# EDGAR Filing Document

**Accession Number:** 0000701039
**File Stem:** 0001410368-25-028964
**Filing Date:** 2025-11
**Character Count:** 189355
**Document Hash:** 29f26143d939a724484f3b74680e23d2
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-028964.hdr.sgml**: 20251124

**ACCESSION NUMBER**: 0001410368-25-028964

**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:** 251509881

**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 Short Duration Income Fund (Series ID: S000005150)

| Class ID   | Class Name                                  | Ticker Symbol   |
|:---|:---|:---|
| C000014103 | Class A                                     | CSDAX           |
| C000014104 | Class C                                     | CDICX           |
| C000014105 | Class I                                     | CDSIX           |
| C000211120 | Calvert Short Duration Income Fund Class R6 | CDSRX           |

## 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 Short Duration Income Fund

- **b. EDGAR series identifier (if any):** S000005150

- **c. LEI of Series:** 549300KRHGOWQEB8SR45

**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:** $3025417712.91

**Total Liabilities:** $198158024.56

**Net Assets:** $2827259688.35

**Delayed Delivery Securities:** $77786765.55

**Cash Not Reported:** $5980207.21

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -6413.95000000 | **1-Year:** -118513.60000000 | **5-Year:** -237503.58000000 | **10-Year:** -24644.06000000 | **30-Year:** -195.34000000

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

- **3-Month:** -1403.72000000 | **1-Year:** -20187.18000000 | **5-Year:** -29426.11000000 | **10-Year:** -19783.41000000 | **30-Year:** -2978.26000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000014105 | 0.20%                | 1.02%                | 0.45%                |
| Class ID C000014104 | 0.11%                | 0.94%                | 0.37%                |
| Class ID C000211120 | 0.21%                | 1.03%                | 0.45%                |
| Class ID C000014103 | 0.12%                | 1.00%                | 0.43%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2785709.21              | $-6313854.01                               |
| Month 2  | $1772416.74              | $13317351.49                               |
| Month 3  | $2645083.55              | $-43468.28                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BANK OF AMERICA CORP                                                                | Bank of America Corp                                                        | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  22576000 | PA      | $22661065.69  | 0.80%             | 2028-04-27      | Fixed         | 4.38%                 | 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        |   3940374 | PA      | $3954618.24   | 0.14%             | 2030-04-30      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                | Bank of America Corp                                                        | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  33100000 | PA      | $34172146.73  | 1.21%             | 2031-01-24      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                                                            | Octane Receivables Trust 2023-1                                             | CUSIP: 67571BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    289366 | PA      | $289846.85    | 0.01%             | 2029-05-21      | Fixed         | 5.87%                 | 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        |   3868737 | PA      | $3934883.22   | 0.14%             | 2055-12-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                                              | Mosaic Solar Loan Trust 2020-2                                              | CUSIP: 61946PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2593749 | PA      | $2185938.88   | 0.08%             | 2046-08-20      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| Chase Auto Credit Linked Notes                                                      | Chase Auto Credit Linked Notes Series 2025-1                                | CUSIP: 46591HCS7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9711809 | PA      | $9758102.82   | 0.35%             | 2033-02-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NextGear Floorplan Master Owner Trust                                               | NextGear Floorplan Master Owner Trust                                       | CUSIP: 65341KBZ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4634691 | PA      | $4706962.18   | 0.17%             | 2029-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TYSN 2023-CRNR Mortgage Trust                                                       | TYSN 2023-CRNR Mortgage Trust                                               | CUSIP: 87332PAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4465000 | PA      | $4718193.18   | 0.17%             | 2033-12-10      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                                  | Banco Santander SA                                                          | CUSIP: 05964HAU9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   9000000 | PA      | $9356288.76   | 0.33%             | 2028-08-08      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                            | CUSIP: 3132DWNK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  18315160 | PA      | $18483325.05  | 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        |   2781910 | PA      | $2807736.13   | 0.10%             | 2050-08-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| QORVO INC                                                                           | Qorvo Inc                                                                   | CUSIP: 74736KAJ0<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |   3160000 | PA      | $2906164.47   | 0.10%             | 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        |   9255000 | PA      | $9563459.80   | 0.34%             | 2031-04-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| Octane Receivables Trust                                                            | Octane Receivables Trust 2024-3                                             | CUSIP: 67571GAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4943659 | PA      | $4972264.56   | 0.18%             | 2030-05-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| MAREX GROUP PLC                                                                     | Marex Group PLC                                                             | CUSIP: 566539AA0<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |   9218000 | PA      | $9509345.86   | 0.34%             | 2029-11-04      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                                                         | Swedbank AB                                                                 | CUSIP: 87020PAT4<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |   2625000 | PA      | $2689417.29   | 0.10%             | 2027-09-20      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                                    | ABN AMRO Bank NV                                                            | CUSIP: 00084DBD1<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   7700000 | PA      | $7822268.15   | 0.28%             | 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        |   3396303 | PA      | $3324957.75   | 0.12%             | 2026-11-25      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| TEXAS CAPITAL BANCSHARES                                                            | Texas Capital Bancshares Inc                                                | CUSIP: 88224QAA5<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |   3909000 | PA      | $3853310.86   | 0.14%             | 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        |   3938776 | PA      | $3951084.19   | 0.14%             | 2028-10-27      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                    | Societe Generale SA                                                         | CUSIP: 83368RCH3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   6455000 | PA      | $6564591.89   | 0.23%             | 2029-05-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                                                       | Lendbuzz Securitization Trust 2024-3                                        | CUSIP: 52609YAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4710688 | PA      | $4715991.44   | 0.17%             | 2029-10-15      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                    | CUSIP: 20754WAC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6160406 | PA      | $6316401.03   | 0.22%             | 2040-01-25      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding, LLC                                                          | Driven Brands Funding LLC                                                   | CUSIP: 26209XAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1802807 | PA      | $1772282.01   | 0.06%             | 2050-07-20      | Fixed         | 3.79%                 | No            |                  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        |   4200000 | PA      | $176355.90    | 0.01%             | 2027-06-10      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                              | NextEra Energy Capital Holdings Inc                                         | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |  12954000 | PA      | $13097371.63  | 0.46%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                                                              | Marlette Funding Trust 2025-1                                               | CUSIP: 570920AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13389000 | PA      | $13454248.61  | 0.48%             | 2035-07-16      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                              | CCO Holdings LLC / CCO Holdings Capital Corp                                | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  13645000 | PA      | $13564217.51  | 0.48%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ORL TRUST                                                                           | ORL Trust 2024-GLKS                                                         | CUSIP: 67120DAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3172000 | PA      | $3185788.05   | 0.11%             | 2039-12-15      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                            | Celanese US Holdings LLC                                                    | CUSIP: 15089QAW4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |  11537000 | PA      | $11982105.19  | 0.42%             | 2028-11-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| (Sunnova) Aurora I Issuer, LLC                                                      | Sunnova Helios IV Issuer LLC                                                | CUSIP: 86746CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2471141 | PA      | $2203626.81   | 0.08%             | 2047-06-20      | Fixed         | 2.98%                 | 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        |   2733000 | PA      | $2708936.59   | 0.10%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                                                                 | Oportun Issuance Trust 2021-C                                               | CUSIP: 68377WAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5026975 | PA      | $4940924.85   | 0.17%             | 2031-10-08      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                              | General Motors Financial Co Inc                                             | CUSIP: 37045XDV5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   3268000 | PA      | $3245145.76   | 0.11%             | 2029-04-06      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                               | Athene Global Funding                                                       | CUSIP: 04685A3V1<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $12104313.36  | 0.43%             | 2026-05-08      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                   | NatWest Group PLC                                                           | CUSIP: 639057AV0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |  14658000 | PA      | $15035759.82  | 0.53%             | 2031-05-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                                                             | American National Group Inc                                                 | CUSIP: 025676AN7<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |   4478000 | PA      | $4635042.03   | 0.16%             | 2029-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                                                | LHOME Mortgage Trust 2023-RTL4                                              | CUSIP: 50204VAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3026089.80   | 0.11%             | 2028-11-25      | Variable      | 7.63%                 | 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        |  12235000 | PA      | $11944656.11  | 0.42%             | 2051-12-26      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                                                   | Lithia Motors Inc                                                           | CUSIP: 536797AE3<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3468183.95   | 0.12%             | 2027-12-15      | Fixed         | 4.62%                 | 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        |   6285000 | PA      | $5314002.07   | 0.19%             | 2032-11-05      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATIN                                                            | TerraForm Power Operating LLC                                               | CUSIP: 88104LAE3<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5961168.00   | 0.21%             | 2028-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                                                                 | Oportun Issuance Trust 2021-C                                               | CUSIP: 68377WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7349457 | PA      | $7212790.46   | 0.26%             | 2031-10-08      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                                                    | OneMain Financial Issuance Trust 2022-S1                                    | CUSIP: 68267HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4553728 | PA      | $4550083.81   | 0.16%             | 2035-05-14      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding, LLC                                                          | Driven Brands Funding LLC                                                   | CUSIP: 26209XAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4099800 | PA      | $3966021.30   | 0.14%             | 2051-01-20      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                                                | LHOME Mortgage Trust 2024-RTL1                                              | CUSIP: 50205DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3440000 | PA      | $3467639.37   | 0.12%             | 2029-01-25      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                                                      | Pagaya AI Debt Selection Trust 2021-2                                       | CUSIP: 69546LAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     90021 | PA      | $89664.85     | 0.00%             | 2029-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                    | CUSIP: 38381QF71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7058526 | PA      | $7073037.96   | 0.25%             | 2065-08-20      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| SDR Commercial Mortgage Trust                                                       | SDR Commercial Mortgage Trust 2024-DSNY                                     | CUSIP: 811304AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5313000 | PA      | $5307501.58   | 0.19%             | 2039-05-15      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                                 | GS Mortgage-Backed Securities Trust 2025-HE1                                | CUSIP: 36272NAA2<br>LEI: 254900RIVK2GCJ08H839 | Long             | ABS-MBS          | CORP              | US        |   6783186 | PA      | $6840287.96   | 0.24%             | 2055-10-25      | Floating      | 5.91%                 | 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        |   8925840 | PA      | $9109676.60   | 0.32%             | 2054-06-05      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Reach Financial LLC                                                                 | Reach ABS Trust 2023-1                                                      | CUSIP: 75525AAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1154450 | PA      | $1157585.94   | 0.04%             | 2031-02-18      | Fixed         | 7.33%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust 2023-HE2                                           | CUSIP: 46657FAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2464766 | PA      | $2479690.03   | 0.09%             | 2054-03-20      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers LLC                                                            | Vantage Data Centers LLC                                                    | CUSIP: 92212KAC0<br>LEI: 5493000RL8X7WTQ7HO20 | Long             | ABS-O            | CORP              | US        |  10045000 | PA      | $9519979.99   | 0.34%             | 2045-09-15      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                                              | Mosaic Solar Loan Trust 2019-2                                              | CUSIP: 61945LAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1288979 | PA      | $1151827.01   | 0.04%             | 2040-09-20      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                                                              | Blue Owl Credit Income Corp                                                 | CUSIP: 09581CAB7<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |   3773000 | PA      | $3934814.31   | 0.14%             | 2029-09-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                        | CaixaBank SA                                                                | CUSIP: 12803RAG9<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |  13250000 | PA      | $13747927.85  | 0.49%             | 2030-03-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                                                                | Niagara Mohawk Power Corp                                                   | CUSIP: 65364UAL0<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |   6400000 | PA      | $6406763.78   | 0.23%             | 2028-12-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                      | EPR Properties                                                              | CUSIP: 26884UAF6<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |   1597000 | PA      | $1537928.14   | 0.05%             | 2029-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                               | DB Master Finance LLC                                                       | CUSIP: 233046AF8<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |   3612125 | PA      | $3574894.11   | 0.13%             | 2047-11-20      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                                                                 | Oportun Issuance Trust 2021-B                                               | CUSIP: 68377GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1086678 | PA      | $1064989.68   | 0.04%             | 2031-05-08      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                   | HSBC Holdings PLC                                                           | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   9864000 | PA      | $10477303.97  | 0.37%             | 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        |   6511000 | PA      | $6177061.88   | 0.22%             | 2051-04-30      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                         | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21339000 | PA      | $21941243.34  | 0.78%             | 2029-05-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                                                | Raizen Fuels Finance SA                                                     | CUSIP: 75102XAF3<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |   4888000 | PA      | $4776798.00   | 0.17%             | 2032-07-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                                                      | Crockett Partners Equipment Co IIA LLC                                      | CUSIP: 22689LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5469455 | PA      | $5551436.20   | 0.20%             | 2031-01-20      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Hexcel Corp                                                                         | Hexcel Corp                                                                 | CUSIP: 428291AN8<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |   3893000 | PA      | $3878211.66   | 0.14%             | 2027-02-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROP LP                                                                | COPT Defense Properties LP                                                  | CUSIP: 22003BAN6<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |   2695000 | PA      | $2497925.83   | 0.09%             | 2029-01-15      | Fixed         | 2.00%                 | 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        |   8611940 | NS      | $8611940.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                             | CUSIP: 31418FGY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  23231935 | PA      | $23445245.04  | 0.83%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer LLC                                                                 | DataBank Issuer                                                             | CUSIP: 23802WAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6085000 | PA      | $5912371.59   | 0.21%             | 2051-10-25      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                    | CUSIP: 38381UEK4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3490801 | PA      | $3493877.12   | 0.12%             | 2055-06-20      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                              | US 2YR NOTE (CBT) DEC25                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      2738 | NC      | $-90829.14    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Newtek Small Business Loan Trust 2023-1                                             | Newtek Small Business Loan Trust 2023-1                                     | CUSIP: 65254RAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4569633 | PA      | $4604243.77   | 0.16%             | 2050-07-25      | Floating      | 6.75%                 | 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        |    723000 | PA      | $722129.52    | 0.03%             | 2025-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SPRINT LLC                                                                          | Sprint LLC                                                                  | CUSIP: 85207UAK1<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4009031.60   | 0.14%             | 2026-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                           | Uniform Mortgage-Backed Security, TBA                                       | CUSIP: 01F0526B3<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        | -48595000 | PA      | $-48972750.80 | -1.73%            | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                                              | Mosaic Solar Loan Trust 2021-1                                              | CUSIP: 61947DAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2758301 | PA      | $2210637.65   | 0.08%             | 2046-12-20      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                                                         | Extended Stay America Trust 2021-ESH                                        | CUSIP: 30227FAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8558408 | PA      | $8568397.60   | 0.30%             | 2038-07-15      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                                                | Kyndryl Holdings Inc                                                        | CUSIP: 50155QAL4<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |  11720000 | PA      | $10659806.92  | 0.38%             | 2031-10-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                                                   | GLS Auto Select Receivables Trust 2024-2                                    | CUSIP: 379924AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    849721 | PA      | $860656.27    | 0.03%             | 2030-06-17      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                              | NextEra Energy Capital Holdings Inc                                         | CUSIP: 65339KCM0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   8300000 | PA      | $8447091.02   | 0.30%             | 2028-02-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HYT Commercial Mortgage Trust 2024-RGCY                                             | HYT Commercial Mortgage Trust 2024-RGCY                                     | CUSIP: 449173AE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4186000 | PA      | $4201224.48   | 0.15%             | 2041-09-15      | Floating      | 6.99%                 | No            |                  2 | On Loan: No      |
| DOC DR LLC                                                                          | DOC DR LLC                                                                  | CUSIP: 71951QAC6<br>LEI: 549300P6Q1UMT0X60U20 | Long             | DBT              |  | US        |   6760000 | PA      | $6028108.46   | 0.21%             | 2031-11-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Navigator Aviation Ltd                                                              | Navigator 2024-1 Aviation Ltd                                               | CUSIP: 63943DAA7<br>LEI: 984500UF8C3O89B30652 | Long             | ABS-O            | CORP              | KY        |   7978809 | PA      | $8000993.39   | 0.28%             | 2049-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                          | CUSIP: 3137HCV82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8436121 | PA      | $8477083.37   | 0.30%             | 2054-05-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                        | CSMC 2021-BPNY                                                              | CUSIP: 12659XAA4<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   8844962 | PA      | $8406594.43   | 0.30%             | 2026-08-15      | Floating      | 7.98%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                                                   | GLS Auto Select Receivables Trust 2024-1                                    | CUSIP: 37988XAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2724119 | PA      | $2744784.04   | 0.10%             | 2030-03-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                           | CUSIP: 3136BSFC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5453809 | PA      | $5474751.32   | 0.19%             | 2054-01-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Truist Bank Auto Credit-Linked Notes                                                | Truist Bank Auto Credit-Linked Notes Series 2025-1                          | CUSIP: 897926CB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8390745 | PA      | $8407257.99   | 0.30%             | 2033-09-26      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                    | CUSIP: 38384KNV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5106555 | PA      | $5119196.95   | 0.18%             | 2054-03-20      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                                                    | Great Wolf Trust 2024-WOLF                                                  | CUSIP: 39152MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9312000 | PA      | $9340384.84   | 0.33%             | 2039-03-15      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                    | CUSIP: 38383WQB5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  11878859 | PA      | $11733386.58  | 0.42%             | 2041-09-20      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers LLC                                                            | Vantage Data Centers Issuer LLC                                             | CUSIP: 92212KAD8<br>LEI: 5493000RL8X7WTQ7HO20 | Long             | ABS-O            | CORP              | US        |   3661000 | PA      | $3565881.36   | 0.13%             | 2046-10-15      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| Tesla Lease Electric Vehicle Securitization LLC                                     | Tesla Lease Electric Vehicle Securitization 2025-A LLC                      | CUSIP: 88162VAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9500000 | PA      | $9517261.50   | 0.34%             | 2028-11-20      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                    | CUSIP: 20753WAE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7587877 | PA      | $7763522.49   | 0.27%             | 2039-10-25      | Floating      | 7.87%                 | No            |                  2 | On Loan: No      |
| TX Trust 24-HOU                                                                     | TX Trust 2024-HOU                                                           | CUSIP: 90216DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4845000 | PA      | $4843436.03   | 0.17%             | 2039-06-15      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                                                             | American National Group Inc                                                 | CUSIP: 02772AAA7<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |   2464000 | PA      | $2586707.10   | 0.09%             | 2032-06-13      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                    | CUSIP: 20754HAD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1932274 | PA      | $1980762.95   | 0.07%             | 2039-07-25      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| PK ALIFT LOAN FUNDING                                                               | PK Alift Loan Funding 3 LP                                                  | CUSIP: 69291VAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3731825 | PA      | $3824223.04   | 0.14%             | 2039-09-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                                                                    | Antares Holdings LP                                                         | CUSIP: 03666HAE1<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |   5037000 | PA      | $4898818.37   | 0.17%             | 2027-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| GLS Auto Select Receivables Trust                                                   | GLS Auto Select Receivables Trust 2023-2                                    | CUSIP: 36269EAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1196702 | PA      | $1204689.26   | 0.04%             | 2028-06-15      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| SYNOVUS BANK GA                                                                     | Synovus Bank/Columbus GA                                                    | CUSIP: 87164DSE1<br>LEI: DX0JX77PRMOELF7VG772 | Long             | DBT              | CORP              | US        |   2145000 | PA      | $2138267.38   | 0.08%             | 2030-10-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Horizon Aircraft Finance                                                            | Horizon Aircraft Finance III Ltd                                            | CUSIP: 44040JAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   2396932 | PA      | $2332385.38   | 0.08%             | 2039-11-15      | Fixed         | 3.42%                 | 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        |   3971000 | PA      | $4089302.44   | 0.14%             | 2042-08-10      | Variable      | 7.02%                 | 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        |   1920000 | PA      | $30219.84     | 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        |   8068885 | PA      | $8047824.44   | 0.28%             | 2036-09-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP                                                                   | CI Financial Corp                                                           | CUSIP: 125491AT7<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |  10087000 | PA      | $10754374.38  | 0.38%             | 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        |   1970000 | PA      | $1961999.32   | 0.07%             | 2031-10-20      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Commercial Mortgage Trust 2021-VOLT                                      | CUSIP: 05609VAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9963751 | PA      | $9936037.88   | 0.35%             | 2036-09-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LIMITED                                                           | HUB International Limited 2025 Term Loan B                                  | CUSIP: 44332EAZ9<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |   3370312 | PA      | $3379041.13   | 0.12%             | 2030-06-20      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Hawaii Hotel Trust                                                                  | Hawaii Hotel Trust 2025-MAUI                                                | CUSIP: 419909AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5195000 | PA      | $5205244.54   | 0.18%             | 2042-03-15      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| CALVERT IMPACT CAPITAL NOTE                                                         | CALVERT IMPACT CAPITAL NOTE                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3542910.00   | 0.13%             | 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        |    477309 | PA      | $469020.48    | 0.02%             | 2045-03-15      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                              | Canadian Imperial Bank of Commerce                                          | CUSIP: 13607PH98<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   5885000 | PA      | $5977969.11   | 0.21%             | 2029-03-30      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Auxilior Term Funding LLC                                                           | Auxilior Term Funding 2023-1 LLC                                            | CUSIP: 05335JAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1835783 | PA      | $1849564.85   | 0.07%             | 2028-12-15      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                         | CUSIP: 91282CMP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23384000 | PA      | $23526952.94  | 0.83%             | 2027-02-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                               | Uber Technologies Inc                                                       | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   6350000 | PA      | $6343893.21   | 0.22%             | 2029-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                    | LPL Holdings Inc                                                            | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   6715000 | PA      | $6573262.26   | 0.23%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GF                                                                | American National Global Funding                                            | CUSIP: 02771D2B9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3550000 | PA      | $3622807.34   | 0.13%             | 2030-06-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                           | Towd Point Mortgage Trust 2025-HE2                                          | CUSIP: 89183PAA4<br>LEI: 254900HCCXAYNB40M417 | Long             | ABS-O            | CORP              | US        |   7060000 | PA      | $7087555.53   | 0.25%             | 2065-09-25      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                                    | Freddie Mac Strips                                                          | CUSIP: 3133Q3GP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4750088 | PA      | $4778978.88   | 0.17%             | 2053-10-25      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| ServiceMaster Brands                                                                | ServiceMaster Funding LLC                                                   | CUSIP: 81761TAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1241852 | PA      | $1157723.02   | 0.04%             | 2051-07-30      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Vivint Solar Financing LLC                                                          | Vivint Solar Financing VII LLC                                              | CUSIP: 92855HAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5651188 | PA      | $5226131.20   | 0.18%             | 2051-07-31      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| Theorem Funding Trust                                                               | Theorem Funding Trust 2022-3                                                | CUSIP: 882925AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11680584 | PA      | $11843024.51  | 0.42%             | 2029-04-15      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| JW Commercial Mortgage Trust 2024-MRCO                                              | JW Commercial Mortgage Trust 2024-MRCO                                      | CUSIP: 46657XAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5663000 | PA      | $5682544.15   | 0.20%             | 2039-06-15      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                                                       | Lendbuzz Securitization Trust 2024-1                                        | CUSIP: 525935AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3650369 | PA      | $3674737.53   | 0.13%             | 2029-08-15      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                             | BPCE SA                                                                     | CUSIP: 05571AAZ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   4103000 | PA      | $4286363.19   | 0.15%             | 2031-01-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Improvement Loan Trust                                    | GoodLeap Sustainable Home Solutions Trust 2021-5                            | CUSIP: 38237HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1316086 | PA      | $1119229.29   | 0.04%             | 2048-10-20      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                           | Uniform Mortgage-Backed Security, TBA                                       | CUSIP: 01F0526A5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  48595000 | PA      | $49006917.95  | 1.73%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                               | Foundry JV Holdco LLC                                                       | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |  13081000 | PA      | $13805791.79  | 0.49%             | 2033-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                                            | Citizens Financial Group Inc                                                | CUSIP: 174610BJ3<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   1630000 | PA      | $1671023.07   | 0.06%             | 2031-03-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                      | Fannie Mae-Aces                                                             | CUSIP: 3136AY2C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3764662 | PA      | $3689710.08   | 0.13%             | 2027-09-25      | Variable      | 3.03%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                            | CUSIP: 3132DWN82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  23274747 | PA      | $23488450.05  | 0.83%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                                                              | XPLR Infrastructure Operating Partners LP                                   | CUSIP: 65342QAL6<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |   7125000 | PA      | $7028139.19   | 0.25%             | 2026-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                         | CUSIP: 91282CHU8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 115344600 | PA      | $115953711.76 | 4.10%             | 2026-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FS Commerical Mortgage Trust 2023-4SZN                                              | FS Commercial Mortgage Trust 2023-4SZN                                      | CUSIP: 30334RAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4304000 | PA      | $4404117.93   | 0.16%             | 2039-11-10      | Fixed         | 7.07%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                        | Centene Corp                                                                | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   9550000 | PA      | $9265708.15   | 0.33%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AXIS Equipment Finance Receivables LLC                                              | Amur Equipment Finance Receivables XIII LLC                                 | CUSIP: 03237CAB8<br>LEI: 254900O8ABFLU3FOSN14 | Long             | ABS-O            | CORP              | US        |   2800720 | PA      | $2833060.28   | 0.10%             | 2031-01-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                           | CUSIP: 3136BVYK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7035709 | PA      | $7048177.35   | 0.25%             | 2054-06-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                      | EPR Properties                                                              | CUSIP: 26884UAG4<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |   1435000 | PA      | $1325301.77   | 0.05%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                             | Jefferies Financial Group Inc                                               | CUSIP: 47233JDX3<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   7790000 | PA      | $6779885.89   | 0.24%             | 2032-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON                                                             | Bank of New York Mellon/The                                                 | CUSIP: 06405LAH4<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |   8525000 | PA      | $8666790.19   | 0.31%             | 2029-04-20      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| STREAM INNOVATIONS ISSUER TRUST                                                     | Stream Innovations 2024-1 Issuer Trust                                      | CUSIP: 86324CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2973424 | PA      | $3097487.87   | 0.11%             | 2044-07-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                                                         | Extended Stay America Trust 2021-ESH                                        | CUSIP: 30227FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3207822 | PA      | $3210316.02   | 0.11%             | 2038-07-15      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                                                    | OneMain Financial Issuance Trust 2021-1                                     | CUSIP: 68269MAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8316000 | PA      | $7850575.93   | 0.28%             | 2036-06-16      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                    | CUSIP: 38384W3E3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7024484 | PA      | $7056860.25   | 0.25%             | 2064-09-20      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                         | CUSIP: 91282CJK8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 136559000 | PA      | $137908586.65 | 4.88%             | 2026-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                                                  | Subway Funding LLC                                                          | CUSIP: 864300AG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5419426 | PA      | $5429691.64   | 0.19%             | 2054-07-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                          | CUSIP: 3137HKU51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11706617 | PA      | $11713626.52  | 0.41%             | 2055-03-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                          | CUSIP: 3137HKE42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1830803 | PA      | $1831917.26   | 0.06%             | 2055-03-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                                          | BFLD 2024-VICT Mortgage Trust                                               | CUSIP: 05555VAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8247000 | PA      | $8285463.18   | 0.29%             | 2041-07-15      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                                                              | Blue Owl Credit Income Corp                                                 | CUSIP: 69120VAZ4<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |   3772000 | PA      | $3966161.17   | 0.14%             | 2031-03-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| HLTN Commercial Mortgage Trust 2024-DPLO                                            | HLTN Commercial Mortgage Trust 2024-DPLO                                    | CUSIP: 40424UAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6280000 | PA      | $6301929.13   | 0.22%             | 2041-06-15      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| SYNOVUS BANK GA                                                                     | Synovus Bank/Columbus GA                                                    | CUSIP: 87164DVJ6<br>LEI: DX0JX77PRMOELF7VG772 | Long             | DBT              | CORP              | US        |   4100000 | PA      | $4186664.04   | 0.15%             | 2028-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                                 | Intesa Sanpaolo SpA                                                         | CUSIP: 46115HAW7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |  18415000 | PA      | $18456444.80  | 0.65%             | 2026-01-15      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                             | Hyundai Capital America                                                     | CUSIP: 44891ADV6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |  13756000 | PA      | $13955288.67  | 0.49%             | 2028-06-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| INTL FLAVORS & FRAGRANCE                                                            | International Flavors & Fragrances Inc                                      | CUSIP: 4595A2YE3<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | STIV             | CORP              | US        |   2215000 | PA      | $2203122.06   | 0.08%             | 2025-11-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Cologix Data Centers Issuer LLC                                                     | Cologix Data Centers US Issuer LLC                                          | CUSIP: 19521UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14080000 | PA      | $13748308.99  | 0.49%             | 2051-12-26      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| VANTAGE DATA CENTERS GERMANY BORROWER LUX S.A R.L.                                  | Vantage Data Centers Germany Borrower Lux Sarl                              | CUSIP: 000000000<br>LEI: 2549008VW14T3IH21H24 | Long             | ABS-O            | CORP              | LU        |   8137000 | PA      | $9744401.22   | 0.34%             | 2050-06-28      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STORAGE TECH                                                           | SEAGATE DATA STORAGE TECH                                                   | CUSIP: 81180LAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |   5622000 | PA      | $6372846.21   | 0.23%             | 2032-12-01      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| LUNAR AIRCRAFT 2020-1 LIMITED                                                       | LUNAR AIRCRAFT 2020-1 LTD                                                   | CUSIP: 55037LAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     43492 | PA      | $42642.43     | 0.00%             | 2045-02-15      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                  | Ally Financial Inc                                                          | CUSIP: 02005NBU3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    189000 | PA      | $200006.23    | 0.01%             | 2030-01-03      | Fixed         | 6.85%                 | 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        |   4600000 | PA      | $4646816.96   | 0.16%             | 2029-03-25      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                    | Societe Generale SA                                                         | CUSIP: 83368RCG5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   9352000 | PA      | $9624434.89   | 0.34%             | 2031-05-22      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                                              | Mosaic Solar Loan Trust 2021-3                                              | CUSIP: 61946TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4170849 | PA      | $3423438.91   | 0.12%             | 2052-06-20      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                                                                 | Oportun Issuance Trust 2025-A                                               | CUSIP: 68377TAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8817000 | PA      | $8830766.86   | 0.31%             | 2033-02-08      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                    | CUSIP: 38385BAP5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5017900 | PA      | $5024502.88   | 0.18%             | 2054-12-20      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                                          | Biogen Inc                                                                  | CUSIP: 09062XAN3<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |   8100000 | PA      | $8330929.95   | 0.29%             | 2031-01-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| SMYRNA READY MIX CONCRET                                                            | Smyrna Ready Mix Concrete LLC                                               | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |   5480000 | PA      | $5486291.04   | 0.19%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Apollo Aviation Securitization Equity Trust                                         | AASET 2024-1                                                                | CUSIP: 00255JAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7947606 | PA      | $8223021.98   | 0.29%             | 2049-05-16      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                            | CUSIP: 3132DWNJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  22690367 | PA      | $22898704.16  | 0.81%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                         | CUSIP: 91282CHY0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17386000 | PA      | $17532829.29  | 0.62%             | 2026-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Champs Trust                                                                        | Champs Trust 2024-1                                                         | CUSIP: 15878AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4721227 | PA      | $4905162.82   | 0.17%             | 2059-07-25      | Variable      | 8.98%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                                                              | Global Atlantic Fin Co                                                      | CUSIP: 37959GAB3<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |   3700000 | PA      | $3342904.23   | 0.12%             | 2031-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                             | Hyundai Capital America                                                     | CUSIP: 44891AEA1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   9468000 | PA      | $9427048.82   | 0.33%             | 2030-09-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Lendbuzz Securitization Trust                                                       | Lendbuzz Securitization Trust 2025-2                                        | CUSIP: 52611JAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4785000 | PA      | $4768902.30   | 0.17%             | 2030-11-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Radnor Re LTD                                                                       | Radnor RE 2023-1 Ltd                                                        | CUSIP: 75050KAA4<br>LEI: 254900P3K895250PCC81 | Long             | ABS-MBS          | CORP              | BM        |   2922753 | PA      | $2939479.37   | 0.10%             | 2033-07-25      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| Champs Trust                                                                        | Champs Trust 2024-2                                                         | CUSIP: 15878BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3076587 | PA      | $3220035.39   | 0.11%             | 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        |    517326 | PA      | $509266.53    | 0.02%             | 2026-07-25      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| PENN Commercial Mortgage Trust                                                      | PENN Commercial Mortgage Trust 2025-P11                                     | CUSIP: 69382VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5550000 | PA      | $5656229.78   | 0.20%             | 2042-08-10      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust                                       | BHG Securitization Trust 2024-1CON                                          | CUSIP: 08862HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1609766 | PA      | $1654488.90   | 0.06%             | 2035-04-17      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                                                 | PFS Financing Corp                                                          | CUSIP: 69335PFE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7540000 | PA      | $7633739.54   | 0.27%             | 2029-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Avolon TLB Borrower 1 (US) LLC                                                      | Avolon TLB Borrower 1 (US) LLC 2023 Term Loan B6                            | CUSIP: 05400KAJ9<br>LEI: 635400O84AGITYFZQB55 | Long             | LON              | CORP              | US        |   3950100 | PA      | $3955590.91   | 0.14%             | 2030-06-24      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| ALGONQUIN PWR & UTILITY                                                             | Algonquin Power & Utilities Corp                                            | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |  12053000 | PA      | $12142396.98  | 0.43%             | 2026-06-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                                                         | KeyBank NA/Cleveland OH                                                     | CUSIP: 49327M3F9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |   5809000 | PA      | $5993793.24   | 0.21%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Home Re Ltd                                                                         | Home RE 2021-1 Ltd                                                          | CUSIP: 437307AD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    930671 | PA      | $936199.12    | 0.03%             | 2033-07-25      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| ICON Luxembourg Sarl                                                                | ICON Luxembourg SARL 2024 LUX Term Loan B                                   | CUSIP: 000000000<br>LEI: 635400PUWMHSPI2DDA35 | Long             | LON              | CORP              | LU        |    994292 | PA      | $995952.00    | 0.04%             | 2028-07-03      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                                  | Credit Agricole SA                                                          | CUSIP: 22535WAR8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   8650000 | PA      | $8876968.04   | 0.31%             | 2031-05-27      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                    | T-Mobile USA Inc                                                            | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |  14450000 | PA      | $13133740.97  | 0.46%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                            | CUSIP: 3142J6BT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  26304886 | PA      | $26548465.65  | 0.94%             | 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        |  12050000 | PA      | $12607057.76  | 0.45%             | 2029-05-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                               | Athene Global Funding                                                       | CUSIP: 04685A4G3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   4550000 | PA      | $4697026.97   | 0.17%             | 2030-01-07      | Fixed         | 5.38%                 | 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        |   2884847 | PA      | $2889152.00   | 0.10%             | 2038-07-15      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                             | Goldman Sachs Group Inc/The                                                 | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  19805000 | PA      | $20484599.07  | 0.72%             | 2031-04-23      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                                                              | HAT Holdings I LLC / HAT Holdings II LLC                                    | CUSIP: 418751AD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1463000 | PA      | $1350132.12   | 0.05%             | 2030-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| AXIS Equipment Finance Receivables LLC                                              | Amur Equipment Finance Receivables XII LLC                                  | CUSIP: 03236YAB1<br>LEI: 5493000K1GV1VHEHGY40 | Long             | ABS-O            | CORP              | US        |    488892 | PA      | $493840.09    | 0.02%             | 2029-12-20      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| FORTITUDE GROUP HOLDINGS                                                            | Fortitude Group Holdings LLC                                                | CUSIP: 34966XAA6<br>LEI: 2549006R9ZUL08JFIH12 | Long             | DBT              | CORP              | US        |   5340000 | PA      | $5548114.70   | 0.20%             | 2030-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NLG GLOBAL FUNDING                                                                  | NLG Global Funding                                                          | CUSIP: 62915W2B8<br>LEI: 635400SKBQOWEJZLTW68 | Long             | DBT              | CORP              | US        |   7698000 | PA      | $7622158.00   | 0.27%             | 2030-09-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                                | Royal Bank of Canada                                                        | CUSIP: 78017DAC2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  11570000 | PA      | $11924979.86  | 0.42%             | 2031-02-04      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                                 | Charles Schwab Corp/The                                                     | CUSIP: 808513CG8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   5227000 | PA      | $5305276.15   | 0.19%             | 2026-08-24      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                              | Bank of New York Mellon Corp/The                                            | CUSIP: 06406RCB1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   4320000 | PA      | $4438655.84   | 0.16%             | 2031-02-11      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Loandepot GMSR Master Trust                                                         | LOANDEPOT GMSR Trust                                                        | CUSIP: 53946TAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9720000 | PA      | $9744577.02   | 0.34%             | 2030-05-16      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                         | Oracle Corp                                                                 | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  11464000 | PA      | $11481664.99  | 0.41%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Post Road Equipment Finance                                                         | Post Road Equipment Finance 2024-1 LLC                                      | CUSIP: 737473AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1851539 | PA      | $1861447.82   | 0.07%             | 2029-11-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                              | Extra Space Storage LP                                                      | CUSIP: 30225VAF4<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |   1933000 | PA      | $1740238.11   | 0.06%             | 2031-06-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                            | Ford Motor Credit Co LLC                                                    | CUSIP: 345397B28<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2415000 | PA      | $2410652.13   | 0.09%             | 2025-11-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                                | Royal Bank of Canada                                                        | CUSIP: 78017DAH1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   4943000 | PA      | $5064060.25   | 0.18%             | 2031-05-02      | Fixed         | 4.97%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                              | U.S. Treasury Notes                                                         | CUSIP: 91282CKR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17600000 | PA      | $17832031.18  | 0.63%             | 2027-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                                                | LHOME Mortgage Trust 2023-RTL3                                              | CUSIP: 50205TAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2510169.50   | 0.09%             | 2028-08-25      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                                                                 | Oportun Issuance Trust 2025-A                                               | CUSIP: 68377TAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3088000 | PA      | $3092037.25   | 0.11%             | 2033-02-08      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Sunrun Demeter Issuer LLC                                                           | Sunrun Demeter Issuer 2021-2 LLC                                            | CUSIP: 86772HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1609278 | PA      | $1449637.57   | 0.05%             | 2057-01-30      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2021-DNA7                                     | CUSIP: 35564KNE5<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | USGSE             | US        |   2565000 | PA      | $2723860.71   | 0.10%             | 2041-11-25      | Floating      | 12.16%                | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                    | CUSIP: 20754RAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3995262 | PA      | $4155639.41   | 0.15%             | 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        |   5200000 | PA      | $5488178.80   | 0.19%             | 2030-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Caister Finance                                                                     | Caister Finance DAC                                                         | CUSIP: 000000000<br>LEI: 635400IBLLJ9RCTGJN46 | Long             | ABS-MBS          | CORP              | IE        |   5170000 | PA      | $6977257.62   | 0.25%             | 2035-08-17      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer II, LLC                                                             | DataBank Issuer II LLC                                                      | CUSIP: 23802YAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10515000 | PA      | $10545045.56  | 0.37%             | 2055-09-27      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                               | Truist Financial Corp                                                       | CUSIP: 89788MAN2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   6178000 | PA      | $6250595.08   | 0.22%             | 2027-06-08      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                                 | COMM 2025-167G Mortgage Trust                                               | CUSIP: 12674VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3016541.10   | 0.11%             | 2040-08-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                            | OBX 2025-HE1 Trust                                                          | CUSIP: 67121CAA4<br>LEI: 2549002GJHC7CO92J583 | Long             | ABS-O            | CORP              | US        |  10133778 | PA      | $10232843.73  | 0.36%             | 2055-02-25      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Reach Financial LLC                                                                 | Reach Abs Trust 2024-1                                                      | CUSIP: 75526PAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    198915 | PA      | $199207.41    | 0.01%             | 2031-02-18      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding, LLC                                                          | Driven Brands Funding LLC                                                   | CUSIP: 26208LAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14913530 | PA      | $14911673.02  | 0.53%             | 2049-04-20      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                                                                  | Macquarie Bank Ltd                                                          | CUSIP: 55608PBQ6<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   3700000 | PA      | $3762557.71   | 0.13%             | 2026-12-07      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                                                    | AmWINS Group Inc 2025 Term Loan B                                           | CUSIP: 03234TBA5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | LON              | CORP              | US        |   3939244 | PA      | $3941784.42   | 0.14%             | 2032-01-30      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| NYC Trust                                                                           | NYCT Trust 2024-3ELV                                                        | CUSIP: 62956HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7784000 | PA      | $7831379.65   | 0.28%             | 2029-08-15      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| OAKTREE STRATEGIC CREDIT                                                            | Oaktree Strategic Credit Fund                                               | CUSIP: 67403AAE9<br>LEI: 2549006RRE0JC7G43241 | Long             | DBT              | CORP              | US        |   2255000 | PA      | $2338138.38   | 0.08%             | 2029-07-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Diamond Infrastructure Funding LLC                                                  | Diamond Infrastructure Funding LLC                                          | CUSIP: 25265LAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5250000 | PA      | $5037498.90   | 0.18%             | 2049-04-15      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| RADIAN GROUP INC                                                                    | Radian Group Inc                                                            | CUSIP: 750236AW1<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |  14583000 | PA      | $14628272.34  | 0.52%             | 2027-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                                              | Mosaic Solar Loan Trust 2020-1                                              | CUSIP: 61946NAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    516927 | PA      | $449883.91    | 0.02%             | 2046-04-20      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                                                      | Pagaya AI Debt Selection Trust 2021-HG1                                     | CUSIP: 69547PAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     17688 | PA      | $17659.89     | 0.00%             | 2029-01-16      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| Bourzou Issuer LLC, Jamshid Issuer LLC, Cristobal Issuer LLC & COPT DC-6 Issuer LLC | Cloud Capital Holdco LP                                                     | CUSIP: 102104AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10030000 | PA      | $10195998.51  | 0.36%             | 2049-11-22      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GF                                                                | American National Global Funding                                            | CUSIP: 02771D2A1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1720000 | PA      | $1773090.90   | 0.06%             | 2030-01-28      | Fixed         | 5.55%                 | 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        |   3071792 | PA      | $3132165.51   | 0.11%             | 2050-03-25      | Floating      | 8.22%                 | 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   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust                                       | BHG Securitization Trust 2021-B                                             | CUSIP: 08862BAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2642638 | PA      | $2603959.55   | 0.09%             | 2034-10-17      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                              | US 5YR NOTE (CBT) DEC25                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      2344 | NC      | $-91249.97    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                          | CUSIP: 3137HHNE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12815082 | PA      | $12883911.45  | 0.46%             | 2054-12-25      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc                                        | BAMLL Commercial Mortgage Securities Trust 2019-BPR                         | CUSIP: 05492PAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10820000 | PA      | $9541541.26   | 0.34%             | 2032-11-05      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE / IRELAND DAC                                                             | Aircastle Ltd / Aircastle Ireland DAC                                       | CUSIP: 00929JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   5228000 | PA      | $5449737.41   | 0.19%             | 2031-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                                                           | BPR Trust 2022-SSP                                                          | CUSIP: 05602HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7975000 | PA      | $8019206.22   | 0.28%             | 2039-05-15      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                                                      | Pagaya AI Debt Selection Trust 2021-3                                       | CUSIP: 69546RAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600232 | PA      | $591334.06    | 0.02%             | 2029-05-15      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| (Sunnova) Aurora I Issuer, LLC                                                      | Sunnova Helios V Issuer LLC                                                 | CUSIP: 86746EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    906575 | PA      | $715993.50    | 0.03%             | 2048-02-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Retained Vantage Data Centers Issuer, LLC                                           | Retained Vantage Data Centers Issuer LLC                                    | CUSIP: 76134KAA2<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-O            | CORP              | US        |   9002000 | PA      | $9019239.73   | 0.32%             | 2048-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Diamond Infrastructure Funding LLC                                                  | Diamond Infrastructure Funding LLC                                          | CUSIP: 25265LAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2889750.30   | 0.10%             | 2049-04-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                              | PURCHASED USD / SOLD GBP                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $56860.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                                             | National Bank of Canada                                                     | CUSIP: 63307A3G8<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   6190000 | PA      | $6199472.43   | 0.22%             | 2027-03-05      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                  | Ally Financial Inc                                                          | CUSIP: 02005NBW9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   2034000 | PA      | $2073111.77   | 0.07%             | 2031-01-17      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| CTR PARTNERSHIP/CARETRST                                                            | CTR Partnership LP / CareTrust Capital Corp                                 | CUSIP: 126458AE8<br>LEI: N/A                  | Long             | DBT              |  | US        |   8647000 | PA      | $8417428.20   | 0.30%             | 2028-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JDE PEET'S NV                                                                       | JDE Peet's NV                                                               | CUSIP: 47216QAB9<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |   4542000 | PA      | $4372022.10   | 0.15%             | 2027-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding, LLC                                                          | Driven Brands Funding LLC                                                   | CUSIP: 26208LAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12908974 | PA      | $12821140.98  | 0.45%             | 2049-10-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Gilead Aviation (Warehouse) LLC                                                     | Gilead Aviation LLC                                                         | CUSIP: 37556TAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6144674 | PA      | $6285819.11   | 0.22%             | 2050-03-15      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust                                               | Mission Lane Credit Card Master Trust                                       | CUSIP: 60510MCA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6750000 | PA      | $6770767.05   | 0.24%             | 2030-12-16      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| (Sunnova) Aurora I Issuer, LLC                                                      | Sunnova Helios IX Issuer LLC                                                | CUSIP: 86744VAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3412151 | PA      | $3047071.98   | 0.11%             | 2049-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FIN US INC                                                               | Stellantis Finance US Inc                                                   | CUSIP: 85855CAE0<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |   5260000 | PA      | $5491008.00   | 0.19%             | 2032-09-12      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                               | Athene Global Funding                                                       | CUSIP: 04685A4E8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  10511000 | PA      | $10605311.84  | 0.38%             | 2027-01-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN ASSETS TRUST LP                                                            | American Assets Trust LP                                                    | CUSIP: 02401LAA2<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              |  | US        |   3154000 | PA      | $2866173.88   | 0.10%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| WESTPAC NEW ZEALAND LTD                                                             | Westpac New Zealand Ltd                                                     | CUSIP: 96122FAB3<br>LEI: 549300MW73M5PK1PNG73 | Long             | DBT              | CORP              | NZ        |   6160000 | PA      | $6252762.39   | 0.22%             | 2027-02-26      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                                | Royal Bank of Canada                                                        | CUSIP: 78017DAM0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  25847000 | PA      | $26199056.82  | 0.93%             | 2031-08-06      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                                                          | LAD Auto Receivables Trust 2022-1                                           | CUSIP: 501687AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     81471 | PA      | $81493.64     | 0.00%             | 2027-06-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust 2024-HE2                                           | CUSIP: 46593HAA6<br>LEI: 529900ELA1S09AZO9Q54 | Long             | ABS-O            | CORP              | US        |   1001512 | PA      | $1002258.61   | 0.04%             | 2054-10-20      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Diamond Infrastructure Funding LLC                                                  | Diamond Infrastructure Funding LLC                                          | CUSIP: 25265LAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1499000 | PA      | $1442275.74   | 0.05%             | 2049-04-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                                                                 | American International Group Inc                                            | CUSIP: 026874DR5<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |   8300000 | PA      | $7957617.45   | 0.28%             | 2030-06-30      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Pnmac Gmsr Issuer Trust                                                             | PNMAC GMSR ISSUER TRUST 2025-GT1                                            | CUSIP: 69354WAK2<br>LEI: 5493007JEN3QN6CZC711 | Long             | ABS-O            | CORP              | US        |   5275000 | PA      | $5306178.42   | 0.19%             | 2030-08-26      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                                                         | Swedbank AB                                                                 | CUSIP: 87020PAX5<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |  11147000 | PA      | $11358719.54  | 0.40%             | 2026-09-12      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| CHNGE Mortgage Trust                                                                | CHNGE Mortgage Trust 2023-4                                                 | CUSIP: 12569QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2510250 | PA      | $2553657.06   | 0.09%             | 2058-09-25      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| Avantor Funding Inc                                                                 | Avantor Funding Inc 2024 Term Loan B6                                       | CUSIP: 05350NAP9<br>LEI: 5493003VM0XB4U8YD238 | Long             | LON              | CORP              | US        |    418494 | PA      | $420996.89    | 0.01%             | 2027-11-08      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                                            | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                         | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4673368.90   | 0.17%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                             | Jefferies Financial Group Inc                                               | CUSIP: 47233JGT9<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   3691000 | PA      | $3284343.00   | 0.12%             | 2031-10-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                                  | Banco Santander SA                                                          | CUSIP: 05964HAQ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1000000 | PA      | $998723.49    | 0.04%             | 2028-03-24      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                              | US 10YR NOTE (CBT)DEC25                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -760 | NC      | $-263666.19   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BANCO SANTANDER SA                                                                  | Banco Santander SA                                                          | CUSIP: 05964HAS4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1600000 | PA      | $1631073.74   | 0.06%             | 2027-08-18      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| NLG GLOBAL FUNDING                                                                  | NLG Global Funding                                                          | CUSIP: 62915W2A0<br>LEI: 635400SKBQOWEJZLTW68 | Long             | DBT              | CORP              | US        |    331000 | PA      | $343112.94    | 0.01%             | 2030-01-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                        | UBS Group AG                                                                | CUSIP: 90352JAC7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  28250000 | PA      | $28259042.54  | 1.00%             | 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        |  13429682 | PA      | $13307398.53  | 0.47%             | 2049-10-25      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MMP Capital                                                                         | MMP Capital 2025-A LLC                                                      | CUSIP: 55317QAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4218747 | PA      | $4253211.83   | 0.15%             | 2031-12-15      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                                              | Mosaic Solar Loan Trust 2020-2                                              | CUSIP: 61946PAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1981677 | PA      | $1636967.84   | 0.06%             | 2046-08-20      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| Wingspire Equipment Finance LLC                                                     | Wingspire Equipment Finance 2024-1 LLC                                      | CUSIP: 97415AAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4079542 | PA      | $4104783.65   | 0.15%             | 2032-09-20      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| SYNOVUS FINANCIAL CORP                                                              | Synovus Financial Corp                                                      | CUSIP: 87161CAP0<br>LEI: 549300EIUS8UN5JTLE54 | Long             | DBT              | CORP              | US        |   7486000 | PA      | $7774207.71   | 0.27%             | 2030-11-01      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                          | CUSIP: 3137HMBS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10518718 | PA      | $10539436.86  | 0.37%             | 2055-07-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                                                      | Pagaya AI Debt Grantor Trust 2025-1                                         | CUSIP: 69544NAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3915945 | PA      | $3953077.90   | 0.14%             | 2032-07-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INF CAP                                                              | HA Sustainable Infrastructure Capital Inc                                   | CUSIP: 41068XAF7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |  13698000 | PA      | $13947367.16  | 0.49%             | 2034-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                    | CUSIP: 38385BP53<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  11861773 | PA      | $11885823.70  | 0.42%             | 2054-12-20      | Floating      | 5.44%                 | 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        |   3959975 | PA      | $3959360.94   | 0.14%             | 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        |   3713000 | PA      | $3363410.88   | 0.12%             | 2031-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HYT Commercial Mortgage Trust 2024-RGCY                                             | HYT Commercial Mortgage Trust 2024-RGCY                                     | CUSIP: 449173AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5368000 | PA      | $5383326.71   | 0.19%             | 2041-09-15      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                                 | Synchrony Financial                                                         | CUSIP: 87165BAX1<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   2846000 | PA      | $2871385.84   | 0.10%             | 2029-07-29      | Fixed         | 5.02%                 | 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        |  39294570 | NS      | $39294570.47  | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Funding II LLC                                                           | Chesapeake Funding II LLC                                                   | CUSIP: 165183DE1<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |   5195903 | PA      | $5262992.29   | 0.19%             | 2036-05-15      | Fixed         | 5.52%                 | 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        |   4000000 | PA      | $4484338.00   | 0.16%             | 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        |   1500000 | PA      | $1520160.00   | 0.05%             | 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        |  12014674 | PA      | $12014603.53  | 0.42%             | 2053-07-20      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Altde Trust                                                                         | ALTDE 2025-1 Trust                                                          | CUSIP: 00166NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2220212 | PA      | $2277206.70   | 0.08%             | 2050-08-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ORL TRUST                                                                           | ORL Trust 2024-GLKS                                                         | CUSIP: 67120DAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4102000 | PA      | $4111772.60   | 0.15%             | 2039-12-15      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| ServiceMaster Brands                                                                | ServiceMaster Funding LLC                                                   | CUSIP: 81761TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2972395 | PA      | $2804195.11   | 0.10%             | 2051-01-30      | Fixed         | 2.84%                 | 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        |   6752199 | PA      | $4983415.04   | 0.18%             | 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        |  18168322 | PA      | $18472906.37  | 0.65%             | 2050-02-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRUST                                                    | SoFi Consumer Loan Program 2025-2 Trust                                     | CUSIP: 83407HAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6555000 | PA      | $6629572.96   | 0.23%             | 2034-06-25      | Fixed         | 4.97%                 | 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        |   2787000 | PA      | $2790598.02   | 0.10%             | 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        |   2676890 | PA      | $2795564.06   | 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        |  22573172 | PA      | $22780432.93  | 0.81%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust 2025-GW                                                            | CUSIP: 12433GAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8110000 | PA      | $8148065.10   | 0.29%             | 2042-07-15      | Floating      | 6.00%                 | 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        |   5886784 | PA      | $5993098.06   | 0.21%             | 2055-08-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| OSCAR US Funding Trust                                                              | Oscar US Funding XVI LLC                                                    | CUSIP: 68784GAB9<br>LEI: 3538004TGTV49T7RNL88 | Long             | ABS-O            | CORP              | JP        |   2737480 | PA      | $2744865.27   | 0.10%             | 2027-02-10      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                                      | Enterprise Fleet Financing 2024-1 LLC                                       | CUSIP: 29375PAB6<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |   2882239 | PA      | $2907545.77   | 0.10%             | 2030-03-20      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| INTOWN Mortgage Trust                                                               | INTOWN 2025-STAY Mortgage Trust                                             | CUSIP: 46117WAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13165000 | PA      | $13168919.22  | 0.47%             | 2042-03-15      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co                                                         | CUSIP: 46647PDX1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  35567000 | PA      | $37540863.22  | 1.33%             | 2029-10-23      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                                                                 | Oportun Funding Trust 2024-3                                                | CUSIP: 68377NAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1550000 | PA      | $1554550.34   | 0.05%             | 2029-08-15      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                              | Canadian Imperial Bank of Commerce                                          | CUSIP: 13607QFE7<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |  12080000 | PA      | $12124777.42  | 0.43%             | 2031-09-08      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                                      | EPR Properties                                                              | CUSIP: 26884UAE9<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |   6442000 | PA      | $6493275.29   | 0.23%             | 2028-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| OSCAR US Funding Trust                                                              | Oscar US Funding XVII LLC                                                   | CUSIP: 68784BAB0<br>LEI: 353800UI8625NXT7ND41 | Long             | ABS-O            | CORP              | US        |   5369009 | PA      | $5372104.18   | 0.19%             | 2027-12-10      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                                                   | Lithia Motors Inc                                                           | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2198628.19   | 0.08%             | 2029-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UPX HIL 2025-1 Issuer Trust                                                         | UPX HIL 2025-1 Issuer Trust                                                 | CUSIP: 916925AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1481896 | PA      | $1489399.04   | 0.05%             | 2047-01-25      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2022-DNA2                                     | CUSIP: 35564KRE1<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | USGSE             | US        |   1459435 | PA      | $1466050.60   | 0.05%             | 2042-02-25      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Diamond Issuer LLC                                                                  | Diamond Issuer LLC                                                          | CUSIP: 25267TAN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13011000 | PA      | $12388366.40  | 0.44%             | 2051-11-20      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| USI Inc                                                                             | USI Inc 2024 Term Loan D                                                    | CUSIP: 90351NAR6<br>LEI: 2549006D7UF7072T7I27 | Long             | LON              | CORP              | US        |   3940200 | PA      | $3939589.27   | 0.14%             | 2029-11-21      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| First Help Financial LLC                                                            | FHF Issuer Trust 2023-2                                                     | CUSIP: 30333LAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2747209 | PA      | $2781855.87   | 0.10%             | 2029-10-15      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                                                       | AIB Group PLC                                                               | CUSIP: 00135TAD6<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |   6325000 | PA      | $6716277.85   | 0.24%             | 2029-09-13      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                                                       | Lendbuzz Securitization Trust 2025-2                                        | CUSIP: 52611JAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14740000 | PA      | $14786882.04  | 0.52%             | 2030-05-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Crossroads Asset Trust                                                              | Crossroads Asset Trust 2024-A                                               | CUSIP: 227927AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2645368 | PA      | $2681611.11   | 0.09%             | 2030-08-20      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                                                          | LAD Auto Receivables Trust 2024-1                                           | CUSIP: 501689AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2649584 | PA      | $2656272.13   | 0.09%             | 2028-01-18      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| CITADEL LP                                                                          | Citadel LP                                                                  | CUSIP: 17288XAD6<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |  11385000 | PA      | $11838570.77  | 0.42%             | 2030-01-23      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                        | Centene Corp                                                                | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   5982000 | PA      | $5563457.17   | 0.20%             | 2028-07-15      | Fixed         | 2.45%                 | 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        |   4217142 | PA      | $4296133.95   | 0.15%             | 2031-11-25      | Variable      | 7.40%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                              | PNC Financial Services Group Inc/The                                        | CUSIP: 693475CD5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |  14959000 | PA      | $15280662.48  | 0.54%             | 2031-05-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TRANS UNION LLC                                                                     | Trans Union LLC 2024 Term Loan B9                                           | CUSIP: 89334GBG8<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |   3950150 | PA      | $3951611.56   | 0.14%             | 2031-06-24      | Floating      | 5.91%                 | 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        |  13533000 | PA      | $13614729.44  | 0.48%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                                                                  | Macquarie Bank Ltd                                                          | CUSIP: 556079AC5<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   4184000 | PA      | $3989192.71   | 0.14%             | 2030-06-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Willowbrook Mall                                                                    | NJ 2025-WBRK                                                                | CUSIP: 65486BAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5400000 | PA      | $5466326.58   | 0.19%             | 2035-03-05      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                                                                 | Oportun Issuance Trust 2025-C                                               | CUSIP: 68378RAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3160000 | PA      | $3171735.29   | 0.11%             | 2033-07-08      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Mercury Financial Credit Card Master Trust                                          | Mercury Financial Credit Card Master Trust                                  | CUSIP: 58940BAZ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13410000 | PA      | $13518934.79  | 0.48%             | 2029-07-20      | Fixed         | 6.56%                 | 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        |   6662737 | PA      | $5432812.05   | 0.19%             | 2055-11-01      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                       | Citigroup Inc                                                               | CUSIP: 172967MU2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   5785000 | PA      | $5769537.85   | 0.20%             | 2025-12-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chase Auto Credit Linked Notes                                                      | Chase Auto Credit Linked Notes Series 2025-1                                | CUSIP: 46591HCT5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3928577 | PA      | $3947045.95   | 0.14%             | 2033-02-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PRA Health Sciences Inc                                                             | PRA Health Sciences Inc 2024 US Term Loan B                                 | CUSIP: 000000000<br>LEI: 549300R1HR1VWWHIAK47 | Long             | LON              | CORP              | US        |    247728 | PA      | $248142.08    | 0.01%             | 2028-07-03      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                            | Ford Motor Credit Co LLC                                                    | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   8644000 | PA      | $9017112.55   | 0.32%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                               | DB Master Finance LLC                                                       | CUSIP: 233046AN1<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |   9052312 | PA      | $8816296.08   | 0.31%             | 2051-11-20      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Auxilior Term Funding LLC                                                           | Auxilior Term Funding 2024-1 LLC                                            | CUSIP: 05335FAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1142020 | PA      | $1147354.27   | 0.04%             | 2027-03-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| MVW 2020-1 LLC                                                                      | MVW 2020-1 LLC                                                              | CUSIP: 55400EAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    182687 | PA      | $178744.39    | 0.01%             | 2037-10-20      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| Springcastle SPV                                                                    | SpringCastle America Funding LLC                                            | CUSIP: 85022WAP9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6104163 | PA      | $5786292.86   | 0.20%             | 2037-09-25      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                                              | Mosaic Solar Loan Trust 2022-2                                              | CUSIP: 61946UAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9530000 | PA      | $3142288.78   | 0.11%             | 2053-01-21      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                                              | Mosaic Solar Loan Trust 2018-1                                              | CUSIP: 61946FAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2215460 | PA      | $1836750.41   | 0.06%             | 2043-06-22      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                             | BPCE SA                                                                     | CUSIP: 05571AAR6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   5133000 | PA      | $5451621.38   | 0.19%             | 2029-10-19      | Fixed         | 6.71%                 | 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        |   3940275 | PA      | $3942441.77   | 0.14%             | 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        |   2077302 | PA      | $2088638.34   | 0.07%             | 2054-07-30      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| WENDYS FUNDING LLC                                                                  | Wendy's Funding LLC                                                         | CUSIP: 95058XAE8<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |   3108002 | PA      | $3066154.33   | 0.11%             | 2048-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                                      | Enterprise Fleet Financing 2023-1 LLC                                       | CUSIP: 29375CAB5<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |   2455191 | PA      | $2462223.15   | 0.09%             | 2029-01-22      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                                               | Westlake Automobile Receivables Trust 2024-1                                | CUSIP: 96043RAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4378000 | PA      | $4408449.43   | 0.16%             | 2027-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                                            | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                         | CUSIP: 74841CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2863579.80   | 0.10%             | 2029-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                                             | Romanian Government International Bond                                      | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   4583000 | PA      | $5385312.65   | 0.19%             | 2031-09-24      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORP                                                                         | Oracle Corp                                                                 | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     41000 | PA      | $41241.38     | 0.00%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                                     | BAE Systems PLC                                                             | CUSIP: 05523RAH0<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |   5250000 | PA      | $5313325.08   | 0.19%             | 2027-03-26      | Fixed         | 5.00%                 | No            |                  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        |   2370224 | PA      | $2410758.20   | 0.09%             | 2032-03-25      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                                                       | Lendbuzz Securitization Trust 2025-1                                        | CUSIP: 525938AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5706626 | PA      | $5715080.61   | 0.20%             | 2030-10-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                                                         | FIGRE Trust 2025-FL1                                                        | CUSIP: 31684QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6059554 | PA      | $6103577.82   | 0.22%             | 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        |   1014000 | PA      | $672602.12    | 0.02%             | 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        |   9862337 | PA      | $9952890.21   | 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        |   8830000 | PA      | $9255261.98   | 0.33%             | 2029-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                                                              | Marlette Funding Trust 2025-1                                               | CUSIP: 570920AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4493000 | PA      | $4524000.80   | 0.16%             | 2035-07-16      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                                                                 | Oportun Issuance Trust 2021-B                                               | CUSIP: 68377GAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    728883 | PA      | $715138.17    | 0.03%             | 2031-05-08      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                                                         | Extended Stay America Trust 2021-ESH                                        | CUSIP: 30227FAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3454902 | PA      | $3458244.77   | 0.12%             | 2038-07-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| VIDEOTRON LTD                                                                       | Videotron Ltd                                                               | CUSIP: 92660FAN4<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |   8600000 | PA      | $8339856.11   | 0.29%             | 2029-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ORL TRUST                                                                           | ORL Trust 2024-GLKS                                                         | CUSIP: 67120DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12873871 | PA      | $12895952.26  | 0.46%             | 2039-12-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Horizon Aircraft Finance                                                            | Horizon Aircraft Finance II Ltd                                             | CUSIP: 44040HAA0<br>LEI: 549300KSCDSEIWTVMM32 | Long             | ABS-O            | CORP              | KY        |   1302597 | PA      | $1277111.33   | 0.05%             | 2039-07-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Jersey Mike's Funding, LLC                                                          | Jersey Mike's Funding                                                       | CUSIP: 476681AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3950000 | PA      | $3867335.19   | 0.14%             | 2052-02-15      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                              | US 10YR ULTRA FUT DEC25                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -539 | NC      | $-518360.61   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                           | CUSIP: 3136BXHG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13451632 | PA      | $13472176.32  | 0.48%             | 2055-09-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                        | Broadcom Inc                                                                | CUSIP: 11135FBH3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   5900000 | PA      | $5367927.97   | 0.19%             | 2031-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                         | BNP Paribas SA                                                              | CUSIP: 09659W2V5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |  10828000 | PA      | $11046409.86  | 0.39%             | 2029-01-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                           | Uniform Mortgage-Backed Security, TBA                                       | CUSIP: 01F0526A5<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        | -48595000 | PA      | $-49006917.95 | -1.73%            | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                          | CUSIP: 3137HDXH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8026822 | PA      | $8053923.30   | 0.28%             | 2054-08-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| INTACT FINANCIAL CORP                                                               | Intact Financial Corp                                                       | CUSIP: 45823TAL0<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | DBT              | CORP              | CA        |   5100000 | PA      | $5259232.40   | 0.19%             | 2032-09-22      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2024-HQA1                                     | CUSIP: 35564NBW2<br>LEI: 529900PGKDI4ZEXFQ523 | Long             | ABS-MBS          | USGSE             | US        |   7134452 | PA      | $7182272.50   | 0.25%             | 2044-03-25      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                                                        | Upstart Securitization Trust 2021-2                                         | CUSIP: 91680FAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    256499 | PA      | $256082.01    | 0.01%             | 2031-06-20      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| NRTH PARK Mortgage Trust                                                            | NRTH 2024-PARK Mortgage Trust                                               | CUSIP: 67021HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7225000 | PA      | $7218855.14   | 0.26%             | 2039-03-15      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                                            | Engie SA                                                                    | CUSIP: 29286DAA3<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |   7912000 | PA      | $8156097.94   | 0.29%             | 2029-04-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                                                                    | Antares Holdings LP                                                         | CUSIP: 03666HAD3<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |   3343000 | PA      | $3240931.02   | 0.11%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| (Sunnova) Aurora I Issuer, LLC                                                      | Sunnova Helios V Issuer LLC                                                 | CUSIP: 86746EAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1903877 | PA      | $867379.96    | 0.03%             | 2048-02-20      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Horizon Aircraft Finance                                                            | Horizon Aircraft Finance IV Ltd                                             | CUSIP: 43990EAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   8265000 | PA      | $8363586.57   | 0.30%             | 2049-09-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                         | CUSIP: 91282CKK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  54003900 | PA      | $54323427.04  | 1.92%             | 2026-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Commercial Mortgage Trust 2021-VOLT                                      | CUSIP: 05609VAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2399936 | PA      | $2391885.64   | 0.08%             | 2036-09-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| PEAC Solutions Receivables LLC                                                      | PEAC Solutions Receivables 2024-1 LLC                                       | CUSIP: 69433BAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3588737 | PA      | $3621186.16   | 0.13%             | 2027-06-21      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DAC                                                            | Icon Investments Six DAC                                                    | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |   6150000 | PA      | $6277944.35   | 0.22%             | 2027-05-08      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                    | CUSIP: 20754JAC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9027958 | PA      | $9253198.89   | 0.33%             | 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        |   2965000 | PA      | $2934074.84   | 0.10%             | 2035-09-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                  | Ally Financial Inc                                                          | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   9087000 | PA      | $9303558.84   | 0.33%             | 2029-05-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                                                  | PURCHASED USD / SOLD EUR                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $63222.79     | 0.00%             |  |  |  | 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        |    449095 | PA      | $443968.59    | 0.02%             | 2045-02-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS LP/FERRELLGAS                                                            | Ferrellgas LP / Ferrellgas Finance Corp                                     | CUSIP: 315289AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3467341.85   | 0.12%             | 2026-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                              | General Motors Financial Co Inc                                             | CUSIP: 37045XFJ0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   3782000 | PA      | $3897326.53   | 0.14%             | 2030-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                                                    | OneMain Financial Issuance Trust 2022-2                                     | CUSIP: 68268VAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3910000 | PA      | $3906345.32   | 0.14%             | 2034-10-14      | Fixed         | 5.24%                 | 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        |   5415000 | PA      | $5420240.20   | 0.19%             | 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        |   9263995 | PA      | $9497468.05   | 0.34%             | 2054-10-30      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL SER                                                            | Stellantis Financial Services US Corp                                       | CUSIP: 85855FAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6317000 | PA      | $6333142.15   | 0.22%             | 2030-09-15      | Fixed         | 5.40%                 | 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        |   9950288 | PA      | $9253167.37   | 0.33%             | 2047-04-25      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| First Help Financial LLC                                                            | FHF Issuer Trust 2024-1                                                     | CUSIP: 31568AAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1267492 | PA      | $1278869.87   | 0.05%             | 2030-02-15      | Fixed         | 5.69%                 | 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        |   2409953 | PA      | $2451045.95   | 0.09%             | 2049-10-25      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| Hilton USA Trust                                                                    | HILT COMMERCIAL MORTGAGE TRUST 2024-ORL                                     | CUSIP: 403956AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7000000 | PA      | $7021786.80   | 0.25%             | 2037-05-15      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| Prodigy Finance Designated Activity Co                                              | Prodigy Finance CM2021-1 DAC                                                | CUSIP: 742855AA7<br>LEI: 635400HTAZNW3LYYMQ40 | Long             | ABS-O            | CORP              | IE        |    478522 | PA      | $478534.91    | 0.02%             | 2051-07-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| FORTITUDE GLOBAL FUNDING                                                            | Fortitude Global Funding                                                    | CUSIP: 34967GAA2<br>LEI: 635400TKBOGEHNO5RT68 | Long             | DBT              | CORP              | US        |   8467000 | PA      | $8476892.17   | 0.30%             | 2028-10-06      | Fixed         | 4.62%                 | 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        |    556146 | PA      | $532606.54    | 0.02%             | 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        |   2990000 | PA      | $3247635.32   | 0.11%             | 2028-11-14      | Fixed         | 8.40%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                                                              | Global Atlantic Fin Co                                                      | CUSIP: 37959GAA5<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |  11745000 | PA      | $11574545.52  | 0.41%             | 2029-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HLTN Commercial Mortgage Trust 2024-DPLO                                            | HLTN Commercial Mortgage Trust 2024-DPLO                                    | CUSIP: 40424UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4486900 | PA      | $4499930.41   | 0.16%             | 2041-06-15      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                        | ING Groep NV                                                                | CUSIP: 456837BR3<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |  13550000 | PA      | $13884045.58  | 0.49%             | 2031-03-25      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Willis Engine Securitization Trust                                                  | Willis Engine Structured Trust VIII                                         | CUSIP: 97063RAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7985699 | PA      | $8103147.59   | 0.29%             | 2050-06-15      | Fixed         | 5.58%                 | 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