F4C7894 | Long             | LON              | CORP              | US        |   2475000 | PA      | $2474814.38   | 0.20%             | 2031-06-04      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                                  | Banco Santander SA                                                                                             | CUSIP: 05971KAP4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   2000000 | PA      | $2243844.00   | 0.19%             | 2028-11-21      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Home Re Ltd                                                                         | Home RE 2021-1 Ltd                                                                                             | CUSIP: 437307AD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |   1154032 | PA      | $1160886.90   | 0.10%             | 2033-07-25      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                         | PURCHASED AUD / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AU        |         1 | NC      | $355.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                              | US LONG BOND(CBT) DEC25                                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       500 | NC      | $950378.91    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                                               | CUSIP: 3142J6BT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11125543 | PA      | $11228563.47  | 0.93%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENACT HOLDINGS INC                                                                  | Enact Holdings Inc                                                                                             | CUSIP: 29249EAA7<br>LEI: 9845003CA5664B741N19 | Long             | DBT              | CORP              | US        |   4720000 | PA      | $4938200.22   | 0.41%             | 2029-05-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                              | PURCHASED USD / SOLD GBP                                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $44752.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                                                | Kyndryl Holdings Inc                                                                                           | CUSIP: 50155QAN0<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |   3554000 | PA      | $3799763.90   | 0.31%             | 2034-02-20      | Fixed         | 6.35%                 | No            |                  2 | On Loan: —       |
| CLOUD SOFTWARE GRP INC                                                              | Cloud Software Group Inc                                                                                       | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   2325000 | PA      | $2414143.76   | 0.20%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                              | PURCHASED USD / SOLD DKK                                                                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $87408.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                         | PURCHASED SGD / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | SG        |         1 | NC      | $-1.13        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Theorem Funding Trust                                                               | Theorem Funding Trust 2022-2                                                                                   | CUSIP: 88339FAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2541310 | PA      | $2553287.22   | 0.21%             | 2028-12-15      | Fixed         | 9.27%                 | No            |                  2 | On Loan: No      |
| XPLR INFRASTRUCTURE LP                                                              | XPLR Infrastructure LP                                                                                         | CUSIP: 65341BAG1<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | DBT              | CORP              | US        |    505000 | PA      | $493637.50    | 0.04%             | 2026-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| Extended Stay America Trust                                                         | Extended Stay America Trust 2021-ESH                                                                           | CUSIP: 30227FAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4941597 | PA      | $4948971.27   | 0.41%             | 2038-07-15      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                        | ING Groep NV                                                                                                   | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1820000 | PA      | $1977763.59   | 0.16%             | 2030-05-16      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| UMBS, TBA                                                                           | Uniform Mortgage-Backed Security, TBA                                                                          | CUSIP: 01F0406A0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9850000 | PA      | $9284779.42   | 0.77%             | 2055-10-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                                                            | Banco Mercantil del Norte SA/Grand Cayman                                                                      | CUSIP: 05971PAD0<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |   3291000 | PA      | $3469372.20   | 0.29%             | 2031-05-20      | Fixed         | 8.38%                 | No            |                  2 | On Loan: —       |
| HAT HOLDINGS I LLC/HAT                                                              | HAT Holdings I LLC / HAT Holdings II LLC                                                                       | CUSIP: 418751AD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1415000 | PA      | $1305835.24   | 0.11%             | 2030-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| REALKREDIT DANMARK                                                                  | Realkredit Danmark A/S                                                                                         | CUSIP: 000000000<br>LEI: 549300NLOMBOWE943Y30 | Long             | DBT              | CORP              | DK        |  16393000 | PA      | $2496236.18   | 0.21%             | 2056-10-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Neighborly Issuer LLC                                                               | Neighborly Issuer 2023-1                                                                                       | CUSIP: 64016NAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    843375 | PA      | $855510.83    | 0.07%             | 2053-01-30      | Fixed         | 7.31%                 | No            |                  2 | On Loan: No      |
| FORTITUDE GROUP HOLDINGS                                                            | Fortitude Group Holdings LLC                                                                                   | CUSIP: 34966XAA6<br>LEI: 2549006R9ZUL08JFIH12 | Long             | DBT              | CORP              | US        |   2804000 | PA      | $2913279.70   | 0.24%             | 2030-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                                | Royal Bank of Canada                                                                                           | CUSIP: 78017DAC2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    650000 | PA      | $669942.69    | 0.06%             | 2031-02-04      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Loandepot GMSR Master Trust                                                         | LOANDEPOT GMSR Trust                                                                                           | CUSIP: 53946TAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1829000 | PA      | $1833624.63   | 0.15%             | 2030-05-16      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                              | Extra Space Storage LP                                                                                         | CUSIP: 30225VAF4<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |    725000 | PA      | $652701.83    | 0.05%             | 2031-06-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                                                | LHOME Mortgage Trust 2023-RTL3                                                                                 | CUSIP: 50205TAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1080000 | PA      | $1084393.22   | 0.09%             | 2028-08-25      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Prodigy Finance Designated Activity Co                                              | Prodigy Finance CM2021-1 DAC                                                                                   | CUSIP: 742857AA3<br>LEI: 635400HTAZNW3LYYMQ40 | Long             | ABS-O            | CORP              | IE        |    421915 | PA      | $435180.76    | 0.04%             | 2051-07-25      | Floating      | 10.17%                | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                     | Long: S9707Z0K8 CDS USD R F  5.00000 Z9707Z0Q5 CCPCDX / Short: S9707Z0K8 CDS USD P V 03MEVENT Z9707Z0W2 CCPCDX | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   9270000 | OU      | $732127.54    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                                                       | CUSIP: 20754RAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4456839 | PA      | $4635744.99   | 0.38%             | 2041-10-25      | Floating      | 10.36%                | No            |                  2 | On Loan: No      |
| AZORRA FINANCE                                                                      | Azorra Finance Ltd                                                                                             | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |   2200000 | PA      | $2321921.80   | 0.19%             | 2030-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                                                                | Sonic Automotive Inc                                                                                           | CUSIP: 83545GBE1<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2153175.30   | 0.18%             | 2031-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS LP/FERRELLGAS                                                            | Ferrellgas LP / Ferrellgas Finance Corp                                                                        | CUSIP: 315289AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2297000 | PA      | $2139464.62   | 0.18%             | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                                              | Clydesdale Acquisition Holdings Inc                                                                            | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    600000 | PA      | $615957.00    | 0.05%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PENN Commercial Mortgage Trust                                                      | PENN Commercial Mortgage Trust 2025-P11                                                                        | CUSIP: 69382VAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1475000 | PA      | $1503797.46   | 0.12%             | 2042-08-10      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY OP LP                                                                | Federal Realty OP LP                                                                                           | CUSIP: 313747BD8<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              |  | US        |    470000 | PA      | $478460.00    | 0.04%             | 2029-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                      | PURCHASED INR / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |         1 | NC      | $-71.03       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL                                                              | American International Group Inc                                                                               | CUSIP: 026874DW4<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5118216.65   | 0.42%             | 2030-05-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                                            | Clarios Global LP / Clarios US Finance Co                                                                      | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1978000 | PA      | $2044866.29   | 0.17%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                                | LifePoint Health Inc                                                                                           | CUSIP: 53219LAV1<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    850000 | PA      | $921559.80    | 0.08%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding, LLC                                                          | Driven Brands Funding LLC                                                                                      | CUSIP: 26208LAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1337296 | PA      | $1337129.58   | 0.11%             | 2049-04-20      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                                                    | AmWINS Group Inc 2025 Term Loan B                                                                              | CUSIP: 03234TBA5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | LON              | CORP              | US        |   2464584 | PA      | $2466173.30   | 0.20%             | 2032-01-30      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                        | Centene Corp                                                                                                   | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   4816000 | PA      | $4151579.82   | 0.34%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OAKTREE STRATEGIC CREDIT                                                            | Oaktree Strategic Credit Fund                                                                                  | CUSIP: 67403AAE9<br>LEI: 2549006RRE0JC7G43241 | Long             | DBT              | CORP              | US        |    655000 | PA      | $679148.84    | 0.06%             | 2029-07-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Mosaic Solar Loans LLC                                                              | Mosaic Solar Loan Trust 2020-1                                                                                 | CUSIP: 61946NAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     70035 | PA      | $60952.02     | 0.01%             | 2046-04-20      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Center Street Lending Resi-Investor Abs Trust                                       | Center Street Lending Resi-Investor ABS Mortgage Trust 2024-RTL1                                               | CUSIP: 15169CAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3770000 | PA      | $3832808.20   | 0.32%             | 2029-10-25      | Variable      | 6.89%                 | No            |                  2 | On Loan: No      |
| Sonic Capital LLC                                                                   | Sonic Capital LLC                                                                                              | CUSIP: 83546DAG3<br>LEI: 54930089533DCF1JSH22 | Long             | ABS-O            | CORP              | US        |   2837059 | PA      | $2797994.00   | 0.23%             | 2050-01-20      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                                                                 | Oportun Issuance Trust 2021-C                                                                                  | CUSIP: 68377WAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1666264 | PA      | $1645121.93   | 0.14%             | 2031-10-08      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                                            | Clear Channel Outdoor Holdings Inc                                                                             | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |   2170000 | PA      | $2280129.67   | 0.19%             | 2030-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST 2020-01                             | Multifamily Connecticut Avenue Securities Trust 2020-01                                                        | CUSIP: 62548QAD3<br>LEI: 5493002KQF9IH3CTQZ40 | Long             | ABS-MBS          | CORP              | US        |   2759847 | PA      | $2814089.46   | 0.23%             | 2050-03-25      | Floating      | 8.22%                 | No            |                  2 | On Loan: No      |
| CLARIV SCI HLD CORP                                                                 | Clarivate Science Holdings Corp                                                                                | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2270264.88   | 0.19%             | 2029-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Calvert Ultra-Short Investment Grade Etf                                            | Calvert Ultra-Short Investment Grade Etf                                                                       | CUSIP: 61774R601<br>LEI: 549300RQT9YNL0GPOP12 | Long             | EC               | RF                | US        |     95000 | NS      | $4817925.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                                       | CUSIP: 38384BY39<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    797156 | PA      | $861131.50    | 0.07%             | 2053-07-20      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                              | US 5YR NOTE (CBT) DEC25                                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      1347 | NC      | $-25617.22    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                                                             | CUSIP: 3137HHNE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3673399 | PA      | $3693128.54   | 0.31%             | 2054-12-25      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                                                         | Extended Stay America Trust 2025-ESH                                                                           | CUSIP: 30227TAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1150000 | PA      | $1159795.56   | 0.10%             | 2042-10-15      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| ServiceMaster Brands                                                                | ServiceMaster Funding LLC                                                                                      | CUSIP: 81761TAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1310251 | PA      | $1163969.40   | 0.10%             | 2051-01-30      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| CPI HOLDCO B LLC                                                                    | CPI Holdco B LLC 2024 Term Loan                                                                                | CUSIP: 1261MAAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2475000 | PA      | $2475000.00   | 0.20%             | 2031-05-19      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                                                | Raizen Fuels Finance SA                                                                                        | CUSIP: 75102XAB2<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    937000 | PA      | $909487.15    | 0.08%             | 2034-03-05      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| RAVEN ACQUISITION HOLDINGS LLC                                                      | Raven Acquisition Holdings LLC Term Loan B                                                                     | CUSIP: 75419XAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1393000 | PA      | $1394121.37   | 0.12%             | 2031-11-19      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| PLAYTIKA HOLDING CORP                                                               | Playtika Holding Corp                                                                                          | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |   2710000 | PA      | $2490584.85   | 0.21%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UK Logisitics                                                                       | UK Logistics 2024-1 DAC                                                                                        | CUSIP: 000000000<br>LEI: 635400H22JMICKOJRJ36 | Long             | ABS-MBS          | CORP              | IE        |   1300000 | PA      | $1761286.26   | 0.15%             | 2034-05-17      | Floating      | 7.99%                 | No            |                  2 | On Loan: No      |
| KKR & CO INC                                                                        | KKR & Co Inc                                                                                                   | CUSIP: 48251WAB0<br>LEI: 54930013V5I303TF9571 | Long             | DBT              | CORP              | US        |   2890000 | PA      | $2896336.09   | 0.24%             | 2035-08-07      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                                       | CUSIP: 38384BXQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    832000 | PA      | $865823.96    | 0.07%             | 2053-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE / IRELAND DAC                                                             | Aircastle Ltd / Aircastle Ireland DAC                                                                          | CUSIP: 00929JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   5056000 | PA      | $5270442.30   | 0.44%             | 2031-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                                               | ON Semiconductor Corp                                                                                          | CUSIP: 682189AU9<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |    515000 | PA      | $476463.12    | 0.04%             | 2029-03-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                              | PURCHASED BRL / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | BR        |         1 | NC      | $17336.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                    | T-Mobile USA Inc                                                                                               | CUSIP: 87264A204<br>LEI: 549300V2JRLO5DIFGE82 | Long             | EP               | CORP              | US        |      7793 | NS      | $178070.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                            | Ford Motor Credit Co LLC                                                                                       | CUSIP: 345397G98<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   3257000 | PA      | $3390583.05   | 0.28%             | 2032-03-19      | Fixed         | 6.53%                 | No            |                  2 | On Loan: —       |
| Pagaya AI Debt Selection Trust                                                      | Pagaya AI Debt Selection Trust 2021-3                                                                          | CUSIP: 69546RAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1089652 | PA      | $1073498.76   | 0.09%             | 2029-05-15      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                                                            | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11455000 | PA      | $11906935.49  | 0.98%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                              | NextEra Energy Capital Holdings Inc                                                                            | CUSIP: 65339KDL1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   3645000 | PA      | $3772053.33   | 0.31%             | 2035-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ZEGONA FINANCE PLC                                                                  | Zegona Finance PLC                                                                                             | CUSIP: 98927UAA5<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |   1799000 | PA      | $1918327.67   | 0.16%             | 2029-07-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| NORDEA KREDIT REALKREDIT                                                            | Nordea Kredit Realkreditaktieselskab                                                                           | CUSIP: 000000000<br>LEI: 52990080NNXXLC14OC65 | Long             | DBT              | CORP              | DK        |  19744000 | PA      | $3009628.97   | 0.25%             | 2056-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                  | Ally Financial Inc                                                                                             | CUSIP: 02005NBW9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    369000 | PA      | $376095.50    | 0.03%             | 2031-01-17      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                        | Centene Corp                                                                                                   | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1171000 | PA      | $1077978.03   | 0.09%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Dynasty Acquisition Co Inc                                                          | Dynasty Acquisition Co Inc 2024 1st Lien Term Loan B2                                                          | CUSIP: 26812CAP1<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |    546978 | PA      | $547806.44    | 0.05%             | 2031-10-31      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding, LLC                                                          | Driven Brands Funding LLC                                                                                      | CUSIP: 26208LAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2349510 | PA      | $2333524.38   | 0.19%             | 2049-10-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc                                        | BAMLL Commercial Mortgage Securities Trust 2019-BPR                                                            | CUSIP: 05492PAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4545000 | PA      | $3251852.06   | 0.27%             | 2032-11-05      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| Sunrun Issuer                                                                       | Sunrun Xanadu Issuer 2019-1 LLC                                                                                | CUSIP: 86773PAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    310533 | PA      | $294950.87    | 0.02%             | 2054-06-30      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                    | Societe Generale SA                                                                                            | CUSIP: 83368RCF7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1696000 | PA      | $1788505.27   | 0.15%             | 2033-04-13      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                            | Ford Motor Credit Co LLC                                                                                       | CUSIP: 345397C68<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   3875000 | PA      | $4149026.48   | 0.34%             | 2030-03-06      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| ASPEN INSURANCE HLDG LTD                                                            | Aspen Insurance Holdings Ltd                                                                                   | CUSIP: 000000000<br>LEI: 549300YX6HECG9XQCQ75 | Long             | EP               | CORP              | BM        |     29664 | NS      | $747829.44    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| REWORLD HOLDING CORP                                                                | Reworld Holding Corp Term Loan C                                                                               | CUSIP: 22282GAN7<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |    142015 | PA      | $142228.22    | 0.01%             | 2028-11-30      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT AS                                                              | Nykredit Realkredit A/S                                                                                        | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        | 102177333 | PA      | $15575155.04  | 1.29%             | 2056-10-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                                       | CUSIP: 38384BS69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    832000 | PA      | $864523.96    | 0.07%             | 2053-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN ASSETS TRUST LP                                                            | American Assets Trust LP                                                                                       | CUSIP: 02401LAA2<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              |  | US        |   3794000 | PA      | $3447769.08   | 0.28%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                                | Royal Bank of Canada                                                                                           | CUSIP: 78017DAM0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1891000 | PA      | $1916756.93   | 0.16%             | 2031-08-06      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                                  | Banco Santander SA                                                                                             | CUSIP: 05964HBD6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   2400000 | PA      | $2574063.41   | 0.21%             | 2034-03-14      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Focus Brands Funding LLC                                                            | Goto Foods Funding LLC                                                                                         | CUSIP: 34417MAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2130435 | PA      | $2130092.21   | 0.18%             | 2047-04-30      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Diamond Infrastructure Funding LLC                                                  | Diamond Infrastructure Funding LLC                                                                             | CUSIP: 25265LAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    757000 | PA      | $728354.06    | 0.06%             | 2049-04-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                    | LPL Holdings Inc                                                                                               | CUSIP: 50212YAF1<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1065445.23   | 0.09%             | 2031-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| Pnmac Gmsr Issuer Trust                                                             | PNMAC GMSR ISSUER TRUST 2025-GT1                                                                               | CUSIP: 69354WAK2<br>LEI: 5493007JEN3QN6CZC711 | Long             | ABS-O            | CORP              | US        |   2410000 | PA      | $2424244.55   | 0.20%             | 2030-08-26      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                                 | Charles Schwab Corp/The                                                                                        | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   1726000 | PA      | $1708491.46   | 0.14%             | 2026-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| ROCKETMTGE CO-ISSUER INC                                                            | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                                                            | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3828000 | PA      | $3577931.23   | 0.30%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EDGEWELL PERSONAL CARE                                                              | Edgewell Personal Care Co                                                                                      | CUSIP: 28035QAB8<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |   2309000 | PA      | $2199522.23   | 0.18%             | 2029-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                              | Canadian Imperial Bank of Commerce                                                                             | CUSIP: 13607P7Y4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   3400000 | PA      | $3495795.00   | 0.29%             | 2085-10-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| Chicago Board of Trade                                                              | US 10YR NOTE (CBT)DEC25                                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -124 | NC      | $53925.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS GROUP AG                                                                        | UBS Group AG                                                                                                   | CUSIP: 90352JAC7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1685000 | PA      | $1685539.35   | 0.14%             | 2028-03-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SERVPRO MASTER ISSUER, LLC                                                          | SERVPRO Master Issuer LLC                                                                                      | CUSIP: 817743AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4627675 | PA      | $4585537.71   | 0.38%             | 2049-10-25      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FORTREA HOLDINGS INC                                                                | Fortrea Holdings Inc                                                                                           | CUSIP: 34965KAA5<br>LEI: 5493000FIVFABOVCDU97 | Long             | DBT              | CORP              | US        |   1901000 | PA      | $1802509.76   | 0.15%             | 2030-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| LA CONSTRUCCION SA                                                                  | Inversiones La Construccion SA                                                                                 | CUSIP: 000000000<br>LEI: 254900IMQ8BOPW9UKX13 | Long             | DBT              | CORP              | CL        |   2962000 | PA      | $2855730.55   | 0.24%             | 2032-02-07      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| PARSONS CORP                                                                        | Parsons Corp                                                                                                   | CUSIP: 70202LAD4<br>LEI: 549300ZXH0VRBSEPX752 | Long             | DBT              | CORP              | US        |    505000 | PA      | $576962.50    | 0.05%             | 2029-03-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| SYNOVUS FINANCIAL CORP                                                              | Synovus Financial Corp                                                                                         | CUSIP: 87161CAP0<br>LEI: 549300EIUS8UN5JTLE54 | Long             | DBT              | CORP              | US        |   2350000 | PA      | $2440473.97   | 0.20%             | 2030-11-01      | Fixed         | 6.17%                 | No            |                  2 | On Loan: —       |
| HA SUSTAINABLE INF CAP                                                              | HA Sustainable Infrastructure Capital Inc                                                                      | CUSIP: 41068XAF7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |   9369000 | PA      | $9539559.27   | 0.79%             | 2034-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SEASPAN CORP                                                                        | Seaspan Corp                                                                                                   | CUSIP: 81254UAK2<br>LEI: 5493007Z8Q1H45KT7W98 | Long             | DBT              | CORP              | MH        |   2250000 | PA      | $2171508.98   | 0.18%             | 2029-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CAJUN GLOBAL LLC                                                                    | Cajun Global LLC                                                                                               | CUSIP: 12803PAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1460000 | PA      | $1501030.09   | 0.12%             | 2055-02-20      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Sedgwick Claims Management Services Inc                                             | Sedgwick Claims Management Services Inc 2023 Term Loan B                                                       | CUSIP: 81527CAP2<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |   1979987 | PA      | $1979680.48   | 0.16%             | 2031-07-31      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROP LP                                                                | COPT Defense Properties LP                                                                                     | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |   2900000 | PA      | $2626957.05   | 0.22%             | 2031-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital                                | CUSIP: 161175CC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1957000 | PA      | $1357012.10   | 0.11%             | 2061-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                                                              | Global Atlantic Fin Co                                                                                         | CUSIP: 37959GAG2<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |   2930000 | PA      | $3105064.57   | 0.26%             | 2054-10-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                                            | Morgan Stanley Institutional Liquidity Funds - Government Portfolio                                            | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        | 110595346 | NS      | $110595346.16 | 9.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NORDEA KREDIT REALKREDIT                                                            | Nordea Kredit Realkreditaktieselskab                                                                           | CUSIP: 000000000<br>LEI: 52990080NNXXLC14OC65 | Long             | DBT              | CORP              | DK        |   2661000 | PA      | $401193.86    | 0.03%             | 2056-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2022-DNA4                                                                        | CUSIP: 35564KYC7<br>LEI: 5493000IS4CDPWRMWB65 | Long             | ABS-MBS          | USGSE             | US        |   2870000 | PA      | $3217512.52   | 0.27%             | 2042-05-25      | Floating      | 14.61%                | No            |                  2 | On Loan: No      |
| CALVERT IMPACT CAPITAL NOTE                                                         | CALVERT IMPACT CAPITAL NOTE                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1013440.00   | 0.08%             | 2029-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                                       | CUSIP: 38384CBT5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1641029 | PA      | $1641019.02   | 0.14%             | 2053-07-20      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| ServiceMaster Brands                                                                | ServiceMaster Funding LLC                                                                                      | CUSIP: 81761TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    612488 | PA      | $577828.78    | 0.05%             | 2051-01-30      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Alliance Laundry Systems LLC                                                        | Alliance Laundry Systems LLC 2024 Term Loan B                                                                  | CUSIP: 01862LBA5<br>LEI: 549300YBOGK6MBI5ND34 | Long             | LON              | CORP              | US        |   1402410 | PA      | $1402444.70   | 0.12%             | 2031-08-19      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| Helios Issuer VI, LLC                                                               | SUNNOVA HELIOS II ISSUER LLC 2021-B                                                                            | CUSIP: 86744TAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1744287 | PA      | $1287359.54   | 0.11%             | 2048-07-20      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitization Trust                                            | Castlelake Aircraft Structured Trust 2025-1                                                                    | CUSIP: 14856VAA5<br>LEI: 549300MHTIBONNXM3R82 | Long             | ABS-O            | CORP              | US        |   2380775 | PA      | $2420688.10   | 0.20%             | 2050-02-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                             | Jefferies Financial Group Inc                                                                                  | CUSIP: 47233WEJ4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   3932000 | PA      | $4182063.01   | 0.35%             | 2034-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                                            | American Airlines Inc/AAdvantage Loyalty IP Ltd                                                                | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    812500 | PA      | $813548.94    | 0.07%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Champs Trust                                                                        | CHAMPS TRUST 2024-3                                                                                            | CUSIP: 15878CAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1180981 | PA      | $1233337.08   | 0.10%             | 2060-01-25      | Variable      | 8.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                                | CUSIP: 31418FED5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9482458 | PA      | $9569523.76   | 0.79%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Provident Funding Mortgage Trust                                                    | Provident Funding Mortgage Trust 2025-3                                                                        | CUSIP: 74388PAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2706738 | PA      | $2755620.46   | 0.23%             | 2055-08-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC                                                                    | Arches Buyer Inc                                                                                               | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2206824.98   | 0.18%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INTOWN Mortgage Trust                                                               | INTOWN 2025-STAY Mortgage Trust                                                                                | CUSIP: 46117WAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1030000 | PA      | $1030306.63   | 0.09%             | 2042-03-15      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Apollo Aviation Securitization Equity Trust                                         | AASET 2025-1                                                                                                   | CUSIP: 00258PAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1530968 | PA      | $1555963.41   | 0.13%             | 2050-02-16      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2020-DNA6                                                                        | CUSIP: 35566CBD6<br>LEI: 5493000ITBQFEOXM0S98 | Long             | ABS-MBS          | USGSE             | US        |    900000 | PA      | $963163.80    | 0.08%             | 2050-12-25      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| NUVEEN LLC                                                                          | Nuveen LLC                                                                                                     | CUSIP: 67080LAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2216000 | PA      | $2333270.59   | 0.19%             | 2034-04-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ORL TRUST                                                                           | ORL Trust 2024-GLKS                                                                                            | CUSIP: 67120DAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3060000 | PA      | $3055025.36   | 0.25%             | 2039-12-15      | Floating      | 8.59%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                                                      | Pagaya AI Debt Selection Trust 2021-5                                                                          | CUSIP: 69547EAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1190958 | PA      | $1176041.70   | 0.10%             | 2029-08-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                                   | Herc Holdings Inc                                                                                              | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |   2155000 | PA      | $2251322.04   | 0.19%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co                                                                                            | CUSIP: 46647PDX1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   6557000 | PA      | $6920894.09   | 0.57%             | 2029-10-23      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Jersey Mike's Funding, LLC                                                          | Jersey Mike's Funding LLC                                                                                      | CUSIP: 476681AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1333690 | PA      | $1332861.91   | 0.11%             | 2050-02-15      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                                                              | XPLR Infrastructure Operating Partners LP                                                                      | CUSIP: 98380MAB1<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2413721.20   | 0.20%             | 2033-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                                                                 | Oportun Funding Trust 2024-3                                                                                   | CUSIP: 68377NAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1312000 | PA      | $1315851.64   | 0.11%             | 2029-08-15      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                                      | EPR Properties                                                                                                 | CUSIP: 26884UAE9<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |   2526000 | PA      | $2546105.77   | 0.21%             | 2028-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                    | Societe Generale SA                                                                                            | CUSIP: 83370RAD0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   2864000 | PA      | $3101448.51   | 0.26%             | 2034-03-25      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| INTOWN Mortgage Trust                                                               | INTOWN 2025-STAY Mortgage Trust                                                                                | CUSIP: 46117WAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1953000 | PA      | $1957291.91   | 0.16%             | 2042-03-15      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATIN                                                            | TerraForm Power Operating LLC                                                                                  | CUSIP: 88104LAG8<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |   2793000 | PA      | $2701657.73   | 0.22%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                                | LifePoint Health Inc                                                                                           | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |   1925000 | PA      | $2023577.33   | 0.17%             | 2032-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: —       |
| Delta 2 (LUX) S.a.r.l.                                                              | Delta 2 (LUX) Sarl 2024 Term Loan B1                                                                           | CUSIP: 000000000<br>LEI: 549300BBG8Z3D6QSYP53 | Long             | LON              | CORP              | LU        |   1666667 | PA      | $1670058.34   | 0.14%             | 2031-09-30      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                                                            | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  44066000 | PA      | $33003884.64  | 2.73%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| USI Inc                                                                             | USI Inc 2024 Term Loan D                                                                                       | CUSIP: 90351NAR6<br>LEI: 2549006D7UF7072T7I27 | Long             | LON              | CORP              | US        |   1970100 | PA      | $1969794.63   | 0.16%             | 2029-11-21      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                              | PURCHASED EGP / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | EG        |         1 | NC      | $37250.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Willowbrook Mall                                                                    | NJ 2025-WBRK                                                                                                   | CUSIP: 65486BAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1410000 | PA      | $1331242.34   | 0.11%             | 2035-03-05      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                                       | CUSIP: 38384AG64<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    716000 | PA      | $744919.03    | 0.06%             | 2053-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2021-DNA2                                                                        | CUSIP: 35564KDY2<br>LEI: 5493007ZK0X40BI7UF30 | Long             | ABS-MBS          | USGSE             | US        |   1959000 | PA      | $2399852.77   | 0.20%             | 2033-08-25      | Floating      | 10.36%                | No            |                  2 | On Loan: No      |
| NRZ Excess Spread Collateralized Notes                                              | NRM FNT1 Excess LLC                                                                                            | CUSIP: 62956YAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2427831 | PA      | $2473306.82   | 0.20%             | 2031-11-25      | Variable      | 7.40%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                                                              | XPLR Infrastructure Operating Partners LP                                                                      | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1048780.00   | 0.09%             | 2031-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: —       |
| GLOBAL ATLANTIC FIN CO                                                              | Global Atlantic Fin Co                                                                                         | CUSIP: 37959GAF4<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |   4540000 | PA      | $4810778.45   | 0.40%             | 2054-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRANS UNION LLC                                                                     | Trans Union LLC 2024 Term Loan B9                                                                              | CUSIP: 89334GBG8<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |   2481250 | PA      | $2482168.06   | 0.21%             | 2031-06-24      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                               | Wells Fargo Commercial Mortgage Trust 2025-1918                                                                | CUSIP: 95004QAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    880000 | PA      | $885319.25    | 0.07%             | 2040-09-15      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies Inc                                                              | Lumen Technologies Inc 2024 Extended Term Loan B1                                                              | CUSIP: 55024EAF2<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |    675169 | PA      | $671887.31    | 0.06%             | 2029-04-16      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                                                            | Delta Air Lines Inc / SkyMiles IP Ltd                                                                          | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   5800000 | PA      | $5835027.77   | 0.48%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                            | Constellation Energy Generation LLC                                                                            | CUSIP: 210385AF7<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2028633.98   | 0.17%             | 2054-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                                             | Romanian Government International Bond                                                                         | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   2800000 | PA      | $3206817.96   | 0.27%             | 2036-02-22      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                              | PURCHASED MXN / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | MX        |         1 | NC      | $34067.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust                                                       | NYC Commercial Mortgage Trust 2025-3BP                                                                         | CUSIP: 67120UAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1935000 | PA      | $1927648.55   | 0.16%             | 2042-02-15      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                         | BNP Paribas SA                                                                                                 | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1714000 | PA      | $1819842.93   | 0.15%             | 2029-08-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                                                             | American National Group Inc                                                                                    | CUSIP: 025676AR8<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |   2597000 | PA      | $2679384.63   | 0.22%             | 2055-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Sunnova Sol Issuer,LLC                                                              | Sunnova Sol II Issuer LLC                                                                                      | CUSIP: 86745PAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    727233 | PA      | $592987.51    | 0.05%             | 2055-11-01      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                       | Citigroup Inc                                                                                                  | CUSIP: 172967MU2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2770000 | PA      | $2762596.34   | 0.23%             | 2025-12-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BROADSTONE NET LEASE LLC                                                            | Broadstone Net Lease LLC                                                                                       | CUSIP: 11135EAA2<br>LEI: 54930089IBT6J4WBTI50 | Long             | DBT              |  | US        |   2073000 | PA      | $1816313.45   | 0.15%             | 2031-09-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                                                             | CUSIP: 3137HCP71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1404148 | PA      | $1452780.91   | 0.12%             | 2054-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                    | Bank of Montreal                                                                                               | CUSIP: 06368LQ58<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   2911000 | PA      | $3096908.10   | 0.26%             | 2084-05-26      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| ENVIVA LLC                                                                          | ENVIVA LLC                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |     80778 | NS      | $1413615.00   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                                 | Bank of Nova Scotia/The                                                                                        | CUSIP: 0641598V1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   5840000 | PA      | $6276475.76   | 0.52%             | 2084-01-27      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                                                       | AIB Group PLC                                                                                                  | CUSIP: 00135TAF1<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |   2488000 | PA      | $2562519.23   | 0.21%             | 2031-05-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Caister Finance                                                                     | Caister Finance DAC                                                                                            | CUSIP: 000000000<br>LEI: 635400IBLLJ9RCTGJN46 | Long             | ABS-MBS          | CORP              | IE        |   2101000 | PA      | $2832624.40   | 0.23%             | 2035-08-17      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                                 | Medline Borrower LP 2025 Incremental Term Loan B                                                               | CUSIP: 58503UAJ2<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |   1970137 | PA      | $1971220.89   | 0.16%             | 2030-10-23      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                                                  | Subway Funding LLC                                                                                             | CUSIP: 864300AJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1602888 | PA      | $1611634.46   | 0.13%             | 2054-07-30      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Retained Vantage Data Centers Issuer, LLC                                           | Retained Vantage Data Centers Issuer LLC                                                                       | CUSIP: 000000000<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-O            | CORP              | US        |   3274000 | PA      | $2376858.37   | 0.20%             | 2048-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WENDYS FUNDING LLC                                                                  | Wendy's Funding LLC                                                                                            | CUSIP: 95058XAE8<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |   1936737 | PA      | $1910659.96   | 0.16%             | 2048-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitization Trust                                            | Castlelake Aircraft Structured Trust 2025-1                                                                    | CUSIP: 14856VAC1<br>LEI: 549300MHTIBONNXM3R82 | Long             | ABS-O            | CORP              | US        |   3288026 | PA      | $3308384.84   | 0.27%             | 2050-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC                                                             | Akamai Technologies Inc                                                                                        | CUSIP: 00971TAN1<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |    490000 | PA      | $460845.00    | 0.04%             | 2029-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                         | Oracle Corp                                                                                                    | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3870000 | PA      | $3892783.62   | 0.32%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ASR NEDERLAND NV                                                                    | ASR Nederland NV                                                                                               | CUSIP: 000000000<br>LEI: 7245000G0HS48PZWUD53 | Long             | DBT              | CORP              | NL        |   1945000 | PA      | $2730925.60   | 0.23%             | 2043-12-07      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| NRZ Excess Spread Collateralized Notes                                              | NRM FHT1 Excess Owner LLC                                                                                      | CUSIP: 64832EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2712690 | PA      | $2759080.68   | 0.23%             | 2032-03-25      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                                                         | FIGRE Trust 2025-FL1                                                                                           | CUSIP: 31684QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3228937 | PA      | $3252396.01   | 0.27%             | 2055-07-25      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                        | CSMC 2022-CNTR                                                                                                 | CUSIP: 12665CAA2<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   1333000 | PA      | $884199.83    | 0.07%             | 2025-01-09      | Floating      | 8.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                                               | CUSIP: 3132DWMY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4174291 | PA      | $4212618.64   | 0.35%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ESSENT GROUP LTD                                                                    | Essent Group Ltd                                                                                               | CUSIP: 29669JAA7<br>LEI: 254900QUO860OUT6ZF83 | Long             | DBT              | CORP              | BM        |   1234000 | PA      | $1293430.72   | 0.11%             | 2029-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Sunnova Sol Issuer,LLC                                                              | Sunnova Sol Issuer LLC                                                                                         | CUSIP: 86745NAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3678647 | PA      | $3131583.11   | 0.26%             | 2055-02-01      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                             | International Bank for Reconstruction & Development                                                            | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |  72800000 | PA      | $3981172.36   | 0.33%             | 2026-04-06      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| EXACT SCIENCES CORP                                                                 | Exact Sciences Corp                                                                                            | CUSIP: 30063PAE5<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |    510000 | PA      | $477089.66    | 0.04%             | 2031-04-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| VIDEOTRON LTD                                                                       | Videotron Ltd                                                                                                  | CUSIP: 92660FAN4<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |   3200000 | PA      | $3103202.27   | 0.26%             | 2029-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                        | CaixaBank SA                                                                                                   | CUSIP: 12803RAC8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   3423000 | PA      | $3816034.10   | 0.32%             | 2034-09-13      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                                       | CUSIP: 38384AF65<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    751000 | PA      | $783166.46    | 0.06%             | 2053-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Enact Mortgage Insurance Corporation                                                | Triangle Re 2021-3 Ltd                                                                                         | CUSIP: 89600HAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |   2202000 | PA      | $2265974.05   | 0.19%             | 2034-02-25      | Floating      | 9.31%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                        | Barclays PLC                                                                                                   | CUSIP: 06738EBX2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2790000 | PA      | $2957069.89   | 0.24%             | 2029-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                                 | Fifth Third Bancorp                                                                                            | CUSIP: 316773DJ6<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3129214.38   | 0.26%             | 2028-10-27      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| Loandepot GMSR Master Trust                                                         | LOANDEPOT GMSR Trust                                                                                           | CUSIP: 53946TAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1445250 | PA      | $1449184.55   | 0.12%             | 2030-05-16      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| KKR APPLE BIDCO LLC                                                                 | KKR Apple Bidco LLC 2025 Term Loan                                                                             | CUSIP: 48254EAG6<br>LEI: 2549001SCJD3WEYJFM53 | Long             | LON              | CORP              | US        |   1488750 | PA      | $1490275.97   | 0.12%             | 2031-09-23      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| BELROSE FUNDING TRUST II                                                            | Belrose Funding Trust II                                                                                       | CUSIP: 08079KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5200000 | PA      | $5636335.02   | 0.47%             | 2055-05-15      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                                       | CUSIP: 38384GBJ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    855000 | PA      | $886033.51    | 0.07%             | 2053-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                | Bank of America Corp                                                                                           | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $4886437.55   | 0.40%             | 2031-10-24      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| (Sunnova) Aurora I Issuer, LLC                                                      | Sunnova Helios IV Issuer LLC                                                                                   | CUSIP: 86746CAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3249144 | PA      | $2543097.95   | 0.21%             | 2047-06-20      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| JAZZ INVESTMENTS I LTD                                                              | Jazz Investments I Ltd                                                                                         | CUSIP: 472145AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    445000 | PA      | $529105.00    | 0.04%             | 2030-09-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                                  | Royalty Pharma PLC                                                                                             | CUSIP: 78081BAU7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   1161000 | PA      | $1160461.67   | 0.10%             | 2035-09-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                                  | Athene Holding Ltd                                                                                             | CUSIP: 04686JAL5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |   4939000 | PA      | $5290377.75   | 0.44%             | 2055-05-19      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate, LLC                                                  | Alliant Holdings Intermediate LLC 2025 Term Loan B                                                             | CUSIP: 01881UAN5<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |   1975063 | PA      | $1971754.30   | 0.16%             | 2031-09-19      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| MAYA SAS/FRANCE                                                                     | Maya SAS/Paris France                                                                                          | CUSIP: 449691AG9<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |   2160000 | PA      | $2205476.64   | 0.18%             | 2032-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TOUCAN FINCO LTD/CAN/US                                                             | Toucan FinCo Ltd/Toucan FinCo Can Inc/Toucan FinCo US LLC                                                      | CUSIP: 89157UAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   2320000 | PA      | $2274829.60   | 0.19%             | 2030-05-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital                                | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6967000 | PA      | $5521651.26   | 0.46%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| INTACT FINANCIAL CORP                                                               | Intact Financial Corp                                                                                          | CUSIP: 45823TAL0<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | DBT              | CORP              | CA        |   1301000 | PA      | $1341619.87   | 0.11%             | 2032-09-22      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Champs Trust                                                                        | Champs Trust 2025-2                                                                                            | CUSIP: 15878DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3880776 | PA      | $4023367.50   | 0.33%             | 2060-10-25      | Variable      | 8.04%                 | No            |                  2 | On Loan: No      |
| Eagle Re Ltd                                                                        | Eagle RE 2021-2 Ltd                                                                                            | CUSIP: 26982AAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |   1257103 | PA      | $1268887.40   | 0.10%             | 2034-04-25      | Floating      | 7.81%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                    | T-Mobile USA Inc                                                                                               | CUSIP: 87264A105<br>LEI: 549300V2JRLO5DIFGE82 | Long             | EP               | CORP              | US        |     21145 | NS      | $524396.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| (Sunnova) Aurora I Issuer, LLC                                                      | Sunnova Helios V Issuer LLC                                                                                    | CUSIP: 86746EAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1476285 | PA      | $672574.95    | 0.06%             | 2048-02-20      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                                                | Raizen Fuels Finance SA                                                                                        | CUSIP: 75102XAC0<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    607000 | PA      | $558824.41    | 0.05%             | 2054-03-05      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                                                       | CUSIP: 20754KAF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    542857 | PA      | $556021.23    | 0.05%             | 2041-11-25      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| Horizon Aircraft Finance                                                            | Horizon Aircraft Finance IV Ltd                                                                                | CUSIP: 43990EAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   3500750 | PA      | $3542507.65   | 0.29%             | 2049-09-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| COMPASS MINERALS INTERNA                                                            | Compass Minerals International Inc                                                                             | CUSIP: 20451NAG6<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |    879000 | PA      | $882218.02    | 0.07%             | 2027-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LIBERTY MEDIA CORP                                                                  | Liberty Media Corp-Liberty Formula One                                                                         | CUSIP: 531229AQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    385000 | PA      | $511472.50    | 0.04%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY GROUP LLC                                                            | Ryan Specialty Group LLC 2024 USD Term Loan B                                                                  | CUSIP: 78350UAJ4<br>LEI: 549300K52N7QBO3PYY45 | Long             | LON              | CORP              | US        |   1985000 | PA      | $1988106.53   | 0.16%             | 2031-09-15      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                                | CUSIP: 3140QTYX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3794600 | PA      | $3773305.14   | 0.31%             | 2054-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DAC                                                            | Icon Investments Six DAC                                                                                       | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |   2050000 | PA      | $2092648.12   | 0.17%             | 2027-05-08      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BD                                                            | Apollo Debt Solutions BDC                                                                                      | CUSIP: 03770DAD5<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    224000 | PA      | $237505.04    | 0.02%             | 2031-07-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: —       |
| UMBS, TBA                                                                           | Uniform Mortgage-Backed Security, TBA                                                                          | CUSIP: 01F0506A9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  17605911 | PA      | $17462175.46  | 1.44%             | 2055-10-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                              | PURCHASED HUF / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | HU        |         1 | NC      | $6452.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                                                              | Clearway Energy Operating LLC                                                                                  | CUSIP: 18539UAE5<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |   1129000 | PA      | $1014235.68   | 0.08%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                                                       | CUSIP: 20754JAC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1512960 | PA      | $1550706.90   | 0.13%             | 2039-09-25      | Floating      | 8.22%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                                                             | Raymond James Financial Inc                                                                                    | CUSIP: 754730AJ8<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |   2917000 | PA      | $2886575.49   | 0.24%             | 2035-09-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                                            | Liberty Mutual Group Inc                                                                                       | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |   7051000 | PA      | $6926922.50   | 0.57%             | 2051-12-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC                                                                     | Global Atlantic Fin Co                                                                                         | CUSIP: 37959GAC1<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |    500000 | PA      | $492630.34    | 0.04%             | 2051-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| LUNAR AIRCRAFT 2020-1 LIMITED                                                       | LUNAR AIRCRAFT 2020-1 LTD                                                                                      | CUSIP: 55037LAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    210825 | PA      | $208418.59    | 0.02%             | 2045-02-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT                                                            | Apollo Global Management Inc                                                                                   | CUSIP: 03769MAE6<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |   2940000 | PA      | $2955969.55   | 0.24%             | 2035-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer II, LLC                                                             | DataBank Issuer II LLC                                                                                         | CUSIP: 23802YAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1945000 | PA      | $1953639.69   | 0.16%             | 2055-09-27      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                         | PURCHASED USD / SOLD DKK                                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $16786.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AS MILEAGE PLAN IP LTD                                                              | AS Mileage Plan IP Ltd                                                                                         | CUSIP: 00218QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   2556000 | PA      | $2558473.49   | 0.21%             | 2029-10-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Goddard Funding LLC                                                                 | Goddard Funding LLC                                                                                            | CUSIP: 380241AC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3262348 | PA      | $3344565.83   | 0.28%             | 2054-10-30      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                                                | Raizen Fuels Finance SA                                                                                        | CUSIP: 75102XAD8<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |   1705000 | PA      | $1571754.25   | 0.13%             | 2035-01-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CITADEL LP                                                                          | Citadel LP                                                                                                     | CUSIP: 17288XAC8<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |   5045000 | PA      | $5342810.94   | 0.44%             | 2032-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL SER                                                            | Stellantis Financial Services US Corp                                                                          | CUSIP: 85855FAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3348000 | PA      | $3356555.31   | 0.28%             | 2030-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| TERRAFORM GLOBAL OPERATI                                                            | Terraform Global Operating LP                                                                                  | CUSIP: 88104UAC7<br>LEI: 549300LC7QMVR79H5O86 | Long             | DBT              | CORP              | US        |   1078000 | PA      | $1067543.83   | 0.09%             | 2026-03-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| EPICOR SOFTWARE CORPORATION                                                         | Epicor Software Corporation 2024 Term Loan F                                                                   | CUSIP: 29426NAZ7<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | LON              | CORP              | US        |   1488722 | PA      | $1492302.18   | 0.12%             | 2031-05-30      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| IONIS PHARMACEUTICALS IN                                                            | Ionis Pharmaceuticals Inc                                                                                      | CUSIP: 462222AF7<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |    485000 | PA      | $672028.13    | 0.06%             | 2028-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Coinstar Funding, LLC                                                               | Coinstar Funding LLC Series 2017-1                                                                             | CUSIP: 19260MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2440550 | PA      | $2269564.33   | 0.19%             | 2047-04-25      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                      | PURCHASED BRL / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | BR        |         1 | NC      | $143.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Multifamily Connecticut Avenue Securities                                           | Multifamily Connecticut Avenue Securities Trust 2019-01                                                        | CUSIP: 62547NAB5<br>LEI: 549300HG8ZEWVWVSN227 | Long             | ABS-MBS          | CORP              | US        |   2031951 | PA      | $2066598.43   | 0.17%             | 2049-10-25      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL                                                              | American International Group Inc                                                                               | CUSIP: 026874DX2<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |   5067000 | PA      | $5281652.66   | 0.44%             | 2035-05-07      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                              | PURCHASED USD / SOLD DKK                                                                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $7059.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PATTERN ENERGY OP LP/PAT                                                            | Pattern Energy Operations LP / Pattern Energy Operations Inc                                                   | CUSIP: 70339PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2094000 | PA      | $2042494.72   | 0.17%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                        | UBS Group AG                                                                                                   | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   3150000 | PA      | $3482936.10   | 0.29%             | 2028-11-13      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Willis Engine Securitization Trust                                                  | Willis Engine Structured Trust V                                                                               | CUSIP: 97064FAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    566910 | PA      | $542915.05    | 0.04%             | 2045-03-15      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| OAKTREE STRATEGIC CREDIT                                                            | Oaktree Strategic Credit Fund                                                                                  | CUSIP: 67403AAB5<br>LEI: 2549006RRE0JC7G43241 | Long             | DBT              | CORP              | US        |   3025000 | PA      | $3285651.12   | 0.27%             | 2028-11-14      | Fixed         | 8.40%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD PROPERTY PART                                                            | Brookfield Property Partners LP                                                                                | CUSIP: 000000000<br>LEI: 5493004J5Z0TZW83NU62 | Long             | EP               | CORP              | BM        |     70736 | NS      | $947862.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TORONTO-DOMINION BANK                                                               | Toronto-Dominion Bank/The                                                                                      | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   6955000 | PA      | $7360481.72   | 0.61%             | 2082-10-31      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-10-17

**Name of Applicant:** The Calvert Fund

**Signature:** James Kirchner

**Name of Signer:** James Kirchner

**Title:** Treasurer