# EDGAR Filing Document

**Accession Number:** 0000356682
**File Stem:** 0001410368-25-028960
**Filing Date:** 2025-11
**Character Count:** 243633
**Document Hash:** 94088f1ad02b580e66540304b0c67354
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-028960.hdr.sgml**: 20251124

**ACCESSION NUMBER**: 0001410368-25-028960

**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:** 251509876

**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 Bond Fund (Series ID: S000008718)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000023758 | Class A      | CSIBX           |
| C000023760 | Class C      | CSBCX           |
| C000023761 | Class I      | CBDIX           |
| C000195930 | Class R6     | CBORX           |

## 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 Bond Fund

- **b. EDGAR series identifier (if any):** S000008718

- **c. LEI of Series:** 549300T75TF7NTCFI791

**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:** $4840946541.34

**Total Liabilities:** $735013339.25

**Net Assets:** $4105933202.09

**Delayed Delivery Securities:** $671058100.53

**Cash Not Reported:** $18513757.18

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -4744.03000000 | **1-Year:** -97569.44000000 | **5-Year:** -271615.72000000 | **10-Year:** -242405.63000000 | **30-Year:** -138833.85000000

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

- **3-Month:** -1439.41000000 | **1-Year:** -34719.46000000 | **5-Year:** -88562.72000000 | **10-Year:** -64814.13000000 | **30-Year:** -13010.34000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000023760 | -0.18%               | 1.34%                | 0.78%                |
| Class ID C000023758 | -0.11%               | 1.40%                | 0.91%                |
| Class ID C000195930 | -0.15%               | 1.42%                | 0.93%                |
| Class ID C000023761 | -0.09%               | 1.41%                | 0.93%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $5714933.62              | $-19691245.34                              |
| Month 2  | $10418530.66             | $20858409.30                               |
| Month 3  | $14331223.22             | $6593219.14                                |

**Designated Index Information**

- **Index Name:** Securities Portfolio

- **Index Identifier:** Securities Portfolio

### 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        |   5325430 | PA      | $5344681.38   | 0.13%             | 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        |   9637000 | PA      | $9572110.51   | 0.23%             | 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        |  11482000 | PA      | $11617003.17  | 0.28%             | 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        |  19701300 | PA      | $17438728.83  | 0.42%             | 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        |   5420110 | PA      | $5512781.26   | 0.13%             | 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        |    921886 | PA      | $776939.67    | 0.02%             | 2046-08-20      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR Trust 2019-DNA3                                               | CUSIP: 35564TBE9<br>LEI: 549300KB1O80CETXGJ21 | Long             | ABS-MBS          | USGSE             | US        |   2905000 | PA      | $3272922.03   | 0.08%             | 2049-07-25      | Floating      | 12.62%                | No            |                  2 | On Loan: No      |
| Helios Issuer VI, LLC                                                               | SUNNOVA HELIOS II ISSUER LLC 2021-B                                             | CUSIP: 86744TAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7602585 | PA      | $6669297.65   | 0.16%             | 2048-07-20      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                        | CaixaBank SA                                                                    | CUSIP: 12803RAH7<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   2771000 | PA      | $2946179.13   | 0.07%             | 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        |  10331000 | PA      | $10317453.99  | 0.25%             | 2039-05-15      | Floating      | 5.54%                 | 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        |   6000493 | PA      | $6094062.62   | 0.15%             | 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        |   5687000 | PA      | $6009488.16   | 0.15%             | 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        |  26980000 | PA      | $20508488.71  | 0.50%             | 2045-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DWNK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  26269758 | PA      | $26510960.63  | 0.65%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| QORVO INC                                                                           | Qorvo Inc                                                                       | CUSIP: 74736KAJ0<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |   5471000 | PA      | $5031527.15   | 0.12%             | 2031-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co                                                             | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  18129000 | PA      | $18733221.26  | 0.46%             | 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        |   2332415 | PA      | $2085291.13   | 0.05%             | 2049-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                              | CUSIP: 3618AWZW7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1853272 | PA      | $1914760.94   | 0.05%             | 2053-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MAREX GROUP PLC                                                                     | Marex Group PLC                                                                 | CUSIP: 566539AA0<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |  12725000 | PA      | $13127188.77  | 0.32%             | 2029-11-04      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                              | CUSIP: 3618BDJK2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1794080 | PA      | $1839027.99   | 0.04%             | 2053-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                                                         | Swedbank AB                                                                     | CUSIP: 87020PAT4<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |   1575000 | PA      | $1613650.37   | 0.04%             | 2027-09-20      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| STIFEL FINANCIAL CORP                                                               | Stifel Financial Corp                                                           | CUSIP: 860630AG7<br>LEI: 549300E5F07FE5GHJX84 | Long             | DBT              | CORP              | US        |   3572000 | PA      | $3502437.94   | 0.09%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD PROPERTY PART                                                            | Brookfield Property Partners LP                                                 | CUSIP: 000000000<br>LEI: 5493004J5Z0TZW83NU62 | Long             | EP               | CORP              | BM        |    211400 | NS      | $3185798.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Loanpal Solar Loan 2020-3 Ltd                                                       | Loanpal Solar Loan Ltd                                                          | CUSIP: 53948NAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1614308 | PA      | $1368073.77   | 0.03%             | 2047-12-20      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| KFW                                                                                 | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769JQ8<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |  12000000 | PA      | $11673667.32  | 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        |   2276352 | PA      | $2228532.66   | 0.05%             | 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        |   3024000 | PA      | $2980918.92   | 0.07%             | 2031-05-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INFORMATICA LLC                                                                     | Informatica LLC 2024 Term Loan B                                                | CUSIP: 45673YAL0<br>LEI: 5493007SV33RZV7RPS40 | Long             | LON              | CORP              | US        |   5422112 | PA      | $5439056.44   | 0.13%             | 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        |   2862941 | PA      | $2746832.70   | 0.07%             | 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        |   4570394 | PA      | $4686126.43   | 0.11%             | 2040-01-25      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                                 | Dominion Energy Inc                                                             | CUSIP: 25746UDZ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   4569000 | PA      | $4606740.58   | 0.11%             | 2056-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| NYKREDIT REALKREDIT AS                                                              | Nykredit Realkredit A/S                                                         | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        | 179207000 | PA      | $27624352.96  | 0.67%             | 2053-04-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                                                              | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX    | CUSIP: 072912AA6<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    500000 | PA      | $527250.00    | 0.01%             | 2035-02-11      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                       | JP Morgan Chase Commercial Mortgage Securities Trust 2014-DSTY                  | CUSIP: 46642MAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2335000 | PA      | $98045.48     | 0.00%             | 2027-06-10      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                                                  | PURCHASED HUF / SOLD USD                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | HU        |         1 | NC      | $118.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                                                              | Global Atlantic Fin Co                                                          | CUSIP: 37959GAD9<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |    356000 | PA      | $412848.75    | 0.01%             | 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        |   3310000 | PA      | $3331463.30   | 0.08%             | 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        |   4757000 | PA      | $4777677.73   | 0.12%             | 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        |   7500000 | PA      | $7764484.95   | 0.19%             | 2031-06-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| San Diego County Water Authority                                                    | SAN DIEGO CNTY CA WTR AUTH                                                      | CUSIP: 797412DT7<br>LEI: 549300Y0QN5OFKA1G520 | Long             | DBT              | MUN               | US        |   1925000 | PA      | $1698768.23   | 0.04%             | 2031-05-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                               | Uber Technologies Inc                                                           | CUSIP: 90353TAJ9<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1574445.00   | 0.04%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BD                                                            | Apollo Debt Solutions BDC                                                       | CUSIP: 03770DAG8<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |  11464000 | PA      | $11670661.41  | 0.28%             | 2030-08-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| (Sunnova) Aurora I Issuer, LLC                                                      | Sunnova Helios IV Issuer LLC                                                    | CUSIP: 86746CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2696633 | PA      | $2404707.75   | 0.06%             | 2047-06-20      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                             | International Bank for Reconstruction & Development                             | CUSIP: 459058KQ5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |  12000000 | PA      | $12061107.12  | 0.29%             | 2030-02-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                | Bank of America Corp                                                            | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   9914000 | PA      | $9190056.12   | 0.22%             | 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        |   2475047 | PA      | $2371404.27   | 0.06%             | 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        |   1286884 | PA      | $1215240.62   | 0.03%             | 2043-12-21      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| HEXCEL CORP                                                                         | Hexcel Corp                                                                     | CUSIP: 428291AP3<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |   3545000 | PA      | $3709335.64   | 0.09%             | 2035-02-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                        | CUSIP: 38384DFS1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1156032 | PA      | $1294430.03   | 0.03%             | 2053-10-20      | Floating      | 8.28%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                                                | LHOME Mortgage Trust 2023-RTL4                                                  | CUSIP: 50204VAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $4034786.40   | 0.10%             | 2028-11-25      | Variable      | 7.63%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                   | Barclays Bank PLC                                                               | CUSIP: 06744EDH7<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DBT              | CORP              | GB        |   1250000 | PA      | $1416112.50   | 0.03%             | 2029-02-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                              | PURCHASED HUF / SOLD USD                                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | HU        |         1 | NC      | $5503.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3142GST57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  14947245 | PA      | $15093828.85  | 0.37%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cologix Data Centers Issuer LLC                                                     | Cologix Data Centers US Issuer LLC                                              | CUSIP: 19521UAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5985000 | PA      | $5842972.36   | 0.14%             | 2051-12-26      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATIN                                                            | TerraForm Power Operating LLC                                                   | CUSIP: 88104LAE3<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |   7310000 | PA      | $7262689.68   | 0.18%             | 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        |  19486000 | PA      | $20424109.43  | 0.50%             | 2035-04-24      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140QSSX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16965327 | PA      | $17179416.86  | 0.42%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 190820000 | PA      | $176486137.80 | 4.30%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                                                                 | Oportun Issuance Trust 2021-C                                                   | CUSIP: 68377WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13632056 | PA      | $13378562.94  | 0.33%             | 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        |   7756898 | PA      | $7750691.21   | 0.19%             | 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        |   3670000 | PA      | $3699487.35   | 0.09%             | 2029-01-25      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  62465000 | PA      | $63050609.38  | 1.54%             | 2035-05-15      | Fixed         | 4.25%                 | 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        |     76592 | PA      | $76289.16     | 0.00%             | 2029-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                               | Foundry JV Holdco LLC                                                           | CUSIP: 350930AH6<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   9983000 | PA      | $10617988.18  | 0.26%             | 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        |   3030138 | PA      | $2911754.02   | 0.07%             | 2049-12-05      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                                                                    | Antares Holdings LP                                                             | CUSIP: 03666HAG6<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |   7312000 | PA      | $7477694.16   | 0.18%             | 2029-02-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER                                                               | Panther Escrow Issuer LLC                                                       | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6637000 | PA      | $6907909.07   | 0.17%             | 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        |  12597000 | PA      | $14871311.89  | 0.36%             | 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        |  14792000 | PA      | $14839294.46  | 0.36%             | 2041-05-15      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12402000 | PA      | $8887292.55   | 0.22%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140QVDM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  31656130 | PA      | $31966573.56  | 0.78%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Master Issuer LLC                                                    | Planet Fitness Master Issuer LLC                                                | CUSIP: 72703PAF0<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |  10985040 | PA      | $11211287.88  | 0.27%             | 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        |   3650000 | PA      | $3743626.15   | 0.09%             | 2032-02-15      | Fixed         | 6.38%                 | 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        |   3686000 | PA      | $3622324.35   | 0.09%             | 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        |  10830000 | PA      | $10263950.56  | 0.25%             | 2045-09-15      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                                              | Mosaic Solar Loan Trust 2019-2                                                  | CUSIP: 61945LAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3986287 | PA      | $3562131.66   | 0.09%             | 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        |   7575000 | PA      | $7899872.36   | 0.19%             | 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        |   2810000 | PA      | $2933024.53   | 0.07%             | 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        |    737978 | PA      | $760939.39    | 0.02%             | 2053-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INTOWN Mortgage Trust                                                               | INTOWN 2025-STAY Mortgage Trust                                                 | CUSIP: 46117WAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13354000 | PA      | $13372770.38  | 0.33%             | 2042-03-15      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                              | PURCHASED KRW / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KR        |         1 | NC      | $-90347.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 20754FAL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8844176 | PA      | $9420220.36   | 0.23%             | 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        |   9539000 | PA      | $10407010.84  | 0.25%             | 2039-01-08      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                              | CUSIP: 3617UUSR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2048733 | PA      | $1754672.10   | 0.04%             | 2051-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                      | EPR Properties                                                                  | CUSIP: 26884UAF6<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |   1701000 | PA      | $1638081.25   | 0.04%             | 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        |   4393750 | PA      | $4348462.74   | 0.11%             | 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        |   1714108 | PA      | $1679897.59   | 0.04%             | 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        |   9551062 | PA      | $9061204.74   | 0.22%             | 2051-04-30      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50518000 | PA      | $51943752.34  | 1.27%             | 2029-05-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                    | Societe Generale SA                                                             | CUSIP: 83368RAY8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1797000 | PA      | $1675034.88   | 0.04%             | 2035-07-08      | Fixed         | 3.65%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4960000 | PA      | $3310800.00   | 0.08%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                              | PURCHASED BRL / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | BR        |         1 | NC      | $16247.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                              | PURCHASED EGP / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | EG        |         1 | NC      | $64901.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Global Advisors                                                        | State Street Navigator Securities Lending Government Money Market Portfolio     | CUSIP: 857509301<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        |  43141520 | NS      | $43141520.00  | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| California Health Facilities Financing Authority                                    | CALIFORNIA ST HLTH FACS FING AUTH REVENUE                                       | CUSIP: 13032UVD7<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |   5565000 | PA      | $5510150.80   | 0.13%             | 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        |    813000 | PA      | $703276.76    | 0.02%             | 2031-08-15      | Fixed         | 1.25%                 | 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        |   6926159 | PA      | $6965336.14   | 0.17%             | 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        |  33322478 | PA      | $33628436.70  | 0.82%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                            | Occidental Petroleum Corp                                                       | CUSIP: 674599EK7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   7900000 | PA      | $8040398.80   | 0.20%             | 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        |   5184000 | PA      | $5036932.51   | 0.12%             | 2051-10-25      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| API GROUP DE INC                                                                    | APi Group DE Inc 2025 Term Loan                                                 | CUSIP: 00186XAN3<br>LEI: 549300XP4G7B4QYA0G83 | Long             | LON              | CORP              | US        |   2389253 | PA      | $2390244.23   | 0.06%             | 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        |    425000 | PA      | $424488.15    | 0.01%             | 2025-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                                                  | PURCHASED USD / SOLD KRW                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $34003.07     | 0.00%             |  |  |  | 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        |  10863925 | PA      | $10876605.21  | 0.26%             | 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        |   3060000 | PA      | $2767401.27   | 0.07%             | 2033-06-01      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                                                   | GLS Auto Select Receivables Trust 2024-2                                        | CUSIP: 379924AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2036497 | PA      | $2062706.18   | 0.05%             | 2030-06-17      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| First Help Financial LLC                                                            | FHF Issuer Trust 2024-2                                                         | CUSIP: 30336NAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4652439 | PA      | $4697356.89   | 0.11%             | 2030-06-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140XARZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2908229 | PA      | $2400377.38   | 0.06%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BLUEHUB LOAN FUND                                                                   | BlueHub Loan Fund Inc                                                           | CUSIP: 095623AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9400000 | PA      | $8557567.30   | 0.21%             | 2030-01-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Navigator Aviation Ltd                                                              | Navigator 2024-1 Aviation Ltd                                                   | CUSIP: 63943DAA7<br>LEI: 984500UF8C3O89B30652 | Long             | ABS-O            | CORP              | KY        |  12166577 | PA      | $12200404.70  | 0.30%             | 2049-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                   | PURCHASED USD / SOLD CAD                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $33833.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DWMX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  40638244 | PA      | $40333987.27  | 0.98%             | 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        |  13443000 | PA      | $12578172.83  | 0.31%             | 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        |   2859000 | PA      | $2878388.02   | 0.07%             | 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        |  12555094 | PA      | $11932847.53  | 0.29%             | 2026-08-15      | Floating      | 7.98%                 | No            |                  2 | On Loan: No      |
| Zekelman Industries Inc                                                             | Zekelman Industries Inc 2024 Term Loan B                                        | CUSIP: 98931YAD5<br>LEI: 549300S5LMRAKDWWI425 | Long             | LON              | CORP              | US        |   2474937 | PA      | $2481124.70   | 0.06%             | 2031-01-24      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                    | LPL Holdings Inc                                                                | CUSIP: 50212YAQ7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   7214000 | PA      | $7403630.16   | 0.18%             | 2035-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                                                    | Great Wolf Trust 2024-WOLF                                                      | CUSIP: 39152MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3640000 | PA      | $3651095.45   | 0.09%             | 2039-03-15      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                      | PURCHASED BRL / SOLD USD                                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | BR        |         1 | NC      | $81.05        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vantage Data Centers LLC                                                            | Vantage Data Centers Issuer LLC                                                 | CUSIP: 92212KAD8<br>LEI: 5493000RL8X7WTQ7HO20 | Long             | ABS-O            | CORP              | US        |   3726000 | PA      | $3629192.56   | 0.09%             | 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        |  13790000 | PA      | $13815056.43  | 0.34%             | 2028-11-20      | Fixed         | 4.27%                 | 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        |   2715000 | PA      | $2581874.32   | 0.06%             | 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        |   7672393 | PA      | $7849994.75   | 0.19%             | 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        |   4740000 | PA      | $4738469.93   | 0.12%             | 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        |   7312000 | PA      | $7676137.31   | 0.19%             | 2032-06-13      | Fixed         | 6.14%                 | 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        |    675000 | PA      | $668554.66    | 0.02%             | 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        |   5311000 | PA      | $5294330.10   | 0.13%             | 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        |   5614000 | PA      | $5781250.04   | 0.14%             | 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        |   3700000 | PA      | $3791956.10   | 0.09%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                       | JP Morgan Chase Commercial Mortgage Securities Trust 2014-DSTY                  | CUSIP: 46642MAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    385000 | PA      | $6059.71      | 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        |   6114081 | PA      | $6098122.17   | 0.15%             | 2036-09-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                                                             | Digital Realty Trust LP                                                         | CUSIP: 25389JAX4<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              |  | US        |   1065000 | PA      | $1120912.50   | 0.03%             | 2029-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CJR3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $8026875.04   | 0.20%             | 2028-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP                                                                   | CI Financial Corp                                                               | CUSIP: 125491AT7<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |  15323000 | PA      | $16336797.72  | 0.40%             | 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        |   3095000 | PA      | $3082430.40   | 0.08%             | 2031-10-20      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                         | Oracle Corp                                                                     | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3780000 | PA      | $2662874.11   | 0.06%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Commercial Mortgage Trust 2021-VOLT                                          | CUSIP: 05609VAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10254439 | PA      | $10225917.52  | 0.25%             | 2036-09-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| DIGITALOCEAN HOLDINGS                                                               | DigitalOcean Holdings Inc                                                       | CUSIP: 25402DAC6<br>LEI: 549300EPISPY3RE3DL21 | Long             | DBT              | CORP              | US        |    900000 | PA      | $1005192.86   | 0.02%             | 2030-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LIMITED                                                           | HUB International Limited 2025 Term Loan B                                      | CUSIP: 44332EAZ9<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |   2527734 | PA      | $2534280.80   | 0.06%             | 2030-06-20      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                              | CUSIP: 3618BKMQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1768969 | PA      | $1844545.74   | 0.04%             | 2053-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CALVERT IMPACT CAPITAL NOTE                                                         | CALVERT IMPACT CAPITAL NOTE                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5061300.00   | 0.12%             | 2028-12-15      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Willis Engine Securitization Trust                                                  | Willis Engine Structured Trust V                                                | CUSIP: 97064FAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    342417 | PA      | $336471.22    | 0.01%             | 2045-03-15      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CMP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 105461000 | PA      | $106105712.62 | 2.58%             | 2027-02-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Cologix Data Centers Issuer LLC                                                     | Cologix Canadian Issuer LP                                                      | CUSIP: 19521DAN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |   5300000 | PA      | $3719482.65   | 0.09%             | 2052-01-25      | Fixed         | 7.74%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                    | LPL Holdings Inc                                                                | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   5068000 | PA      | $4961026.53   | 0.12%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| (Sunnova) Aurora I Issuer, LLC                                                      | Sunnova Helios XII Issuer LLC                                                   | CUSIP: 86745YAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2481889 | PA      | $1990724.65   | 0.05%             | 2050-08-22      | Fixed         | 5.60%                 | 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        |   5786512 | PA      | $4873188.38   | 0.12%             | 2055-11-01      | Fixed         | 2.73%                 | 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        |   4964090 | PA      | $4590713.61   | 0.11%             | 2051-07-31      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| LUMENTUM HOLDINGS INC                                                               | Lumentum Holdings Inc                                                           | CUSIP: 55024UAJ8<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1380600.00   | 0.03%             | 2032-03-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| CCC Intelligent Solutions Inc                                                       | CCC Intelligent Solutions Inc Term Loan                                         | CUSIP: 12511BAC6<br>LEI: 5493006JEEL9RIWY5T17 | Long             | LON              | CORP              | US        |   2468526 | PA      | $2468920.59   | 0.06%             | 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        |   7420000 | PA      | $7445607.90   | 0.18%             | 2039-06-15      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                         | BNP Paribas SA                                                                  | CUSIP: 09659T2D2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   3075000 | PA      | $3188197.64   | 0.08%             | 2035-11-19      | Fixed         | 5.91%                 | 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        |   2790102 | PA      | $2372766.09   | 0.06%             | 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        | 179766000 | PA      | $181289795.49 | 4.42%             | 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        |   3537000 | PA      | $3496717.99   | 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        |   1086000 | PA      | $1109510.82   | 0.03%             | 2035-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HLTN Commercial Mortgage Trust 2024-DPLO                                            | HLTN COMMERCIAL MORTGAGE TRUST                                                  | CUSIP: 40424UAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1954967 | PA      | $1963785.47   | 0.05%             | 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        |   2115000 | PA      | $2168229.33   | 0.05%             | 2031-03-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                      | Fannie Mae-Aces                                                                 | CUSIP: 3136AY2C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4327188 | PA      | $4241036.33   | 0.10%             | 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        |  33383885 | PA      | $33690407.34  | 0.82%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INT DEVELOPMENT FIN CORP                                                            | United States International Development Finance Corp                            | CUSIP: 6903534C8<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGA              | US        |   3256000 | PA      | $3181054.39   | 0.08%             | 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        |   5322000 | PA      | $5445798.24   | 0.13%             | 2039-11-10      | Fixed         | 7.07%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                        | Centene Corp                                                                    | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   3693000 | PA      | $3583063.90   | 0.09%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                      | EPR Properties                                                                  | CUSIP: 26884UAG4<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |   2925000 | PA      | $2701399.08   | 0.07%             | 2031-11-15      | Fixed         | 3.60%                 | 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        |   3215000 | PA      | $2880191.25   | 0.07%             | 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        |   3555850 | PA      | $3679879.47   | 0.09%             | 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        |  11126184 | PA      | $11134834.29  | 0.27%             | 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        |   7228000 | PA      | $7505308.58   | 0.18%             | 2055-09-15      | Fixed         | 6.08%                 | 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        |   1745000 | PA      | $1582685.79   | 0.04%             | 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        |      1665 | NC      | $9437.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                                              | PURCHASED INR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | IN        |         1 | NC      | $-41341.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                | Bank of America Corp                                                            | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   8753000 | PA      | $9155139.34   | 0.22%             | 2029-09-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                                                  | PURCHASED MXN / SOLD USD                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | MX        |         1 | NC      | $1462.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                                                  | Subway Funding LLC                                                              | CUSIP: 864300AG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4464008 | PA      | $4472463.66   | 0.11%             | 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        |   9131674 | PA      | $9137141.86   | 0.22%             | 2055-03-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                        | CUSIP: 38384EDD4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7271000 | PA      | $7561087.45   | 0.18%             | 2053-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CKS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6895000 | PA      | $6941346.19   | 0.17%             | 2026-05-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                                          | BFLD 2024-VICT Mortgage Trust                                                   | CUSIP: 05555VAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4895000 | PA      | $4917829.79   | 0.12%             | 2041-07-15      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                                                         | FIGRE Trust 2025-HE5                                                            | CUSIP: 31684MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3920701 | PA      | $3975384.79   | 0.10%             | 2055-08-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| SYNOVUS BANK GA                                                                     | Synovus Bank/Columbus GA                                                        | CUSIP: 87164DVJ6<br>LEI: DX0JX77PRMOELF7VG772 | Long             | DBT              | CORP              | US        |   5130000 | PA      | $5238435.73   | 0.13%             | 2028-02-15      | Fixed         | 5.62%                 | 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        |   3105000 | PA      | $2836296.31   | 0.07%             | 2034-08-01      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                                | Westpac Banking Corp                                                            | CUSIP: 961214EX7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |  12138000 | PA      | $10831053.11  | 0.26%             | 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        |    451894 | PA      | $398284.96    | 0.01%             | 2046-04-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                                       | UniCredit SpA                                                                   | CUSIP: 904678AS8<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |   6342000 | PA      | $6396612.10   | 0.16%             | 2035-06-30      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Horizon Aircraft Finance                                                            | Horizon Aircraft Finance I Ltd                                                  | CUSIP: 440405AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1275406 | PA      | $1259689.16   | 0.03%             | 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        |  13910000 | PA      | $13582313.78  | 0.33%             | 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        |  10845000 | PA      | $12987345.62  | 0.32%             | 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        |  30188527 | PA      | $30494012.71  | 0.74%             | 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        |   5726975 | PA      | $6491841.15   | 0.16%             | 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        |   8577000 | PA      | $8366799.94   | 0.20%             | 2026-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| DORIS DUKE CHARITABLE                                                               | Doris Duke Charitable Foundation/The                                            | CUSIP: 258261AA4<br>LEI: HFI2KJN5A6RHAGMWK984 | Long             | DBT              | CORP              | US        |  10210000 | PA      | $5928963.44   | 0.14%             | 2050-07-01      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| LUNAR AIRCRAFT 2020-1 LIMITED                                                       | LUNAR AIRCRAFT 2020-1 LTD                                                       | CUSIP: 55037LAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     31512 | PA      | $30896.61     | 0.00%             | 2045-02-15      | Fixed         | 6.41%                 | 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        |   2130000 | PA      | $1914813.13   | 0.05%             | 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        |    582400 | PA      | $537741.75    | 0.01%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHNGE Mortgage Trust                                                                | CHNGE Mortgage Trust 2023-2                                                     | CUSIP: 169926AC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2119635 | PA      | $2140347.13   | 0.05%             | 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        |   4583000 | PA      | $4664236.06   | 0.11%             | 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        |   1071459 | PA      | $997807.55    | 0.02%             | 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        |   4834409 | PA      | $4738910.88   | 0.12%             | 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        |   7480000 | PA      | $7556128.45   | 0.18%             | 2029-03-25      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810RM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    476000 | PA      | $370573.44    | 0.01%             | 2045-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                                                                 | Oportun Issuance Trust 2025-A                                                   | CUSIP: 68377TAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1751000 | PA      | $1753734.01   | 0.04%             | 2033-02-08      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| DATADOG INC                                                                         | Datadog Inc                                                                     | CUSIP: 23804LAC7<br>LEI: 549300F6JNO0KRPO1K63 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1220775.00   | 0.03%             | 2029-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3142GST40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3309875 | PA      | $3286128.71   | 0.08%             | 2054-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NORDEA KREDIT REALKREDIT                                                            | Nordea Kredit Realkreditaktieselskab                                            | CUSIP: 000000000<br>LEI: 52990080NNXXLC14OC65 | Long             | DBT              | CORP              | DK        |  19334000 | PA      | $2967541.92   | 0.07%             | 2053-10-01      | Fixed         | 3.50%                 | No            |                  2 | 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        |   1170000 | PA      | $1026962.94   | 0.03%             | 2114-10-01      | Fixed         | 4.81%                 | 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        |   2475062 | PA      | $2472748.32   | 0.06%             | 2031-04-23      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS INC                                                                 | Shift4 Payments Inc                                                             | CUSIP: 82452JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1183899.00   | 0.03%             | 2027-08-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: —       |
| Apollo Aviation Securitization Equity Trust                                         | AASET 2024-1                                                                    | CUSIP: 00255JAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3493780 | PA      | $3614853.95   | 0.09%             | 2049-05-16      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DWNJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  72994133 | PA      | $73664346.82  | 1.79%             | 2054-12-01      | Fixed         | 5.50%                 | 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        |   1985000 | PA      | $1780610.51   | 0.04%             | 2031-09-01      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| HOUSING URBAN DEVELOPMNT                                                            | United States Department of Housing and Urban Development                       | CUSIP: 911759NM6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    657000 | PA      | $585379.98    | 0.01%             | 2038-08-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CHY0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20485000 | PA      | $20658001.15  | 0.50%             | 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        |   5108000 | PA      | $5313610.74   | 0.13%             | 2033-11-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: —       |
| (Sunnova) Aurora I Issuer, LLC                                                      | Sunnova Helios XII Issuer LLC                                                   | CUSIP: 86745YAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7822228 | PA      | $7269119.46   | 0.18%             | 2050-08-22      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Champs Trust                                                                        | Champs Trust 2024-1                                                             | CUSIP: 15878AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6265050 | PA      | $6509132.42   | 0.16%             | 2059-07-25      | Variable      | 8.98%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FIN US INC                                                               | Stellantis Finance US Inc                                                       | CUSIP: 85855CAL4<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |   9565000 | PA      | $9810528.86   | 0.24%             | 2035-03-18      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                        | UBS Group AG                                                                    | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   7318000 | PA      | $8725339.22   | 0.21%             | 2033-11-13      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                                                              | Global Atlantic Fin Co                                                          | CUSIP: 37959GAB3<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |  17346000 | PA      | $15671896.43  | 0.38%             | 2031-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                      | Fannie Mae-Aces                                                                 | CUSIP: 3136B3DE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12295956 | PA      | $12104579.70  | 0.29%             | 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        |   4882000 | PA      | $4267077.78   | 0.10%             | 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        |   4980000 | PA      | $4800326.08   | 0.12%             | 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        |   2700000 | PA      | $2169628.74   | 0.05%             | 2031-08-10      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                              | US ULTRA BOND CBT DEC25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -977 | NC      | $-1677778.93  | -0.04%            |  |  |  | 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        |   3980000 | PA      | $3889824.74   | 0.09%             | 2027-06-01      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140X5CD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3645965 | PA      | $3249414.66   | 0.08%             | 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        |  16129000 | PA      | $15597917.35  | 0.38%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Champs Trust                                                                        | Champs Trust 2024-2                                                             | CUSIP: 15878BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4295834 | PA      | $4496131.12   | 0.11%             | 2059-11-25      | Variable      | 8.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3138LEDP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2760944 | PA      | $2732104.19   | 0.07%             | 2026-07-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                              | Brookfield Finance Inc                                                          | CUSIP: 11271LAN2<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |   7532000 | PA      | $7479336.26   | 0.18%             | 2055-01-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                                | Bank of America Corp                                                            | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  16117000 | PA      | $16044667.71  | 0.39%             | 2028-01-20      | Fixed         | 3.82%                 | 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        |   1945000 | PA      | $1680482.14   | 0.04%             | 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        |  13510000 | PA      | $13306199.35  | 0.32%             | 2028-12-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                                                            | Asian Infrastructure Investment Bank/The                                        | CUSIP: 04522KAM8<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |  14385000 | PA      | $14551432.72  | 0.35%             | 2034-03-13      | Fixed         | 4.25%                 | 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        |   4665189 | PA      | $4671673.32   | 0.11%             | 2030-06-24      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                                          | Biogen Inc                                                                      | CUSIP: 09062XAM5<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |   9447000 | PA      | $10136461.24  | 0.25%             | 2055-05-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                             | Inter-American Development Bank                                                 | CUSIP: 4581X0EF1<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   7300000 | PA      | $7241398.59   | 0.18%             | 2029-09-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GATES GLOBAL LLC                                                                    | Gates Global LLC 2024 Term Loan B5                                              | CUSIP: 36740UAY8<br>LEI: 984500F43C791F4C7894 | Long             | LON              | CORP              | US        |   2475000 | PA      | $2474814.38   | 0.06%             | 2031-06-04      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                                  | Banco Santander SA                                                              | CUSIP: 05971KAP4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   4000000 | PA      | $4487688.00   | 0.11%             | 2028-11-21      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Home Re Ltd                                                                         | Home RE 2021-1 Ltd                                                              | CUSIP: 437307AD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    664765 | PA      | $668713.65    | 0.02%             | 2033-07-25      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| ICON Luxembourg Sarl                                                                | ICON Luxembourg SARL 2024 LUX Term Loan B                                       | CUSIP: 000000000<br>LEI: 635400PUWMHSPI2DDA35 | Long             | LON              | CORP              | LU        |    745719 | PA      | $746964.00    | 0.02%             | 2028-07-03      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                              | US LONG BOND(CBT) DEC25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      1461 | NC      | $2894456.58   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Mosaic Solar Loans LLC                                                              | Mosaic Solar Loans 2017-1 LLC                                                   | CUSIP: 61946EAA6<br>LEI: 549300ZLA8SW2SVJMN33 | Long             | ABS-O            | CORP              | US        |     60621 | PA      | $58792.01     | 0.00%             | 2042-06-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3142J6BT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  37739195 | PA      | $38088654.43  | 0.93%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENACT HOLDINGS INC                                                                  | Enact Holdings Inc                                                              | CUSIP: 29249EAA7<br>LEI: 9845003CA5664B741N19 | Long             | DBT              | CORP              | US        |  14085000 | PA      | $14736133.49  | 0.36%             | 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        |  10110000 | PA      | $8352795.16   | 0.20%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| INT DEVELOPMENT FIN CORP                                                            | United States International Development Finance Corp                            | CUSIP: 6903536P7<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGA              | US        |    892112 | PA      | $864114.93    | 0.02%             | 2029-10-15      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                                                | Kyndryl Holdings Inc                                                            | CUSIP: 50155QAN0<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |  10495000 | PA      | $11220743.42  | 0.27%             | 2034-02-20      | Fixed         | 6.35%                 | No            |                  2 | On Loan: —       |
| XPLR INFRASTRUCTURE LP                                                              | XPLR Infrastructure LP                                                          | CUSIP: 65341BAG1<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1368500.00   | 0.03%             | 2026-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| UMBS, TBA                                                                           | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0406A0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  43108000 | PA      | $40634342.26  | 0.99%             | 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        |   7095000 | PA      | $7924328.87   | 0.19%             | 2033-08-25      | Floating      | 7.76%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                              | PURCHASED MXN / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | MX        |         1 | NC      | $47797.89     | 0.00%             |  |  |  | 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        |   2344000 | PA      | $2163164.53   | 0.05%             | 2030-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| REALKREDIT DANMARK                                                                  | Realkredit Danmark A/S                                                          | CUSIP: 000000000<br>LEI: 549300NLOMBOWE943Y30 | Long             | DBT              | CORP              | DK        |  22669000 | PA      | $3451911.05   | 0.08%             | 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        |  26182000 | PA      | $25614382.36  | 0.62%             | 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        |   6056000 | PA      | $6292019.22   | 0.15%             | 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        |   9799000 | PA      | $10099643.71  | 0.25%             | 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        |  11167000 | PA      | $11195235.76  | 0.27%             | 2030-05-16      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| California Health Facilities Financing Authority                                    | CALIFORNIA ST HLTH FACS FING AUTH REVENUE                                       | CUSIP: 13032UVM7<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |   2195000 | PA      | $1956051.42   | 0.05%             | 2034-06-01      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3142GS4X3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5426249 | PA      | $5476071.85   | 0.13%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                                | Royal Bank of Canada                                                            | CUSIP: 78017DAH1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   5135000 | PA      | $5260762.57   | 0.13%             | 2031-05-02      | Fixed         | 4.97%                 | No            |                  2 | On Loan: —       |
| Citibank NA                                                                         | PURCHASED EGP / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | EG        |         1 | NC      | $5895.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                                                | LHOME Mortgage Trust 2023-RTL3                                                  | CUSIP: 50205TAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4911000 | PA      | $4930976.97   | 0.12%             | 2028-08-25      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                         | PURCHASED CZK / SOLD USD                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CZ        |         1 | NC      | $-194.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                                                                 | Oportun Issuance Trust 2025-A                                                   | CUSIP: 68377TAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4687000 | PA      | $4693127.78   | 0.11%             | 2033-02-08      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Sunrun Demeter Issuer LLC                                                           | Sunrun Demeter Issuer 2021-2 LLC                                                | CUSIP: 86772HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3403622 | PA      | $3065983.46   | 0.07%             | 2057-01-30      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                              | CUSIP: 3618BKMN6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2221052 | PA      | $2294743.46   | 0.06%             | 2053-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418CQB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3113195 | PA      | $2988882.86   | 0.07%             | 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        |  10131708 | PA      | $10538414.01  | 0.26%             | 2041-10-25      | Floating      | 10.36%                | No            |                  2 | On Loan: No      |
| Caister Finance                                                                     | Caister Finance DAC                                                             | CUSIP: 000000000<br>LEI: 635400IBLLJ9RCTGJN46 | Long             | ABS-MBS          | CORP              | IE        |   7307000 | PA      | $9861280.73   | 0.24%             | 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        |  13445000 | PA      | $13483417.74  | 0.33%             | 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        |   8000000 | PA      | $7451335.20   | 0.18%             | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY OP LP                                                                | Federal Realty OP LP                                                            | CUSIP: 313747BD8<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              |  | US        |   1250000 | PA      | $1272500.00   | 0.03%             | 2029-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                        | CUSIP: 38384KR45<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1000000 | PA      | $1039533.60   | 0.03%             | 2054-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL                                                              | American International Group Inc                                                | CUSIP: 026874DW4<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4094573.32   | 0.10%             | 2030-05-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    333000 | PA      | $335731.64    | 0.01%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                      | Fannie Mae-Aces                                                                 | CUSIP: 3136B6XJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10557067 | PA      | $9983894.87   | 0.24%             | 2029-08-25      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    891000 | PA      | $877530.58    | 0.02%             | 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        |   6350000 | PA      | $6884593.80   | 0.17%             | 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        |  10795432 | PA      | $10794088.34  | 0.26%             | 2049-04-20      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR                                                            | President and Fellows of Harvard College                                        | CUSIP: 740816AL7<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $894093.23    | 0.02%             | 2037-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                        | UBS Group AG                                                                    | CUSIP: 225401BB3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2382000 | PA      | $2985408.62   | 0.07%             | 2033-11-15      | Fixed         | 9.02%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                                                    | AmWINS Group Inc 2025 Term Loan B                                               | CUSIP: 03234TBA5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | LON              | CORP              | US        |   5422834 | PA      | $5426332.11   | 0.13%             | 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        |  12031000 | PA      | $12104230.29  | 0.29%             | 2029-08-15      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                        | Centene Corp                                                                    | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   8683000 | PA      | $7485084.64   | 0.18%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Diamond Infrastructure Funding LLC                                                  | Diamond Infrastructure Funding LLC                                              | CUSIP: 25265LAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5977000 | PA      | $5735072.56   | 0.14%             | 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        |    378524 | PA      | $329431.12    | 0.01%             | 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        |      9576 | PA      | $9561.16      | 0.00%             | 2029-01-16      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| Sonic Capital LLC                                                                   | Sonic Capital LLC                                                               | CUSIP: 83546DAG3<br>LEI: 54930089533DCF1JSH22 | Long             | ABS-O            | CORP              | US        |   4375658 | PA      | $4315407.27   | 0.11%             | 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        |  14675000 | PA      | $14917874.19  | 0.36%             | 2049-11-22      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                              | CUSIP: 3618B54N9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1340183 | PA      | $1385485.92   | 0.03%             | 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        |   5284003 | PA      | $5387854.79   | 0.13%             | 2050-03-25      | Floating      | 8.22%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                              | PURCHASED USD / SOLD GBP                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $80364.22     | 0.00%             |  |  |  | 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        |    100000 | NS      | $5071500.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                              | US 5YR NOTE (CBT) DEC25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      8919 | NC      | $641798.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                              | CUSIP: 3137HHNE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13823228 | PA      | $13897471.99  | 0.34%             | 2054-12-25      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| ServiceMaster Brands                                                                | ServiceMaster Funding LLC                                                       | CUSIP: 81761TAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2226582 | PA      | $1977998.10   | 0.05%             | 2051-01-30      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| CPI HOLDCO B LLC                                                                    | CPI Holdco B LLC 2024 Term Loan                                                 | CUSIP: 1261MAAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2475000 | PA      | $2475000.00   | 0.06%             | 2031-05-19      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multiclass Certificates                                                 | Freddie Mac Multiclass Certificates Series 2024-P016                            | CUSIP: 3137HDJT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5996128 | PA      | $6058901.67   | 0.15%             | 2029-03-25      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                                                | Raizen Fuels Finance SA                                                         | CUSIP: 75102XAB2<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |   3485000 | PA      | $3382670.99   | 0.08%             | 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        |   9685000 | PA      | $8540649.46   | 0.21%             | 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        |   7783000 | PA      | $7152849.41   | 0.17%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KKR & CO INC                                                                        | KKR & Co Inc                                                                    | CUSIP: 48251WAB0<br>LEI: 54930013V5I303TF9571 | Long             | DBT              | CORP              | US        |   3960000 | PA      | $3968681.98   | 0.10%             | 2035-08-07      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE / IRELAND DAC                                                             | Aircastle Ltd / Aircastle Ireland DAC                                           | CUSIP: 00929JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   6167000 | PA      | $6428563.62   | 0.16%             | 2031-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                                               | ON Semiconductor Corp                                                           | CUSIP: 682189AU9<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1248980.99   | 0.03%             | 2029-03-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                    | T-Mobile USA Inc                                                                | CUSIP: 87264A204<br>LEI: 549300V2JRLO5DIFGE82 | Long             | EP               | CORP              | US        |     18414 | NS      | $420759.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BPR Trust                                                                           | BPR Trust 2022-SSP                                                              | CUSIP: 05602HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9995000 | PA      | $10050403.28  | 0.24%             | 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        |   5390000 | PA      | $5038887.85   | 0.12%             | 2032-11-05      | Fixed         | 3.46%                 | 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        |    761381 | PA      | $601322.67    | 0.01%             | 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        |  11853000 | PA      | $11875699.68  | 0.29%             | 2048-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1795000 | PA      | $1865818.35   | 0.05%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                            | Ford Motor Credit Co LLC                                                        | CUSIP: 345397G23<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1142471.69   | 0.03%             | 2029-09-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3142GRC65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7145454 | PA      | $7098655.25   | 0.17%             | 2054-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2022-HQA1                                         | CUSIP: 35564KTA7<br>LEI: 5493000IRODEKU3J3Q16 | Long             | ABS-MBS          | USGSE             | US        |    304552 | PA      | $306712.26    | 0.01%             | 2042-03-25      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| ZEGONA FINANCE PLC                                                                  | Zegona Finance PLC                                                              | CUSIP: 98927UAA5<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |   3159000 | PA      | $3368536.47   | 0.08%             | 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        |   5335000 | PA      | $5292776.68   | 0.13%             | 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        |  35527000 | PA      | $5415472.46   | 0.13%             | 2056-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                              | PURCHASED USD / SOLD DKK                                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $206150.71    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                  | Ally Financial Inc                                                              | CUSIP: 02005NBW9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    993000 | PA      | $1012094.39   | 0.02%             | 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        |   1935127 | PA      | $1895155.88   | 0.05%             | 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        |   3115000 | PA      | $3032298.93   | 0.07%             | 2028-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                        | Centene Corp                                                                    | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   2435000 | PA      | $2241568.32   | 0.05%             | 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        |   5316974 | PA      | $5280797.63   | 0.13%             | 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        |   4805000 | PA      | $3437876.60   | 0.08%             | 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        |    972820 | PA      | $924005.40    | 0.02%             | 2054-06-30      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                    | Societe Generale SA                                                             | CUSIP: 83368RCF7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   3804000 | PA      | $4011482.33   | 0.10%             | 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        |   8943914 | PA      | $9149358.92   | 0.22%             | 2050-03-15      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT AS                                                              | Nykredit Realkredit A/S                                                         | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        | 139747000 | PA      | $21301996.52  | 0.52%             | 2056-10-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN ASSETS TRUST LP                                                            | American Assets Trust LP                                                        | CUSIP: 02401LAA2<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              |  | US        |    876000 | PA      | $796058.44    | 0.02%             | 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        |   4918000 | PA      | $4984987.09   | 0.12%             | 2031-08-06      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CHX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11566000 | PA      | $11803193.33  | 0.29%             | 2028-08-31      | Fixed         | 4.38%                 | 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        |   2431000 | PA      | $2438913.39   | 0.06%             | 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        |   1142288 | PA      | $1142103.71   | 0.03%             | 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        |   1500000 | PA      | $1560199.05   | 0.04%             | 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        |   1193000 | PA      | $1147855.21   | 0.03%             | 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        |   2500000 | PA      | $2421466.43   | 0.06%             | 2031-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Pnmac Gmsr Issuer Trust                                                             | PNMAC GMSR ISSUER TRUST 2025-GT1                                                | CUSIP: 69354WAK2<br>LEI: 5493007JEN3QN6CZC711 | Long             | ABS-O            | CORP              | US        |   5195000 | PA      | $5225705.57   | 0.13%             | 2030-08-26      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                                                         | Swedbank AB                                                                     | CUSIP: 87020PAX5<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |   8620000 | PA      | $8783723.19   | 0.21%             | 2026-09-12      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| INT DEVELOPMENT FIN CORP                                                            | United States International Development Finance Corp                            | CUSIP: 90376PAD3<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGA              | US        |   1078197 | PA      | $1033907.78   | 0.03%             | 2029-10-15      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| CHNGE Mortgage Trust                                                                | CHNGE Mortgage Trust 2023-4                                                     | CUSIP: 12569QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3184008 | PA      | $3239065.72   | 0.08%             | 2058-09-25      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| Avantor Funding Inc                                                                 | Avantor Funding Inc 2024 Term Loan B6                                           | CUSIP: 05350NAP9<br>LEI: 5493003VM0XB4U8YD238 | Long             | LON              | CORP              | US        |    313871 | PA      | $315747.67    | 0.01%             | 2027-11-08      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                                            | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                             | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11092000 | PA      | $10367401.57  | 0.25%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                              | CUSIP: 3617UUSQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1996053 | PA      | $1712049.24   | 0.04%             | 2051-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ANDREW W MELLON FOUNDATI                                                            | Andrew W Mellon Foundation/The                                                  | CUSIP: 03444RAB4<br>LEI: HVIJIPOQ5TXYVD3NET54 | Long             | DBT              | CORP              | US        |   5050000 | PA      | $4772175.87   | 0.12%             | 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        |   1200000 | PA      | $1198468.19   | 0.03%             | 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        |       -54 | NC      | $17743.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO SANTANDER SA                                                                  | Banco Santander SA                                                              | CUSIP: 05964HAS4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   2800000 | PA      | $2854379.05   | 0.07%             | 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        |  10204448 | PA      | $10111530.90  | 0.25%             | 2049-10-25      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                              | PURCHASED USD / SOLD DKK                                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $14604.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                                              | Mosaic Solar Loan Trust 2020-2                                                  | CUSIP: 61946PAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1148579 | PA      | $948785.94    | 0.02%             | 2046-08-20      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| PARSONS CORP                                                                        | Parsons Corp                                                                    | CUSIP: 70202LAD4<br>LEI: 549300ZXH0VRBSEPX752 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1245325.00   | 0.03%             | 2029-03-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| SYNOVUS FINANCIAL CORP                                                              | Synovus Financial Corp                                                          | CUSIP: 87161CAP0<br>LEI: 549300EIUS8UN5JTLE54 | Long             | DBT              | CORP              | US        |   3629000 | PA      | $3768714.90   | 0.09%             | 2030-11-01      | Fixed         | 6.17%                 | No            |                  2 | On Loan: —       |
| EUROPEAN INVESTMENT BANK                                                            | European Investment Bank                                                        | CUSIP: 298785JT4<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |  44000000 | PA      | $43652478.32  | 1.06%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                                          | BFLD Commercial Mortgage Trust 2024-UNIV                                        | CUSIP: 08861RAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4875000 | PA      | $4892176.58   | 0.12%             | 2041-11-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                              | CUSIP: 3137HMBS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9398321 | PA      | $9416833.48   | 0.23%             | 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        |  24902000 | PA      | $25355331.95  | 0.62%             | 2034-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CAJUN GLOBAL LLC                                                                    | Cajun Global LLC                                                                | CUSIP: 12803PAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5510000 | PA      | $5664846.43   | 0.14%             | 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        |   3441267 | PA      | $3448244.67   | 0.08%             | 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        |   5451231 | PA      | $5450386.12   | 0.13%             | 2031-07-31      | Floating      | 6.66%                 | 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        |   5369000 | PA      | $3722942.24   | 0.09%             | 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        |   1155206 | PA      | $1185012.41   | 0.03%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                                                              | Global Atlantic Fin Co                                                          | CUSIP: 37959GAG2<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |   8162000 | PA      | $8649671.34   | 0.21%             | 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        | 245414597 | NS      | $245414596.83 | 5.98%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                              | General Motors Financial Co Inc                                                 | CUSIP: 37045XEV4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   4343000 | PA      | $4512154.90   | 0.11%             | 2034-04-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    464000 | PA      | $287915.62    | 0.01%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                      | PURCHASED AUD / SOLD USD                                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | AU        |         1 | NC      | $-1041.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2022-DNA4                                         | CUSIP: 35564KYC7<br>LEI: 5493000IS4CDPWRMWB65 | Long             | ABS-MBS          | USGSE             | US        |   9638000 | PA      | $10805012.41  | 0.26%             | 2042-05-25      | Floating      | 14.61%                | No            |                  2 | On Loan: No      |
| CALVERT IMPACT CAPITAL NOTE                                                         | CALVERT IMPACT CAPITAL NOTE                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3547040.00   | 0.09%             | 2029-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                        | CUSIP: 38384CBT5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3642498 | PA      | $3642476.14   | 0.09%             | 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        |  13485000 | PA      | $13710907.46  | 0.33%             | 2027-09-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| ServiceMaster Brands                                                                | ServiceMaster Funding LLC                                                       | CUSIP: 81761TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1891865 | PA      | $1784809.57   | 0.04%             | 2051-01-30      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitization Trust                                            | Castlelake Aircraft Structured Trust 2025-1                                     | CUSIP: 14856VAA5<br>LEI: 549300MHTIBONNXM3R82 | Long             | ABS-O            | CORP              | US        |  15596703 | PA      | $15858175.14  | 0.39%             | 2050-02-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                             | Jefferies Financial Group Inc                                                   | CUSIP: 47233WEJ4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |  10681000 | PA      | $11360278.49  | 0.28%             | 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        |   2750500 | PA      | $2754050.90   | 0.07%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Champs Trust                                                                        | CHAMPS TRUST 2024-3                                                             | CUSIP: 15878CAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4645191 | PA      | $4851125.87   | 0.12%             | 2060-01-25      | Variable      | 8.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418FED5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  32267718 | PA      | $32563992.33  | 0.79%             | 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        |   2475047 | PA      | $2471779.80   | 0.06%             | 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        |  30998000 | PA      | $31721488.36  | 0.77%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                    | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FXLX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4386000 | PA      | $3893068.86   | 0.09%             | 2030-09-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HOUSING URBAN DEVELOPMNT                                                            | United States Department of Housing and Urban Development                       | CUSIP: 911759NK0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    929000 | PA      | $837155.07    | 0.02%             | 2036-08-01      | Fixed         | 3.54%                 | 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        |   8248401 | PA      | $8397364.36   | 0.20%             | 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        |   3278819 | PA      | $3287665.30   | 0.08%             | 2027-02-10      | Fixed         | 5.48%                 | No            |                  2 | 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        |   7600000 | PA      | $7858538.78   | 0.19%             | 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        |   6025000 | PA      | $5909386.88   | 0.14%             | 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        |   3913000 | PA      | $3914164.90   | 0.10%             | 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        |  25567000 | PA      | $26712335.64  | 0.65%             | 2030-04-22      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| NUVEEN LLC                                                                          | Nuveen LLC                                                                      | CUSIP: 67080LAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8656000 | PA      | $9114075.00   | 0.22%             | 2034-04-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                                                      | Pagaya AI Debt Selection Trust 2021-5                                           | CUSIP: 69547EAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    861109 | PA      | $850323.55    | 0.02%             | 2029-08-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12099000 | PA      | $11652849.38  | 0.28%             | 2054-11-15      | 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        |   3574565 | PA      | $3572345.55   | 0.09%             | 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        |   2500000 | PA      | $2623610.00   | 0.06%             | 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        |  21358507 | PA      | $21574639.20  | 0.53%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KFW                                                                                 | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769KD5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |  22344000 | PA      | $22833452.92  | 0.56%             | 2034-02-28      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                                      | EPR Properties                                                                  | CUSIP: 26884UAE9<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |   5174000 | PA      | $5215182.61   | 0.13%             | 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        |   7629000 | PA      | $8261505.13   | 0.20%             | 2034-03-25      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810FT0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1320000 | PA      | $1364189.06   | 0.03%             | 2036-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                                                            | Kaiser Foundation Hospitals                                                     | CUSIP: 48305QAC7<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |   4091000 | PA      | $4041889.26   | 0.10%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                                                   | Lithia Motors Inc                                                               | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |   4650000 | PA      | $4445052.65   | 0.11%             | 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        |   5174000 | PA      | $5004789.50   | 0.12%             | 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        |   7059000 | PA      | $7017026.76   | 0.17%             | 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        |   2208000 | PA      | $2216118.79   | 0.05%             | 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        |   1514077 | PA      | $1520940.17   | 0.04%             | 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        |   1179000 | PA      | $1179345.41   | 0.03%             | 2028-05-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 108900000 | PA      | $81562271.08  | 1.99%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust 2025-GW                                                                | CUSIP: 12433GAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7165000 | PA      | $7206800.61   | 0.18%             | 2042-07-15      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| Diamond Issuer LLC                                                                  | Diamond Issuer LLC                                                              | CUSIP: 25267TAN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13147000 | PA      | $12517858.20  | 0.30%             | 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        |   5423947 | PA      | $5423106.27   | 0.13%             | 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        |     -2572 | NC      | $70365.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3133KQM86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11748229 | PA      | $11914839.27  | 0.29%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                                                          | LAD Auto Receivables Trust 2024-1                                               | CUSIP: 501689AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3372448 | PA      | $3380960.47   | 0.08%             | 2028-01-18      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                       | MASSACHUSETTS ST                                                                | CUSIP: 57582PUE8<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    750000 | PA      | $769113.98    | 0.02%             | 2039-12-01      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                        | CUSIP: 38384AG64<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2863000 | PA      | $2978635.71   | 0.07%             | 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        |   4000000 | PA      | $4900158.80   | 0.12%             | 2033-08-25      | Floating      | 10.36%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3138MTKU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4925140 | PA      | $4889804.56   | 0.12%             | 2055-03-01      | Fixed         | 5.00%                 | 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        |   6387622 | PA      | $6507270.23   | 0.16%             | 2031-11-25      | Variable      | 7.40%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                                                              | XPLR Infrastructure Operating Partners LP                                       | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3146340.00   | 0.08%             | 2031-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: —       |
| GLOBAL ATLANTIC FIN CO                                                              | Global Atlantic Fin Co                                                          | CUSIP: 37959GAF4<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |   4014000 | PA      | $4253406.32   | 0.10%             | 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        |   5437644 | PA      | $5439655.75   | 0.13%             | 2031-06-24      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                                                            | Delta Air Lines Inc / SkyMiles IP Ltd                                           | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   7579000 | PA      | $7624771.63   | 0.19%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                             | CUSIP: 912828ZN3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1102000 | PA      | $1049332.15   | 0.03%             | 2027-04-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                                                  | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $68813.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Willowbrook Mall                                                                    | NJ 2025-WBRK                                                                    | CUSIP: 65486BAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7825000 | PA      | $7921112.13   | 0.19%             | 2035-03-05      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                                             | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   6700000 | PA      | $7673457.25   | 0.19%             | 2036-02-22      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                         | BNP Paribas SA                                                                  | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |  13925000 | PA      | $14784896.60  | 0.36%             | 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        |   5857000 | PA      | $6042801.61   | 0.15%             | 2055-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Sunnova Sol Issuer,LLC                                                              | Sunnova Sol II Issuer LLC                                                       | CUSIP: 86745PAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1782434 | PA      | $1453400.77   | 0.04%             | 2055-11-01      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                       | Citigroup Inc                                                                   | CUSIP: 172967MU2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4910000 | PA      | $4896876.55   | 0.12%             | 2025-12-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                              | PURCHASED CZK / SOLD USD                                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CZ        |         1 | NC      | $-23431.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sunrun Issuer                                                                       | Sunrun Atlas Issuer 2019-2 LLC                                                  | CUSIP: 86772FAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2409174 | PA      | $2306461.14   | 0.06%             | 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        |   2495000 | PA      | $2279643.08   | 0.06%             | 2030-09-01      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                         | PURCHASED AUD / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AU        |         1 | NC      | $1017.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                               | Wells Fargo Commercial Mortgage Trust 2025-609M                                 | CUSIP: 95004NAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8660000 | PA      | $8667643.32   | 0.21%             | 2042-08-15      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| PRA Health Sciences Inc                                                             | PRA Health Sciences Inc 2024 US Term Loan B                                     | CUSIP: 000000000<br>LEI: 549300R1HR1VWWHIAK47 | Long             | LON              | CORP              | US        |    185796 | PA      | $186106.55    | 0.00%             | 2028-07-03      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                            | Ford Motor Credit Co LLC                                                        | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   6678000 | PA      | $6966251.46   | 0.17%             | 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        |  13834676 | PA      | $14163891.12  | 0.34%             | 2050-02-16      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                               | DB Master Finance LLC                                                           | CUSIP: 233046AN1<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |   8792438 | PA      | $8563196.67   | 0.21%             | 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        |   3193000 | PA      | $2797630.89   | 0.07%             | 2031-09-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| WFLD Mortgage Trust                                                                 | WFLD 2014-MONT Mortgage Trust                                                   | CUSIP: 92939GAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1330000 | PA      | $1179425.65   | 0.03%             | 2031-08-10      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Springcastle SPV                                                                    | SpringCastle America Funding LLC                                                | CUSIP: 85022WAP9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1593833 | PA      | $1510835.39   | 0.04%             | 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        |  13055000 | PA      | $14030717.65  | 0.34%             | 2084-01-27      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                              | CUSIP: 3618BDJL0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1441386 | PA      | $1504317.94   | 0.04%             | 2053-06-20      | Fixed         | 6.50%                 | 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        |   4892191 | PA      | $4935942.73   | 0.12%             | 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        |  16881000 | PA      | $16916413.81  | 0.41%             | 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        |   5424050 | PA      | $5427032.95   | 0.13%             | 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        |   5151075 | PA      | $5179184.42   | 0.13%             | 2054-07-30      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| FORD FOUNDATION/THE                                                                 | Ford Foundation/The                                                             | CUSIP: 34531XAB0<br>LEI: 54930013YZ3DULPNNT44 | Long             | DBT              | CORP              | US        |   6560000 | PA      | $3958195.04   | 0.10%             | 2050-06-01      | Fixed         | 2.42%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CHQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1007000 | PA      | $1020472.56   | 0.02%             | 2028-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                                                            | Asian Infrastructure Investment Bank/The                                        | CUSIP: 04522KAL0<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |   7205000 | PA      | $7304274.02   | 0.18%             | 2029-01-18      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| (Sunnova) Aurora I Issuer, LLC                                                      | SUNNOVA HELIOS II ISSUER LLC 2019-A                                             | CUSIP: 86745LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1518235 | PA      | $1411623.54   | 0.03%             | 2046-06-20      | Fixed         | 3.75%                 | 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        |   2847554 | PA      | $2855709.65   | 0.07%             | 2029-01-22      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC                                                             | Akamai Technologies Inc                                                         | CUSIP: 00971TAN1<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1222650.00   | 0.03%             | 2029-02-15      | Fixed         | 1.12%                 | 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        |  23241848 | PA      | $22329366.43  | 0.54%             | 2057-07-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                              | CUSIP: 3618BDJJ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1433016 | PA      | $1481904.89   | 0.04%             | 2053-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                         | Oracle Corp                                                                     | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  24255000 | PA      | $24397795.01  | 0.59%             | 2035-09-26      | Fixed         | 5.20%                 | 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        |   3131760 | PA      | $3185317.39   | 0.08%             | 2032-03-25      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DWMY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  14146719 | PA      | $14276610.89  | 0.35%             | 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        |    858000 | PA      | $744080.39    | 0.02%             | 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        |   2140000 | PA      | $2243064.63   | 0.05%             | 2029-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Sunnova Sol Issuer,LLC                                                              | Sunnova Sol Issuer LLC                                                          | CUSIP: 86745NAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3700725 | PA      | $3150377.69   | 0.08%             | 2055-02-01      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                                                                 | Oportun Issuance Trust 2021-B                                                   | CUSIP: 68377GAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    459519 | PA      | $450853.77    | 0.01%             | 2031-05-08      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                                                         | Extended Stay America Trust 2021-ESH                                            | CUSIP: 30227FAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4959962 | PA      | $4964761.54   | 0.12%             | 2038-07-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                             | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3277000 | PA      | $2849261.91   | 0.07%             | 2030-05-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| EXACT SCIENCES CORP                                                                 | Exact Sciences Corp                                                             | CUSIP: 30063PAE5<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $935469.93    | 0.02%             | 2031-04-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                             | International Bank for Reconstruction & Development                             | CUSIP: 459058LA9<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |  28000000 | PA      | $28230153.28  | 0.69%             | 2031-01-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                        | CaixaBank SA                                                                    | CUSIP: 12803RAC8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |  12070000 | PA      | $13455895.87  | 0.33%             | 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        |   2992366 | PA      | $3120533.52   | 0.08%             | 2053-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ORL TRUST                                                                           | ORL Trust 2024-GLKS                                                             | CUSIP: 67120DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13396000 | PA      | $13418976.82  | 0.33%             | 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        |   9189000 | PA      | $9960054.32   | 0.24%             | 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        |    485019 | PA      | $475528.91    | 0.01%             | 2039-07-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 20754CAF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3000000 | PA      | $3083400.00   | 0.08%             | 2040-01-25      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                              | CUSIP: 3617UM5N2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4122987 | PA      | $3520895.24   | 0.09%             | 2051-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JAZZ INVESTMENTS I LTD                                                              | Jazz Investments I Ltd                                                          | CUSIP: 472145AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1205000 | PA      | $1432745.00   | 0.03%             | 2030-09-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: —       |
| ROYALTY PHARMA PLC                                                                  | Royalty Pharma PLC                                                              | CUSIP: 78081BAU7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   2957000 | PA      | $2955628.90   | 0.07%             | 2035-09-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                                  | Athene Holding Ltd                                                              | CUSIP: 04686JAL5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7498004.50   | 0.18%             | 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        |   1780000 | PA      | $1566093.66   | 0.04%             | 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        |   5280000 | PA      | $5177198.40   | 0.13%             | 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        |  19119000 | PA      | $15152641.09  | 0.37%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| INTACT FINANCIAL CORP                                                               | Intact Financial Corp                                                           | CUSIP: 45823TAL0<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | DBT              | CORP              | CA        |   3800000 | PA      | $3918643.75   | 0.10%             | 2032-09-22      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Retained Vantage Data Centers Issuer, LLC                                           | Retained Vantage Data Centers Issuer LLC                                        | CUSIP: 76134KAM6<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-O            | CORP              | US        |   3945000 | PA      | $3962157.99   | 0.10%             | 2050-08-15      | Fixed         | 5.09%                 | 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        |   3085000 | PA      | $2798720.95   | 0.07%             | 2039-06-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                              | PURCHASED USD / SOLD DKK                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $16414.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                                                | Raizen Fuels Finance SA                                                         | CUSIP: 75102XAC0<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |   2250000 | PA      | $2071424.90   | 0.05%             | 2054-03-05      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 20754KAF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1646939 | PA      | $1686877.11   | 0.04%             | 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        |   6746322 | PA      | $6584587.62   | 0.16%             | 2054-08-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Horizon Aircraft Finance                                                            | Horizon Aircraft Finance IV Ltd                                                 | CUSIP: 43990EAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |  13300000 | PA      | $13458645.06  | 0.33%             | 2049-09-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CKK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25700000 | PA      | $25852060.22  | 0.63%             | 2026-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Commercial Mortgage Trust 2021-VOLT                                          | CUSIP: 05609VAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7027747 | PA      | $7004172.18   | 0.17%             | 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        |   1216000 | PA      | $1220451.78   | 0.03%             | 2027-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LIBERTY MEDIA CORP                                                                  | Liberty Media Corp-Liberty Formula One                                          | CUSIP: 531229AQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $1195650.00   | 0.03%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140QTYX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2597494 | PA      | $2582917.21   | 0.06%             | 2054-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BD                                                            | Apollo Debt Solutions BDC                                                       | CUSIP: 03770DAD5<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1357171.64   | 0.03%             | 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        | 364780485 | PA      | $361802398.88 | 8.81%             | 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        |   2429000 | PA      | $2182088.99   | 0.05%             | 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        |  16342328 | PA      | $16750057.40  | 0.41%             | 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        |   7425000 | PA      | $7347556.73   | 0.18%             | 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        |   7000000 | PA      | $7070842.17   | 0.17%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                              | CUSIP: 3618BWLT8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    972622 | PA      | $1005499.77   | 0.02%             | 2053-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                                            | Liberty Mutual Group Inc                                                        | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |  11471000 | PA      | $11269143.09  | 0.27%             | 2051-12-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                    | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FG6Q3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1895833 | PA      | $1865902.73   | 0.05%             | 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        |   6570000 | PA      | $6554216.63   | 0.16%             | 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        |    461569 | PA      | $456301.06    | 0.01%             | 2045-02-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| SUNRUN VULCAN ISSUER LLC                                                            | Sunrun Vulcan Issuer 2021-1 LLC                                                 | CUSIP: 86773QAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2767389 | PA      | $2492016.92   | 0.06%             | 2052-01-30      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT                                                            | Apollo Global Management Inc                                                    | CUSIP: 03769MAE6<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |  14755000 | PA      | $14835146.50  | 0.36%             | 2035-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                              | CUSIP: 3617UUSS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6330710 | PA      | $5406218.01   | 0.13%             | 2051-04-20      | Fixed         | 2.50%                 | 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        |  10853000 | PA      | $10863502.67  | 0.26%             | 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        |  12454882 | PA      | $12768772.94  | 0.31%             | 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        |   2385000 | PA      | $2198612.25   | 0.05%             | 2035-01-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CITADEL LP                                                                          | Citadel LP                                                                      | CUSIP: 17288XAC8<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |  13747000 | PA      | $14558497.92  | 0.35%             | 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        |   3093000 | PA      | $3100903.70   | 0.08%             | 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        |   2475000 | PA      | $2480952.38   | 0.06%             | 2031-05-30      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| IONIS PHARMACEUTICALS IN                                                            | Ionis Pharmaceuticals Inc                                                       | CUSIP: 462222AF7<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1732031.25   | 0.04%             | 2028-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Coinstar Funding, LLC                                                               | Coinstar Funding LLC Series 2017-1                                              | CUSIP: 19260MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5427012 | PA      | $5046794.38   | 0.12%             | 2047-04-25      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CJL6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 157420000 | PA      | $157610997.69 | 3.84%             | 2025-11-30      | Fixed         | 4.88%                 | 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        |   6347853 | PA      | $6456093.64   | 0.16%             | 2049-10-25      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                      | PURCHASED INR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |         1 | NC      | $-135.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL                                                              | American International Group Inc                                                | CUSIP: 026874DX2<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |  13171000 | PA      | $13728961.36  | 0.33%             | 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        |    720477 | PA      | $744831.85    | 0.02%             | 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        |   5126000 | PA      | $4999917.83   | 0.12%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Small Business Administration Participation Certs                                   | United States Small Business Administration                                     | CUSIP: 83162CYQ0<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |   2188042 | PA      | $2059275.04   | 0.05%             | 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        |   1736612 | PA      | $1663106.86   | 0.04%             | 2045-03-15      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                       | MASSACHUSETTS ST                                                                | CUSIP: 57582RJN7<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   4770000 | PA      | $3807130.66   | 0.09%             | 2046-06-01      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD PROPERTY PART                                                            | Brookfield Property Partners LP                                                 | CUSIP: 000000000<br>LEI: 5493004J5Z0TZW83NU62 | Long             | EP               | CORP              | BM        |     97843 | NS      | $1311096.20   | 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        |   3965000 | PA      | $3738743.58   | 0.09%             | 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        |   6895000 | PA      | $6915023.77   | 0.17%             | 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        |  13487000 | PA      | $14273302.22  | 0.35%             | 2082-10-31      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** James Kirchner

**Name of Signer:** James Kirchner

**Title:** Treasurer