# EDGAR Filing Document

**Accession Number:** 0000708950
**File Stem:** 0001752724-23-049182
**Filing Date:** 2023-3
**Character Count:** 237171
**Document Hash:** a09ae7b48d5dac1f4412aaf7adab4f5a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-049182.hdr.sgml**: 20230301

**ACCESSION NUMBER**: 0001752724-23-049182

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230301

**DATE AS OF CHANGE**: 20230301

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** CALVERT VARIABLE SERIES INC
- **CENTRAL INDEX KEY:** 0000708950
- **IRS NUMBER:** 000000000
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03591
- **FILM NUMBER:** 23690893

**BUSINESS ADDRESS:**
- **STREET 1:** 1825 CONNECTICUT AVENUE NW
- **STREET 2:** SUITE 400
- **CITY:** WASHINGTON
- **STATE:** DC
- **ZIP:** 20009
- **BUSINESS PHONE:** 8002256265

**MAIL ADDRESS:**
- **STREET 1:** 1825 CONNECTICUT AVENUE NW
- **STREET 2:** SUITE 400
- **CITY:** WASHINGTON
- **STATE:** DC
- **ZIP:** 20009

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ACACIA CAPITAL CORP
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Calvert VP SRI Balanced Portfolio (Series ID: S000008726)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000023784 | Class I      |  |
| C000135675 | Class F      |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** CALVERT VARIABLE SERIES INC

- **b. Investment Company Act file number:** 811-03591

- **c. CIK number of Registrant:** 0000708950

- **d. LEI of Registrant:** 549300PYSF1HUAZ9Z349

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

  - **Street Address 1:** 1825 Connecticut Avenue NW,

  - **City:** Washington

  - **State:** DC

  - **Foreign country:** US

  - **Zip / Postal Code:** 20009

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

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

- **a. Name of Series:** Calvert VP SRI Balanced Portfolio

- **b. EDGAR series identifier (if any):** S000008726

- **c. LEI of Series:** 5493000EYSQ46ZQ2GS14

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

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $386949591.89

**Total Liabilities:** $19738265.62

**Net Assets:** $367211326.27

**Delayed Delivery Securities:** $18257039.72

**Cash Not Reported:** $469302.50

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -238.36000000 | **1-Year:** -4273.42000000 | **5-Year:** -14805.51000000 | **10-Year:** -13533.95000000 | **30-Year:** -5839.33000000

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

- **3-Month:** -186.52000000 | **1-Year:** -2529.18000000 | **5-Year:** -6821.61000000 | **10-Year:** -4101.68000000 | **30-Year:** -1211.09000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000023784 | 3.00%                | 4.90%                | -3.27%               |
| Class ID C000135675 | 3.01%                | 4.93%                | -3.29%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-633332.51              | $12219561.85                               |
| Month 2  | $-520557.72              | $16591181.73                               |
| Month 3  | $977551.72               | $-13449881.22                              |

**Designated Index Information**

- **Index Name:** 60% Russell 1000/ 40% Bloomberg US Agg

- **Index Identifier:** RS10LEUSD

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| SYNCHRONY BANK                                                          | Synchrony Bank                                                                  | CUSIP: 87166FAE3<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |    616000 | PA      | $601257.00    | 0.16%             | 2027-08-23      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FMC Corp                                                                | FMC Corp                                                                        | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |     21900 | NS      | $2733120.00   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                                 | Macy's Retail Holdings LLC                                                      | CUSIP: 55617LAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     66000 | PA      | $58533.61     | 0.02%             | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| COCA-COLA EUROPACIFIC                                                   | Coca-Cola Europacific Partners PLC                                              | CUSIP: 19123MAF0<br>LEI: 549300LTH67W4GWMRF57 | Long             | DBT              | CORP              | GB        |    221000 | PA      | $191442.66    | 0.05%             | 2027-01-15      | Fixed         | 1.50%                 | 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        |     92307 | PA      | $77175.31     | 0.02%             | 2046-08-20      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                     | Freddie Mac STACR Trust 2019-DNA3                                               | CUSIP: 35564TBE9<br>LEI: 549300KB1O80CETXGJ21 | Long             | ABS-MBS          | USGSE             | US        |     85000 | PA      | $86598.79     | 0.02%             | 2049-07-25      | Floating      | 12.54%                | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                            | UBS Group AG                                                                    | CUSIP: 902613AE8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    359000 | PA      | $271098.32    | 0.07%             | 2032-02-11      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                     | JPMorgan Chase & Co                                                             | CUSIP: 46647PDC7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    131000 | PA      | $121650.36    | 0.03%             | 2033-04-26      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                | CUSIP: 91282CDQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1384000 | PA      | $1239599.06   | 0.34%             | 2026-12-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Intuit Inc                                                              | Intuit Inc                                                                      | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      6952 | NS      | $2705857.44   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| SMITHFIELD FOODS INC                                                    | Smithfield Foods Inc                                                            | CUSIP: 832248BD9<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |    323000 | PA      | $231811.62    | 0.06%             | 2031-09-13      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                  | Asian Development Bank                                                          | CUSIP: 045167EJ8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    540000 | PA      | $509133.88    | 0.14%             | 2028-09-26      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                       | Hyatt Hotels Corp                                                               | CUSIP: 448579AN2<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     61000 | PA      | $57197.66     | 0.02%             | 2024-10-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                                             | Swedbank AB                                                                     | CUSIP: 87020PAT4<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |    403000 | PA      | $400358.49    | 0.11%             | 2027-09-20      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| STIFEL FINANCIAL CORP                                                   | Stifel Financial Corp                                                           | CUSIP: 860630AG7<br>LEI: 549300E5F07FE5GHJX84 | Long             | DBT              | CORP              | US        |    266000 | PA      | $231298.19    | 0.06%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMETEK Inc                                                              | AMETEK Inc                                                                      | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |     23500 | NS      | $3283420.00   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD PROPERTY PART                                                | Brookfield Property Partners LP                                                 | CUSIP: 000000000<br>LEI: 5493004J5Z0TZW83NU62 | Long             | EP               | CORP              | BM        |     12000 | NS      | $182520.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Stifel Financial Corp                                                   | Stifel Financial Corp                                                           | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |     37300 | NS      | $2177201.00   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO SANTANDER SA                                                      | Banco Santander SA                                                              | CUSIP: 05964HAN5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $342163.12    | 0.09%             | 2027-09-14      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| KFW                                                                     | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769JQ8<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   1526000 | PA      | $1357038.40   | 0.37%             | 2026-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue | NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE                                  | CUSIP: 64971MZG0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    575000 | PA      | $596091.00    | 0.16%             | 2036-08-01      | Fixed         | 5.77%                 | 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        |    602142 | PA      | $532837.09    | 0.15%             | 2026-11-25      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Discover Bank                                                           | Discover Bank                                                                   | CUSIP: 25466AAN1<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |    270000 | PA      | $259201.87    | 0.07%             | 2028-08-09      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| TEXAS CAPITAL BANCSHARES                                                | Texas Capital Bancshares Inc                                                    | CUSIP: 88224QAA5<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |    240000 | PA      | $213300.74    | 0.06%             | 2031-05-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                                                        | Bellemeade Re Ltd                                                               | CUSIP: 07876MAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    155000 | PA      | $153238.33    | 0.04%             | 2031-03-25      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1359000 | PA      | $1237751.72   | 0.34%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                                                  | HAT Holdings I LLC / HAT Holdings II LLC                                        | CUSIP: 418751AB9<br>LEI: N/A                  | Long             | DBT              |  | US        |    283000 | PA      | $274510.00    | 0.07%             | 2025-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 3140J8NG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    260834 | PA      | $249709.77    | 0.07%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                | CUSIP: 91282CBM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     52000 | PA      | $49414.22     | 0.01%             | 2024-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                        | Connecticut Avenue Securities Trust 2020-R02                                    | CUSIP: 20754WAC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    404935 | PA      | $366081.32    | 0.10%             | 2040-01-25      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                | CUSIP: 91282CEN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    139000 | PA      | $131751.37    | 0.04%             | 2027-04-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                | CUSIP: 912828W71<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2650000 | PA      | $2567860.36   | 0.70%             | 2024-03-31      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                      | Union Pacific Corp                                                              | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |     17600 | NS      | $3644432.00   | 0.99%             |  |  |  | No            |                  1 | 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        |    300000 | PA      | $59668.05     | 0.02%             | 2027-06-10      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                                                  | BBVA Bancomer SA/Texas                                                          | CUSIP: 05533UAH1<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    262000 | PA      | $237888.14    | 0.06%             | 2025-09-18      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAQ6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    616000 | PA      | $450189.62    | 0.12%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| San Diego County Water Authority                                        | SAN DIEGO CNTY CA WTR AUTH                                                      | CUSIP: 797412DT7<br>LEI: 549300Y0QN5OFKA1G520 | Long             | DBT              | MUN               | US        |    130000 | PA      | $101013.90    | 0.03%             | 2031-05-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                            | Comcast Corp                                                                    | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    446000 | PA      | $288454.25    | 0.08%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Home Re Ltd                                                             | Home RE 2021-1 Ltd                                                              | CUSIP: 437307AB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    198552 | PA      | $197618.82    | 0.05%             | 2033-07-25      | Floating      | 5.94%                 | 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        |    124000 | PA      | $112864.18    | 0.03%             | 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        |    220000 | PA      | $191219.34    | 0.05%             | 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        |    438000 | PA      | $393194.12    | 0.11%             | 2029-04-06      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                                  | Mosaic Solar Loan Trust 2019-1                                                  | CUSIP: 61946CAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    186081 | PA      | $173091.61    | 0.05%             | 2043-12-21      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| SUNRUN CALLISTO ISSUER LLC                                              | Sunrun Callisto Issuer 2015-1 LLC                                               | CUSIP: 86771YAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    277719 | PA      | $259527.85    | 0.07%             | 2045-07-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING                                                | NextEra Energy Operating Partners LP                                            | CUSIP: 65342QAC6<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     34000 | PA      | $31786.09     | 0.01%             | 2024-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                            | Centene Corp                                                                    | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    257000 | PA      | $241597.53    | 0.07%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     88000 | PA      | $68294.72     | 0.02%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HOUSING URBAN DEVELOPMNT                                                | United States Department of Housing and Urban Development                       | CUSIP: 911759MW5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     69000 | PA      | $68156.10     | 0.02%             | 2023-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                     | NEW YORK NY                                                                     | CUSIP: 64966HMV9<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    470000 | PA      | $475677.60    | 0.13%             | 2031-10-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| SOUTH32 TREASURY LTD                                                    | South32 Treasury Ltd                                                            | CUSIP: 84055BAA1<br>LEI: 213800HFGZMXST64GP53 | Long             | DBT              | CORP              | AU        |    306000 | PA      | $262635.21    | 0.07%             | 2032-04-14      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                                                     | Oportun Issuance Trust 2021-B                                                   | CUSIP: 68377GAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $84106.29     | 0.02%             | 2031-05-08      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                        | Wells Fargo & Co                                                                | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     76500 | NS      | $3158685.00   | 0.86%             |  |  |  | No            |                  1 | 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        |    350000 | PA      | $305081.07    | 0.08%             | 2051-12-26      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc                            | BAMLL Commercial Mortgage Securities Trust 2019-BPR                             | CUSIP: 05492PAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    325000 | PA      | $244361.03    | 0.07%             | 2032-11-05      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Inc                                                      | NextEra Energy Inc                                                              | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42700 | NS      | $3569720.00   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    481000 | PA      | $340232.34    | 0.09%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATIN                                                | TerraForm Power Operating LLC                                                   | CUSIP: 88104LAE3<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |    497000 | PA      | $448149.87    | 0.12%             | 2028-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KKR GROUP FINANCE CO VII                                                | KKR Group Finance Co VII LLC                                                    | CUSIP: 48252DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    301000 | PA      | $207664.57    | 0.06%             | 2050-02-25      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                           | Citigroup Inc                                                                   | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    205000 | PA      | $191857.67    | 0.05%             | 2028-01-10      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    368000 | PA      | $233205.63    | 0.06%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                                                     | Oportun Issuance Trust 2021-C                                                   | CUSIP: 68377WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1850000 | PA      | $1620324.91   | 0.44%             | 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        |    495000 | PA      | $467440.03    | 0.13%             | 2035-05-14      | Fixed         | 4.13%                 | 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        |    283071 | PA      | $263783.52    | 0.07%             | 2029-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                | CUSIP: 91282CDD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    109000 | PA      | $105116.84    | 0.03%             | 2023-10-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                              | AbbVie Inc                                                                      | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     36200 | NS      | $5850282.00   | 1.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Planet Fitness Master Issuer LLC                                        | Planet Fitness Master Issuer LLC                                                | CUSIP: 72703PAC7<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |    271600 | PA      | $223902.12    | 0.06%             | 2049-12-05      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                   | MidAmerican Energy Co                                                           | CUSIP: 595620AU9<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    300000 | PA      | $256050.15    | 0.07%             | 2049-07-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPER LP                                                 | Sun Communities Operating LP                                                    | CUSIP: 866677AH0<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              |  | US        |    431000 | PA      | $380777.14    | 0.10%             | 2032-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                     | Intesa Sanpaolo SpA                                                             | CUSIP: 46115HBV8<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    488000 | PA      | $496459.55    | 0.14%             | 2033-11-21      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                 | International Bank for Reconstruction & Development                             | CUSIP: 45905U6L3<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1200000 | PA      | $1159768.72   | 0.32%             | 2025-11-20      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                                          | Pagaya AI Debt Selection Trust 2020-3                                           | CUSIP: 69546TAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     35833 | PA      | $35719.73     | 0.01%             | 2027-05-17      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| DAVE & BUSTER'S INC                                                     | Dave & Buster's Inc                                                             | CUSIP: 23833NAH7<br>LEI: 549300JAVWTAY1FT5Z45 | Long             | DBT              | CORP              | US        |    147000 | PA      | $147949.62    | 0.04%             | 2025-11-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAN3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    336000 | PA      | $258257.96    | 0.07%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Tradeweb Markets Inc                                                    | Tradeweb Markets Inc                                                            | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36403 | NS      | $2363646.79   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS, TBA                                                               | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F042616<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3993000 | PA      | $3849501.36   | 1.05%             | 2053-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                                                        | Bellemeade Re Ltd                                                               | CUSIP: 07876MAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    150000 | PA      | $143720.00    | 0.04%             | 2031-03-25      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                                                  | BBVA Bancomer SA/Texas                                                          | CUSIP: 05533UAF5<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    500000 | PA      | $449615.74    | 0.12%             | 2033-01-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers LLC                                                | Vantage Data Centers LLC                                                        | CUSIP: 92212KAC0<br>LEI: 5493000RL8X7WTQ7HO20 | Long             | ABS-O            | CORP              | US        |    735000 | PA      | $605401.72    | 0.16%             | 2045-09-15      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                                          | Pagaya AI Debt Selection Trust 2021-3                                           | CUSIP: 69546RAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    472130 | PA      | $460077.51    | 0.13%             | 2029-05-15      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                | CUSIP: 912828ZW3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     89000 | PA      | $80638.87     | 0.02%             | 2025-06-30      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                            | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      6718 | NS      | $3699535.42   | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mosaic Solar Loans LLC                                                  | Mosaic Solar Loan Trust 2019-2                                                  | CUSIP: 61945LAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    448974 | PA      | $386206.65    | 0.11%             | 2040-09-20      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                | CUSIP: 91282CBR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1022000 | PA      | $969023.67    | 0.26%             | 2024-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                        | Connecticut Avenue Securities Trust 2019-R01                                    | CUSIP: 20754FAL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     55000 | PA      | $55354.67     | 0.02%             | 2031-07-25      | Floating      | 8.74%                 | No            |                  2 | On Loan: No      |
| Chase Auto Credit Linked Notes                                          | JPMorgan Chase Bank NA - CACLN                                                  | CUSIP: 46591HCD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    202471 | PA      | $190904.44    | 0.05%             | 2029-02-26      | Fixed         | 0.76%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                          | EPR Properties                                                                  | CUSIP: 26884UAF6<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    516000 | PA      | $404945.86    | 0.11%             | 2029-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                        | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 30711XAP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    180598 | PA      | $189672.63    | 0.05%             | 2024-11-25      | Floating      | 9.29%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                   | DB Master Finance LLC                                                           | CUSIP: 233046AF8<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |     80962 | PA      | $73872.25     | 0.02%             | 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        |    361000 | PA      | $315632.95    | 0.09%             | 2031-05-08      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                          | EPR Properties                                                                  | CUSIP: 26884UAD1<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    376000 | PA      | $329640.47    | 0.09%             | 2027-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| INTL FINANCE CORP                                                       | International Finance Corp                                                      | CUSIP: 45950VQM1<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |    246000 | PA      | $245847.08    | 0.07%             | 2024-04-03      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                | CUSIP: 91282CFG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    659000 | PA      | $645330.90    | 0.18%             | 2024-08-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                       | HSBC Holdings PLC                                                               | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    875000 | PA      | $921136.86    | 0.25%             | 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        |    384150 | PA      | $308975.60    | 0.08%             | 2051-04-30      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                                               | Jabil Inc                                                                       | CUSIP: 466313AK9<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    772000 | PA      | $640872.73    | 0.17%             | 2031-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District/CA                                  | LOS ANGELES CA UNIF SCH DIST                                                    | CUSIP: 544646XZ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    450000 | PA      | $470772.00    | 0.13%             | 2034-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                                                | NIKE Inc                                                                        | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |     20300 | NS      | $2375303.00   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Mill City Solar Loan 2020-1 Ltd.                                        | Mill City Solar Loan 2020-1 Ltd                                                 | CUSIP: 59982XAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    164223 | PA      | $134948.34    | 0.04%             | 2047-06-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VMC Finance LLC                                                         | VMC Finance 2021-HT1 LLC                                                        | CUSIP: 91835TAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    389347 | PA      | $377029.13    | 0.10%             | 2037-01-18      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                                                        | Bellemeade RE 2021-3 Ltd                                                        | CUSIP: 078777AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    215000 | PA      | $200236.79    | 0.05%             | 2031-09-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HLDGS                                                   | Bread Financial Holdings Inc                                                    | CUSIP: 018581AK4<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |    420000 | PA      | $373093.58    | 0.10%             | 2024-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| ASHTEAD CAPITAL INC                                                     | Ashtead Capital Inc                                                             | CUSIP: 045054AL7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    384000 | PA      | $345021.75    | 0.09%             | 2029-11-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors                                            | State Street Navigator Securities Lending Government Money Market Portfolio     | CUSIP: 857492706<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        |   1100374 | NS      | $1100374.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| California Health Facilities Financing Authority                        | CALIFORNIA ST HLTH FACS FING AUTH REVENUE                                       | CUSIP: 13032UVD7<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |    405000 | PA      | $374446.80    | 0.10%             | 2026-06-01      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer LLC                                                     | DataBank Issuer                                                                 | CUSIP: 23802WAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    283000 | PA      | $245598.78    | 0.07%             | 2051-10-25      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| INT DEVELOPMENT FIN CORP                                                | United States International Development Finance Corp                            | CUSIP: 690353G50<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGA              | US        |    321414 | PA      | $303982.79    | 0.08%             | 2029-09-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| Linde PLC                                                               | Linde PLC                                                                       | CUSIP: 000000000<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | IE        |      7900 | NS      | $2576822.00   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                                                | Delta Air Lines Inc / SkyMiles IP Ltd                                           | CUSIP: 830867AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    300000 | PA      | $292837.50    | 0.08%             | 2025-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LIFE STORAGE LP                                                         | Life Storage LP                                                                 | CUSIP: 53227JAD6<br>LEI: X0MIGH67XZCB7HL1A534 | Long             | DBT              |  | US        |    382000 | PA      | $294807.09    | 0.08%             | 2031-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                    | PNC Financial Services Group Inc/The                                            | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |     16600 | NS      | $2621804.00   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Extended Stay America Trust                                             | Extended Stay America Trust 2021-ESH                                            | CUSIP: 30227FAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    585715 | PA      | $563484.68    | 0.15%             | 2038-07-15      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| California Health Facilities Financing Authority                        | CALIFORNIA ST HLTH FACS FING AUTH REVENUE                                       | CUSIP: 13032UVL9<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |    220000 | PA      | $181788.20    | 0.05%             | 2033-06-01      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Black Knight Inc                                                        | Black Knight Inc                                                                | CUSIP: 09215C105<br>LEI: 549300TUSNXS3BFFML48 | Long             | EC               | CORP              | US        |     32900 | NS      | $2031575.00   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| BLOCK FINANCIAL LLC                                                     | Block Financial LLC                                                             | CUSIP: 093662AH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    575000 | PA      | $504413.46    | 0.14%             | 2030-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                  | US ULTRA BOND CBT MAR23                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        31 | NC      | $24176.43     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 3140XARZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    225927 | PA      | $187020.70    | 0.05%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KOMMUNINVEST I SVERIGE                                                  | Kommuninvest I Sverige AB                                                       | CUSIP: 50046PBR5<br>LEI: EV2XZWMLLXF2QRX0CD47 | Long             | DBT              | NUSS              | SE        |    720000 | PA      | $675491.44    | 0.18%             | 2024-06-19      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BLUEHUB LOAN FUND                                                       | BlueHub Loan Fund Inc                                                           | CUSIP: 095623AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    675000 | PA      | $585739.88    | 0.16%             | 2030-01-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                                  | Mosaic Solar Loan Trust 2021-3                                                  | CUSIP: 61946TAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $84372.33     | 0.02%             | 2052-06-20      | Fixed         | 1.77%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                          | Fannie Mae-Aces                                                                 | CUSIP: 3136B75M9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    963000 | PA      | $844370.44    | 0.23%             | 2029-10-25      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                            | Comcast Corp                                                                    | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     70200 | NS      | $2454894.00   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    296000 | PA      | $188231.72    | 0.05%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                                   | Bath & Body Works Inc                                                           | CUSIP: 532716AN7<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    165000 | PA      | $139694.78    | 0.04%             | 2037-07-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| NuStar Logistics LP                                                     | NuStar Logistics LP                                                             | CUSIP: 67059TAF2<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |    216000 | PA      | $208359.48    | 0.06%             | 2026-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                               | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F040610<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  11059000 | PA      | $10383358.68  | 2.83%             | 2053-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                           | Marriott International Inc/MD                                                   | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |      8500 | NS      | $1265565.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| ENEL FINANCE INTL NV                                                    | Enel Finance International NV                                                   | CUSIP: 29278GAM0<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    567000 | PA      | $489302.40    | 0.13%             | 2026-07-12      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers LLC                                                | Vantage Data Centers Issuer LLC                                                 | CUSIP: 92212KAD8<br>LEI: 5493000RL8X7WTQ7HO20 | Long             | ABS-O            | CORP              | US        |    224000 | PA      | $192952.21    | 0.05%             | 2046-10-15      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| Seattle Spinco, Inc.                                                    | Seattle Spinco, Inc. USD Term Loan B3                                           | CUSIP: 81271EAB7<br>LEI: 213800AAQDP1DDU8BK05 | Long             | LON              | CORP              | US        |     69381 | PA      | $69149.79     | 0.02%             | 2024-06-21      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| California Health Facilities Financing Authority                        | CALIFORNIA ST HLTH FACS FING AUTH REVENUE                                       | CUSIP: 13032UVG0<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |    200000 | PA      | $173590.00    | 0.05%             | 2029-06-01      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                        | Connecticut Avenue Securities Trust 2019-R07                                    | CUSIP: 20753WAE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    109328 | PA      | $106688.29    | 0.03%             | 2039-10-25      | Floating      | 7.79%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                                                 | American National Group Inc                                                     | CUSIP: 02772AAA7<br>LEI: 549300I1RRC5M591MY93 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66410.30     | 0.02%             | 2032-06-13      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                        | Connecticut Avenue Securities Trust 2019-R05                                    | CUSIP: 20754HAD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     77012 | PA      | $78503.00     | 0.02%             | 2039-07-25      | Floating      | 8.49%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                            | AES Corp/The                                                                    | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    675000 | PA      | $538556.27    | 0.15%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                                                  | HAT Holdings I LLC / HAT Holdings II LLC                                        | CUSIP: 418751AE3<br>LEI: N/A                  | Long             | DBT              |  | US        |    871000 | PA      | $757935.49    | 0.21%             | 2026-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                | Celanese US Holdings LLC                                                        | CUSIP: 15089QAN4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    335000 | PA      | $326214.36    | 0.09%             | 2029-07-15      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                | CUSIP: 91282CEH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    310000 | PA      | $298423.44    | 0.08%             | 2025-04-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| SYNOVUS BANK GA                                                         | Synovus Bank/Columbus GA                                                        | CUSIP: 87164DSE1<br>LEI: DX0JX77PRMOELF7VG772 | Long             | DBT              | CORP              | US        |    250000 | PA      | $232175.83    | 0.06%             | 2030-10-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Conn Funding II, L.P                                                    | Conn's Receivables Funding 2021-A LLC                                           | CUSIP: 20825GAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    155000 | PA      | $148122.59    | 0.04%             | 2026-05-15      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                  | US 10YR ULTRA FUT MAR23                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -100 | NC      | $17898.53     | 0.00%             |  |  |  | No            |                  1 | 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        |    100000 | PA      | $9937.81      | 0.00%             | 2027-06-10      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                | BX Commercial Mortgage Trust 2021-VOLT                                          | CUSIP: 05609VAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    702350 | PA      | $658982.00    | 0.18%             | 2036-09-15      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                    | Boston Properties LP                                                            | CUSIP: 10112RBG8<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    235000 | PA      | $242724.00    | 0.07%             | 2027-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                             | PepsiCo Inc                                                                     | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |     35400 | NS      | $6395364.00   | 1.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc                                                   | Texas Instruments Inc                                                           | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |     20151 | NS      | $3329348.22   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| JABIL INC                                                               | Jabil Inc                                                                       | CUSIP: 466313AJ2<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    493000 | PA      | $433975.66    | 0.12%             | 2030-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| FMC GMSR Issuer Trust                                                   | FMC GMSR Issuer Trust                                                           | CUSIP: 30259RAP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $330369.20    | 0.09%             | 2027-07-25      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                | CUSIP: 91282CCR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    155000 | PA      | $131774.22    | 0.04%             | 2028-07-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FMC GMSR Issuer Trust                                                   | FMC GMSR Issuer Trust                                                           | CUSIP: 30259RAM7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $89153.38     | 0.02%             | 2027-04-25      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                | BX Commercial Mortgage Trust 2021-VOLT                                          | CUSIP: 05609VAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    666107 | PA      | $629331.90    | 0.17%             | 2036-09-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                          | Morgan Stanley Capital I Trust 2019-BPR                                         | CUSIP: 61769GAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    472588 | PA      | $452353.12    | 0.12%             | 2036-05-15      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                | American Water Capital Corp                                                     | CUSIP: 03040WAY1<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     41000 | PA      | $33731.92     | 0.01%             | 2031-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                | Visa Inc                                                                        | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     27700 | NS      | $5754952.00   | 1.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae - CAS                                                        | Connecticut Avenue Securities Trust 2018-R07                                    | CUSIP: 20753QAE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     24327 | PA      | $24333.29     | 0.01%             | 2031-04-25      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| Sunnova Sol Issuer,LLC                                                  | Sunnova Sol II Issuer LLC                                                       | CUSIP: 86745PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    545737 | PA      | $429717.68    | 0.12%             | 2055-11-01      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                          | Morgan Stanley Capital I Trust 2019-BPR                                         | CUSIP: 61769GAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    187000 | PA      | $175544.17    | 0.05%             | 2036-05-15      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                                                  | Boston Scientific Corp                                                          | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |     79900 | NS      | $3696973.00   | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vivint Solar Financing LLC                                              | Vivint Solar Financing VII LLC                                                  | CUSIP: 92855HAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    376729 | PA      | $289364.43    | 0.08%             | 2051-07-31      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPER LP                                                 | Sun Communities Operating LP                                                    | CUSIP: 866677AE7<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              |  | US        |    237000 | PA      | $187642.02    | 0.05%             | 2031-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                                           | Owens Corning                                                                   | CUSIP: 690742AJ0<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    631000 | PA      | $574850.58    | 0.16%             | 2029-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAS4<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    296000 | PA      | $300148.44    | 0.08%             | 2026-11-21      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                     | Elevance Health Inc                                                             | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      7400 | NS      | $3795978.00   | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Co                                                         | Baker Hughes Co                                                                 | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     92600 | NS      | $2734478.00   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac - STACR                                                     | Freddie Mac STACR Trust 2019-HQA2                                               | CUSIP: 35564MBD6<br>LEI: 549300NKHCH87PYOHD44 | Long             | ABS-MBS          | USGSE             | US        |     65000 | PA      | $66364.39     | 0.02%             | 2049-04-25      | Floating      | 8.49%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                | CUSIP: 91282CCH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    303000 | PA      | $262059.49    | 0.07%             | 2028-06-30      | Fixed         | 1.25%                 | 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        |    220732 | PA      | $160795.06    | 0.04%             | 2048-10-20      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                          | Fannie Mae-Aces                                                                 | CUSIP: 3136AY2C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    516722 | PA      | $483578.47    | 0.13%             | 2027-09-25      | Variable      | 2.93%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                    | Bank of America Corp                                                            | CUSIP: 06051GHW2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    475000 | PA      | $449130.02    | 0.12%             | 2025-10-22      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                                                     | Oportun Issuance Trust 2022-2                                                   | CUSIP: 68377HAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    125000 | PA      | $122253.10    | 0.03%             | 2029-10-09      | Fixed         | 9.36%                 | No            |                  2 | On Loan: No      |
| INT DEVELOPMENT FIN CORP                                                | United States International Development Finance Corp                            | CUSIP: 6903534C8<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGA              | US        |    307125 | PA      | $291855.02    | 0.08%             | 2032-09-20      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                            | Centene Corp                                                                    | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     36000 | PA      | $32979.27     | 0.01%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                                | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                             | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     72000 | PA      | $61838.09     | 0.02%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Nokia OYJ                                                               | Nokia Oyj                                                                       | CUSIP: 654902AC9<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |    395000 | PA      | $375619.87    | 0.10%             | 2039-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| HOUSING URBAN DEVELOPMNT                                                | United States Department of Housing and Urban Development                       | CUSIP: 911759NL8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    225000 | PA      | $190857.91    | 0.05%             | 2037-08-01      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Home Re 2018-1 Ltd.                                                     | Home Re 2018-1 Ltd                                                              | CUSIP: 43730MAB4<br>LEI: 254900E6IUAJSN9WD709 | Long             | ABS-MBS          | CORP              | BM        |    279840 | PA      | $278361.22    | 0.08%             | 2028-10-25      | Floating      | 7.39%                 | 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        |    226477 | PA      | $220288.17    | 0.06%             | 2038-07-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| APTIV PLC / APTIV CORP                                                  | Aptiv PLC / Aptiv Corp                                                          | CUSIP: 00217GAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    146000 | PA      | $119802.67    | 0.03%             | 2032-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                       | Iron Mountain Inc                                                               | CUSIP: 46284VAG6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    161000 | PA      | $144892.04    | 0.04%             | 2028-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HOUSING URBAN DEVELOPMNT                                                | United States Department of Housing and Urban Development                       | CUSIP: 911759NJ3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    125000 | PA      | $108769.57    | 0.03%             | 2035-08-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                          | Fannie Mae-Aces                                                                 | CUSIP: 3136B3XY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    411791 | PA      | $395599.06    | 0.11%             | 2028-09-25      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                          | Microsoft Corp                                                                  | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     59893 | NS      | $14363539.26  | 3.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital I Trust                                          | Morgan Stanley Capital I Trust 2019-BPR                                         | CUSIP: 61769GAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $92694.51     | 0.03%             | 2036-05-15      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                                  | Mosaic Solar Loan Trust 2021-1                                                  | CUSIP: 61947DAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    189456 | PA      | $149313.50    | 0.04%             | 2046-12-20      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                                    | Kyndryl Holdings Inc                                                            | CUSIP: 50155QAK6<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    151000 | PA      | $113560.27    | 0.03%             | 2028-10-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                                | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                  | CUSIP: 01883LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $54060.60     | 0.01%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| US CELLULAR CORP                                                        | United States Cellular Corp                                                     | CUSIP: 911684801<br>LEI: 549300B164AZXESI6E03 | Long             | EP               | CORP              | US        |     21450 | NS      | $311454.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NATURA &CO LUX HLD SARL                                                 | Natura &Co Luxembourg Holdings Sarl                                             | CUSIP: 63884WAA6<br>LEI: 54930074AZRQQPMINM11 | Long             | DBT              | CORP              | LU        |    414000 | PA      | $362841.36    | 0.10%             | 2029-04-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Intercontinental Exchange Inc                                           | Intercontinental Exchange Inc                                                   | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |     40600 | NS      | $4165154.00   | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CenturyLink, Inc.                                                       | CenturyLink, Inc. 2020 Term Loan B                                              | CUSIP: 15669GAH7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |    317688 | PA      | $302002.24    | 0.08%             | 2027-03-15      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                        | Societe Generale SA                                                             | CUSIP: 83368RBL5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    255000 | PA      | $239190.87    | 0.07%             | 2033-06-15      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                | European Investment Bank                                                        | CUSIP: 298785JN7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    925000 | PA      | $773794.95    | 0.21%             | 2031-05-13      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Loanpal Solar Loan 2020-1 Ltd.                                          | Loanpal Solar Loan 2021-1 Ltd                                                   | CUSIP: 53948LAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     79422 | PA      | $61767.85     | 0.02%             | 2047-06-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HOUSING URBAN DEVELOPMNT                                                | United States Department of Housing and Urban Development                       | CUSIP: 911759NH7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    220000 | PA      | $193792.15    | 0.05%             | 2034-08-01      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                 | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     92000 | PA      | $56656.20     | 0.02%             | 2051-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                        | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 30711XAB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    106624 | PA      | $109663.43    | 0.03%             | 2023-10-25      | Floating      | 9.64%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                    | Westpac Banking Corp                                                            | CUSIP: 961214EX7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    223000 | PA      | $166305.57    | 0.05%             | 2036-11-18      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                                  | Mosaic Solar Loan Trust 2020-1                                                  | CUSIP: 61946NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     51233 | PA      | $44570.25     | 0.01%             | 2046-04-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Corp                                               | Constellation Energy Corp                                                       | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |     30900 | NS      | $2663889.00   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| UNICREDIT SPA                                                           | UniCredit SpA                                                                   | CUSIP: 904678AS8<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $162881.77    | 0.04%             | 2035-06-30      | Fixed         | 5.46%                 | 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        |    600000 | PA      | $525657.72    | 0.14%             | 2051-12-26      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                            | Stryker Corp                                                                    | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |      9300 | NS      | $2273757.00   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| DORIS DUKE CHARITABLE                                                   | Doris Duke Charitable Foundation/The                                            | CUSIP: 258261AA4<br>LEI: HFI2KJN5A6RHAGMWK984 | Long             | DBT              | CORP              | US        |    678000 | PA      | $399700.18    | 0.11%             | 2050-07-01      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| San Diego County Water Authority                                        | SAN DIEGO CNTY CA WTR AUTH                                                      | CUSIP: 797412DS9<br>LEI: 549300Y0QN5OFKA1G520 | Long             | DBT              | MUN               | US        |    145000 | PA      | $114625.40    | 0.03%             | 2030-05-01      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                  | US 10YR NOTE (CBT)MAR23                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         2 | NC      | $-531.45      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                | CUSIP: 3132ACM80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     91458 | PA      | $84797.92     | 0.02%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                    | Waste Management Inc                                                            | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |     17116 | NS      | $2685158.08   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                                    | Bank of America Corp                                                            | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    379000 | PA      | $292781.75    | 0.08%             | 2032-07-21      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ENACT HOLDINGS INC                                                      | Enact Holdings Inc                                                              | CUSIP: 37255LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    435000 | PA      | $427639.80    | 0.12%             | 2025-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, NA - CACLN                                         | JPMorgan Chase Bank NA - CACLN                                                  | CUSIP: 48128U2M0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200427 | PA      | $191603.50    | 0.05%             | 2028-12-26      | Fixed         | 0.89%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                            | Alphabet Inc                                                                    | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     81200 | NS      | $7204876.00   | 1.96%             |  |  |  | No            |                  1 | On Loan: No      |
| District of Columbia Water & Sewer Authority                            | DIST OF COLUMBIA WTR & SWR AUTH PUBLIC UTILITY REVENUE                          | CUSIP: 254845JZ4<br>LEI: 549300OT2FIJQJ5PSH71 | Long             | DBT              | MUN               | US        |    130000 | PA      | $112910.20    | 0.03%             | 2114-10-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| NATURA COSMETICOS SA                                                    | Natura Cosmeticos SA                                                            | CUSIP: 63883KAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |    288000 | PA      | $235357.92    | 0.06%             | 2028-05-03      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                    | Bank of America Corp                                                            | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    227000 | PA      | $174718.60    | 0.05%             | 2031-07-23      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                | CUSIP: 91282CBS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    581000 | PA      | $505106.88    | 0.14%             | 2028-03-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     46000 | PA      | $41126.88     | 0.01%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NuStar Energy LP                                                        | NuStar Energy LP                                                                | CUSIP: 67058H300<br>LEI: 5493003BMLTUIEG2LG44 | Long             | EP               | CORP              | US        |      9964 | NS      | $203066.32    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Credit Suisse Mortgage Trust                                            | CSMC 2022-NWPT                                                                  | CUSIP: 12663MAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    290000 | PA      | $287528.85    | 0.08%             | 2024-09-09      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| Sempra Energy                                                           | Sempra Energy                                                                   | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |     17500 | NS      | $2704450.00   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamar Advertising Co                                                    | Lamar Advertising Co                                                            | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               |  | US        |     23900 | NS      | $2256160.00   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| W R Berkley Corp                                                        | W R Berkley Corp                                                                | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |     29400 | NS      | $2133558.00   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Hardee's Funding LLC and Carls' Jr Funding LLC                          | Hardee's Funding LLC                                                            | CUSIP: 411707AH5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    176400 | PA      | $151570.41    | 0.04%             | 2050-12-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                | CUSIP: 91282CEM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4465000 | PA      | $4182362.02   | 1.14%             | 2029-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Smithfield Foods Inc                                                    | Smithfield Foods Inc                                                            | CUSIP: 832248BB3<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |     45000 | PA      | $41202.82     | 0.01%             | 2029-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Narragansett Bay Commission                                             | NARRAGANSETT BAY RI COMMISSION WSTWTR SYS REVENUE                               | CUSIP: 631060CS7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $111344.80    | 0.03%             | 2031-09-01      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                        | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FVED0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    305000 | PA      | $244093.21    | 0.07%             | 2030-06-25      | Variable      | 1.30%                 | No            |                  2 | On Loan: No      |
| Conn Funding II, L.P                                                    | Conn's Receivables Funding 2022-A LLC                                           | CUSIP: 20825YAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    842000 | PA      | $835572.26    | 0.23%             | 2026-12-15      | Fixed         | 9.52%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    612000 | PA      | $498289.93    | 0.14%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                                                  | Global Atlantic Fin Co                                                          | CUSIP: 37959GAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    777000 | PA      | $571762.58    | 0.16%             | 2031-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                             | Walmart Inc                                                                     | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     28100 | NS      | $3984299.00   | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Fanniemae-Aces                                                          | Fannie Mae-Aces                                                                 | CUSIP: 3136B3DE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1366439 | PA      | $1302603.23   | 0.35%             | 2030-09-25      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| California Health Facilities Financing Authority                        | CALIFORNIA ST HLTH FACS FING AUTH REVENUE                                       | CUSIP: 13032UVF2<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |    360000 | PA      | $319028.40    | 0.09%             | 2028-06-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| WFLD Mortgage Trust                                                     | WFLD 2014-MONT Mortgage Trust                                                   | CUSIP: 92939GAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $376624.58    | 0.10%             | 2031-08-10      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                        | Coca-Cola Co/The                                                                | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     97600 | NS      | $6208336.00   | 1.69%             |  |  |  | No            |                  1 | On Loan: No      |
| California Health Facilities Financing Authority                        | CALIFORNIA ST HLTH FACS FING AUTH REVENUE                                       | CUSIP: 13032UVE5<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |    290000 | PA      | $262754.50    | 0.07%             | 2027-06-01      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| FMC GMSR Issuer Trust                                                   | FMC GMSR Issuer Trust                                                           | CUSIP: 30259RAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $81487.65     | 0.02%             | 2026-07-25      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                                  | Mosaic Solar Loan Trust 2022-2                                                  | CUSIP: 61946UAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $97676.25     | 0.03%             | 2053-01-21      | Fixed         | 8.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 3140X5CD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    260987 | PA      | $232446.61    | 0.06%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                                                      | Seagate HDD Cayman                                                              | CUSIP: 81180WBG5<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |    332775 | PA      | $365435.20    | 0.10%             | 2032-12-01      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| LendingPoint Asset Securitization Trust                                 | Lendingpoint 2022-A Asset Securitization Trust                                  | CUSIP: 52605AAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    128352 | PA      | $126922.85    | 0.03%             | 2029-06-15      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $142108.75    | 0.04%             | 2024-08-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 3138LEDP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    341008 | PA      | $320859.48    | 0.09%             | 2026-07-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                | CUSIP: 91282CFJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    441000 | PA      | $418717.44    | 0.11%             | 2029-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| TransUnion                                                              | TransUnion                                                                      | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |     48500 | NS      | $2752375.00   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae - CAS                                                        | Connecticut Avenue Securities Trust 2019-R02                                    | CUSIP: 20753KAF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     55000 | PA      | $56171.32     | 0.02%             | 2031-08-25      | Floating      | 8.54%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                | CUSIP: 91282CAL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    166000 | PA      | $139965.23    | 0.04%             | 2027-09-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                             | BNP Paribas SA                                                                  | CUSIP: 05565AS20<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $418019.20    | 0.11%             | 2027-11-17      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                        | Societe Generale SA                                                             | CUSIP: 83370RAC2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    207000 | PA      | $212943.64    | 0.06%             | 2027-11-22      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Narragansett Bay Commission                                             | NARRAGANSETT BAY RI COMMISSION WSTWTR SYS REVENUE                               | CUSIP: 631060CU2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    135000 | PA      | $103408.65    | 0.03%             | 2033-09-01      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| AMER AIRLN 15-2 B PTT                                                   | American Airlines 2015-2 Class B Pass Through Trust                             | CUSIP: 02377BAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     91797 | PA      | $90257.33     | 0.02%             | 2023-09-22      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SES SA                                                                  | SES SA                                                                          | CUSIP: 78413HAB5<br>LEI: 5493008JPA4HYMH1HX51 | Long             | DBT              | CORP              | LU        |    109000 | PA      | $83526.69     | 0.02%             | 2043-04-04      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LLC                                         | Stack Infrastructure Issuer LLC                                                 | CUSIP: 85236KAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    342000 | PA      | $304745.87    | 0.08%             | 2045-08-25      | Fixed         | 1.89%                 | No            |                  2 | On Loan: No      |
| ADAMS OUTDOOR ADVERTISING                                               | Adams Outdoor Advertising LP                                                    | CUSIP: 006346AS9<br>LEI: 549300BTFXNHDCUHER30 | Long             | ABS-O            | CORP              | US        |    147600 | PA      | $140135.05    | 0.04%             | 2048-11-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Home Re Ltd                                                             | Home RE 2021-1 Ltd                                                              | CUSIP: 437307AD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    150000 | PA      | $137466.63    | 0.04%             | 2033-07-25      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                   | Truist Financial Corp                                                           | CUSIP: 89832QAF6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    409000 | PA      | $380370.00    | 0.10%             | 2030-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| T-MOBILE USA INC                                                        | T-Mobile USA Inc                                                                | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    147000 | PA      | $120443.56    | 0.03%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |         0 | PA      | $0.00         | 0.00%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                                                     | Oportun Funding XIV LLC                                                         | CUSIP: 68377BAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $92668.98     | 0.03%             | 2028-03-08      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                                       | Lithia Motors Inc                                                               | CUSIP: 536797AF0<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |     70000 | PA      | $57076.62     | 0.02%             | 2031-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| STANDARD CHARTERED PLC                                                  | Standard Chartered PLC                                                          | CUSIP: 853254CB4<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $188830.27    | 0.05%             | 2025-03-23      | Fixed         | 1.21%                 | No            |                  2 | On Loan: No      |
| City of San Francisco CA Public Utilities Commission Water Revenue      | SAN FRANCISCO CITY & CNTY CA PUBLIC UTILITIES COMMISSION WTR                    | CUSIP: 79765R5A3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1440000 | PA      | $1179360.00   | 0.32%             | 2039-11-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                                                         | TJX Cos Inc/The                                                                 | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     41400 | NS      | $3295440.00   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                | CUSIP: 91282CBV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    345000 | PA      | $326510.16    | 0.09%             | 2024-04-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                            | Comcast Corp                                                                    | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    456000 | PA      | $284083.20    | 0.08%             | 2056-11-01      | Fixed         | 2.94%                 | 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              |  | US        |    158000 | PA      | $116385.29    | 0.03%             | 2030-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2019-XL                                    | BX Commercial Mortgage Trust 2019-XL                                            | CUSIP: 056054AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    715026 | PA      | $706696.99    | 0.19%             | 2036-10-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| LendingPoint Asset Securitization Trust                                 | Lendingpoint 2022-C Asset Securitization Trust                                  | CUSIP: 525919AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    620507 | PA      | $617982.50    | 0.17%             | 2030-02-15      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| Newmark Group Inc                                                       | Newmark Group Inc                                                               | CUSIP: 65158NAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    134000 | PA      | $132947.05    | 0.04%             | 2023-11-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Intuitive Surgical Inc                                                  | Intuitive Surgical Inc                                                          | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |     10500 | NS      | $2786175.00   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| CI FINANCIAL CORP                                                       | CI Financial Corp                                                               | CUSIP: 125491AP5<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |    455000 | PA      | $269622.33    | 0.07%             | 2051-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                  | Extra Space Storage LP                                                          | CUSIP: 30225VAF4<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |    293000 | PA      | $229933.64    | 0.06%             | 2031-06-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                             | BBCMS 2017-DELC Mortgage Trust                                                  | CUSIP: 05552EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    305000 | PA      | $299864.53    | 0.08%             | 2036-08-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                                   | Bath & Body Works Inc                                                           | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    234000 | PA      | $219986.45    | 0.06%             | 2030-10-01      | Fixed         | 6.62%                 | 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        |    252143 | PA      | $197300.14    | 0.05%             | 2057-01-30      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                    | Bank of America Corp                                                            | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1378000 | PA      | $1144608.70   | 0.31%             | 2037-03-08      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                  | US LONG BOND(CBT) MAR23                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        61 | NC      | $537.76       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stack Infrastructure Issuer LLC                                         | Stack Infrastructure Issuer LLC                                                 | CUSIP: 85236KAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2122398 | PA      | $2072116.96   | 0.56%             | 2044-02-25      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 31418CQB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    292258 | PA      | $280158.89    | 0.08%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                        | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FPHR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1440000 | PA      | $1271223.65   | 0.35%             | 2029-08-25      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| Booz Allen Hamilton Holding Corp                                        | Booz Allen Hamilton Holding Corp                                                | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |     21800 | NS      | $2278536.00   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae - CAS                                                        | Connecticut Avenue Securities Trust 2021-R01                                    | CUSIP: 20754RAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    142470 | PA      | $130593.81    | 0.04%             | 2041-10-25      | Floating      | 9.93%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                               | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F050619<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2932000 | PA      | $2891686.32   | 0.79%             | 2053-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                       | General Motors Co                                                               | CUSIP: 37045VAZ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    292000 | PA      | $272098.53    | 0.07%             | 2032-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                | Celanese US Holdings LLC                                                        | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    331000 | PA      | $327005.11    | 0.09%             | 2027-07-15      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                | CUSIP: 91282CAK7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    924000 | PA      | $895047.14    | 0.24%             | 2023-09-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| HOUSING URBAN DEVELOPMNT                                                | United States Department of Housing and Urban Development                       | CUSIP: 911759MX3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    240000 | PA      | $232467.55    | 0.06%             | 2024-08-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP                                                       | CI Financial Corp                                                               | CUSIP: 125491AN0<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |    477000 | PA      | $362831.16    | 0.10%             | 2030-12-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                    | Bank of America Corp                                                            | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    522000 | PA      | $464367.26    | 0.13%             | 2028-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    291000 | PA      | $289170.31    | 0.08%             | 2023-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PetSmart, Inc.                                                          | PetSmart, Inc. 2021 Term Loan B                                                 | CUSIP: 71677HAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    396985 | PA      | $390285.79    | 0.11%             | 2028-02-11      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| ExteNet Systems                                                         | ExteNet LLC 2019-1                                                              | CUSIP: 30227XAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    345000 | PA      | $324201.57    | 0.09%             | 2049-07-26      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                          | Fannie Mae-Aces                                                                 | CUSIP: 3136B6XJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    496175 | PA      | $439970.09    | 0.12%             | 2029-08-25      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Hyland Software, Inc.                                                   | Hyland Software, Inc. 2018 1st Lien Term Loan                                   | CUSIP: 44908XAT5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    128496 | PA      | $126923.95    | 0.03%             | 2024-07-01      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                      | Home Depot Inc/The                                                              | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      6100 | NS      | $1926746.00   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| San Diego County Water Authority                                        | SAN DIEGO CNTY CA WTR AUTH                                                      | CUSIP: 797412DW0<br>LEI: 549300Y0QN5OFKA1G520 | Long             | DBT              | MUN               | US        |     75000 | PA      | $54815.25     | 0.01%             | 2034-05-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| VMC Finance LLC                                                         | VMC Finance 2021-HT1 LLC                                                        | CUSIP: 91835TAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    753000 | PA      | $706308.88    | 0.19%             | 2037-01-18      | Floating      | 8.84%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                       | Iron Mountain Inc                                                               | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    449000 | PA      | $370063.56    | 0.10%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Diamond Infrastructure Funding LLC                                      | Diamond Infrastructure Funding LLC                                              | CUSIP: 25265LAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    415000 | PA      | $340834.77    | 0.09%             | 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        |    538000 | PA      | $493864.77    | 0.13%             | 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        |     51233 | PA      | $45150.02     | 0.01%             | 2046-04-20      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BRUNSWICK CORP                                                          | Brunswick Corp/DE                                                               | CUSIP: 117043AV1<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |    133000 | PA      | $96080.18     | 0.03%             | 2052-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                | CUSIP: 91282CBP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1356000 | PA      | $1174370.16   | 0.32%             | 2028-02-29      | Fixed         | 1.12%                 | 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        |    133596 | PA      | $126083.72    | 0.03%             | 2029-01-16      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                                   | Bath & Body Works Inc                                                           | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     39000 | PA      | $34737.30     | 0.01%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                                | American Airlines Inc/AAdvantage Loyalty IP Ltd                                 | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     21000 | PA      | $19230.98     | 0.01%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Sonic Capital LLC                                                       | Sonic Capital LLC                                                               | CUSIP: 83546DAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    509820 | PA      | $454405.42    | 0.12%             | 2050-01-20      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Helios Issuer, LLC                                                      | Sunnova Helios X Issuer LLC                                                     | CUSIP: 86744WAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    490859 | PA      | $454842.28    | 0.12%             | 2049-11-22      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                                                      | Seagate HDD Cayman                                                              | CUSIP: 81180WBC4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |    320000 | PA      | $265756.07    | 0.07%             | 2029-06-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                | CUSIP: 91282CEC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3886600 | PA      | $3560186.31   | 0.97%             | 2027-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST 2020-01                 | Multifamily Connecticut Avenue Securities Trust 2020-01                         | CUSIP: 62548QAD3<br>LEI: 5493002KQF9IH3CTQZ40 | Long             | ABS-MBS          | CORP              | US        |    525000 | PA      | $486882.32    | 0.13%             | 2050-03-25      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                    | Boston Properties LP                                                            | CUSIP: 10112RBF0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    750000 | PA      | $541534.62    | 0.15%             | 2033-10-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LLC                                         | Stack Infrastructure Issuer LLC                                                 | CUSIP: 85236KAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $187372.47    | 0.05%             | 2044-10-25      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LP                                                    | Sabra Health Care LP                                                            | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              |  | US        |    465000 | PA      | $347053.62    | 0.09%             | 2031-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                 | International Bank for Reconstruction & Development                             | CUSIP: 459058JQ7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    621000 | PA      | $621003.30    | 0.17%             | 2023-01-13      | Floating      | 3.83%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                | CUSIP: 91282CDH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    105000 | PA      | $98019.14     | 0.03%             | 2024-11-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    338000 | PA      | $221429.61    | 0.06%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ServiceMaster Brands                                                    | ServiceMaster Funding LLC                                                       | CUSIP: 81761TAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    178815 | PA      | $134659.14    | 0.04%             | 2051-01-30      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| DICK'S SPORTING GOODS                                                   | Dick's Sporting Goods Inc                                                       | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |    748000 | PA      | $485000.27    | 0.13%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: —       |
| 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        |    695000 | PA      | $547921.04    | 0.15%             | 2032-11-05      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                     | Freddie Mac STACR REMIC Trust 2021-DNA3                                         | CUSIP: 35564KED7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    103626 | PA      | $103020.30    | 0.03%             | 2033-10-25      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                | CUSIP: 91282CFH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1146000 | PA      | $1102353.51   | 0.30%             | 2027-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UBS AG LONDON                                                           | UBS AG/London                                                                   | CUSIP: 902674YH7<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |    331000 | PA      | $289659.83    | 0.08%             | 2026-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                  | Standard Chartered PLC                                                          | CUSIP: 853254BZ2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    226000 | PA      | $196235.80    | 0.05%             | 2027-01-14      | Fixed         | 1.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                        | Connecticut Avenue Securities Trust 2019-R03                                    | CUSIP: 20753MAE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     55000 | PA      | $56138.96     | 0.02%             | 2031-09-25      | Floating      | 8.49%                 | No            |                  2 | On Loan: No      |
| Synovus Financial Corp                                                  | Synovus Financial Corp                                                          | CUSIP: 87161CAM7<br>LEI: 549300EIUS8UN5JTLE54 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34285.87     | 0.01%             | 2029-02-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                        | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 30711XAM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54948 | PA      | $55412.27     | 0.02%             | 2024-07-25      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding, LLC                                              | DRIVEN BRANDS FUNDING LLC                                                       | CUSIP: 26208LAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     61120 | PA      | $57015.93     | 0.02%             | 2048-04-20      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                                                 | Australia & New Zealand Banking Group Ltd                                       | CUSIP: 052528AL0<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    458000 | PA      | $414462.51    | 0.11%             | 2030-07-22      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                     | JPMorgan Chase & Co                                                             | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    594000 | PA      | $579996.55    | 0.16%             | 2028-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                                                     | Oportun Funding 2022-1 LLC                                                      | CUSIP: 68377XAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    350338 | PA      | $342767.83    | 0.09%             | 2029-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Helios Issuer, LLC                                                      | Sunnova Helios V Issuer LLC                                                     | CUSIP: 86746EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    297109 | PA      | $242383.84    | 0.07%             | 2048-02-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza Inc                                                      | Domino's Pizza Inc                                                              | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |      5700 | NS      | $1974480.00   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                | Capital One Financial Corp                                                      | CUSIP: 14040HBK0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    122000 | PA      | $115021.52    | 0.03%             | 2026-07-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                        | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FGZH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    530000 | PA      | $512056.37    | 0.14%             | 2028-06-25      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                | AT&T Inc                                                                        | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    476000 | PA      | $337403.69    | 0.09%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                                  | Mosaic Solar Loan Trust 2021-1                                                  | CUSIP: 61947DAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    481744 | PA      | $419556.62    | 0.11%             | 2046-12-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SMITHFIELD FOODS INC                                                    | Smithfield Foods Inc                                                            | CUSIP: 832248BC1<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |     77000 | PA      | $58789.58     | 0.02%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FannieMae Grantor Trust                                                 | Fannie Mae Grantor Trust 2017-T1                                                | CUSIP: 3136AV6R5<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    273335 | PA      | $255097.82    | 0.07%             | 2027-06-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                            | Centene Corp                                                                    | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    199000 | PA      | $168677.38    | 0.05%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| COCA-COLA FEMSA SAB CV                                                  | Coca-Cola Femsa SAB de CV                                                       | CUSIP: 191241AJ7<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |    255000 | PA      | $192419.32    | 0.05%             | 2032-09-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc                            | BAMLL Commercial Mortgage Securities Trust 2019-BPR                             | CUSIP: 05492PAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    485000 | PA      | $334138.28    | 0.09%             | 2032-11-05      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| SUNRUN CALLISTO ISSUER LLC                                              | Sunrun Xanadu Issuer 2019-1 LLC                                                 | CUSIP: 86773PAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    158773 | PA      | $140811.01    | 0.04%             | 2054-06-30      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| AMERICAN ASSETS TRUST LP                                                | American Assets Trust LP                                                        | CUSIP: 02401LAA2<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              |  | US        |     84000 | PA      | $66817.90     | 0.02%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Focus Brands Funding LLC                                                | FOCUS Brands Funding LLC                                                        | CUSIP: 34417MAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    170100 | PA      | $150057.39    | 0.04%             | 2047-04-30      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Diamond Infrastructure Funding LLC                                      | Diamond Infrastructure Funding LLC                                              | CUSIP: 25265LAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     99000 | PA      | $77072.00     | 0.02%             | 2049-04-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                   | Level 3 Financing Inc                                                           | CUSIP: 527298BT9<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     35000 | PA      | $25224.51     | 0.01%             | 2029-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| ROCKETMTGE CO-ISSUER INC                                                | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                             | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    485000 | PA      | $371340.46    | 0.10%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                | Capital One Financial Corp                                                      | CUSIP: 14040HBJ3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    190000 | PA      | $183804.35    | 0.05%             | 2025-10-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                                      | Analog Devices Inc                                                              | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |     25100 | NS      | $4117153.00   | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAN5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    175000 | PA      | $177489.30    | 0.05%             | 2025-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANKUNITED INC                                                          | BankUnited Inc                                                                  | CUSIP: 06652KAB9<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | DBT              | CORP              | US        |    140000 | PA      | $130015.52    | 0.04%             | 2030-06-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ANDREW W MELLON FOUNDATI                                                | Andrew W Mellon Foundation/The                                                  | CUSIP: 03444RAB4<br>LEI: HVIJIPOQ5TXYVD3NET54 | Long             | DBT              | CORP              | US        |    335000 | PA      | $285993.78    | 0.08%             | 2027-08-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    210000 | PA      | $198712.50    | 0.05%             | 2027-07-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SITE Centers Corp                                                       | SITE Centers Corp                                                               | CUSIP: 23317HAD4<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | DBT              |  | US        |    259000 | PA      | $244656.10    | 0.07%             | 2025-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                      | Banco Santander SA                                                              | CUSIP: 05964HAS4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $586802.15    | 0.16%             | 2027-08-18      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Theorem Funding Trust                                                   | Theorem Funding Trust 2022-3                                                    | CUSIP: 882925AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    181744 | PA      | $181186.02    | 0.05%             | 2029-04-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                                                        | Bellemeade Re Ltd                                                               | CUSIP: 07876MAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |     70163 | PA      | $69977.29     | 0.02%             | 2031-03-25      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| SERVPRO MASTER ISSUER, LLC                                              | SERVPRO Master Issuer LLC                                                       | CUSIP: 817743AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    921500 | PA      | $820103.85    | 0.22%             | 2049-10-25      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                    | Bank of America Corp                                                            | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    379000 | PA      | $319594.04    | 0.09%             | 2029-06-14      | Fixed         | 2.09%                 | 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        |    109615 | PA      | $93254.85     | 0.03%             | 2046-08-20      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| Conn Funding II, L.P                                                    | Conn's Receivables Funding 2022-A LLC                                           | CUSIP: 20825YAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $434113.80    | 0.12%             | 2026-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                     | Freddie Mac STACR Trust 2019-DNA4                                               | CUSIP: 35565AAH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     23710 | PA      | $23754.51     | 0.01%             | 2049-10-25      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                                   | PennyMac Financial Services Inc                                                 | CUSIP: 70932MAB3<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     53000 | PA      | $41413.07     | 0.01%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                                    | Kyndryl Holdings Inc                                                            | CUSIP: 50155QAJ9<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    380000 | PA      | $310493.16    | 0.08%             | 2026-10-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                | CUSIP: 91282CFL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    465000 | PA      | $461766.80    | 0.13%             | 2029-09-30      | Fixed         | 3.88%                 | 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        |   6867206 | NS      | $6867206.43   | 1.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Allstate Corp/The                                                       | Allstate Corp/The                                                               | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |     34200 | NS      | $4637520.00   | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    523000 | PA      | $363893.59    | 0.10%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                     | JPMorgan Chase & Co                                                             | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    618000 | PA      | $535830.42    | 0.15%             | 2027-09-22      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    275000 | PA      | $220429.69    | 0.06%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Avangrid Inc                                                            | Avangrid Inc                                                                    | CUSIP: 05351WAA1<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |    141000 | PA      | $134865.99    | 0.04%             | 2024-12-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Oaktown Re Ltd                                                          | Oaktown Re V Ltd                                                                | CUSIP: 67401JAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12382 | PA      | $12399.03     | 0.00%             | 2030-10-25      | Floating      | 7.99%                 | No            |                  2 | On Loan: No      |
| TE Connectivity Ltd                                                     | TE Connectivity Ltd                                                             | CUSIP: 000000000<br>LEI: 894500ZRIX9K13RHXR17 | Long             | EC               | CORP              | CH        |     24400 | NS      | $2801120.00   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    127000 | PA      | $104675.78    | 0.03%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                      | Ford Motor Co                                                                   | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     45000 | PA      | $32402.16     | 0.01%             | 2043-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ServiceMaster Brands                                                    | ServiceMaster Funding LLC                                                       | CUSIP: 81761TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    158182 | PA      | $127357.54    | 0.03%             | 2051-01-30      | Fixed         | 2.84%                 | 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        |    768000 | PA      | $739892.35    | 0.20%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IMOLA MERGER CORP                                                       | Imola Merger Corp                                                               | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    239000 | PA      | $207841.23    | 0.06%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                            | UBS Group AG                                                                    | CUSIP: 902613AD0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    219000 | PA      | $166934.64    | 0.05%             | 2031-02-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                | AT&T Inc                                                                        | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    651000 | PA      | $437302.96    | 0.12%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ExteNet Systems                                                         | ExteNet LLC 2019-1                                                              | CUSIP: 30227XAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     55000 | PA      | $51997.51     | 0.01%             | 2049-07-26      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                        | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FXLX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    278000 | PA      | $225129.93    | 0.06%             | 2030-09-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                          | Air Lease Corp                                                                  | CUSIP: 00914AAJ1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    355000 | PA      | $328855.42    | 0.09%             | 2026-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                  | US 2YR NOTE (CBT) MAR23                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        33 | NC      | $8859.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac - STACR                                                     | Freddie Mac STACR REMIC Trust 2020-DNA6                                         | CUSIP: 35566CBD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     25000 | PA      | $23587.54     | 0.01%             | 2050-12-25      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                             | BBCMS 2017-DELC Mortgage Trust                                                  | CUSIP: 05552EAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    156000 | PA      | $150172.68    | 0.04%             | 2036-08-15      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    795000 | PA      | $568036.82    | 0.15%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Jersey Mike's Funding, LLC                                              | Jersey Mike's Funding                                                           | CUSIP: 476681AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    278892 | PA      | $251493.99    | 0.07%             | 2050-02-15      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| State of Connecticut Special Tax Revenue                                | CONNECTICUT ST SPL TAX OBLIG REVENUE                                            | CUSIP: 207758KM4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $305112.00    | 0.08%             | 2030-11-01      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                | European Investment Bank                                                        | CUSIP: 298785HM1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   1026000 | PA      | $953808.90    | 0.26%             | 2027-05-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                  | US 5YR NOTE (CBT) MAR23                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -61 | NC      | $10164.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR Properties                                                          | EPR Properties                                                                  | CUSIP: 26884UAE9<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |     49000 | PA      | $41883.68     | 0.01%             | 2028-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DXC TECHNOLOGY CO                                                       | DXC Technology Co                                                               | CUSIP: 23355LAM8<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |    228000 | PA      | $192340.73    | 0.05%             | 2028-09-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: —       |
| LITHIA MOTORS INC                                                       | Lithia Motors Inc                                                               | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    417000 | PA      | $343422.44    | 0.09%             | 2029-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATIN                                                | TerraForm Power Operating LLC                                                   | CUSIP: 88104LAG8<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |    369000 | PA      | $321684.38    | 0.09%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                     | Intesa Sanpaolo SpA                                                             | CUSIP: 46115HBU0<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $204194.31    | 0.06%             | 2025-11-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                     | Freddie Mac STACR REMIC Trust 2022-DNA2                                         | CUSIP: 35564KRE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    304476 | PA      | $301686.77    | 0.08%             | 2042-02-25      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Diamond Issuer LLC                                                      | Diamond Issuer                                                                  | CUSIP: 25267TAN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    782000 | PA      | $650067.06    | 0.18%             | 2051-11-20      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                                 | National Bank of Canada                                                         | CUSIP: 63307A2M6<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    301000 | PA      | $288189.74    | 0.08%             | 2024-11-15      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                             | Asurion LLC 2020 Term Loan B8                                                   | CUSIP: 04649VAX8<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     58800 | PA      | $52489.53     | 0.01%             | 2026-12-23      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                | CUSIP: 91282CBZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1022000 | PA      | $886904.38    | 0.24%             | 2028-04-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| KFW                                                                     | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769JG0<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    235000 | PA      | $184083.75    | 0.05%             | 2030-09-30      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITE                                                | Perrigo Finance Unlimited Co                                                    | CUSIP: 71429MAC9<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |    305000 | PA      | $260280.08    | 0.07%             | 2030-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CORPORATE OFFICE PROP LP                                                | Corporate Office Properties LP                                                  | CUSIP: 22003BAP1<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |    226000 | PA      | $160942.96    | 0.04%             | 2033-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                                                 | European Bank for Reconstruction & Development                                  | CUSIP: 29874QEE0<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |    475000 | PA      | $446636.61    | 0.12%             | 2025-02-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                | CUSIP: 91282CDF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     33000 | PA      | $28488.28     | 0.01%             | 2028-10-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| SLG Office Trust                                                        | SLG Office Trust 2021-OVA                                                       | CUSIP: 78449RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    618000 | PA      | $494538.68    | 0.13%             | 2041-07-15      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| AFFILIATED MANAGERS GROU                                                | Affiliated Managers Group Inc                                                   | CUSIP: 008252AP3<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |    225000 | PA      | $186558.17    | 0.05%             | 2030-06-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                                          | Pagaya AI Debt Selection Trust 2021-5                                           | CUSIP: 69547EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    412255 | PA      | $397701.45    | 0.11%             | 2029-08-15      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                        | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 30711XAH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40436 | PA      | $40577.00     | 0.01%             | 2024-05-25      | Floating      | 6.99%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                               | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F052615<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    625000 | PA      | $626953.41    | 0.17%             | 2053-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES CELLULAR C                                                | United States Cellular Corp                                                     | CUSIP: 911684702<br>LEI: 549300B164AZXESI6E03 | Long             | EP               | CORP              | US        |      2200 | NS      | $35134.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp                                                       | Lam Research Corp                                                               | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      5900 | NS      | $2479770.00   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Commercial Mortgage Trust 2019-XL                                    | BX Commercial Mortgage Trust 2019-XL                                            | CUSIP: 056054AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    280500 | PA      | $275798.47    | 0.08%             | 2036-10-15      | Floating      | 5.53%                 | 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        |    460000 | PA      | $433094.38    | 0.12%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                 | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    531000 | PA      | $464991.14    | 0.13%             | 2027-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                 | BPCE SA                                                                         | CUSIP: 05578QAH6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    261000 | PA      | $195685.84    | 0.05%             | 2037-01-14      | Fixed         | 3.65%                 | No            |                  2 | On Loan: —       |
| MACQUARIE BANK LTD                                                      | Macquarie Bank Ltd                                                              | CUSIP: 556079AC5<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |    255000 | PA      | $206724.71    | 0.06%             | 2030-06-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                       | HSBC Holdings PLC                                                               | CUSIP: 404280CX5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    508000 | PA      | $440615.68    | 0.12%             | 2027-11-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                | CUSIP: 91282CDS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    301000 | PA      | $281728.94    | 0.08%             | 2025-01-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                     | Freddie Mac Stacr Remic Trust 2019-Hqa4                                         | CUSIP: 35565CBD7<br>LEI: 5493005LAQ76UDHPEE03 | Long             | ABS-MBS          | USGSE             | US        |     20000 | PA      | $19592.38     | 0.01%             | 2049-11-25      | Floating      | 7.34%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                             | BNP Paribas SA                                                                  | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    220000 | PA      | $217800.00    | 0.06%             | 2029-08-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Electronic Arts Inc                                                     | Electronic Arts Inc                                                             | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |     34400 | NS      | $4202992.00   | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Fanniemae-Aces                                                          | Fannie Mae-Aces                                                                 | CUSIP: 3136B9WE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    605000 | PA      | $493064.23    | 0.13%             | 2029-10-25      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| Nokia OYJ                                                               | Nokia Oyj                                                                       | CUSIP: 654902AE5<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |    347000 | PA      | $328188.98    | 0.09%             | 2027-06-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                           | Citigroup Inc                                                                   | CUSIP: 172967MU2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    310000 | PA      | $270822.20    | 0.07%             | 2025-12-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sunrun Callisto Issuer LLC                                              | Sunrun Atlas Issuer 2019-2 LLC                                                  | CUSIP: 86772FAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    201400 | PA      | $177644.98    | 0.05%             | 2055-02-01      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| Narragansett Bay Commission                                             | NARRAGANSETT BAY RI COMMISSION WSTWTR SYS REVENUE                               | CUSIP: 631060CR9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    170000 | PA      | $138046.80    | 0.04%             | 2030-09-01      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                                                    | Niagara Mohawk Power Corp                                                       | CUSIP: 65364UAN6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    233000 | PA      | $184702.00    | 0.05%             | 2030-06-27      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                | Ford Motor Credit Co LLC                                                        | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    556000 | PA      | $571123.20    | 0.16%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                        | T-Mobile USA Inc                                                                | CUSIP: 87264ABX2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     64000 | PA      | $50505.62     | 0.01%             | 2031-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                           | Citigroup Inc                                                                   | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    453000 | PA      | $367381.42    | 0.10%             | 2031-06-03      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                     | Freddie Mac Structured Agency Credit Risk Debt Notes                            | CUSIP: 3137G0TS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     29444 | PA      | $29450.48     | 0.01%             | 2030-07-25      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| BROADSTONE NET LEASE LLC                                                | Broadstone Net Lease LLC                                                        | CUSIP: 11135EAA2<br>LEI: 54930089IBT6J4WBTI50 | Long             | DBT              |  | US        |     24000 | PA      | $18044.85     | 0.00%             | 2031-09-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                           | Citigroup Inc                                                                   | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    516000 | PA      | $533960.64    | 0.15%             | 2033-11-17      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                               | Apple Inc                                                                       | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     86388 | NS      | $11224392.84  | 3.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Solarcity LMC Series LLC                                                | SolarCity LMC Series I LLC                                                      | CUSIP: 83417BAA6<br>LEI: 54930080F5ME65CO1C91 | Long             | ABS-O            | CORP              | US        |    201565 | PA      | $194773.40    | 0.05%             | 2038-11-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Springcastle SPV                                                        | SpringCastle America Funding LLC                                                | CUSIP: 85022WAP9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    237437 | PA      | $214378.31    | 0.06%             | 2037-09-25      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                                                            | Danaher Corp                                                                    | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |     17100 | NS      | $4538682.00   | 1.24%             |  |  |  | No            |                  1 | On Loan: No      |
| HOUSING URBAN DEVELOPMNT                                                | United States Department of Housing and Urban Development                       | CUSIP: 911759MY1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    240000 | PA      | $229688.34    | 0.06%             | 2025-08-01      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    497000 | PA      | $276349.47    | 0.08%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                  | Standard Chartered PLC                                                          | CUSIP: 853254CE8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    236000 | PA      | $215711.49    | 0.06%             | 2025-11-23      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities, LLC                                            | Business Jet Securities 2020-1 LLC                                              | CUSIP: 12327FAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     42763 | PA      | $39000.38     | 0.01%             | 2035-11-15      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                                        | OneMain Financial Issuance Trust 2020-A                                         | CUSIP: 68269LAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    164283 | PA      | $163117.00    | 0.04%             | 2032-05-14      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                                     | Ashtead Capital Inc                                                             | CUSIP: 045054AJ2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182701.89    | 0.05%             | 2028-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                       | Hyatt Hotels Corp                                                               | CUSIP: 448579AL6<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    149000 | PA      | $144879.84    | 0.04%             | 2023-10-01      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Conn Funding II, L.P                                                    | Conn's Receivables Funding 2021-A LLC                                           | CUSIP: 20825GAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       634 | PA      | $632.41       | 0.00%             | 2026-05-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| FORD FOUNDATION/THE                                                     | Ford Foundation/The                                                             | CUSIP: 34531XAB0<br>LEI: 54930013YZ3DULPNNT44 | Long             | DBT              | CORP              | US        |    435000 | PA      | $275664.11    | 0.08%             | 2050-06-01      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                                    | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |         1 | NC      | $142.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                                 | GA Global Funding Trust                                                         | CUSIP: 36143L2G9<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    677000 | PA      | $596843.73    | 0.16%             | 2027-01-06      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                                                        | Bellemeade Re Ltd                                                               | CUSIP: 07876AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    370476 | PA      | $367578.91    | 0.10%             | 2031-06-25      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                           | Citigroup Inc                                                                   | CUSIP: 172967MQ1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    285000 | PA      | $270017.48    | 0.07%             | 2026-04-08      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| SUNRUN JUPITER ISSUER 2022-1, LLC                                       | Sunrun Jupiter Issuer 2022-1 LLC                                                | CUSIP: 86772RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    695186 | PA      | $637959.03    | 0.17%             | 2057-07-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Automatic Data Processing Inc                                           | Automatic Data Processing Inc                                                   | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |     16600 | NS      | $3965076.00   | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                  | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBW9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    371000 | PA      | $317411.67    | 0.09%             | 2028-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                   | MidAmerican Energy Co                                                           | CUSIP: 595620AV7<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    215000 | PA      | $153198.40    | 0.04%             | 2050-04-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                     | JPMorgan Chase & Co                                                             | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    185000 | PA      | $155533.35    | 0.04%             | 2030-10-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                | CUSIP: 91282CFW6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    971000 | PA      | $976992.89    | 0.27%             | 2025-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                          | Air Lease Corp                                                                  | CUSIP: 00914AAS1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    119000 | PA      | $94839.27     | 0.03%             | 2032-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Prosper Marketplace Issuance Trust                                      | Prosper Marketplace Issuance Trust Series 2019-4                                | CUSIP: 74362GAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     31348 | PA      | $30972.70     | 0.01%             | 2026-02-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                | CUSIP: 91282CAV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     54000 | PA      | $43174.69     | 0.01%             | 2030-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                | European Investment Bank                                                        | CUSIP: 29878TDB7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   1892000 | PA      | $1827100.94   | 0.50%             | 2025-06-13      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                    | OneMain Finance Corp                                                            | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    594000 | PA      | $492556.68    | 0.13%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    674000 | PA      | $571978.51    | 0.16%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| T-Mobile US Inc                                                         | T-Mobile US Inc                                                                 | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |     22930 | NS      | $3210200.00   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Vantage Data Centers LLC                                                | Vantage Data Centers Issuer LLC                                                 | CUSIP: 92211MAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     76733 | PA      | $74906.44     | 0.02%             | 2043-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                    | OneMain Finance Corp                                                            | CUSIP: 85172FAN9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     58000 | PA      | $55280.38     | 0.02%             | 2026-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                | Capital One Financial Corp                                                      | CUSIP: 14040HCN3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    256000 | PA      | $219367.33    | 0.06%             | 2030-03-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                | CUSIP: 91282CCK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3400000 | PA      | $3324642.37   | 0.91%             | 2023-06-30      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                | CUSIP: 91282CBE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    131000 | PA      | $124912.99    | 0.03%             | 2024-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                                     | NuStar Logistics LP                                                             | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |    137000 | PA      | $126922.24    | 0.03%             | 2030-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| FirstService Corp                                                       | FirstService Corp                                                               | CUSIP: 33767E202<br>LEI: 5493000XUDIV75BCF118 | Long             | EC               | CORP              | CA        |     25000 | NS      | $3063750.00   | 0.83%             |  |  |  | No            |                  1 | On Loan: —       |
| BANK OF AMERICA CORP                                                    | Bank of America Corp                                                            | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    288000 | PA      | $220642.79    | 0.06%             | 2031-10-24      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                              | CUSIP: 3617UM5N2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    307986 | PA      | $264622.59    | 0.07%             | 2051-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Aptiv PLC                                                               | Aptiv PLC                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |     18300 | NS      | $1704279.00   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Narragansett Bay Commission                                             | NARRAGANSETT BAY RI COMMISSION WSTWTR SYS REVENUE                               | CUSIP: 631060CT5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $97445.00     | 0.03%             | 2032-09-01      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    222000 | PA      | $211597.54    | 0.06%             | 2025-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                | CUSIP: 912828Z78<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    152000 | PA      | $137257.19    | 0.04%             | 2027-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    986000 | PA      | $719669.23    | 0.20%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                          | S&P Global Inc                                                                  | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |      8500 | NS      | $2846990.00   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Vantage Data Centers LLC                                                | Vantage Data Centers Issuer LLC                                                 | CUSIP: 92212KAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    290000 | PA      | $275843.82    | 0.08%             | 2044-07-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Seagate HDD Cayman                                                      | Seagate HDD Cayman                                                              | CUSIP: 81180WAN1<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |    180000 | PA      | $152937.91    | 0.04%             | 2034-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                          | Eli Lilly & Co                                                                  | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     10300 | NS      | $3768152.00   | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Re Ltd                                                            | Eagle RE 2021-2 Ltd                                                             | CUSIP: 26982AAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    150000 | PA      | $144348.11    | 0.04%             | 2034-04-25      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| SES GLOBAL AMERICAS HLDG                                                | SES GLOBAL Americas Holdings Inc                                                | CUSIP: 78413KAB8<br>LEI: 5299000YGN3VJ3R60481 | Long             | DBT              | CORP              | US        |    185000 | PA      | $142344.49    | 0.04%             | 2044-03-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| City & County of San Francisco CA                                       | SAN FRANCISCO CITY & CNTY CA                                                    | CUSIP: 7976465P7<br>LEI: 549300RA28ZEFOB6M782 | Long             | DBT              | MUN               | US        |    285000 | PA      | $248143.80    | 0.07%             | 2039-06-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                        | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 20754KAF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12245 | PA      | $11317.22     | 0.00%             | 2041-11-25      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| Cascade MH Asset Trust                                                  | Cascade MH Asset Trust 2022-MH1                                                 | CUSIP: 14732KAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    417667 | PA      | $366831.85    | 0.10%             | 2054-08-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                          | Amazon.com Inc                                                                  | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     67480 | NS      | $5668320.00   | 1.54%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Trust                                                                | BX Commercial Mortgage Trust 2021-VOLT                                          | CUSIP: 05609VAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    203904 | PA      | $191921.60    | 0.05%             | 2036-09-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                     | Freddie Mac Stacr Remic Trust 2020-HQA2                                         | CUSIP: 35565LBD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     41000 | PA      | $40454.85     | 0.01%             | 2050-03-25      | Floating      | 8.49%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                                                        | Bellemeade RE 2021-3 Ltd                                                        | CUSIP: 078777AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    170000 | PA      | $161297.29    | 0.04%             | 2031-09-25      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                | CUSIP: 91282CCB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    107000 | PA      | $90017.93     | 0.02%             | 2031-05-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp                                | Westinghouse Air Brake Technologies Corp                                        | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |     26400 | NS      | $2634984.00   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Theorem Funding Trust                                                   | Theorem Funding Trust 2021-1                                                    | CUSIP: 88339VAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $93175.38     | 0.03%             | 2027-12-15      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                                 | Macy's Retail Holdings LLC                                                      | CUSIP: 55616XAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $18135.00     | 0.00%             | 2043-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                        | Connecticut Avenue Securities Trust 2019-R02                                    | CUSIP: 20753KAB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1842 | PA      | $1845.46      | 0.00%             | 2031-08-25      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                                                  | Clearway Energy Operating LLC                                                   | CUSIP: 18539UAE5<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    176000 | PA      | $141742.59    | 0.04%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                        | Connecticut Avenue Securities Trust 2019-R06                                    | CUSIP: 20754JAC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    330196 | PA      | $325487.90    | 0.09%             | 2039-09-25      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                                | Liberty Mutual Group Inc                                                        | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    289000 | PA      | $235812.45    | 0.06%             | 2051-12-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fair Isaac Corp                                                         | Fair Isaac Corp                                                                 | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |      3100 | NS      | $1855598.00   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                 | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    150000 | PA      | $133771.52    | 0.04%             | 2028-02-24      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                        | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FG6Q3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    191667 | PA      | $178662.36    | 0.05%             | 2028-04-25      | Variable      | 3.21%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                           | Citigroup Inc                                                                   | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    420000 | PA      | $360350.24    | 0.10%             | 2033-03-17      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| VMware Inc                                                              | VMware Inc                                                                      | CUSIP: 928563402<br>LEI: 549300BUDHS3LRWBE814 | Long             | EC               | CORP              | US        |     17300 | NS      | $2123748.00   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                  | US ULTRA BOND CBT MAR23                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -5 | NC      | $-3954.91     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4994000 | PA      | $3815435.53   | 1.04%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                 | Bristol-Myers Squibb Co                                                         | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     39900 | NS      | $2870805.00   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Financial Inc                                                      | Ally Financial Inc                                                              | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    390000 | PA      | $403676.36    | 0.11%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                              | CUSIP: 3617UUSS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    468812 | PA      | $402072.83    | 0.11%             | 2051-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FMC GMSR Issuer Trust                                                   | FMC GMSR Issuer Trust                                                           | CUSIP: 30259RAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    420000 | PA      | $338009.28    | 0.09%             | 2026-10-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                    | Bank of America Corp                                                            | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    830000 | PA      | $728197.17    | 0.20%             | 2027-07-22      | Fixed         | 1.73%                 | 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        |    436590 | PA      | $335584.77    | 0.09%             | 2047-04-25      | Fixed         | 5.22%                 | 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        |    220731 | PA      | $207897.83    | 0.06%             | 2049-10-25      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| Conn Funding II, L.P                                                    | Conn's Receivables Funding 2021-A LLC                                           | CUSIP: 20825GAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    520000 | PA      | $510883.15    | 0.14%             | 2026-05-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                 | Inter-American Development Bank                                                 | CUSIP: 4581X0DL9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    377000 | PA      | $348711.05    | 0.09%             | 2025-04-03      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Hawaii Hotel Trust 2019-MAUI                                            | Hawaii Hotel Trust 2019-MAUI                                                    | CUSIP: 41975AAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    989000 | PA      | $962055.88    | 0.26%             | 2038-05-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| PATTERN ENERGY OP LP/PAT                                                | Pattern Energy Operations LP / Pattern Energy Operations Inc                    | CUSIP: 70339PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    343000 | PA      | $308152.73    | 0.08%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Small Business Administration Participation Certs                       | United States Small Business Administration                                     | CUSIP: 83162CYQ0<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |    415627 | PA      | $383754.49    | 0.10%             | 2037-05-01      | Fixed         | 2.88%                 | 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        |    211058 | PA      | $146170.26    | 0.04%             | 2045-03-15      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                           | MASSACHUSETTS ST                                                                | CUSIP: 57582RJN7<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    435000 | PA      | $331548.30    | 0.09%             | 2046-06-01      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Sunnova Sol Issuer,LLC                                                  | Sunnova Sol Issuer LLC                                                          | CUSIP: 86745NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     96398 | PA      | $80330.26     | 0.02%             | 2055-02-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD PROPERTY PART                                                | Brookfield Property Partners LP                                                 | CUSIP: 000000000<br>LEI: 5493004J5Z0TZW83NU62 | Long             | EP               | CORP              | BM        |     13079 | NS      | $176958.87    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSERVATION FUND                                                       | Conservation Fund A Nonprofit Corp/The                                          | CUSIP: 20848FAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | PA      | $245258.43    | 0.07%             | 2029-12-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| CVS Pass-Through Trust                                                  | CVS Pass-Through Trust                                                          | CUSIP: 126650BP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285077 | PA      | $280901.71    | 0.08%             | 2028-12-10      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| KKR GROUP FIN CO X LLC                                                  | KKR Group Finance Co X LLC                                                      | CUSIP: 48255BAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    109000 | PA      | $69446.27     | 0.02%             | 2051-12-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UPSTART PASS-THROUGH TRUST                                              | Upstart Pass-Through Trust Series 2020-ST1                                      | CUSIP: 91679MAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     70528 | PA      | $69123.31     | 0.02%             | 2028-02-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                   | Toronto-Dominion Bank/The                                                       | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    887000 | PA      | $924697.50    | 0.25%             | 2082-10-31      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                | CUSIP: 912828T26<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    271000 | PA      | $264405.08    | 0.07%             | 2023-09-30      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-18

**Name of Applicant:** CALVERT VARIABLE SERIES INC

**Signature:** James Kirchner

**Name of Signer:** James Kirchner

**Title:** Treasurer