# EDGAR Filing Document

**Accession Number:** 0000356682
**File Stem:** 0001410368-25-028981
**Filing Date:** 2025-11
**Character Count:** 281828
**Document Hash:** 08b602af9c61762f5d004edd49b27cf4
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-028981.hdr.sgml**: 20251124

**ACCESSION NUMBER**: 0001410368-25-028981

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251124

**DATE AS OF CHANGE**: 20251124

**PERIOD START**: 20250930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Calvert Social Investment Fund
- **CENTRAL INDEX KEY:** 0000356682

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03334
- **FILM NUMBER:** 251509898

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

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

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

## Series and Classes Contracts Data

### Calvert Balanced Fund (Series ID: S000008717)

| Class ID   | Class Name                     | Ticker Symbol   |
|:---|:---|:---|
| C000023754 | Class A                        | CSIFX           |
| C000023756 | Class C                        | CSGCX           |
| C000023757 | Class I                        | CBAIX           |
| C000211115 | Calvert Balanced Fund Class R6 | CBARX           |

## 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 Social Investment Fund

- **b. Investment Company Act file number:** 811-03334

- **c. CIK number of Registrant:** 0000356682

- **d. LEI of Registrant:** 549300V0NY9G3Y5OI796

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

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

  - **City:** Washington

  - **State:** DC

  - **Foreign country:** US

  - **Zip / Postal Code:** 20036

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

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

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

- **b. EDGAR series identifier (if any):** S000008717

- **c. LEI of Series:** 549300NLUVH82C0C8603

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1560995691.23

**Total Liabilities:** $102228410.40

**Net Assets:** $1458767280.83

**Delayed Delivery Securities:** $83123464.53

**Cash Not Reported:** $2999961.86

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -554.40000000 | **1-Year:** -11688.14000000 | **5-Year:** -31067.72000000 | **10-Year:** -28964.43000000 | **30-Year:** -20688.58000000

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

- **3-Month:** -186.81000000 | **1-Year:** -4008.49000000 | **5-Year:** -9895.52000000 | **10-Year:** -5382.04000000 | **30-Year:** -814.93000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000211115 | 1.44%                | 1.15%                | 1.82%                |
| Class ID C000023757 | 1.42%                | 1.17%                | 1.80%                |
| Class ID C000023754 | 1.39%                | 1.13%                | 1.79%                |
| Class ID C000023756 | 1.32%                | 1.07%                | 1.72%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $8594705.66              | $10294652.82                               |
| Month 2  | $4871346.26              | $8336541.06                                |
| Month 3  | $4068956.87              | $19881409.25                               |

**Designated Index Information**

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

- **Index Identifier:** RSLEHVUSD

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| TK ELEVATOR MIDCO GMBH                                                              | TK Elevator Midco GmbH 2025 USD Term Loan B                                     | CUSIP: 000000000<br>LEI: 549300C2AFWPAYWS5574 | Long             | LON              | CORP              | US        |    592537 | PA      | $594679.42    | 0.04%             | 2030-04-30      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                                                             | Raymond James Financial Inc                                                     | CUSIP: 754730AK5<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |   1286000 | PA      | $1277340.89   | 0.09%             | 2055-09-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6136000 | PA      | $6208145.92   | 0.43%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3091000 | PA      | $2736017.97   | 0.19%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Radian Mortgage Capital Trust                                                       | Radian Mortgage Capital Trust 2025-J3                                           | CUSIP: 75024RAZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    790231 | PA      | $803741.81    | 0.06%             | 2055-12-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                                              | Mosaic Solar Loan Trust 2020-2                                                  | CUSIP: 61946PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    153018 | PA      | $128959.25    | 0.01%             | 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        |    240000 | PA      | $270396.31    | 0.02%             | 2049-07-25      | Floating      | 12.62%                | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                        | UBS Group AG                                                                    | CUSIP: 902613AE8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1244000 | PA      | $1097937.26   | 0.08%             | 2032-02-11      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| VB-S1 Issuer LLC                                                                    | VB-S1 Issuer LLC - VBTEL                                                        | CUSIP: 91823ABG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    102000 | PA      | $105863.78    | 0.01%             | 2054-05-15      | Fixed         | 8.87%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                        | CaixaBank SA                                                                    | CUSIP: 12803RAH7<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    340000 | PA      | $361494.37    | 0.02%             | 2035-06-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| SDR Commercial Mortgage Trust                                                       | SDR Commercial Mortgage Trust 2024-DSNY                                         | CUSIP: 811304AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1267000 | PA      | $1265338.71   | 0.09%             | 2039-05-15      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CDQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1957000 | PA      | $1899092.68   | 0.13%             | 2026-12-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| NextGear Floorplan Master Owner Trust                                               | NextGear Floorplan Master Owner Trust                                           | CUSIP: 65341KBZ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    758221 | PA      | $770044.73    | 0.05%             | 2029-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TYSN 2023-CRNR Mortgage Trust                                                       | TYSN 2023-CRNR Mortgage Trust                                                   | CUSIP: 87332PAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    782000 | PA      | $826344.25    | 0.06%             | 2033-12-10      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810RN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     33000 | PA      | $25084.51     | 0.00%             | 2045-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                                                                 | Oportun Issuance Trust 2025-C                                                   | CUSIP: 68378RAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    115000 | PA      | $115551.92    | 0.01%             | 2033-07-08      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810RY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     62000 | PA      | $44964.53     | 0.00%             | 2047-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DWNK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3394459 | PA      | $3425626.42   | 0.23%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitization Trust                                            | Castlelake Aircraft Structured Trust 2025-2                                     | CUSIP: 14855XAB0<br>LEI: 549300MHTIBONNXM3R82 | Long             | ABS-O            | CORP              | US        |    248339 | PA      | $250644.87    | 0.02%             | 2050-08-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| QORVO INC                                                                           | Qorvo Inc                                                                       | CUSIP: 74736KAJ0<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |    800000 | PA      | $735737.84    | 0.05%             | 2031-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                              | Asian Development Bank                                                          | CUSIP: 045167EJ8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   1160000 | PA      | $1142664.32   | 0.08%             | 2028-09-26      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co                                                             | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2060000 | PA      | $2128657.72   | 0.15%             | 2031-04-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140XAYV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    585344 | PA      | $523325.87    | 0.04%             | 2049-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MAREX GROUP PLC                                                                     | Marex Group PLC                                                                 | CUSIP: 566539AA0<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |   1754000 | PA      | $1809437.26   | 0.12%             | 2029-11-04      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| STIFEL FINANCIAL CORP                                                               | Stifel Financial Corp                                                           | CUSIP: 860630AG7<br>LEI: 549300E5F07FE5GHJX84 | Long             | DBT              | CORP              | US        |    672000 | PA      | $658913.30    | 0.05%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMETEK Inc                                                                          | AMETEK Inc                                                                      | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |     61100 | NS      | $11486800.00  | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD PROPERTY PART                                                            | Brookfield Property Partners LP                                                 | CUSIP: 000000000<br>LEI: 5493004J5Z0TZW83NU62 | Long             | EP               | CORP              | BM        |     28000 | NS      | $421960.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CHAMP ACQUISITION CORP                                                              | Champ Acquisition Corp                                                          | CUSIP: 15807XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     57000 | PA      | $60741.20     | 0.00%             | 2031-12-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                                  | Banco Santander SA                                                              | CUSIP: 05964HAN5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    800000 | PA      | $780777.37    | 0.05%             | 2027-09-14      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| KFW                                                                                 | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769JQ8<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   4213000 | PA      | $4098430.03   | 0.28%             | 2026-10-01      | Fixed         | 1.00%                 | 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        |    474930 | PA      | $464953.44    | 0.03%             | 2026-11-25      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| TEXAS CAPITAL BANCSHARES                                                            | Texas Capital Bancshares Inc                                                    | CUSIP: 88224QAA5<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |    596000 | PA      | $587509.15    | 0.04%             | 2031-05-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CCP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1756000 | PA      | $1711169.46   | 0.12%             | 2026-07-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| INFORMATICA LLC                                                                     | Informatica LLC 2024 Term Loan B                                                | CUSIP: 45673YAL0<br>LEI: 5493007SV33RZV7RPS40 | Long             | LON              | CORP              | US        |    740409 | PA      | $742722.98    | 0.05%             | 2028-10-27      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140J8NG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    498157 | PA      | $477953.78    | 0.03%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 20754WAC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1119805 | PA      | $1148160.93   | 0.08%             | 2040-01-25      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                            | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RJM7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    155000 | PA      | $159453.13    | 0.01%             | 2030-12-20      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                                                              | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX    | CUSIP: 07336UAA1<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $222071.20    | 0.02%             | 2038-06-29      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CEN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1650000 | PA      | $1627441.40   | 0.11%             | 2027-04-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                                 | Dominion Energy Inc                                                             | CUSIP: 25746UDZ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    644000 | PA      | $649319.53    | 0.04%             | 2056-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT AS                                                              | Nykredit Realkredit A/S                                                         | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |  23962000 | PA      | $3150471.39   | 0.22%             | 2053-04-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                       | JP Morgan Chase Commercial Mortgage Securities Trust 2014-DSTY                  | CUSIP: 46642MAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    550000 | PA      | $23094.23     | 0.00%             | 2027-06-10      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                                                              | Global Atlantic Fin Co                                                          | CUSIP: 37959GAD9<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |     57000 | PA      | $66102.19     | 0.00%             | 2033-06-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2106000 | PA      | $2119656.10   | 0.15%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ORL TRUST                                                                           | ORL Trust 2024-GLKS                                                             | CUSIP: 67120DAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    539000 | PA      | $541342.93    | 0.04%             | 2039-12-15      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                              | General Motors Financial Co Inc                                                 | CUSIP: 37045XEY8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1138791.13   | 0.08%             | 2031-06-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                              | UnitedHealth Group Inc                                                          | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     15780 | NS      | $5448834.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| San Diego County Water Authority                                                    | SAN DIEGO CNTY CA WTR AUTH                                                      | CUSIP: 797412DT7<br>LEI: 549300Y0QN5OFKA1G520 | Long             | DBT              | MUN               | US        |    320000 | PA      | $282392.64    | 0.02%             | 2031-05-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BD                                                            | Apollo Debt Solutions BDC                                                       | CUSIP: 03770DAG8<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305408.10    | 0.02%             | 2030-08-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    128000 | PA      | $122970.00    | 0.01%             | 2033-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                                                                 | Oportun Issuance Trust 2021-C                                                   | CUSIP: 68377WAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    237079 | PA      | $233021.03    | 0.02%             | 2031-10-08      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                | Bank of America Corp                                                            | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    574000 | PA      | $532085.15    | 0.04%             | 2031-04-29      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| McAfee, LLC                                                                         | McAfee LLC 2024 USD 1st Lien Term Loan B                                        | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |    495009 | PA      | $474280.84    | 0.03%             | 2029-03-01      | Floating      | 7.22%                 | 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        |    262524 | PA      | $247909.09    | 0.02%             | 2043-12-21      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| HEXCEL CORP                                                                         | Hexcel Corp                                                                     | CUSIP: 428291AP3<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |    475000 | PA      | $497019.58    | 0.03%             | 2035-02-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SOUTH32 TREASURY LTD                                                                | South32 Treasury Ltd                                                            | CUSIP: 84055BAA1<br>LEI: 213800HFGZMXST64GP53 | Long             | DBT              | CORP              | AU        |    132000 | PA      | $126824.26    | 0.01%             | 2032-04-14      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3142GST57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1719303 | PA      | $1736163.46   | 0.12%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                       | Amphenol Corp                                                                   | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |    100200 | NS      | $12399750.00  | 0.85%             |  |  |  | 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        |    960000 | PA      | $937218.62    | 0.06%             | 2051-12-26      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                              | PURCHASED USD / SOLD DKK                                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $26954.04     | 0.00%             |  |  |  | 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        |    680000 | PA      | $574943.74    | 0.04%             | 2032-11-05      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2040000 | PA      | $1434972.66   | 0.10%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| LEARN CAPITAL VENTURE PARTNERS                                                      | LEARN CAPITAL VENTURE PARTNERS                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1088825 | NS      | $1228086.51   | 0.08%             |  |  |  | Yes           |                  3 | On Loan: No      |
| TERRAFORM POWER OPERATIN                                                            | TerraForm Power Operating LLC                                                   | CUSIP: 88104LAE3<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |   1047000 | PA      | $1040223.82   | 0.07%             | 2028-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEM                                                            | Brookfield Asset Management Ltd                                                 | CUSIP: 113004AA3<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |   2484000 | PA      | $2603586.57   | 0.18%             | 2035-04-24      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                                                               | McGraw-Hill Education Inc                                                       | CUSIP: 57767XAB6<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127409.88    | 0.01%             | 2029-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140QSSX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2408894 | PA      | $2439292.87   | 0.17%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810FP8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    105000 | PA      | $113071.88    | 0.01%             | 2031-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                        | CUSIP: 38384MAU1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     67000 | PA      | $69676.98     | 0.00%             | 2054-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1002000 | PA      | $567030.24    | 0.04%             | 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        |   2281329 | PA      | $2238906.35   | 0.15%             | 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        |    896529 | PA      | $895811.75    | 0.06%             | 2035-05-14      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                                                | LHOME Mortgage Trust 2024-RTL1                                                  | CUSIP: 50205DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    220000 | PA      | $221767.63    | 0.02%             | 2029-01-25      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| ESC GCB144A ENVIVA PAR                                                              | ESC GCB144A ENVIVA PAR                                                          | CUSIP: 294ESCAA6<br>LEI: 549300WH5VXDEFM5KR81 | Long             | DBT              | CORP              | US        |    213000 | PA      | $0.00         | 0.00%             | 2026-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2842000 | PA      | $2868643.75   | 0.20%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                                                  | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $2198.20      | 0.00%             |  |  |  | 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        |     15587 | PA      | $15525.35     | 0.00%             | 2029-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                          | AbbVie Inc                                                                      | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     74300 | NS      | $17203422.00  | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                               | Foundry JV Holdco LLC                                                           | CUSIP: 350930AH6<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1303000 | PA      | $1385879.86   | 0.10%             | 2036-01-25      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Master Issuer LLC                                                    | Planet Fitness Master Issuer LLC                                                | CUSIP: 72703PAC7<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |    593775 | PA      | $570576.99    | 0.04%             | 2049-12-05      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER                                                               | Panther Escrow Issuer LLC                                                       | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    590000 | PA      | $614082.62    | 0.04%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                                 | Intesa Sanpaolo SpA                                                             | CUSIP: 46115HBV8<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   1278000 | PA      | $1508735.14   | 0.10%             | 2033-11-21      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                                                    | GWT 2024-WLF2                                                                   | CUSIP: 362414AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1328000 | PA      | $1332246.01   | 0.09%             | 2041-05-15      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                             | International Bank for Reconstruction & Development                             | CUSIP: 45905U6L3<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   2600000 | PA      | $2596014.56   | 0.18%             | 2025-11-20      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                                         | Bell Telephone Co of Canada or Bell Canada                                      | CUSIP: 0778FPAP4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    160000 | PA      | $166204.80    | 0.01%             | 2055-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                                          | BFLD Trust 2025-FPM                                                             | CUSIP: 05556HAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    171000 | PA      | $171598.05    | 0.01%             | 2030-10-10      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140QVDM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3673562 | PA      | $3709588.05   | 0.25%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Tradeweb Markets Inc                                                                | Tradeweb Markets Inc                                                            | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     79766 | NS      | $8852430.68   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Planet Fitness Master Issuer LLC                                                    | Planet Fitness Master Issuer LLC                                                | CUSIP: 72703PAF0<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |   1113750 | PA      | $1136688.80   | 0.08%             | 2054-06-05      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA BUYER/ATLANTI                                                            | California Buyer Ltd / Atlantica Sustainable Infrastructure PLC                 | CUSIP: 13005HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    175000 | PA      | $179488.93    | 0.01%             | 2032-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fontainebleau Miami Beach Trust                                                     | Fontainebleau Miami Beach Mortgage Trust 2024-FBLU                              | CUSIP: 34461WAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    115000 | PA      | $115703.57    | 0.01%             | 2039-12-15      | Floating      | 8.40%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                                                              | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX    | CUSIP: 05533UAF5<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |   1189000 | PA      | $1168460.03   | 0.08%             | 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        |   1870000 | PA      | $1772261.08   | 0.12%             | 2045-09-15      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                        | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |     19800 | NS      | $9603396.00   | 0.66%             |  |  |  | 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        |    569896 | PA      | $509256.84    | 0.03%             | 2040-09-20      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                                                              | Blue Owl Credit Income Corp                                                     | CUSIP: 09581CAB7<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67787.68     | 0.00%             | 2029-09-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                              | PNC Financial Services Group Inc/The                                            | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    345000 | PA      | $360104.43    | 0.02%             | 2036-01-29      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                              | CUSIP: 3137HABQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    120136 | PA      | $123873.85    | 0.01%             | 2053-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INTOWN Mortgage Trust                                                               | INTOWN 2025-STAY Mortgage Trust                                                 | CUSIP: 46117WAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1710000 | PA      | $1712403.58   | 0.12%             | 2042-03-15      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1517000 | PA      | $1377270.07   | 0.09%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                                                    | GWT 2024-WLF2                                                                   | CUSIP: 362414AG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    213000 | PA      | $214525.14    | 0.01%             | 2041-05-15      | Floating      | 7.09%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 20754FAL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    125568 | PA      | $133746.62    | 0.01%             | 2031-07-25      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                                                              | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX    | CUSIP: 07336UAB9<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |   1299000 | PA      | $1417203.80   | 0.10%             | 2039-01-08      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1316000 | PA      | $787261.02    | 0.05%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                      | EPR Properties                                                                  | CUSIP: 26884UAF6<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    328000 | PA      | $315867.52    | 0.02%             | 2029-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                               | DB Master Finance LLC                                                           | CUSIP: 233046AF8<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |    157250 | PA      | $155629.19    | 0.01%             | 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        |    265566 | PA      | $260265.83    | 0.02%             | 2031-05-08      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| Neighborly Issuer LLC                                                               | Neighborly Issuer LLC                                                           | CUSIP: 64016NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1627750 | PA      | $1544265.47   | 0.11%             | 2051-04-30      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    264000 | PA      | $273007.97    | 0.02%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LLC                                                     | Stack Infrastructure Issuer LLC                                                 | CUSIP: 85236KAE2<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-O            | CORP              | US        |     85000 | PA      | $83818.26     | 0.01%             | 2046-03-26      | Fixed         | 1.88%                 | No            |                  2 | 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        |    339998 | PA      | $208587.76    | 0.01%             | 2047-06-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NMI HOLDINGS                                                                        | NMI Holdings Inc                                                                | CUSIP: 629209AC1<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56913.45     | 0.00%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| State Street Global Advisors                                                        | State Street Navigator Securities Lending Government Money Market Portfolio     | CUSIP: 857509301<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        |  16913492 | NS      | $16913492.50  | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    450000 | PA      | $347115.24    | 0.02%             | 2048-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| California Health Facilities Financing Authority                                    | CALIFORNIA ST HLTH FACS FING AUTH REVENUE                                       | CUSIP: 13032UVD7<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |    935000 | PA      | $925784.55    | 0.06%             | 2026-06-01      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    577000 | PA      | $499127.54    | 0.03%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Burlington Stores Inc                                                               | Burlington Stores Inc                                                           | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |     43200 | NS      | $10994400.00  | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                                              | PURCHASED USD / SOLD DKK                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $1822.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                                  | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $6216.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    121000 | PA      | $122422.70    | 0.01%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Service Experts Issuer                                                              | Service Experts Issuer 2025-1 LLC                                               | CUSIP: 81758JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    794174 | PA      | $798666.07    | 0.05%             | 2037-01-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418FGY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4301508 | PA      | $4341003.76   | 0.30%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                            | Occidental Petroleum Corp                                                       | CUSIP: 674599EK7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    240000 | PA      | $244265.28    | 0.02%             | 2032-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer LLC                                                                 | DataBank Issuer                                                                 | CUSIP: 23802WAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    768000 | PA      | $746212.22    | 0.05%             | 2051-10-25      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                              | US 2YR NOTE (CBT) DEC25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        23 | NC      | $2663.81      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| API GROUP DE INC                                                                    | APi Group DE Inc 2025 Term Loan                                                 | CUSIP: 00186XAN3<br>LEI: 549300XP4G7B4QYA0G83 | Long             | LON              | CORP              | US        |    477851 | PA      | $478048.85    | 0.03%             | 2029-01-03      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                                                            | Delta Air Lines Inc / SkyMiles IP Ltd                                           | CUSIP: 830867AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     68750 | PA      | $68667.18     | 0.00%             | 2025-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                   | PURCHASED USD / SOLD CAD                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $1616.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust 2025-GW                                                                | CUSIP: 12433GAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $251653.75    | 0.02%             | 2042-07-15      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                                                         | Extended Stay America Trust 2021-ESH                                            | CUSIP: 30227FAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1592105 | PA      | $1593963.42   | 0.11%             | 2038-07-15      | Floating      | 5.96%                 | 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        |    520000 | PA      | $470277.34    | 0.03%             | 2033-06-01      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Spotify Technology SA                                                               | Spotify Technology SA                                                           | CUSIP: 000000000<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               | CORP              | LU        |      8900 | NS      | $6212200.00   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| STREAM INNOVATIONS ISSUER TRUST                                                     | Stream Innovations 2024-1 Issuer Trust                                          | CUSIP: 86324CAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    174391 | PA      | $187258.25    | 0.01%             | 2044-07-15      | Fixed         | 7.89%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140XARZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    452494 | PA      | $373477.01    | 0.03%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MASTERBRAND INC                                                                     | Masterbrand Inc                                                                 | CUSIP: 57638PAA2<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | DBT              | CORP              | US        |    134000 | PA      | $138657.97    | 0.01%             | 2032-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BLUEHUB LOAN FUND                                                                   | BlueHub Loan Fund Inc                                                           | CUSIP: 095623AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1479366.69   | 0.10%             | 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        |    173845 | PA      | $119105.80    | 0.01%             | 2052-06-20      | Fixed         | 1.77%                 | No            |                  2 | On Loan: No      |
| Navigator Aviation Ltd                                                              | Navigator 2024-1 Aviation Ltd                                                   | CUSIP: 63943DAA7<br>LEI: 984500UF8C3O89B30652 | Long             | ABS-O            | CORP              | KY        |   1608125 | PA      | $1612596.15   | 0.11%             | 2049-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DWMX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5198242 | PA      | $5159323.23   | 0.35%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                      | Fannie Mae-Aces                                                                 | CUSIP: 3136B75M9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2322000 | PA      | $2172619.01   | 0.15%             | 2029-10-25      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| TX Trust 24-HOU                                                                     | TX Trust 2024-HOU                                                               | CUSIP: 90216DAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    215000 | PA      | $216458.00    | 0.01%             | 2039-06-15      | Floating      | 8.54%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                        | CSMC 2021-BPNY                                                                  | CUSIP: 12659XAA4<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   1812075 | PA      | $1722266.65   | 0.12%             | 2026-08-15      | Floating      | 7.98%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    116000 | PA      | $66285.39     | 0.00%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Zekelman Industries Inc                                                             | Zekelman Industries Inc 2024 Term Loan B                                        | CUSIP: 98931YAD5<br>LEI: 549300S5LMRAKDWWI425 | Long             | LON              | CORP              | US        |    494987 | PA      | $496224.95    | 0.03%             | 2031-01-24      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                               | CUSIP: 3136BSFC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     86868 | PA      | $87202.07     | 0.01%             | 2054-01-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                    | LPL Holdings Inc                                                                | CUSIP: 50212YAQ7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    835000 | PA      | $856949.15    | 0.06%             | 2035-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                       | Marriott International Inc/MD                                                   | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |     38800 | NS      | $10105072.00  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| SOLTICE CAPITAL SEALED ENVELOP                                                      | SOLTICE CAPITAL SEALED ENVELOP                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    500000 | NS      | $22345.00     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Vantage Data Centers LLC                                                            | Vantage Data Centers Issuer LLC                                                 | CUSIP: 92212KAD8<br>LEI: 5493000RL8X7WTQ7HO20 | Long             | ABS-O            | CORP              | US        |    621000 | PA      | $604865.43    | 0.04%             | 2046-10-15      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| Tesla Lease Electric Vehicle Securitization LLC                                     | Tesla Lease Electric Vehicle Securitization 2025-A LLC                          | CUSIP: 88162VAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1530000 | PA      | $1532780.01   | 0.11%             | 2028-11-20      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Retained Vantage Data Centers Issuer, LLC                                           | Retained Vantage Data Centers Issuer LLC                                        | CUSIP: 76134KAN4<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-O            | CORP              | US        |    120000 | PA      | $120830.83    | 0.01%             | 2050-08-15      | Fixed         | 5.73%                 | 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        |    455000 | PA      | $432689.80    | 0.03%             | 2029-06-01      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 20753WAE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    217398 | PA      | $222430.44    | 0.02%             | 2039-10-25      | Floating      | 7.87%                 | No            |                  2 | On Loan: No      |
| TX Trust 24-HOU                                                                     | TX Trust 2024-HOU                                                               | CUSIP: 90216DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1280000 | PA      | $1279586.82   | 0.09%             | 2039-06-15      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                                                             | American National Group Inc                                                     | CUSIP: 02772AAA7<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    442000 | PA      | $464011.58    | 0.03%             | 2032-06-13      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 20754HAD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    147731 | PA      | $151438.17    | 0.01%             | 2039-07-25      | Floating      | 8.57%                 | 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              | CORP              | US        |     95000 | PA      | $94092.88     | 0.01%             | 2026-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SYNOVUS BANK GA                                                                     | Synovus Bank/Columbus GA                                                        | CUSIP: 87164DSE1<br>LEI: DX0JX77PRMOELF7VG772 | Long             | DBT              | CORP              | US        |    282000 | PA      | $281114.87    | 0.02%             | 2030-10-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DURST Commercial Mortgage Trust                                                     | Durst Commercial Mortgage Trust 2025-151                                        | CUSIP: 266895AG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    811000 | PA      | $835160.99    | 0.06%             | 2042-08-10      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS                                                            | Focus Financial Partners LLC                                                    | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |    166000 | PA      | $170125.60    | 0.01%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                       | JP Morgan Chase Commercial Mortgage Securities Trust 2014-DSTY                  | CUSIP: 46642MAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    225000 | PA      | $3541.39      | 0.00%             | 2027-06-10      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Commercial Mortgage Trust 2021-VOLT                                          | CUSIP: 05609VAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1105336 | PA      | $1102450.97   | 0.08%             | 2036-09-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| MCAFEE CORP                                                                         | McAfee Corp                                                                     | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |    125000 | PA      | $116094.55    | 0.01%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| CI FINANCIAL CORP                                                                   | CI Financial Corp                                                               | CUSIP: 125491AT7<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |   2114000 | PA      | $2253866.11   | 0.15%             | 2029-05-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AS MILEAGE PLAN IP LTD                                                              | AS Mileage Plan IP Ltd                                                          | CUSIP: 00218QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    350000 | PA      | $348578.56    | 0.02%             | 2031-10-20      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CCR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1163000 | PA      | $1081431.00   | 0.07%             | 2028-07-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                         | Oracle Corp                                                                     | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    522000 | PA      | $367730.24    | 0.03%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                              | US LONG BOND(CBT) DEC25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -5 | NC      | $-11412.85    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BX Trust                                                                            | BX Commercial Mortgage Trust 2021-VOLT                                          | CUSIP: 05609VAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1752481 | PA      | $1747606.87   | 0.12%             | 2036-09-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                        | Alphabet Inc                                                                    | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     21700 | NS      | $5275270.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Engine Securitization Trust                                                  | Willis Engine Structured Trust V                                                | CUSIP: 97064FAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     74116 | PA      | $72829.27     | 0.00%             | 2045-03-15      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CMP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14609000 | PA      | $14698308.91  | 1.01%             | 2027-02-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Blue Owl Capital Inc                                                                | Blue Owl Capital Inc                                                            | CUSIP: 09581B103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    508200 | NS      | $8603826.00   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL HOLDINGS INC                                                                    | LPL Holdings Inc                                                                | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    552000 | PA      | $540348.59    | 0.04%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                            | Visa Inc                                                                        | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     68900 | NS      | $23521082.00  | 1.61%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mortgage Trust                                                             | NYMT Loan Trust Series 2024-BPL1                                                | CUSIP: 62956MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    145000 | PA      | $145823.82    | 0.01%             | 2029-02-25      | Variable      | 7.15%                 | 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        |   1234916 | PA      | $1040000.86   | 0.07%             | 2055-11-01      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    815000 | PA      | $594758.98    | 0.04%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Vivint Solar Financing LLC                                                          | Vivint Solar Financing VII LLC                                                  | CUSIP: 92855HAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    799041 | PA      | $738940.69    | 0.05%             | 2051-07-31      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| CCC Intelligent Solutions Inc                                                       | CCC Intelligent Solutions Inc Term Loan                                         | CUSIP: 12511BAC6<br>LEI: 5493006JEEL9RIWY5T17 | Long             | LON              | CORP              | US        |    493705 | PA      | $493784.12    | 0.03%             | 2032-01-23      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| JW Commercial Mortgage Trust 2024-MRCO                                              | JW Commercial Mortgage Trust 2024-MRCO                                          | CUSIP: 46657XAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    886000 | PA      | $889057.76    | 0.06%             | 2039-06-15      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                       | UniCredit SpA                                                                   | CUSIP: 904678AF6<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $203165.59    | 0.01%             | 2032-06-19      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                         | BNP Paribas SA                                                                  | CUSIP: 09659T2D2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    339000 | PA      | $351479.35    | 0.02%             | 2035-11-19      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                                                                   | Lam Research Corp                                                               | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |    142750 | NS      | $19114225.00  | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Co                                                                     | Baker Hughes Co                                                                 | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    421900 | NS      | $20554968.00  | 1.41%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CCH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    344000 | PA      | $322822.50    | 0.02%             | 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        |    463920 | PA      | $394528.32    | 0.03%             | 2048-10-20      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                           | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0526A5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  28645000 | PA      | $28887810.77  | 1.98%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                    | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137HAD86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1267000 | PA      | $1252570.45   | 0.09%             | 2033-05-25      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                                                             | American National Group Inc                                                     | CUSIP: 025676AQ0<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    859000 | PA      | $877596.50    | 0.06%             | 2035-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HLTN Commercial Mortgage Trust 2024-DPLO                                            | HLTN COMMERCIAL MORTGAGE TRUST                                                  | CUSIP: 40424UAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    328902 | PA      | $330385.61    | 0.02%             | 2041-06-15      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                                            | Citizens Financial Group Inc                                                    | CUSIP: 174610BJ3<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    185000 | PA      | $189655.99    | 0.01%             | 2031-03-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810FE3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    425000 | PA      | $447063.48    | 0.03%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                      | Fannie Mae-Aces                                                                 | CUSIP: 3136AY2C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    897619 | PA      | $879747.86    | 0.06%             | 2027-09-25      | Variable      | 3.03%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DWN82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4309435 | PA      | $4349003.39   | 0.30%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COMPASS MINERALS INTERNA                                                            | Compass Minerals International Inc                                              | CUSIP: 20451NAJ0<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |    140000 | PA      | $146443.78    | 0.01%             | 2030-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| INT DEVELOPMENT FIN CORP                                                            | United States International Development Finance Corp                            | CUSIP: 6903534C8<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGA              | US        |    474000 | PA      | $463089.61    | 0.03%             | 2032-09-20      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| FS Commerical Mortgage Trust 2023-4SZN                                              | FS Commercial Mortgage Trust 2023-4SZN                                          | CUSIP: 30334RAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    853000 | PA      | $872842.15    | 0.06%             | 2039-11-10      | Fixed         | 7.07%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                        | Centene Corp                                                                    | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    575000 | PA      | $557882.95    | 0.04%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                      | EPR Properties                                                                  | CUSIP: 26884UAG4<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    580000 | PA      | $535662.04    | 0.04%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140NNS97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    128912 | PA      | $136257.30    | 0.01%             | 2053-06-01      | Fixed         | 7.00%                 | 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        |    547000 | PA      | $490035.65    | 0.03%             | 2037-08-01      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Servpro Master Issuer, LLC                                                          | SERVPRO Master Issuer LLC                                                       | CUSIP: 817743AJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    482650 | PA      | $499485.03    | 0.03%             | 2054-01-25      | Fixed         | 6.17%                 | 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        |   1022894 | PA      | $1023689.10   | 0.07%             | 2038-07-15      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEM                                                            | Brookfield Asset Management Ltd                                                 | CUSIP: 112586AB8<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |    922000 | PA      | $957373.34    | 0.07%             | 2055-09-15      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| JYSKE REALKREDIT A/S                                                                | Jyske Realkredit A/S                                                            | CUSIP: 000000000<br>LEI: 529900R9HQNZRT2OXB26 | Long             | DBT              | CORP              | DK        |   5512000 | PA      | $837604.15    | 0.06%             | 2056-10-01      | Fixed         | 3.50%                 | 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        |    295000 | PA      | $267560.06    | 0.02%             | 2035-08-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                              | US 10YR ULTRA FUT DEC25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       215 | NC      | $18476.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US ACUTE CARE SOLUTIONS                                                             | US Acute Care Solutions LLC                                                     | CUSIP: 90367UAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $66640.10     | 0.00%             | 2029-05-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                      | Microsoft Corp                                                                  | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    151451 | NS      | $78444045.45  | 5.38%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                                                | Bank of America Corp                                                            | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    314000 | PA      | $328426.11    | 0.02%             | 2029-09-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                                                  | Subway Funding LLC                                                              | CUSIP: 864300AG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    639310 | PA      | $640520.93    | 0.04%             | 2054-07-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                              | CUSIP: 3137HKU51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1371475 | PA      | $1372296.60   | 0.09%             | 2055-03-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                                                       | Lendbuzz Securitization Trust 2025-2                                            | CUSIP: 52611JAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    155000 | PA      | $152714.63    | 0.01%             | 2031-04-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                                                | LHOME Mortgage Trust 2023-RTL2                                                  | CUSIP: 50205BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     57472 | PA      | $57697.24     | 0.00%             | 2028-06-25      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                       | Intercontinental Exchange Inc                                                   | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |     92700 | NS      | $15618096.00  | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CKS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    821000 | PA      | $826518.52    | 0.06%             | 2026-05-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                                                              | Blue Owl Credit Income Corp                                                     | CUSIP: 69120VAZ4<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    160000 | PA      | $168235.89    | 0.01%             | 2031-03-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                                                         | FIGRE Trust 2025-HE5                                                            | CUSIP: 31684MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    437795 | PA      | $443901.53    | 0.03%             | 2055-08-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1000 | PA      | $991.97       | 0.00%             | 2033-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Navigator Aviation Ltd                                                              | Navigator 2025-1 Aviation Ltd                                                   | CUSIP: 63943GAA0<br>LEI: 984500UF8C3O89B30652 | Long             | ABS-O            | CORP              | KY        |    300000 | PA      | $301710.00    | 0.02%             | 2050-10-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                            | European Investment Bank                                                        | CUSIP: 298785JN7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   2540000 | PA      | $2259331.73   | 0.15%             | 2031-05-13      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| SYNOVUS BANK GA                                                                     | Synovus Bank/Columbus GA                                                        | CUSIP: 87164DVJ6<br>LEI: DX0JX77PRMOELF7VG772 | Long             | DBT              | CORP              | US        |    705000 | PA      | $719901.99    | 0.05%             | 2028-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CAJUN GLOBAL LLC                                                                    | Cajun Global LLC                                                                | CUSIP: 12803VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     67375 | PA      | $66509.76     | 0.00%             | 2051-11-20      | Fixed         | 3.93%                 | 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        |    169843 | PA      | $109769.20    | 0.01%             | 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        |    530000 | PA      | $484134.31    | 0.03%             | 2034-08-01      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3022200 | PA      | $2499217.72   | 0.17%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                                | Westpac Banking Corp                                                            | CUSIP: 961214EX7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    730000 | PA      | $651397.99    | 0.04%             | 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        |     73370 | PA      | $64666.19     | 0.00%             | 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        |     29000 | NS      | $9543030.00   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| UNICREDIT SPA                                                                       | UniCredit SpA                                                                   | CUSIP: 904678AS8<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |   1214000 | PA      | $1224453.98   | 0.08%             | 2035-06-30      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    742000 | PA      | $639844.57    | 0.04%             | 2030-08-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Horizon Aircraft Finance                                                            | Horizon Aircraft Finance I Ltd                                                  | CUSIP: 440405AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    137351 | PA      | $135658.83    | 0.01%             | 2038-12-15      | Fixed         | 4.46%                 | 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        |   1640000 | PA      | $1601365.54   | 0.11%             | 2051-12-26      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| VANTAGE DATA CENTERS GERMANY BORROWER LUX S.A R.L.                                  | Vantage Data Centers Germany Borrower Lux Sarl                                  | CUSIP: 000000000<br>LEI: 2549008VW14T3IH21H24 | Long             | ABS-O            | CORP              | LU        |   1542000 | PA      | $1547224.58   | 0.11%             | 2050-06-28      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140QUZF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3523582 | PA      | $3559238.08   | 0.24%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STORAGE TECH                                                           | SEAGATE DATA STORAGE TECH                                                       | CUSIP: 81180LAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    836350 | PA      | $948048.73    | 0.06%             | 2032-12-01      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                  | Ally Financial Inc                                                              | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    280000 | PA      | $273137.93    | 0.02%             | 2026-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Wind Harvest Co                                                                     | WIND HARVEST CO                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8696 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| DORIS DUKE CHARITABLE                                                               | Doris Duke Charitable Foundation/The                                            | CUSIP: 258261AA4<br>LEI: HFI2KJN5A6RHAGMWK984 | Long             | DBT              | CORP              | US        |   1705000 | PA      | $990096.25    | 0.07%             | 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        |    360000 | PA      | $323630.39    | 0.02%             | 2030-05-01      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    816000 | PA      | $753429.37    | 0.05%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                                                         | NVIDIA Corp                                                                     | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |    438400 | NS      | $81796672.00  | 5.61%             |  |  |  | No            |                  1 | On Loan: No      |
| CHNGE Mortgage Trust                                                                | CHNGE Mortgage Trust 2023-2                                                     | CUSIP: 169926AC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300845 | PA      | $303784.46    | 0.02%             | 2058-06-25      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                            | Ford Motor Credit Co LLC                                                        | CUSIP: 345397G49<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    516000 | PA      | $525146.37    | 0.04%             | 2029-11-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132ACM80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    173693 | PA      | $161753.37    | 0.01%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                      | Fannie Mae-Aces                                                                 | CUSIP: 3136B1XJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1638292 | PA      | $1605929.65   | 0.11%             | 2028-03-25      | Variable      | 3.16%                 | No            |                  2 | On Loan: No      |
| Pnmac Gmsr Issuer Trust                                                             | PNMAC GMSR ISSUER TRUST 2024-GT1                                                | CUSIP: 69354WAJ5<br>LEI: 5493007JEN3QN6CZC711 | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $202035.52    | 0.01%             | 2029-03-25      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                              | CUSIP: 3618AUD54<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    517282 | PA      | $534768.09    | 0.04%             | 2053-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810RM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1544000 | PA      | $1202028.12   | 0.08%             | 2045-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NESCO HOLDINGS II INC                                                               | NESCO Holdings II Inc                                                           | CUSIP: 64083YAA9<br>LEI: 254900FAHT0HW9T6L409 | Long             | DBT              | CORP              | US        |    180000 | PA      | $176412.60    | 0.01%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3142GST40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    379187 | PA      | $376466.32    | 0.03%             | 2054-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding, LLC                                                          | Driven Brands Funding LLC                                                       | CUSIP: 26209XAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    906224 | PA      | $855544.45    | 0.06%             | 2051-10-20      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| NORDEA KREDIT REALKREDIT                                                            | Nordea Kredit Realkreditaktieselskab                                            | CUSIP: 000000000<br>LEI: 52990080NNXXLC14OC65 | Long             | DBT              | CORP              | DK        |   2146000 | PA      | $329385.80    | 0.02%             | 2053-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                        | Alphabet Inc                                                                    | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    229240 | NS      | $55831402.00  | 3.83%             |  |  |  | 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        |    270000 | PA      | $236991.45    | 0.02%             | 2114-10-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     44000 | PA      | $37505.70     | 0.00%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LES SCHWAB TIRE CENTERS                                                             | Les Schwab Tire Centers 2025 Term Loan B                                        | CUSIP: 50220KAD6<br>LEI: 549300GJM1TKHPYFPF83 | Long             | LON              | CORP              | US        |    495012 | PA      | $494549.66    | 0.03%             | 2031-04-23      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DWNJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9355612 | PA      | $9441512.98   | 0.65%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                                            | Citizens Financial Group Inc                                                    | CUSIP: 174610808<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EP               | CORP              | US        |       122 | NS      | $3080.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CEM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2260000 | PA      | $2200675.00   | 0.15%             | 2029-04-30      | Fixed         | 2.88%                 | 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        |    345000 | PA      | $309476.39    | 0.02%             | 2031-09-01      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CHY0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    117000 | PA      | $117988.10    | 0.01%             | 2026-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                            | Celanese US Holdings LLC                                                        | CUSIP: 15089QAY0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    924000 | PA      | $961193.48    | 0.07%             | 2033-11-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| (Sunnova) Aurora I Issuer, LLC                                                      | Sunnova Helios XII Issuer LLC                                                   | CUSIP: 86745YAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1108292 | PA      | $1029924.48   | 0.07%             | 2050-08-22      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FIN US INC                                                               | Stellantis Finance US Inc                                                       | CUSIP: 85855CAL4<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1333370.36   | 0.09%             | 2035-03-18      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $86574.22     | 0.01%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                                                              | Global Atlantic Fin Co                                                          | CUSIP: 37959GAB3<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |   2759000 | PA      | $2492722.37   | 0.17%             | 2031-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                         | Walmart Inc                                                                     | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |    166400 | NS      | $17149184.00  | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Fanniemae-Aces                                                                      | Fannie Mae-Aces                                                                 | CUSIP: 3136B3DE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2558696 | PA      | $2518872.07   | 0.17%             | 2030-09-25      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CBL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     24000 | PA      | $20977.03     | 0.00%             | 2031-02-15      | Fixed         | 1.12%                 | 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        |    830000 | PA      | $800054.35    | 0.05%             | 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        |    850000 | PA      | $683031.27    | 0.05%             | 2031-08-10      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                    | Coca-Cola Co/The                                                                | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |    267540 | NS      | $17743252.80  | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                              | US ULTRA BOND CBT DEC25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -206 | NC      | $-470550.64   | -0.03%            |  |  |  | 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        |    665000 | PA      | $649933.03    | 0.04%             | 2027-06-01      | Fixed         | 2.48%                 | 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        |    270000 | PA      | $32139.40     | 0.00%             | 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        |    572320 | PA      | $510071.87    | 0.03%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                                             | Pfizer Investment Enterprises Pte Ltd                                           | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   2046000 | PA      | $1978630.97   | 0.14%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NRZ Excess Spread Collateralized Notes                                              | NRZ Excess Spread-Collateralized Notes                                          | CUSIP: 62955MAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    191358 | PA      | $188376.65    | 0.01%             | 2026-07-25      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| REWORLD HOLDING CORP                                                                | Reworld Holding Corp                                                            | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |    180000 | PA      | $169447.99    | 0.01%             | 2029-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bourzou Issuer LLC, Jamshid Issuer LLC, Cristobal Issuer LLC & COPT DC-6 Issuer LLC | Cloud Capital Holdco LP                                                         | CUSIP: 102104AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    235000 | PA      | $240120.93    | 0.02%             | 2049-11-22      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3138LEDP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    598205 | PA      | $591955.90    | 0.04%             | 2026-07-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CFJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2110000 | PA      | $2067181.83   | 0.14%             | 2029-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                              | Brookfield Finance Inc                                                          | CUSIP: 11271LAN2<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |   1152000 | PA      | $1143945.21   | 0.08%             | 2055-01-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| TransUnion                                                                          | TransUnion                                                                      | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |    147100 | NS      | $12324038.00  | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                                                                | Bank of America Corp                                                            | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2322000 | PA      | $2311578.98   | 0.16%             | 2028-01-20      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CAL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    305000 | PA      | $286157.91    | 0.02%             | 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        |    445000 | PA      | $479513.31    | 0.03%             | 2027-11-17      | Fixed         | 9.25%                 | 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        |    335000 | PA      | $289440.37    | 0.02%             | 2033-09-01      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                                | Bank of America Corp                                                            | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2865000 | PA      | $2821780.99   | 0.19%             | 2028-12-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Avolon TLB Borrower 1 (US) LLC                                                      | Avolon TLB Borrower 1 (US) LLC 2023 Term Loan B6                                | CUSIP: 05400KAJ9<br>LEI: 635400O84AGITYFZQB55 | Long             | LON              | CORP              | US        |    495003 | PA      | $495691.19    | 0.03%             | 2030-06-24      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                                          | Biogen Inc                                                                      | CUSIP: 09062XAM5<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |   1293000 | PA      | $1387365.77   | 0.10%             | 2055-05-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| GATES GLOBAL LLC                                                                    | Gates Global LLC 2024 Term Loan B5                                              | CUSIP: 36740UAY8<br>LEI: 984500F43C791F4C7894 | Long             | LON              | CORP              | US        |    742500 | PA      | $742444.31    | 0.05%             | 2031-06-04      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Home Re Ltd                                                                         | Home RE 2021-1 Ltd                                                              | CUSIP: 437307AD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |     57170 | PA      | $57509.38     | 0.00%             | 2033-07-25      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                              | US LONG BOND(CBT) DEC25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       208 | NC      | $421996.27    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3142J6BT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4870537 | PA      | $4915637.90   | 0.34%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENACT HOLDINGS INC                                                                  | Enact Holdings Inc                                                              | CUSIP: 29249EAA7<br>LEI: 9845003CA5664B741N19 | Long             | DBT              | CORP              | US        |   1555000 | PA      | $1626885.88   | 0.11%             | 2029-05-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    613000 | PA      | $506455.33    | 0.03%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                                                | Kyndryl Holdings Inc                                                            | CUSIP: 50155QAN0<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |   1247000 | PA      | $1333231.73   | 0.09%             | 2034-02-20      | Fixed         | 6.35%                 | No            |                  2 | On Loan: —       |
| Shift4 Payments Inc                                                                 | Shift4 Payments Inc                                                             | CUSIP: 82452J109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    169700 | NS      | $13134780.00  | 0.90%             |  |  |  | No            |                  1 | On Loan: —       |
| CoStar Group Inc                                                                    | CoStar Group Inc                                                                | CUSIP: 22160N109<br>LEI: 984500Q1D53D08E2E698 | Long             | EC               | CORP              | US        |    157680 | NS      | $13303461.60  | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Theorem Funding Trust                                                               | Theorem Funding Trust 2022-2                                                    | CUSIP: 88339FAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    171832 | PA      | $172642.20    | 0.01%             | 2028-12-15      | Fixed         | 9.27%                 | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                                                                     | TJX Cos Inc/The                                                                 | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     85900 | NS      | $12415986.00  | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Extended Stay America Trust                                                         | Extended Stay America Trust 2021-ESH                                            | CUSIP: 30227FAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    417422 | PA      | $418044.50    | 0.03%             | 2038-07-15      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                           | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0406A0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    570000 | PA      | $537291.80    | 0.04%             | 2055-10-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2021-DNA2                                         | CUSIP: 35564KDX4<br>LEI: 5493007ZK0X40BI7UF30 | Long             | ABS-MBS          | USGSE             | US        |    150000 | PA      | $167533.38    | 0.01%             | 2033-08-25      | Floating      | 7.76%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                                                            | Banco Mercantil del Norte SA/Grand Cayman                                       | CUSIP: 05971PAD0<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $210840.00    | 0.01%             | 2031-05-20      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                                                              | HAT Holdings I LLC / HAT Holdings II LLC                                        | CUSIP: 418751AD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    116000 | PA      | $107050.80    | 0.01%             | 2030-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| FA PRIVATE EQUITY FUND JV, LP                                                       | FA PRIVATE EQUITY FUND JV, LP                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    940000 | NS      | $19148.74     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Netflix Inc                                                                         | Netflix Inc                                                                     | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |     15800 | NS      | $18942936.00  | 1.30%             |  |  |  | No            |                  1 | On Loan: No      |
| REALKREDIT DANMARK                                                                  | Realkredit Danmark A/S                                                          | CUSIP: 000000000<br>LEI: 549300NLOMBOWE943Y30 | Long             | DBT              | CORP              | DK        |   2891000 | PA      | $52382.43     | 0.00%             | 2056-10-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1681000 | PA      | $1644556.44   | 0.11%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FORTITUDE GROUP HOLDINGS                                                            | Fortitude Group Holdings LLC                                                    | CUSIP: 34966XAA6<br>LEI: 2549006R9ZUL08JFIH12 | Long             | DBT              | CORP              | US        |    862000 | PA      | $895594.55    | 0.06%             | 2030-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                                | Royal Bank of Canada                                                            | CUSIP: 78017DAC2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1124000 | PA      | $1158485.51   | 0.08%             | 2031-02-04      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Loandepot GMSR Master Trust                                                         | LOANDEPOT GMSR Trust                                                            | CUSIP: 53946TAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1461000 | PA      | $1464694.14   | 0.10%             | 2030-05-16      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                                | Royal Bank of Canada                                                            | CUSIP: 78017DAH1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    565000 | PA      | $578837.56    | 0.04%             | 2031-05-02      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                                                                | Sonic Automotive Inc                                                            | CUSIP: 83545GBD3<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |    145000 | PA      | $140926.18    | 0.01%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                                                                 | Oportun Issuance Trust 2025-A                                                   | CUSIP: 68377TAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    545000 | PA      | $545712.53    | 0.04%             | 2033-02-08      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Sunrun Demeter Issuer LLC                                                           | Sunrun Demeter Issuer 2021-2 LLC                                                | CUSIP: 86772HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    579340 | PA      | $521869.52    | 0.04%             | 2057-01-30      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418CQB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    538330 | PA      | $516834.26    | 0.04%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 20754RAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    394916 | PA      | $410768.68    | 0.03%             | 2041-10-25      | Floating      | 10.36%                | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                        | Broadcom Inc                                                                    | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |    111510 | NS      | $36788264.10  | 2.52%             |  |  |  | No            |                  1 | On Loan: No      |
| AZORRA FINANCE                                                                      | Azorra Finance Ltd                                                              | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |    125000 | PA      | $131927.38    | 0.01%             | 2030-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Caister Finance                                                                     | Caister Finance DAC                                                             | CUSIP: 000000000<br>LEI: 635400IBLLJ9RCTGJN46 | Long             | ABS-MBS          | CORP              | IE        |    844000 | PA      | $1139033.93   | 0.08%             | 2035-08-17      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer II, LLC                                                             | DataBank Issuer II LLC                                                          | CUSIP: 23802YAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1505000 | PA      | $1509300.39   | 0.10%             | 2055-09-27      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS LP/FERRELLGAS                                                            | Ferrellgas LP / Ferrellgas Finance Corp                                         | CUSIP: 315289AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $111770.03    | 0.01%             | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HEICO Corp                                                                          | HEICO Corp                                                                      | CUSIP: 422806109<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |     30600 | NS      | $9878292.00   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| CLYDESDALE ACQUISITION                                                              | Clydesdale Acquisition Holdings Inc                                             | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    170000 | PA      | $174521.15    | 0.01%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     23000 | PA      | $20840.16     | 0.00%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PENN Commercial Mortgage Trust                                                      | PENN Commercial Mortgage Trust 2025-P11                                         | CUSIP: 69382VAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    104000 | PA      | $106030.46    | 0.01%             | 2042-08-10      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL                                                              | American International Group Inc                                                | CUSIP: 026874DW4<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    474000 | PA      | $485206.94    | 0.03%             | 2030-05-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                              | PURCHASED USD / SOLD DKK                                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $416.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                      | Fannie Mae-Aces                                                                 | CUSIP: 3136B6XJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3057077 | PA      | $2891100.37   | 0.20%             | 2029-08-25      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                                            | Clarios Global LP / Clarios US Finance Co                                       | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    131000 | PA      | $135428.46    | 0.01%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    814000 | PA      | $801694.61    | 0.05%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                                | LifePoint Health Inc                                                            | CUSIP: 53219LAV1<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    151000 | PA      | $163712.39    | 0.01%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding, LLC                                                          | Driven Brands Funding LLC                                                       | CUSIP: 26208LAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    924455 | PA      | $924340.39    | 0.06%             | 2049-04-20      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                                                    | AmWINS Group Inc 2025 Term Loan B                                               | CUSIP: 03234TBA5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | LON              | CORP              | US        |    740520 | PA      | $740998.14    | 0.05%             | 2032-01-30      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| NYC Trust                                                                           | NYCT Trust 2024-3ELV                                                            | CUSIP: 62956HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1237000 | PA      | $1244529.37   | 0.09%             | 2029-08-15      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                        | Centene Corp                                                                    | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1094000 | PA      | $943070.67    | 0.06%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OAKTREE STRATEGIC CREDIT                                                            | Oaktree Strategic Credit Fund                                                   | CUSIP: 67403AAE9<br>LEI: 2549006RRE0JC7G43241 | Long             | DBT              | CORP              | US        |     44000 | PA      | $45622.21     | 0.00%             | 2029-07-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Diamond Infrastructure Funding LLC                                                  | Diamond Infrastructure Funding LLC                                              | CUSIP: 25265LAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1139000 | PA      | $1092897.38   | 0.07%             | 2049-04-15      | Fixed         | 1.76%                 | 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        |     60030 | PA      | $52244.58     | 0.00%             | 2046-04-20      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                                                      | Pagaya AI Debt Selection Trust 2021-HG1                                         | CUSIP: 69547PAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1542 | PA      | $1539.98      | 0.00%             | 2029-01-16      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| Center Street Lending Resi-Investor Abs Trust                                       | Center Street Lending Resi-Investor ABS Mortgage Trust 2024-RTL1                | CUSIP: 15169CAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    253000 | PA      | $257214.98    | 0.02%             | 2029-10-25      | Variable      | 6.89%                 | No            |                  2 | On Loan: No      |
| Sonic Capital LLC                                                                   | Sonic Capital LLC                                                               | CUSIP: 83546DAG3<br>LEI: 54930089533DCF1JSH22 | Long             | ABS-O            | CORP              | US        |   1098186 | PA      | $1083064.26   | 0.07%             | 2050-01-20      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Bourzou Issuer LLC, Jamshid Issuer LLC, Cristobal Issuer LLC & COPT DC-6 Issuer LLC | Cloud Capital Holdco LP                                                         | CUSIP: 102104AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1655000 | PA      | $1682390.58   | 0.12%             | 2049-11-22      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                                                         | Extended Stay America Trust 2025-ESH                                            | CUSIP: 30227TAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    130000 | PA      | $130325.00    | 0.01%             | 2042-10-15      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                              | CUSIP: 3618BDJM8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    896183 | PA      | $933630.76    | 0.06%             | 2053-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CEC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    789000 | PA      | $769660.25    | 0.05%             | 2027-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                                            | Clear Channel Outdoor Holdings Inc                                              | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    159000 | PA      | $167069.41    | 0.01%             | 2030-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                              | CUSIP: 3618B54N9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    191049 | PA      | $197507.36    | 0.01%             | 2053-06-20      | Fixed         | 6.00%                 | 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        |   1186258 | PA      | $1209572.47   | 0.08%             | 2050-03-25      | Floating      | 8.22%                 | No            |                  2 | On Loan: No      |
| Calvert Ultra-Short Investment Grade Etf                                            | Calvert Ultra-Short Investment Grade Etf                                        | CUSIP: 61774R601<br>LEI: 549300RQT9YNL0GPOP12 | Long             | EC               | RF                | US        |     65000 | NS      | $3296475.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                        | CUSIP: 38384BY39<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     64029 | PA      | $69167.19     | 0.00%             | 2053-07-20      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                              | US 5YR NOTE (CBT) DEC25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       904 | NC      | $112430.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                              | CUSIP: 3137HHNE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1818384 | PA      | $1828150.77   | 0.13%             | 2054-12-25      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7338000 | PA      | $4300899.25   | 0.29%             | 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        |    419243 | PA      | $372436.88    | 0.03%             | 2051-01-30      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                                 | Abbott Laboratories                                                             | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |     86600 | NS      | $11599204.00  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| CPI HOLDCO B LLC                                                                    | CPI Holdco B LLC 2024 Term Loan                                                 | CUSIP: 1261MAAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    495000 | PA      | $495000.00    | 0.03%             | 2031-05-19      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| ELLUCIAN HOLDINGS INC                                                               | Ellucian Holdings Inc                                                           | CUSIP: 289178AA3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | DBT              | CORP              | US        |    130000 | PA      | $132394.34    | 0.01%             | 2029-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                                                | Raizen Fuels Finance SA                                                         | CUSIP: 75102XAB2<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    441000 | PA      | $428051.05    | 0.03%             | 2034-03-05      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc                                        | BAMLL Commercial Mortgage Securities Trust 2019-BPR                             | CUSIP: 05492PAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1605000 | PA      | $1415358.02   | 0.10%             | 2032-11-05      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| PLAYTIKA HOLDING CORP                                                               | Playtika Holding Corp                                                           | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |    150000 | PA      | $137855.25    | 0.01%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CFH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2844000 | PA      | $2818059.62   | 0.19%             | 2027-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                        | CUSIP: 38384BXQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     68000 | PA      | $70764.46     | 0.00%             | 2053-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE / IRELAND DAC                                                             | Aircastle Ltd / Aircastle Ireland DAC                                           | CUSIP: 00929JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    675000 | PA      | $703629.07    | 0.05%             | 2031-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                    | T-Mobile USA Inc                                                                | CUSIP: 87264A204<br>LEI: 549300V2JRLO5DIFGE82 | Long             | EP               | CORP              | US        |      3953 | NS      | $90326.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BPR Trust                                                                           | BPR Trust 2022-SSP                                                              | CUSIP: 05602HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    830000 | PA      | $834600.77    | 0.06%             | 2039-05-15      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc                                        | BAMLL Commercial Mortgage Securities Trust 2019-BPR                             | CUSIP: 05492PAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $93485.86     | 0.01%             | 2032-11-05      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CBC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5400000 | PA      | $5351664.60   | 0.37%             | 2025-12-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| (Sunnova) Aurora I Issuer, LLC                                                      | Sunnova Helios V Issuer LLC                                                     | CUSIP: 86746EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1009273 | PA      | $797102.14    | 0.05%             | 2048-02-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Retained Vantage Data Centers Issuer, LLC                                           | Retained Vantage Data Centers Issuer LLC                                        | CUSIP: 76134KAA2<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-O            | CORP              | US        |   1425000 | PA      | $1427729.02   | 0.10%             | 2048-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                                | Parker-Hannifin Corp                                                            | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |      9300 | NS      | $7050795.00   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3013000 | PA      | $3131872.25   | 0.21%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ZEGONA FINANCE PLC                                                                  | Zegona Finance PLC                                                              | CUSIP: 98927UAA5<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |    573000 | PA      | $611007.09    | 0.04%             | 2029-07-15      | Fixed         | 8.62%                 | 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        |   1135000 | PA      | $1126017.16   | 0.08%             | 2028-06-25      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| NORDEA KREDIT REALKREDIT                                                            | Nordea Kredit Realkreditaktieselskab                                            | CUSIP: 000000000<br>LEI: 52990080NNXXLC14OC65 | Long             | DBT              | CORP              | DK        |   3943000 | PA      | $601041.68    | 0.04%             | 2056-10-01      | Fixed         | 3.50%                 | 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        |    761455 | PA      | $649494.52    | 0.04%             | 2046-12-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                  | Ally Financial Inc                                                              | CUSIP: 02005NBW9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    766000 | PA      | $780729.41    | 0.05%             | 2031-01-17      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| FannieMae Grantor Trust                                                             | Fannie Mae Grantor Trust 2017-T1                                                | CUSIP: 3136AV6R5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    543020 | PA      | $531803.95    | 0.04%             | 2027-06-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CTR PARTNERSHIP/CARETRST                                                            | CTR Partnership LP / CareTrust Capital Corp                                     | CUSIP: 126458AE8<br>LEI: N/A                  | Long             | DBT              |  | US        |    460000 | PA      | $447787.33    | 0.03%             | 2028-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                        | Centene Corp                                                                    | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    472000 | PA      | $434505.24    | 0.03%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding, LLC                                                          | Driven Brands Funding LLC                                                       | CUSIP: 26208LAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     64370 | PA      | $63932.18     | 0.00%             | 2049-10-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc                                        | BAMLL Commercial Mortgage Securities Trust 2019-BPR                             | CUSIP: 05492PAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1215000 | PA      | $869306.99    | 0.06%             | 2032-11-05      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| Sunrun Issuer                                                                       | Sunrun Xanadu Issuer 2019-1 LLC                                                 | CUSIP: 86773PAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    217098 | PA      | $206204.60    | 0.01%             | 2054-06-30      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                    | Societe Generale SA                                                             | CUSIP: 83368RCF7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    584000 | PA      | $615853.23    | 0.04%             | 2033-04-13      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Gilead Aviation (Warehouse) LLC                                                     | Gilead Aviation LLC                                                             | CUSIP: 37556TAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1053373 | PA      | $1077568.99   | 0.07%             | 2050-03-15      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                            | Ford Motor Credit Co LLC                                                        | CUSIP: 345397C68<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    537000 | PA      | $574974.77    | 0.04%             | 2030-03-06      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| ASPEN INSURANCE HLDG LTD                                                            | Aspen Insurance Holdings Ltd                                                    | CUSIP: 000000000<br>LEI: 549300YX6HECG9XQCQ75 | Long             | EP               | CORP              | BM        |      1187 | NS      | $29924.27     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYKREDIT REALKREDIT AS                                                              | Nykredit Realkredit A/S                                                         | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |  10048000 | PA      | $1433628.47   | 0.10%             | 2056-10-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| MMP Capital                                                                         | MMP Capital 2025-A LLC                                                          | CUSIP: 55317QAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    110000 | PA      | $112069.38    | 0.01%             | 2031-12-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| (Sunnova) Aurora I Issuer, LLC                                                      | Sunnova Helios IX Issuer LLC                                                    | CUSIP: 86744VAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    628689 | PA      | $561423.01    | 0.04%             | 2049-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                        | CUSIP: 38384BS69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     68000 | PA      | $70658.21     | 0.00%             | 2053-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN ASSETS TRUST LP                                                            | American Assets Trust LP                                                        | CUSIP: 02401LAA2<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              |  | US        |    148000 | PA      | $134493.89    | 0.01%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                                | Royal Bank of Canada                                                            | CUSIP: 78017DAM0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    598000 | PA      | $606145.24    | 0.04%             | 2031-08-06      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| HYT Commercial Mortgage Trust 2024-RGCY                                             | HYT Commercial Mortgage Trust 2024-RGCY                                         | CUSIP: 449173AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    266000 | PA      | $266865.88    | 0.02%             | 2041-09-15      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| Focus Brands Funding LLC                                                            | Goto Foods Funding LLC                                                          | CUSIP: 34417MAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    330300 | PA      | $330246.86    | 0.02%             | 2047-04-30      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                        | CUSIP: 38384MG68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1870000 | PA      | $1945048.15   | 0.13%             | 2054-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Diamond Infrastructure Funding LLC                                                  | Diamond Infrastructure Funding LLC                                              | CUSIP: 25265LAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    255000 | PA      | $245350.45    | 0.02%             | 2049-04-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                    | LPL Holdings Inc                                                                | CUSIP: 50212YAF1<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    300000 | PA      | $290575.97    | 0.02%             | 2031-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| Pnmac Gmsr Issuer Trust                                                             | PNMAC GMSR ISSUER TRUST 2025-GT1                                                | CUSIP: 69354WAK2<br>LEI: 5493007JEN3QN6CZC711 | Long             | ABS-O            | CORP              | US        |   1585000 | PA      | $1594368.30   | 0.11%             | 2030-08-26      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                                                         | Swedbank AB                                                                     | CUSIP: 87020PAX5<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |   1227000 | PA      | $1250304.91   | 0.09%             | 2026-09-12      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| CHNGE Mortgage Trust                                                                | CHNGE Mortgage Trust 2023-4                                                     | CUSIP: 12569QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    451061 | PA      | $458860.25    | 0.03%             | 2058-09-25      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                                            | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                             | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1720000 | PA      | $1607638.91   | 0.11%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CHB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     64000 | PA      | $63916.15     | 0.00%             | 2026-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                                                  | Analog Devices Inc                                                              | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |     48400 | NS      | $11891880.00  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| MCGRAW-HILL EDUCATION                                                               | McGraw-Hill Education Inc                                                       | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    155000 | PA      | $161171.17    | 0.01%             | 2031-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ANDREW W MELLON FOUNDATI                                                            | Andrew W Mellon Foundation/The                                                  | CUSIP: 03444RAB4<br>LEI: HVIJIPOQ5TXYVD3NET54 | Long             | DBT              | CORP              | US        |    845000 | PA      | $798512.60    | 0.05%             | 2027-08-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                                  | Banco Santander SA                                                              | CUSIP: 05964HAQ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $199744.70    | 0.01%             | 2028-03-24      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                              | US 10YR NOTE (CBT)DEC25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -19 | NC      | $-8546.60     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BANCO SANTANDER SA                                                                  | Banco Santander SA                                                              | CUSIP: 05964HAS4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $407768.44    | 0.03%             | 2027-08-18      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| SERVPRO MASTER ISSUER, LLC                                                          | SERVPRO Master Issuer LLC                                                       | CUSIP: 817743AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1939665 | PA      | $1922003.38   | 0.13%             | 2049-10-25      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CCV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    448000 | PA      | $417252.50    | 0.03%             | 2028-08-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                                               | Waste Connections Inc                                                           | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | CA        |     50000 | NS      | $8790000.00   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Mosaic Solar Loans LLC                                                              | Mosaic Solar Loan Trust 2020-2                                                  | CUSIP: 61946PAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    221026 | PA      | $182578.87    | 0.01%             | 2046-08-20      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| LA CONSTRUCCION SA                                                                  | Inversiones La Construccion SA                                                  | CUSIP: 000000000<br>LEI: 254900IMQ8BOPW9UKX13 | Long             | DBT              | CORP              | CL        |    211000 | PA      | $203429.83    | 0.01%             | 2032-02-07      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| SYNOVUS FINANCIAL CORP                                                              | Synovus Financial Corp                                                          | CUSIP: 87161CAP0<br>LEI: 549300EIUS8UN5JTLE54 | Long             | DBT              | CORP              | US        |    650000 | PA      | $675024.71    | 0.05%             | 2030-11-01      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                              | CUSIP: 3137HMBS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1122577 | PA      | $1124788.45   | 0.08%             | 2055-07-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INF CAP                                                              | HA Sustainable Infrastructure Capital Inc                                       | CUSIP: 41068XAF7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |   3602000 | PA      | $3667573.12   | 0.25%             | 2034-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SEASPAN CORP                                                                        | Seaspan Corp                                                                    | CUSIP: 81254UAK2<br>LEI: 5493007Z8Q1H45KT7W98 | Long             | DBT              | CORP              | MH        |    144000 | PA      | $138976.57    | 0.01%             | 2029-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CAJUN GLOBAL LLC                                                                    | Cajun Global LLC                                                                | CUSIP: 12803PAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $771077.10    | 0.05%             | 2055-02-20      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                        | CUSIP: 38385BP53<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    297672 | PA      | $298275.42    | 0.02%             | 2054-12-20      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| Sedgwick Claims Management Services Inc                                             | Sedgwick Claims Management Services Inc 2023 Term Loan B                        | CUSIP: 81527CAP2<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |    744375 | PA      | $744259.62    | 0.05%             | 2031-07-31      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROP LP                                                                | COPT Defense Properties LP                                                      | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |    190000 | PA      | $172110.98    | 0.01%             | 2031-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    798000 | PA      | $553344.74    | 0.04%             | 2061-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3133KRL51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    165593 | PA      | $169865.26    | 0.01%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Service Experts Issuer                                                              | Service Experts Issuer 2025-1 LLC                                               | CUSIP: 81758JAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    210000 | PA      | $212602.32    | 0.01%             | 2037-01-20      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CFL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1657000 | PA      | $1668618.42   | 0.11%             | 2029-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                                                              | Global Atlantic Fin Co                                                          | CUSIP: 37959GAG2<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |   1103000 | PA      | $1168903.15   | 0.08%             | 2054-10-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                                            | Morgan Stanley Institutional Liquidity Funds - Government Portfolio             | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |  77108998 | NS      | $77108998.36  | 5.29%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                              | General Motors Financial Co Inc                                                 | CUSIP: 37045XEV4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    501000 | PA      | $520513.38    | 0.04%             | 2034-04-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                                   | Allstate Corp/The                                                               | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |     66200 | NS      | $14209830.00  | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1804000 | PA      | $1119396.09   | 0.08%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    648000 | PA      | $462535.31    | 0.03%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                        | CUSIP: 38384CBT5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    624177 | PA      | $624173.30    | 0.04%             | 2053-07-20      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                | Bank of America Corp                                                            | CUSIP: 06051GLV9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1047255.08   | 0.07%             | 2027-09-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    720000 | PA      | $526767.18    | 0.04%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ServiceMaster Brands                                                                | ServiceMaster Funding LLC                                                       | CUSIP: 81761TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    332038 | PA      | $313248.69    | 0.02%             | 2051-01-30      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| LUMNI SERIES B                                                                      | LUMNI SERIES B                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     17265 | NS      | $33191.96     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Mr Cooper Group Inc                                                                 | Mr Cooper Group Inc                                                             | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |    105240 | NS      | $22183539.60  | 1.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Castlelake Aircraft Securitization Trust                                            | Castlelake Aircraft Structured Trust 2025-1                                     | CUSIP: 14856VAA5<br>LEI: 549300MHTIBONNXM3R82 | Long             | ABS-O            | CORP              | US        |   1722365 | PA      | $1751239.30   | 0.12%             | 2050-02-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                                                 | Carrier Global Corp                                                             | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |     72600 | NS      | $4334220.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                             | Jefferies Financial Group Inc                                                   | CUSIP: 47233WEJ4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1340132.09   | 0.09%             | 2034-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                                            | American Airlines Inc/AAdvantage Loyalty IP Ltd                                 | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    385000 | PA      | $385497.04    | 0.03%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418FED5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4171070 | PA      | $4209367.38   | 0.29%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower, LLC                                               | Prime Security Services Borrower LLC 2024 1st Lien Term Loan B                  | CUSIP: 03765VAP5<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |    495009 | PA      | $494355.95    | 0.03%             | 2030-10-13      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1544000 | PA      | $1580036.71   | 0.11%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Palo Alto Networks Inc                                                              | Palo Alto Networks Inc                                                          | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |     58900 | NS      | $11993218.00  | 0.82%             |  |  |  | No            |                  1 | 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        |    704000 | PA      | $624879.27    | 0.04%             | 2030-09-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Provident Funding Mortgage Trust                                                    | Provident Funding Mortgage Trust 2025-3                                         | CUSIP: 74388PAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1124110 | PA      | $1144410.68   | 0.08%             | 2055-08-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| OSCAR US Funding Trust                                                              | Oscar US Funding XVI LLC                                                        | CUSIP: 68784GAB9<br>LEI: 3538004TGTV49T7RNL88 | Long             | ABS-O            | CORP              | JP        |    418211 | PA      | $419339.63    | 0.03%             | 2027-02-10      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                              | US 10YR NOTE (CBT)DEC25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       189 | NC      | $77241.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                                            | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                  | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $175783.10    | 0.01%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC                                                                    | Arches Buyer Inc                                                                | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |    170000 | PA      | $166737.89    | 0.01%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INTOWN Mortgage Trust                                                               | INTOWN 2025-STAY Mortgage Trust                                                 | CUSIP: 46117WAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    567000 | PA      | $567168.80    | 0.04%             | 2042-03-15      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co                                                             | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2202000 | PA      | $2300643.92   | 0.16%             | 2030-04-22      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2020-DNA6                                         | CUSIP: 35566CBD6<br>LEI: 5493000ITBQFEOXM0S98 | Long             | ABS-MBS          | USGSE             | US        |     50000 | PA      | $53509.10     | 0.00%             | 2050-12-25      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| NUVEEN LLC                                                                          | Nuveen LLC                                                                      | CUSIP: 67080LAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1021000 | PA      | $1075031.26   | 0.07%             | 2034-04-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ORL TRUST                                                                           | ORL Trust 2024-GLKS                                                             | CUSIP: 67120DAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $199674.86    | 0.01%             | 2039-12-15      | Floating      | 8.59%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1575000 | PA      | $1516921.88   | 0.10%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CKH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2797000 | PA      | $2806096.07   | 0.19%             | 2026-03-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Jersey Mike's Funding, LLC                                                          | Jersey Mike's Funding LLC                                                       | CUSIP: 476681AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    625475 | PA      | $625086.64    | 0.04%             | 2050-02-15      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                                                              | XPLR Infrastructure Operating Partners LP                                       | CUSIP: 98380MAB1<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    170000 | PA      | $178405.48    | 0.01%             | 2033-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140QUMT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2492945 | PA      | $2518171.28   | 0.17%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                            | European Investment Bank                                                        | CUSIP: 298785HM1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   2741000 | PA      | $2684603.16   | 0.18%             | 2027-05-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| KFW                                                                                 | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769KD5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    461000 | PA      | $471098.36    | 0.03%             | 2034-02-28      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                                      | EPR Properties                                                                  | CUSIP: 26884UAE9<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |   1075000 | PA      | $1083556.50   | 0.07%             | 2028-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                    | Societe Generale SA                                                             | CUSIP: 83370RAD0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    218000 | PA      | $236073.94    | 0.02%             | 2034-03-25      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| INTOWN Mortgage Trust                                                               | INTOWN 2025-STAY Mortgage Trust                                                 | CUSIP: 46117WAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    129000 | PA      | $129283.49    | 0.01%             | 2042-03-15      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                                                   | Lithia Motors Inc                                                               | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |   1023000 | PA      | $977911.58    | 0.07%             | 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        |    982000 | PA      | $949884.68    | 0.07%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                                                   | Healthpeak OP LLC                                                               | CUSIP: 42250GAB9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |    813000 | PA      | $808165.85    | 0.06%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                                 | Intesa Sanpaolo SpA                                                             | CUSIP: 46115HBU0<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    333000 | PA      | $334224.44    | 0.02%             | 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: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | USGSE             | US        |    224528 | PA      | $225546.24    | 0.02%             | 2042-02-25      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CHE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    336000 | PA      | $336098.44    | 0.02%             | 2028-05-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                                | LifePoint Health Inc                                                            | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    125000 | PA      | $131401.13    | 0.01%             | 2032-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: —       |
| Diamond Issuer LLC                                                                  | Diamond Issuer LLC                                                              | CUSIP: 25267TAN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2166000 | PA      | $2062347.37   | 0.14%             | 2051-11-20      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| USI Inc                                                                             | USI Inc 2024 Term Loan D                                                        | CUSIP: 90351NAR6<br>LEI: 2549006D7UF7072T7I27 | Long             | LON              | CORP              | US        |    493759 | PA      | $493682.86    | 0.03%             | 2029-11-21      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                              | US 2YR NOTE (CBT) DEC25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -290 | NC      | $-43200.14    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CBZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1683000 | PA      | $1585800.17   | 0.11%             | 2028-04-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Willowbrook Mall                                                                    | NJ 2025-WBRK                                                                    | CUSIP: 65486BAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $94414.35     | 0.01%             | 2035-03-05      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| JYSKE REALKREDIT A/S                                                                | Jyske Realkredit A/S                                                            | CUSIP: 000000000<br>LEI: 529900R9HQNZRT2OXB26 | Long             | DBT              | CORP              | DK        |   8800000 | PA      | $1390252.04   | 0.10%             | 2056-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                        | CUSIP: 38384AG64<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    460000 | PA      | $478579.26    | 0.03%             | 2053-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2021-DNA2                                         | CUSIP: 35564KDY2<br>LEI: 5493007ZK0X40BI7UF30 | Long             | ABS-MBS          | USGSE             | US        |    140000 | PA      | $171505.56    | 0.01%             | 2033-08-25      | Floating      | 10.36%                | No            |                  2 | On Loan: No      |
| NRZ Excess Spread Collateralized Notes                                              | NRM FNT1 Excess LLC                                                             | CUSIP: 62956YAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    882921 | PA      | $899459.26    | 0.06%             | 2031-11-25      | Variable      | 7.40%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                                                              | Global Atlantic Fin Co                                                          | CUSIP: 37959GAF4<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |    935000 | PA      | $990766.04    | 0.07%             | 2054-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRANS UNION LLC                                                                     | Trans Union LLC 2024 Term Loan B9                                               | CUSIP: 89334GBG8<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |    495006 | PA      | $495189.41    | 0.03%             | 2031-06-24      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                               | Wells Fargo Commercial Mortgage Trust 2025-1918                                 | CUSIP: 95004QAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100604.46    | 0.01%             | 2040-09-15      | Variable      | 6.01%                 | 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        |   1092000 | PA      | $1098594.88   | 0.08%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                              | PURCHASED USD / SOLD GBP                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $1506.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Willowbrook Mall                                                                    | NJ 2025-WBRK                                                                    | CUSIP: 65486BAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    930000 | PA      | $941422.91    | 0.06%             | 2035-03-05      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| Liberty Media Corp-Liberty Formula One                                              | Liberty Media Corp-Liberty Formula One                                          | CUSIP: 531229755<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    139100 | NS      | $14528995.00  | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYC Commercial Mortgage Trust                                                       | NYC Commercial Mortgage Trust 2025-3BP                                          | CUSIP: 67120UAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    102000 | PA      | $101612.48    | 0.01%             | 2042-02-15      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                         | BNP Paribas SA                                                                  | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1002000 | PA      | $1063875.50   | 0.07%             | 2029-08-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                                                             | American National Group Inc                                                     | CUSIP: 025676AR8<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    820000 | PA      | $846012.86    | 0.06%             | 2055-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                       | Citigroup Inc                                                                   | CUSIP: 172967MU2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1097059.92   | 0.08%             | 2025-12-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                          | Humana Inc                                                                      | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |     31700 | NS      | $8247389.00   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Tricolor Auto Securitization Trust                                                  | Tricolor Auto Securitization Trust 2024-3                                       | CUSIP: 89617AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     72863 | PA      | $66489.35     | 0.00%             | 2028-06-15      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Sunrun Issuer                                                                       | Sunrun Atlas Issuer 2019-2 LLC                                                  | CUSIP: 86772FAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    408335 | PA      | $390925.62    | 0.03%             | 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        |    430000 | PA      | $392884.38    | 0.03%             | 2030-09-01      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                            | Ford Motor Credit Co LLC                                                        | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1026000 | PA      | $1070286.61   | 0.07%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Apollo Aviation Securitization Equity Trust                                         | AASET 2025-1                                                                    | CUSIP: 00258PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1699314 | PA      | $1739751.76   | 0.12%             | 2050-02-16      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                                               | Bath & Body Works Inc                                                           | CUSIP: 501797AM6<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    170000 | PA      | $175185.34    | 0.01%             | 2036-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                        | Synopsys Inc                                                                    | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |     23800 | NS      | $11742682.00  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| DB Master Finance LLC                                                               | DB Master Finance LLC                                                           | CUSIP: 233046AN1<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |    996188 | PA      | $970214.40    | 0.07%             | 2051-11-20      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| BROADSTONE NET LEASE LLC                                                            | Broadstone Net Lease LLC                                                        | CUSIP: 11135EAA2<br>LEI: 54930089IBT6J4WBTI50 | Long             | DBT              |  | US        |     58000 | PA      | $50818.22     | 0.00%             | 2031-09-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Neighborhood Bancorp                                                                | Neighborhood Bancorp                                                            | CUSIP: 639912104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10000 | NS      | $9400.00      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                              | CUSIP: 3137HCP71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    103406 | PA      | $106987.75    | 0.01%             | 2054-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                           | Apple Inc                                                                       | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    238708 | NS      | $60782218.04  | 4.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF MONTREAL                                                                    | Bank of Montreal                                                                | CUSIP: 06368LQ58<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $212772.80    | 0.01%             | 2084-05-26      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| ENVIVA LLC                                                                          | ENVIVA LLC                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |      6779 | NS      | $118632.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Springcastle SPV                                                                    | SpringCastle America Funding LLC                                                | CUSIP: 85022WAP9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    255051 | PA      | $241769.62    | 0.02%             | 2037-09-25      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                                 | Bank of Nova Scotia/The                                                         | CUSIP: 0641598V1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1885000 | PA      | $2025883.02   | 0.14%             | 2084-01-27      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Caister Finance                                                                     | Caister Finance DAC                                                             | CUSIP: 000000000<br>LEI: 635400IBLLJ9RCTGJN46 | Long             | ABS-MBS          | CORP              | IE        |    137000 | PA      | $184707.07    | 0.01%             | 2035-08-17      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                                                  | Ally Bank Auto Credit-Linked Notes Series 2024-B                                | CUSIP: 02007G4C4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    537654 | PA      | $542462.36    | 0.04%             | 2032-09-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                      | Fannie Mae-Aces                                                                 | CUSIP: 3136BQCX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2397000 | PA      | $2402028.55   | 0.16%             | 2033-04-25      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                                 | Medline Borrower LP 2025 Incremental Term Loan B                                | CUSIP: 58503UAJ2<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |    740653 | PA      | $741060.49    | 0.05%             | 2030-10-23      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                                                  | Subway Funding LLC                                                              | CUSIP: 864300AJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    456550 | PA      | $459041.40    | 0.03%             | 2054-07-30      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Retained Vantage Data Centers Issuer, LLC                                           | Retained Vantage Data Centers Issuer LLC                                        | CUSIP: 000000000<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-O            | CORP              | US        |    247000 | PA      | $179317.05    | 0.01%             | 2048-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FORD FOUNDATION/THE                                                                 | Ford Foundation/The                                                             | CUSIP: 34531XAB0<br>LEI: 54930013YZ3DULPNNT44 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $660704.81    | 0.05%             | 2050-06-01      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| WENDYS FUNDING LLC                                                                  | Wendy's Funding LLC                                                             | CUSIP: 95058XAE8<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |    184451 | PA      | $181967.62    | 0.01%             | 2048-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitization Trust                                            | Castlelake Aircraft Structured Trust 2025-1                                     | CUSIP: 14856VAC1<br>LEI: 549300MHTIBONNXM3R82 | Long             | ABS-O            | CORP              | US        |    228971 | PA      | $230388.92    | 0.02%             | 2050-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                                      | Enterprise Fleet Financing 2023-1 LLC                                           | CUSIP: 29375CAB5<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |    426389 | PA      | $427609.99    | 0.03%             | 2029-01-22      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Sunrun Jupiter Issuer                                                               | Sunrun Jupiter Issuer 2022-1 LLC                                                | CUSIP: 86772RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1854878 | PA      | $1782055.21   | 0.12%             | 2057-07-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CKG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    256000 | PA      | $259945.00    | 0.02%             | 2029-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                         | Oracle Corp                                                                     | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2975000 | PA      | $2992514.54   | 0.21%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ASR NEDERLAND NV                                                                    | ASR Nederland NV                                                                | CUSIP: 000000000<br>LEI: 7245000G0HS48PZWUD53 | Long             | DBT              | CORP              | NL        |    165000 | PA      | $231672.35    | 0.02%             | 2043-12-07      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                        | CUSIP: 38384KQ95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    268000 | PA      | $278595.00    | 0.02%             | 2054-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NRZ Excess Spread Collateralized Notes                                              | NRM FHT1 Excess Owner LLC                                                       | CUSIP: 64832EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    374009 | PA      | $380404.81    | 0.03%             | 2032-03-25      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CFW6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2732000 | PA      | $2733258.47   | 0.19%             | 2025-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DWMY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1825679 | PA      | $1842441.99   | 0.13%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CAV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1000 | PA      | $867.23       | 0.00%             | 2030-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ESSENT GROUP LTD                                                                    | Essent Group Ltd                                                                | CUSIP: 29669JAA7<br>LEI: 254900QUO860OUT6ZF83 | Long             | DBT              | CORP              | BM        |    242000 | PA      | $253654.97    | 0.02%             | 2029-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LUNAR AIRCRAFT 2020-1 LIMITED                                                       | LUNAR AIRCRAFT 2020-1 LTD                                                       | CUSIP: 55037LAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     62817 | PA      | $61618.94     | 0.00%             | 2045-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                        | CaixaBank SA                                                                    | CUSIP: 12803RAC8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   1139000 | PA      | $1269781.72   | 0.09%             | 2034-09-13      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                        | CUSIP: 38384AF65<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    482000 | PA      | $502644.78    | 0.03%             | 2053-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Enact Mortgage Insurance Corporation                                                | Triangle Re 2021-3 Ltd                                                          | CUSIP: 89600HAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    175000 | PA      | $180084.22    | 0.01%             | 2034-02-25      | Floating      | 9.31%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                              | PURCHASED USD / SOLD GBP                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $9282.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Loandepot GMSR Master Trust                                                         | LOANDEPOT GMSR Trust                                                            | CUSIP: 53946TAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    107000 | PA      | $107291.30    | 0.01%             | 2030-05-16      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| ORL TRUST                                                                           | ORL Trust 2024-GLKS                                                             | CUSIP: 67120DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1514000 | PA      | $1516596.81   | 0.10%             | 2039-12-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| BELROSE FUNDING TRUST II                                                            | Belrose Funding Trust II                                                        | CUSIP: 08079KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1436000 | PA      | $1556495.59   | 0.11%             | 2055-05-15      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| Horizon Aircraft Finance                                                            | Horizon Aircraft Finance II Ltd                                                 | CUSIP: 44040HAA0<br>LEI: 549300KSCDSEIWTVMM32 | Long             | ABS-O            | CORP              | KY        |     73437 | PA      | $72000.06     | 0.00%             | 2039-07-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                              | US 10YR ULTRA FUT DEC25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -37 | NC      | $-33841.01    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FirstService Corp                                                                   | FirstService Corp                                                               | CUSIP: 33767E202<br>LEI: 5493000XUDIV75BCF118 | Long             | EC               | CORP              | CA        |     50000 | NS      | $9524500.00   | 0.65%             |  |  |  | No            |                  1 | On Loan: —       |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                              | CUSIP: 3617UM5N2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    637596 | PA      | $544486.35    | 0.04%             | 2051-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                                  | Royalty Pharma PLC                                                              | CUSIP: 78081BAU7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    410000 | PA      | $409809.89    | 0.03%             | 2035-09-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                                | Booking Holdings Inc                                                            | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |      1960 | NS      | $10582569.20  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| ATHENE HOLDING LTD                                                                  | Athene Holding Ltd                                                              | CUSIP: 04686JAL5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |   1034000 | PA      | $1107562.38   | 0.08%             | 2055-05-19      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Narragansett Bay Commission                                                         | NARRAGANSETT BAY RI COMMISSION WSTWTR SYS REVENUE                               | CUSIP: 631060CT5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    305000 | PA      | $268347.51    | 0.02%             | 2032-09-01      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| TOUCAN FINCO LTD/CAN/US                                                             | Toucan FinCo Ltd/Toucan FinCo Can Inc/Toucan FinCo US LLC                       | CUSIP: 89157UAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    150000 | PA      | $147079.50    | 0.01%             | 2030-05-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2856000 | PA      | $2263504.53   | 0.16%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    960600 | PA      | $627110.45    | 0.04%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                                               | Quest Diagnostics Inc                                                           | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |     44800 | NS      | $8537984.00   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                                                                      | S&P Global Inc                                                                  | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |     24400 | NS      | $11875724.00  | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| INTACT FINANCIAL CORP                                                               | Intact Financial Corp                                                           | CUSIP: 45823TAL0<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | DBT              | CORP              | CA        |    685000 | PA      | $706387.10    | 0.05%             | 2032-09-22      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                      | Eli Lilly & Co                                                                  | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     22200 | NS      | $16938600.00  | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Re Ltd                                                                        | Eagle RE 2021-2 Ltd                                                             | CUSIP: 26982AAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    185658 | PA      | $187397.95    | 0.01%             | 2034-04-25      | Floating      | 7.81%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                    | T-Mobile USA Inc                                                                | CUSIP: 87264A105<br>LEI: 549300V2JRLO5DIFGE82 | Long             | EP               | CORP              | US        |      2200 | NS      | $54560.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| (Sunnova) Aurora I Issuer, LLC                                                      | Sunnova Helios V Issuer LLC                                                     | CUSIP: 86746EAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    312111 | PA      | $142193.44    | 0.01%             | 2048-02-20      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Siemens Energy AG                                                                   | Siemens Energy AG                                                               | CUSIP: 000000000<br>LEI: 5299005CHJZ14D4FDJ62 | Long             | EC               | CORP              | DE        |     49600 | NS      | $5831924.37   | 0.40%             |  |  |  | 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        |    630000 | PA      | $571537.83    | 0.04%             | 2039-06-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                              | PURCHASED USD / SOLD DKK                                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $9350.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                             | Arthur J Gallagher & Co                                                         | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |     40000 | NS      | $12389600.00  | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| RAIZEN FUELS FINANCE                                                                | Raizen Fuels Finance SA                                                         | CUSIP: 75102XAC0<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    288000 | PA      | $265142.39    | 0.02%             | 2054-03-05      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 20754KAF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34694 | PA      | $35535.33     | 0.00%             | 2041-11-25      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| Cascade MH Asset Trust                                                              | Cascade MH Asset Trust 2022-MH1                                                 | CUSIP: 14732KAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1151431 | PA      | $1123827.21   | 0.08%             | 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        |    208930 | NS      | $45874760.10  | 3.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Horizon Aircraft Finance                                                            | Horizon Aircraft Finance IV Ltd                                                 | CUSIP: 43990EAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1805000 | PA      | $1826530.40   | 0.13%             | 2049-09-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                              | CUSIP: 3137HC2Y7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     54696 | PA      | $56405.58     | 0.00%             | 2054-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Commercial Mortgage Trust 2021-VOLT                                          | CUSIP: 05609VAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    425465 | PA      | $424037.49    | 0.03%             | 2036-09-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| COMPASS MINERALS INTERNA                                                            | Compass Minerals International Inc                                              | CUSIP: 20451NAG6<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |    189000 | PA      | $189691.93    | 0.01%             | 2027-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BD                                                            | Apollo Debt Solutions BDC                                                       | CUSIP: 03770DAD5<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |     42000 | PA      | $44532.19     | 0.00%             | 2031-07-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: —       |
| UMBS, TBA                                                                           | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0506A9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  43076166 | PA      | $42724490.03  | 2.93%             | 2055-10-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                                                              | Clearway Energy Operating LLC                                                   | CUSIP: 18539UAE5<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    472000 | PA      | $424020.59    | 0.03%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 20754JAC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    668443 | PA      | $685119.85    | 0.05%             | 2039-09-25      | Floating      | 8.22%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                                                             | Raymond James Financial Inc                                                     | CUSIP: 754730AJ8<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |   1092000 | PA      | $1080610.36   | 0.07%             | 2035-09-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                                              | Cloud Software Group Inc                                                        | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    170000 | PA      | $171720.45    | 0.01%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                                            | Liberty Mutual Group Inc                                                        | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    868000 | PA      | $852725.67    | 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        |      4170 | NS      | $6240530.10   | 0.43%             |  |  |  | No            |                  1 | 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        |    412500 | PA      | $405987.70    | 0.03%             | 2028-04-25      | Variable      | 3.34%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1755000 | PA      | $1750783.89   | 0.12%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LUNAR AIRCRAFT 2020-1 LIMITED                                                       | LUNAR AIRCRAFT 2020-1 LTD                                                       | CUSIP: 55037LAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     62374 | PA      | $61662.30     | 0.00%             | 2045-02-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Hologic Inc                                                                         | Hologic Inc                                                                     | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |    145300 | NS      | $9806297.00   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT                                                            | Apollo Global Management Inc                                                    | CUSIP: 03769MAE6<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1136137.96   | 0.08%             | 2035-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19320000 | PA      | $14322836.79  | 0.98%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                              | CUSIP: 3617UUSS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    973741 | PA      | $831542.50    | 0.06%             | 2051-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer II, LLC                                                             | DataBank Issuer II LLC                                                          | CUSIP: 23802YAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    110000 | PA      | $110488.62    | 0.01%             | 2055-09-27      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                                   | Herc Holdings Inc                                                               | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    160000 | PA      | $166326.56    | 0.01%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AS MILEAGE PLAN IP LTD                                                              | AS Mileage Plan IP Ltd                                                          | CUSIP: 00218QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   1342000 | PA      | $1343298.68   | 0.09%             | 2029-10-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Goddard Funding LLC                                                                 | Goddard Funding LLC                                                             | CUSIP: 380241AC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1699160 | PA      | $1741982.57   | 0.12%             | 2054-10-30      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                                                | Raizen Fuels Finance SA                                                         | CUSIP: 75102XAD8<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    415000 | PA      | $382567.75    | 0.03%             | 2035-01-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CITADEL LP                                                                          | Citadel LP                                                                      | CUSIP: 17288XAC8<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |   1790000 | PA      | $1895665.33   | 0.13%             | 2032-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL SER                                                            | Stellantis Financial Services US Corp                                           | CUSIP: 85855FAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    551000 | PA      | $552408.00    | 0.04%             | 2030-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| EPICOR SOFTWARE CORPORATION                                                         | Epicor Software Corporation 2024 Term Loan F                                    | CUSIP: 29426NAZ7<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | LON              | CORP              | US        |    495000 | PA      | $496190.48    | 0.03%             | 2031-05-30      | Floating      | 6.66%                 | 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        |   1017508 | PA      | $946220.61    | 0.06%             | 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        |   1026222 | PA      | $1043720.93   | 0.07%             | 2049-10-25      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| Eaton Corp PLC                                                                      | Eaton Corp PLC                                                                  | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |     44600 | NS      | $16691550.00  | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN INTERNATIONAL                                                              | American International Group Inc                                                | CUSIP: 026874DX2<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    801000 | PA      | $834932.66    | 0.06%             | 2035-05-07      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                              | CUSIP: 3618AUEB0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    102340 | PA      | $105799.98    | 0.01%             | 2053-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PATTERN ENERGY OP LP/PAT                                                            | Pattern Energy Operations LP / Pattern Energy Operations Inc                    | CUSIP: 70339PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    902000 | PA      | $879813.87    | 0.06%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                        | UBS Group AG                                                                    | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    270000 | PA      | $298537.38    | 0.02%             | 2028-11-13      | Fixed         | 9.25%                 | 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        |    613489 | PA      | $577385.25    | 0.04%             | 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        |    294219 | PA      | $281766.04    | 0.02%             | 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        |    880000 | PA      | $702363.73    | 0.05%             | 2046-06-01      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| OAKTREE STRATEGIC CREDIT                                                            | Oaktree Strategic Credit Fund                                                   | CUSIP: 67403AAB5<br>LEI: 2549006RRE0JC7G43241 | Long             | DBT              | CORP              | US        |    240000 | PA      | $260679.76    | 0.02%             | 2028-11-14      | Fixed         | 8.40%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD PROPERTY PART                                                            | Brookfield Property Partners LP                                                 | CUSIP: 000000000<br>LEI: 5493004J5Z0TZW83NU62 | Long             | EP               | CORP              | BM        |     31814 | NS      | $426307.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSERVATION FUND                                                                   | Conservation Fund A Nonprofit Corp/The                                          | CUSIP: 20848FAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    655000 | PA      | $617623.47    | 0.04%             | 2029-12-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| HLTN Commercial Mortgage Trust 2024-DPLO                                            | HLTN Commercial Mortgage Trust 2024-DPLO                                        | CUSIP: 40424UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    830000 | PA      | $832410.40    | 0.06%             | 2041-06-15      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                               | Toronto-Dominion Bank/The                                                       | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1998000 | PA      | $2114484.90   | 0.14%             | 2082-10-31      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-10-28

**Name of Applicant:** Calvert Social Investment Fund

**Signature:** James Kirchner

**Name of Signer:** James Kirchner

**Title:** Treasurer