# EDGAR Filing Document

**Accession Number:** 0001480207
**File Stem:** 0001193125-26-245119
**Filing Date:** 2026-5
**Character Count:** 322786
**Document Hash:** 58c1157cdd350a8f86f4000b9d5a315f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-245119.hdr.sgml**: 20260528

**ACCESSION NUMBER**: 0001193125-26-245119

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260528

**DATE AS OF CHANGE**: 20260528

**PERIOD START**: 20260331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** DoubleLine Funds Trust
- **CENTRAL INDEX KEY:** 0001480207

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0331

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22378
- **FILM NUMBER:** 261035062

**BUSINESS ADDRESS:**
- **STREET 1:** 2002 N. TAMPA ST.,
- **STREET 2:** SUITE 200
- **CITY:** TAMPA
- **STATE:** FL
- **ZIP:** 33602
- **BUSINESS PHONE:** (813) 791-7333

**MAIL ADDRESS:**
- **STREET 1:** 2002 N. TAMPA ST.,
- **STREET 2:** SUITE 200
- **CITY:** TAMPA
- **STATE:** FL
- **ZIP:** 33602

## Series and Classes Contracts Data

### DoubleLine Shiller Enhanced CAPE (Series ID: S000042768)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000132287 | Class I      | DSEEX           |
| C000132288 | Class N      | DSENX           |
| C000213587 | Class R6     | DDCPX           |
| C000265922 | I2           |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** DoubleLine Funds Trust

- **b. Investment Company Act file number:** 811-22378

- **c. CIK number of Registrant:** 0001480207

- **d. LEI of Registrant:** 549300MUFFXFRMY0RH66

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

  - **Street Address 1:** 2002 North Tampa Street

  - **City:** Tampa

  - **State:** FL

  - **Foreign country:** US

  - **Zip / Postal Code:** 33602

  - **Telephone number:** 813-791-7333

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

- **a. Name of Series:** Doubleline Shiller Enhanced CAPE

- **b. EDGAR series identifier (if any):** S000042768

- **c. LEI of Series:** 549300Q3NIRL0AH36G21

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

- **a. Date of fiscal year-end:** 2026-03-31

- **b. Date as of which information is reported:** 2026-03-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $3012764065.70

**Total Liabilities:** $173906330.42

**Net Assets:** $2838857735.28

**Delayed Delivery Securities:** $18483349.91

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 4716.000000000000 | **1-Year:** 144829.000000000000 | **5-Year:** 369009.000000000000 | **10-Year:** 35667.000000000000 | **30-Year:** 0.000000000000

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

- **3-Month:** 927.000000000000 | **1-Year:** 14245.000000000000 | **5-Year:** 46291.000000000000 | **10-Year:** 17273.000000000000 | **30-Year:** 500.000000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000132287 | 2.15%                | 1.30%                | -8.07%               |
| Class ID C000132288 | 2.13%                | 1.34%                | -8.15%               |
| Class ID C000213587 | 2.15%                | 1.30%                | -8.05%               |
| Class ID C000265922 | 2.15%                | 1.38%                | -8.12%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $691121.66               | $13024283.58                               |
| Month 2  | $1067146.06              | $5664901.41                                |
| Month 3  | $-2756378.43             | $-22970582.00                              |

**Designated Index Information**

- **Index Name:** Shiller Barclays CAPE US Sector TR USD Index

- **Index Identifier:** BXIICSTU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Deutsche Bank Commercial Mortg | DBJPM 16-C1 Mortgage Trust                                                       | CUSIP: 23312LAW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3143912 | PA      | $31.44        | 0.00%             | 2049-05-10      | Variable      | 1.29%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA         | Daimler Truck Finance North America LLC                                          | CUSIP: 233853BK5<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | DE        |   1399000 | PA      | $1379974.78   | 0.05%             | 2029-01-12      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC            | Delta Air Lines Inc                                                              | CUSIP: 247361A24<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   4929000 | PA      | $4948152.47   | 0.17%             | 2028-07-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd           | FS Rialto 2021-FL3                                                               | CUSIP: 30323CAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3582949 | PA      | $3590576.71   | 0.13%             | 2036-11-16      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                                | CUSIP: 3136AJEU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1615770 | PA      | $1599687.77   | 0.06%             | 2044-03-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                                               | CUSIP: 3137HHFS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3012002 | PA      | $3024759.16   | 0.11%             | 2054-11-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR            | Freddie Mac STACR REMIC Trust 2025-DNA1                                          | CUSIP: 35564NFZ1<br>LEI: 529900WZAMS87JCAOC53 | Long             | ABS-MBS          | CORP              | US        |   1619232 | PA      | $1616468.29   | 0.06%             | 2045-01-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust         | GSAA Home Equity Trust 2006-19                                                   | CUSIP: 362244AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4825538 | PA      | $1627775.65   | 0.06%             | 2036-12-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC            | Global Payments Inc                                                              | CUSIP: 37940XAW2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   2247000 | PA      | $2207776.46   | 0.08%             | 2030-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Global SC Finance SRL          | Global SC Finance VII Srl                                                        | CUSIP: 37959PAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CN        |   1977656 | PA      | $1901763.47   | 0.07%             | 2040-10-17      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GD27<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2491000 | PA      | $2468054.40   | 0.09%             | 2029-10-21      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issu | GreenSky Home Improvement Issuer Trust 2025-1                                    | CUSIP: 39571NAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1454896 | PA      | $1464278.68   | 0.05%             | 2060-03-25      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG       | New York Life Global Funding                                                     | CUSIP: 64952WFF5<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    428000 | PA      | $432046.04    | 0.02%             | 2029-01-29      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS XX | OCTAGON INVESTMENT PARTNERS 20-R LTD                                             | CUSIP: 67576WBA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  27500000 | PA      | $27530604.75  | 0.97%             | 2037-08-12      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| PHILLIPS EDISON GROCERY        | Phillips Edison Grocery Center Operating Partnership I LP                        | CUSIP: 71845JAA6<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |   2587000 | PA      | $2292203.33   | 0.08%             | 2031-11-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC          | Rio Tinto Finance USA PLC                                                        | CUSIP: 76720AAS5<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | AU        |   3413000 | PA      | $3467582.91   | 0.12%             | 2030-03-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC         | Roper Technologies Inc                                                           | CUSIP: 776696AK2<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    688000 | PA      | $683790.55    | 0.02%             | 2028-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Starwood Commercial Mortgage T | STWD 2021-FL2 Ltd                                                                | CUSIP: 78486BAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    663468 | PA      | $663628.17    | 0.02%             | 2038-04-18      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRU | SoFi Consumer Loan Program 2025-3 Trust                                          | CUSIP: 83390JAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6000000 | PA      | $5989931.40   | 0.21%             | 2034-08-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH            | Suzano Austria GmbH                                                              | CUSIP: 86964WAJ1<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | BR        |   5765000 | PA      | $5362258.71   | 0.19%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                    | Swedbank AB                                                                      | CUSIP: 87020PAY3<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |   1587000 | PA      | $1630026.66   | 0.06%             | 2029-03-14      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION              | Sysco Corp                                                                       | CUSIP: 871829BU0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   2635000 | PA      | $2656653.74   | 0.09%             | 2030-09-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TIF Funding II LLC             | TIF Funding II LLC                                                               | CUSIP: 872480AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2236208 | PA      | $2043224.89   | 0.07%             | 2046-02-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| TPG Real Estate Finance        | TRTX 2025-FL7 Issuer Ltd                                                         | CUSIP: 87277LAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5630000 | PA      | $5638349.29   | 0.20%             | 2043-06-18      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS       | Targa Resources Partners LP / Targa Resources Partners Finance Corp              | CUSIP: 87612BBQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4243000 | PA      | $4283910.92   | 0.15%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP           | Targa Resources Corp                                                             | CUSIP: 87612GAT8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   5614000 | PA      | $5497579.06   | 0.19%             | 2031-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC          | Uber Technologies Inc                                                            | CUSIP: 90353TAT7<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   1315000 | PA      | $1286647.27   | 0.05%             | 2031-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CFR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7795658 | PA      | $7919138.81   | 0.28%             | 2027-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 91282CPK1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 100000000 | PA      | $99199219.00  | 3.49%             | 2028-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust   | Upstart Securitization Trust 2025-3                                              | CUSIP: 91684FAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4848934 | PA      | $4850371.41   | 0.17%             | 2035-09-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers LLC       | Vantage Data Centers LLC                                                         | CUSIP: 92212KAC0<br>LEI: 5493000RL8X7WTQ7HO20 | Long             | ABS-O            | CORP              | US        |   3620000 | PA      | $3458457.50   | 0.12%             | 2045-09-15      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2025-5                                                | CUSIP: 92540XAA9<br>LEI: 213800Z7TIVJRAYLRV98 | Long             | ABS-MBS          | CORP              | US        |   5837225 | PA      | $5860254.79   | 0.21%             | 2070-06-25      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2025-5                                                | CUSIP: 92540XAC5<br>LEI: 213800Z7TIVJRAYLRV98 | Long             | ABS-MBS          | CORP              | US        |   3047880 | PA      | $3053649.38   | 0.11%             | 2070-06-25      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer | WaMu Mortgage Pass-Through Certificates Series 2005-AR4 Trust                    | CUSIP: 92922FG77<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1630255 | PA      | $1594172.95   | 0.06%             | 2035-04-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se | Wells Fargo Mortgage Backed Securities 2007-AR6 Trust                            | CUSIP: 949794AB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3994391 | PA      | $3946986.39   | 0.14%             | 2037-10-25      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Alternative Loan T | Wells Fargo Alternative Loan 2007-PA5 Trust                                      | CUSIP: 949922AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    399409 | PA      | $342950.09    | 0.01%             | 2037-11-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                                 | CUSIP: 95000U3M3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5105000 | PA      | $5124409.16   | 0.18%             | 2028-04-22      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| DELTA 2 LUX SARL               | Delta 2 Lux Sarl                                                                 | CUSIP: L2465BAW6<br>LEI: 549300BBG8Z3D6QSYP53 | Long             | LON              | CORP              | LU        |   3080000 | PA      | $3078075.00   | 0.11%             | 2031-09-19      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| DYNASTY ACQUISITION CO I       | Dynasty Acquisition Co Inc                                                       | CUSIP: 26812CAP1<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |    261888 | PA      | $262329.29    | 0.01%             | 2031-10-31      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                | Gen Digital Inc                                                                  | CUSIP: 66877AAG3<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | LON              | CORP              | US        |   1223850 | PA      | $1207407.58   | 0.04%             | 2032-04-16      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| SOLSTICE ADVANCED MATERI       | Solstice Advanced Materials Inc                                                  | CUSIP: 83443PAC9<br>LEI: 2138004GZ4H9TW6HK435 | Long             | LON              | CORP              | US        |    905000 | PA      | $910846.30    | 0.03%             | 2032-10-29      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| N/A                            | BXIICS2E INDEX SWAP 052626                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $1250871.82   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                | AREIT 2025-CRE10 Ltd                                                             | CUSIP: 00193DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7220000 | PA      | $7230425.68   | 0.25%             | 2029-12-17      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2006-16CB                                                 | CUSIP: 021460AE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7133283 | PA      | $3635948.40   | 0.13%             | 2036-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2006-36T2                                                 | CUSIP: 02146XAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5651474 | PA      | $2062938.19   | 0.07%             | 2036-12-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2007-9T1                                                  | CUSIP: 02150JAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10563521 | PA      | $4809790.62   | 0.17%             | 2037-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust       | Angel Oak Mortgage Trust 2020-2                                                  | CUSIP: 03464XAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1557081 | PA      | $1485950.64   | 0.05%             | 2065-01-26      | Variable      | 2.53%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust       | Angel Oak Mortgage Trust 2020-6                                                  | CUSIP: 03465AAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    287855 | PA      | $269522.09    | 0.01%             | 2065-05-25      | Variable      | 1.77%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust          | Arroyo Mortgage Trust 2019-2                                                     | CUSIP: 042858AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    259608 | PA      | $252727.02    | 0.01%             | 2049-04-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust          | Arroyo Mortgage Trust 2019-3                                                     | CUSIP: 04285AAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2237155 | PA      | $2154117.35   | 0.08%             | 2048-10-25      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| Avant Loans Funding Trust      | Avant Loans Funding Trust 2025-REV1                                              | CUSIP: 05352BAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4011298.80   | 0.14%             | 2034-05-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2024-5YR10                                                                 | CUSIP: 06604AAM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5022000 | PA      | $5112279.99   | 0.18%             | 2057-10-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL         | Banque Federative du Credit Mutuel SA                                            | CUSIP: 06675DCN0<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   4475000 | PA      | $4603704.45   | 0.16%             | 2030-01-22      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt | Benefit Street Partners Clo XXXVII Ltd                                           | CUSIP: 08182TAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6500000 | PA      | $6506581.25   | 0.23%             | 2038-01-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP               | Black Hills Corp                                                                 | CUSIP: 092113AY5<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |   4762000 | PA      | $4713288.12   | 0.17%             | 2031-01-31      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust             | BMO 2025-5C12 Mortgage Trust                                                     | CUSIP: 09663VAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  42094415 | PA      | $2428990.89   | 0.09%             | 2058-10-15      | Variable      | 1.44%                 | No            |                  2 | On Loan: No      |
| CBAM CLO Management            | CBAM 2020-13 Ltd                                                                 | CUSIP: 12511AAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $3005188.50   | 0.11%             | 2034-01-20      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2006-21                                          | CUSIP: 12543PAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1548421 | PA      | $620529.90    | 0.02%             | 2037-02-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2006-20                                          | CUSIP: 12544AAT2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8876259 | PA      | $2993838.69   | 0.11%             | 2037-02-25      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust   | CSMC Series 2009-8R                                                              | CUSIP: 12641RDG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8424764 | PA      | $2552657.68   | 0.09%             | 2037-03-26      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                   | CaixaBank SA                                                                     | CUSIP: 12803RAA2<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   2828000 | PA      | $2905348.97   | 0.10%             | 2029-01-18      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS       | Cheniere Energy Partners LP                                                      | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   2449000 | PA      | $2439053.41   | 0.09%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                                    | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   6028000 | PA      | $6008342.99   | 0.21%             | 2030-09-19      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II, | Compass Datacenters Issuer II LLC                                                | CUSIP: 20469AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5425000 | PA      | $5421802.51   | 0.19%             | 2049-02-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus | CSAIL 2021-C20 Commercial Mortgage Trust                                         | CUSIP: 22945EAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 121032538 | PA      | $4313091.31   | 0.15%             | 2054-03-15      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                  | DTE Energy Co                                                                    | CUSIP: 233331BN6<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   3044000 | PA      | $3105571.51   | 0.11%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T | EFMT 2026-NQM1                                                                   | CUSIP: 26846GAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1974384 | PA      | $1955564.33   | 0.07%             | 2071-02-25      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT       | Element Fleet Management Corp                                                    | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   2697000 | PA      | $2724161.03   | 0.10%             | 2030-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT       | Element Fleet Management Corp                                                    | CUSIP: 286181AR3<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    939000 | PA      | $926290.58    | 0.03%             | 2030-11-24      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2016-P4                                      | CUSIP: 29429EAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8491697 | PA      | $84.92        | 0.00%             | 2049-07-10      | Variable      | 1.86%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust           | FREMF 2019-KF69 Mortgage Trust                                                   | CUSIP: 30313LAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    878676 | PA      | $848519.94    | 0.03%             | 2029-08-25      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd           | FS RIALTO                                                                        | CUSIP: 30319YAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1899566 | PA      | $1901841.50   | 0.07%             | 2038-05-16      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                                               | CUSIP: 3137HK5H3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4521284 | PA      | $4498642.02   | 0.16%             | 2055-03-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                                 | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2485000 | PA      | $2588461.29   | 0.09%             | 2029-10-23      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2021-C59                                   | CUSIP: 95003CBU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  61204562 | PA      | $3261799.23   | 0.11%             | 2054-04-15      | Variable      | 1.48%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2025-C64                                   | CUSIP: 95004BAS0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1271154 | PA      | $1279203.37   | 0.05%             | 2058-02-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2025-C64                                   | CUSIP: 95004BAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  48384460 | PA      | $3393545.68   | 0.12%             | 2058-02-15      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT       | Western Midstream Operating LP                                                   | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   3066000 | PA      | $2978299.83   | 0.10%             | 2030-02-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC         | Williams Cos Inc/The                                                             | CUSIP: 969457CL2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   3210000 | PA      | $3239925.55   | 0.11%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor | JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT                    | CUSIP: 46645WBC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    336000 | PA      | $233664.48    | 0.01%             | 2033-07-05      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga | MF1 2022-FL8 Ltd                                                                 | CUSIP: 55284JAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1458340 | PA      | $1460155.79   | 0.05%             | 2037-02-19      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP            | Charles Schwab Corp/The                                                          | CUSIP: 808513BZ7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   1422000 | PA      | $1428010.68   | 0.05%             | 2027-03-03      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRU | SoFi Consumer Loan Program 2025-4 Trust                                          | CUSIP: 83405UAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4500000 | PA      | $4490068.50   | 0.16%             | 2035-08-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER           | Niagara Mohawk Power Corp                                                        | CUSIP: 653522DT6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |   4588000 | PA      | $4571733.93   | 0.16%             | 2030-10-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRU | SoFi Consumer Loan Program Trust 2026-1                                          | CUSIP: 83408AAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12675626 | PA      | $12665305.13  | 0.45%             | 2035-12-26      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se | Wells Fargo Mortgage Backed Securities 2007-15 Trust                             | CUSIP: 949797AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    915132 | PA      | $893214.21    | 0.03%             | 2037-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                   | NiSource Inc                                                                     | CUSIP: 65473PAS4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1142562.11   | 0.04%             | 2029-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Wellington Management CLO      | Wellington Management Clo 4 Ltd                                                  | CUSIP: 94957LAA7<br>LEI: 213800VJVBC3KZIDZU56 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $9975051.00   | 0.35%             | 2038-04-18      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2016-NXS6                                  | CUSIP: 95000KBE4<br>LEI: 549300CFP9NBBMZH1008 | Long             | ABS-MBS          | CORP              | US        |  13732701 | PA      | $11199.02     | 0.00%             | 2049-11-15      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable | Westlake Automobile Receivables Trust 2025-2                                     | CUSIP: 96041KAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1000294.60   | 0.04%             | 2031-05-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                                 | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2277000 | PA      | $2316325.63   | 0.08%             | 2031-04-23      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS       | Wyndham Hotels & Resorts Inc                                                     | CUSIP: 98310CAF9<br>LEI: 549300FE3MQ4RVXXC673 | Long             | LON              | CORP              | US        |   2127471 | PA      | $2137661.26   | 0.08%             | 2030-05-24      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| DYNASTY ACQUISITION CO I       | Dynasty Acquisition Co Inc                                                       | CUSIP: 26812CAN6<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |    688512 | PA      | $689672.13    | 0.02%             | 2031-10-31      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| MINEJESA CAPITAL BV            | Minejesa Capital BV                                                              | CUSIP: AO6253790<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | ID        |    649000 | PA      | $642523.30    | 0.02%             | 2030-08-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                            | BXIICS2E INDEX SWAP 112526                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-1312308.25  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CENCOSUD SA                    | Cencosud SA                                                                      | CUSIP: AO3440754<br>LEI: 549300NLTGCFV7482429 | Long             | DBT              | CORP              | CL        |    300000 | PA      | $298812.24    | 0.01%             | 2027-07-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                    | Corp Nacional del Cobre de Chile                                                 | CUSIP: AO5022774<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    800000 | PA      | $790786.80    | 0.03%             | 2027-08-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                    | Corp Nacional del Cobre de Chile                                                 | CUSIP: ZR7485918<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    500000 | PA      | $469558.85    | 0.02%             | 2029-09-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTERCORP FIN SER INC          | Intercorp Financial Services Inc                                                 | CUSIP: AP5716067<br>LEI: 5299004181WFTEWB1398 | Long             | DBT              | CORP              | PE        |    550000 | PA      | $545148.84    | 0.02%             | 2027-10-19      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| INVEPAR A-1 EQUITY LINKED NOTE | INVEPAR A-1 EQUITY LINKED NOTE                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | BR        |     35034 | PA      | $0.00         | 0.00%             | 2028-12-30      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                            | BXIICS2E INDEX SWAP 051326                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-545571.83   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| WIPRO IT SERVICE               | Wipro IT Services LLC                                                            | CUSIP: BQ1012856<br>LEI: 549300S6XZZ65F0EJS98 | Long             | DBT              | CORP              | IN        |    500000 | PA      | $496694.33    | 0.02%             | 2026-06-23      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MISC CAPITAL TWO LABUAN        | MISC Capital Two Labuan Ltd                                                      | CUSIP: BV5958574<br>LEI: 9845000ED8376T875113 | Long             | DBT              | CORP              | MY        |    600000 | PA      | $594773.41    | 0.02%             | 2027-04-06      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                     | Affirm Asset Securitization Trust 2025-X1                                        | CUSIP: 00834MAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    704142 | PA      | $704569.80    | 0.02%             | 2030-04-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| AGREE LP                       | Agree LP                                                                         | CUSIP: 008513AA1<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |   1295000 | PA      | $1196649.74   | 0.04%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2007-15CB                                                 | CUSIP: 02151CAR7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    268913 | PA      | $152852.98    | 0.01%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GF           | American National Global Funding                                                 | CUSIP: 02771D2E3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2608000 | PA      | $2554736.92   | 0.09%             | 2031-01-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL         | Anglo American Capital PLC                                                       | CUSIP: 034863BG4<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | ZA        |   2652000 | PA      | $2623213.71   | 0.09%             | 2031-03-19      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Lo | Arbor Realty Commercial Real Estate Notes 2021-FL4 Ltd                           | CUSIP: 03880RAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    534058 | PA      | $534730.68    | 0.02%             | 2036-11-15      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Lo | Arbor Realty Commercial Real Estate Notes 2022-FL1 Ltd                           | CUSIP: 03880XAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3222826 | PA      | $3226915.58   | 0.11%             | 2037-01-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Arbor Multifamily Mortgage Sec | Arbor Multifamily Mortgage Securities Trust 2020-MF1                             | CUSIP: 03881BBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  40902000 | PA      | $792271.74    | 0.03%             | 2053-05-15      | Variable      | 0.55%                 | No            |                  2 | On Loan: No      |
| ARES Commercial Mortgage Trust | ARES Commercial Mortgage Trust 2026-GCP                                          | CUSIP: 04021QAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    810000 | PA      | $807834.14    | 0.03%             | 2043-02-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING          | Athene Global Funding                                                            | CUSIP: 04685A4R9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   2565000 | PA      | $2539549.99   | 0.09%             | 2030-07-17      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Banc of America Mortgage Secur | Banc of America Mortgage 2007-3 Trust                                            | CUSIP: 05954CAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1693873 | PA      | $1400009.04   | 0.05%             | 2037-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor | Banc of America Funding 2015-R2 Trust                                            | CUSIP: 05990TBE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1576802 | PA      | $1453359.49   | 0.05%             | 2036-03-27      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC         | CNH Industrial Capital LLC                                                       | CUSIP: 12592BAV6<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |   5378000 | PA      | $5311214.33   | 0.19%             | 2030-10-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC         | CenterPoint Energy Inc                                                           | CUSIP: 15189TBG1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   1623000 | PA      | $1664016.55   | 0.06%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC               | COLT 2021-1RMortgage Pass-Through Certificates                                   | CUSIP: 19688BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1796749 | PA      | $1641760.17   | 0.06%             | 2065-05-25      | Variable      | 0.86%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer III | Compass Datacenters Issuer III LLC                                               | CUSIP: 20469BAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4500000 | PA      | $4514210.55   | 0.16%             | 2050-02-25      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2006-J6                                                   | CUSIP: 23244EAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1444841 | PA      | $641345.57    | 0.02%             | 2036-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING        | DCP Midstream Operating LP                                                       | CUSIP: 23311VAH0<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    942000 | PA      | $958748.63    | 0.03%             | 2029-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC               | DT Midstream Inc                                                                 | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    843000 | PA      | $825508.20    | 0.03%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP        | Dell International LLC / EMC Corp                                                | CUSIP: 24703DBS9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3281000 | PA      | $3243458.83   | 0.11%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-A Securities INC  | Deutsche Alt-B Securities Mortgage Loan Trust Series 2006-AB4                    | CUSIP: 251513AQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    304820 | PA      | $265961.90    | 0.01%             | 2036-10-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Dividend Solar Loans LLC       | Dividend Solar Loans 2018-2 LLC                                                  | CUSIP: 255387AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1757313 | PA      | $1653474.71   | 0.06%             | 2038-12-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Eldridge CLO Ltd               | Eldridge CLO 2025-1 Ltd                                                          | CUSIP: 284913AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7500000 | PA      | $7507925.25   | 0.26%             | 2038-10-20      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                               | CUSIP: 29273VAR1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3340000 | PA      | $3371357.06   | 0.12%             | 2026-12-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| GATX CORP                      | GATX Corp                                                                        | CUSIP: 361448BE2<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |   2646000 | PA      | $2652530.33   | 0.09%             | 2029-04-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust        | GSR Mortgage Loan Trust 2006-2F                                                  | CUSIP: 362334DL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    316614 | PA      | $126462.77    | 0.00%             | 2036-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Trust 2016-GS3                                            | CUSIP: 36251PAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  21077459 | PA      | $11826.56     | 0.00%             | 2049-10-10      | Variable      | 1.14%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Corp Trust 2018-TWR                                       | CUSIP: 36251SAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $262447.50    | 0.01%             | 2031-07-15      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Corp Trust 2018-TWR                                       | CUSIP: 36251SAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $131197.50    | 0.00%             | 2031-07-15      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC         | GE HealthCare Technologies Inc                                                   | CUSIP: 36266GAA5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   3261000 | PA      | $3291196.34   | 0.12%             | 2029-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                                      | CUSIP: 38145GAR1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1189000 | PA      | $1171226.95   | 0.04%             | 2032-01-21      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Government National Mortgage Association                                         | CUSIP: 38380AZB6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1621496 | PA      | $1594025.30   | 0.06%             | 2046-09-20      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Government National Mortgage Association                                         | CUSIP: 38385JFF5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4392104 | PA      | $4398941.46   | 0.15%             | 2055-11-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust               | Great Wolf Trust 2024-WOLF                                                       | CUSIP: 39152MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4250000 | PA      | $4253274.63   | 0.15%             | 2039-03-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust | HarborView Mortgage Loan Trust 2006-1                                            | CUSIP: 41161PA86<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1833475 | PA      | $1727373.35   | 0.06%             | 2036-03-19      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC          | Amrize Finance US LLC                                                            | CUSIP: 43475RAQ9<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |   2761000 | PA      | $2778763.75   | 0.10%             | 2028-04-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                   | Illumina Inc                                                                     | CUSIP: 452327AQ2<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |   1992000 | PA      | $1992476.27   | 0.07%             | 2026-09-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Tru | IndyMac INDX Mortgage Loan Trust 2006-AR5                                        | CUSIP: 45661ECM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    494600 | PA      | $480756.69    | 0.02%             | 2036-05-25      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| JP Morgan ReRemic              | JP Morgan Resecuritization Trust Series 2014-4                                   | CUSIP: 46642RAB3<br>LEI: 549300WXN40VSKU6F732 | Long             | ABS-MBS          | CORP              | US        |   5439270 | PA      | $1412941.97   | 0.05%             | 2036-01-26      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                              | CUSIP: 46647PEU6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5291000 | PA      | $5337872.44   | 0.19%             | 2029-01-24      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| JACOBS SOLUTIONS INC           | Jacobs Solutions Inc                                                             | CUSIP: 46982LAA6<br>LEI: 254900E3KHXCC2C8K272 | Long             | DBT              | CORP              | US        |   2722000 | PA      | $2684963.38   | 0.09%             | 2031-03-03      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Jimmy John's Funding LLC       | Jimmy Johns Funding LLC                                                          | CUSIP: 47760QAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10953750 | PA      | $10903907.15  | 0.38%             | 2047-07-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JPMorgan US Government Money M | JPMorgan US Government Money Market Fund                                         | CUSIP: 4812C2270<br>LEI: 549300NQ5E5B7ZV4T516 | Long             | STIV             | RF                | US        |  17046155 | NS      | $17046154.95  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| KREF 2022-Fl3 Ltd              | KREF 2022-FL3 Ltd                                                                | CUSIP: 48275EAA4<br>LEI: 549300DG0FGL1EU1CT79 | Long             | ABS-CBDO         | CORP              | US        |   3446781 | PA      | $3451179.35   | 0.12%             | 2039-02-17      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan  | New Residential Mortgage Loan Trust 2026-NQM1                                    | CUSIP: 64832LAG8<br>LEI: 213800ECBEJHYYK9P940 | Long             | ABS-MBS          | CORP              | US        |   1940400 | PA      | $1921514.07   | 0.07%             | 2065-11-25      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG       | New York Life Global Funding                                                     | CUSIP: 64952WEE9<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    312000 | PA      | $312092.23    | 0.01%             | 2026-06-09      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| 180 MEDICAL INC                | 180 Medical Inc                                                                  | CUSIP: 682357AA6<br>LEI: 254900ZB648OPWVFVX59 | Long             | DBT              | CORP              | GB        |   5558000 | PA      | $5402579.42   | 0.19%             | 2029-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| 280 Park Avenue Mortgage Trust | 280 Park Avenue 2017-280P Mortgage Trust                                         | CUSIP: 90205FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4830000 | PA      | $4807064.26   | 0.17%             | 2034-09-15      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2017-C38                                   | CUSIP: 95001MAH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  61268249 | PA      | $517741.21    | 0.02%             | 2050-07-15      | Variable      | 0.90%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT       | Western Midstream Operating LP                                                   | CUSIP: 958667AF4<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    459000 | PA      | $478077.66    | 0.02%             | 2029-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ADANI INTERNATIONAL CONT       | Adani International Container Terminal Pvt Ltd                                   | CUSIP: BN0450864<br>LEI: 335800J4SLERP6S94P28 | Long             | DBT              | CORP              | IN        |    382500 | PA      | $349175.46    | 0.01%             | 2031-02-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AI CANDELARIA -SPAIN- SA       | AI Candelaria -spain- SA                                                         | CUSIP: AV1352799<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | CO        |   1035411 | PA      | $1056160.20   | 0.04%             | 2028-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GUARA NORTE SARL               | Guara Norte Sarl                                                                 | CUSIP: BN9870989<br>LEI: 549300U2I4L03BBA3485 | Long             | DBT              | CORP              | BR        |    810315 | PA      | $786106.03    | 0.03%             | 2034-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC              | Iron Mountain Inc                                                                | CUSIP: 46284NAV1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | LON              | CORP              | US        |   2138059 | PA      | $2129378.84   | 0.08%             | 2031-01-31      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| BANCO INTERNAC DEL PERU        | Banco Internacional del Peru SAA Interbank                                       | CUSIP: YR0121685<br>LEI: 5493001TRCGXJLRLHN14 | Long             | DBT              | CORP              | PE        |   1500000 | PA      | $1520925.00   | 0.05%             | 2035-04-30      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| GNL QUINTERO SA                | GNL Quintero SA                                                                  | CUSIP: EK4069044<br>LEI: 549300JJJIQXE6E1QY27 | Long             | DBT              | CORP              | CL        |    741600 | PA      | $739505.68    | 0.03%             | 2029-07-31      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| INRETAIL CONSUMER              | InRetail Consumer                                                                | CUSIP: BO5432337<br>LEI: 254900BI1YXHZ31NSP51 | Long             | DBT              | CORP              | PE        |    800000 | PA      | $769721.22    | 0.03%             | 2028-03-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                            | BXIICS2E INDEX SWAP 100826                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-3810771.48  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| BDS Ltd                        | BDS 2024-FL13 LLC                                                                | CUSIP: 05555MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7500000 | PA      | $7513650.00   | 0.26%             | 2039-09-19      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust             | BMO 2025-C11 Mortgage Trust                                                      | CUSIP: 05613XAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  44203171 | PA      | $3367662.78   | 0.12%             | 2058-02-15      | Variable      | 1.10%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                     | Biogen Inc                                                                       | CUSIP: 09062XAN3<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |   2217000 | PA      | $2261113.05   | 0.08%             | 2031-01-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                   | Broadcom Inc                                                                     | CUSIP: 11135FCB5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1385357.23   | 0.05%             | 2030-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Trust 2022-LBA6                                                               | CUSIP: 12433EAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    940000 | PA      | $940217.80    | 0.03%             | 2039-01-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC            | Cardinal Health Inc                                                              | CUSIP: 14149YBN7<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |   2567000 | PA      | $2611988.09   | 0.09%             | 2029-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC         | CACI International Inc                                                           | CUSIP: 12718FAQ7<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | LON              | CORP              | US        |   3220000 | PA      | $3223026.80   | 0.11%             | 2033-03-09      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| BBVA MEX BANCA GRUPO TX        | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX     | CUSIP: ZR4850809<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |   1800000 | PA      | $1769087.95   | 0.06%             | 2034-09-13      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST                 | ACHV ABS TRUST 2024-2PL                                                          | CUSIP: 00092HAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1258583 | PA      | $1267083.62   | 0.04%             | 2031-10-27      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST                 | ACHV ABS Trust 2024-3AL                                                          | CUSIP: 00092KAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1850571 | PA      | $1862351.95   | 0.07%             | 2031-12-26      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Ace Securities Corp.           | ACE Securities Corp Home Equity Loan Trust Series 2007-WM1                       | CUSIP: 004424AC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6574998 | PA      | $2689533.04   | 0.09%             | 2036-11-25      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| Acres PLC                      | ACRES 2025-FL3 LLC                                                               | CUSIP: 00501DAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6380000 | PA      | $6396211.58   | 0.23%             | 2040-08-18      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBC8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1374000 | PA      | $1408026.55   | 0.05%             | 2028-06-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2007-8CB                                                  | CUSIP: 02150FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3963948 | PA      | $1887910.81   | 0.07%             | 2037-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2007-12T1                                                 | CUSIP: 02150LAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9672917 | PA      | $4240934.85   | 0.15%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARDN 2025-ARCP Mortgage Trust  | ARDN 2025-ARCP Mortgage Trust                                                    | CUSIP: 039961AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3170000 | PA      | $3162592.34   | 0.11%             | 2035-06-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                | AREIT 2025-CRE11                                                                 | CUSIP: 04002DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4810000 | PA      | $4818624.33   | 0.17%             | 2043-07-25      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                | AREIT 2022-CRE6 Trust                                                            | CUSIP: 04002VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1249628 | PA      | $1251519.92   | 0.04%             | 2037-01-20      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| ARES Commercial Mortgage Trust | ARES Commercial Mortgage Trust 2026-GCP                                          | CUSIP: 04021QAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2220000 | PA      | $2213494.29   | 0.08%             | 2043-02-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust          | Arroyo Mortgage Trust 2019-1                                                     | CUSIP: 042859AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    457065 | PA      | $446294.29    | 0.02%             | 2049-01-25      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING          | Athene Global Funding                                                            | CUSIP: 04685A3W9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   3842000 | PA      | $3843831.52   | 0.14%             | 2026-05-08      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING          | Athene Global Funding                                                            | CUSIP: 04685A4C2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1616000 | PA      | $1590776.92   | 0.06%             | 2029-10-08      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| AVERY DENNISON CORP            | Avery Dennison Corp                                                              | CUSIP: 053611AJ8<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |    578000 | PA      | $583860.47    | 0.02%             | 2028-12-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD       | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | IE        |   2627000 | PA      | $2656776.20   | 0.09%             | 2030-05-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS 2019-BWAY Mortgage Trust                                                   | CUSIP: 05492NAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11001000 | PA      | $72111.56     | 0.00%             | 2034-11-15      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                | BAE Systems PLC                                                                  | CUSIP: 05523RAD9<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |   4638000 | PA      | $4449138.23   | 0.16%             | 2030-04-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP               | BAT Capital Corp                                                                 | CUSIP: 05526DBN4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | GB        |    141000 | PA      | $142560.29    | 0.01%             | 2030-04-02      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Trust 2021-C10                                                             | CUSIP: 05551VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  21205000 | PA      | $1529811.40   | 0.05%             | 2054-07-15      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Trust 2021-C10                                                             | CUSIP: 05551VBL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  29456500 | PA      | $1337166.03   | 0.05%             | 2054-07-15      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2024-5C29                                                   | CUSIP: 05555PAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2504000 | PA      | $2559457.59   | 0.09%             | 2057-09-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                        | BDS 2025-FL15 LLC                                                                | CUSIP: 05556EAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4150000 | PA      | $4150605.90   | 0.15%             | 2043-03-19      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| BPCE SA                        | BPCE SA                                                                          | CUSIP: 05571AAZ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   4539000 | PA      | $4677665.45   | 0.16%             | 2031-01-14      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Commercial Mortgage Trust 2021-ACNT                                           | CUSIP: 05609QAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2203807 | PA      | $2202922.54   | 0.08%             | 2038-11-15      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO DEL PER       | Banco de Credito del Peru S.A.                                                   | CUSIP: 05971V2D6<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |    200000 | PA      | $196871.56    | 0.01%             | 2031-09-30      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER CHILE          | Banco Santander Chile                                                            | CUSIP: 05973N2A8<br>LEI: 3YJP8HORPAEXJ80D6368 | Long             | DBT              | CORP              | CL        |    500000 | PA      | $494065.00    | 0.02%             | 2030-11-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor | Banc of America Funding 2015-R2 Trust                                            | CUSIP: 05990TAK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8238411 | PA      | $6877770.75   | 0.24%             | 2036-09-29      | Floating      | 3.33%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2023-5YR2                                                                  | CUSIP: 06211CAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6433000 | PA      | $6680850.62   | 0.24%             | 2056-07-15      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP          | Bank of Ireland Group PLC                                                        | CUSIP: 06279JAD1<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |   1130000 | PA      | $1159937.88   | 0.04%             | 2030-03-20      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                        | BDS 2021-FL10 Ltd                                                                | CUSIP: 07335YAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2086163 | PA      | $2091520.60   | 0.07%             | 2036-12-16      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2025-5C34                                                   | CUSIP: 07337BAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  53040371 | PA      | $2268494.22   | 0.08%             | 2058-05-15      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2026-V20 Mortgage Trust                                                | CUSIP: 08164KAX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 107214883 | PA      | $5665556.08   | 0.20%             | 2059-02-15      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP         | Boardwalk Pipelines LP                                                           | CUSIP: 096630AF5<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |   1593000 | PA      | $1591974.17   | 0.06%             | 2027-07-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust             | BMO 2025-5C9 Mortgage Trust                                                      | CUSIP: 096933AE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  38781383 | PA      | $988440.49    | 0.03%             | 2058-04-15      | Variable      | 0.71%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC              | Brown & Brown Inc                                                                | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    761000 | PA      | $763364.10    | 0.03%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Commercial Mortgage Trust 2024-MDHS                                           | CUSIP: 12433BAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    945000 | PA      | $946237.95    | 0.03%             | 2041-05-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Commercial Mortgage Trust 2026-CSMO                                           | CUSIP: 12433LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3160000 | PA      | $3164736.52   | 0.11%             | 2043-02-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Commercial Mortgage Trust 2026-ALOHA                                          | CUSIP: 12434HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3003750.00   | 0.11%             | 2043-04-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust   | CD 2017-CD3 Mortgage Trust                                                       | CUSIP: 12515GAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  39292977 | PA      | $205981.65    | 0.01%             | 2050-02-10      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trus | CFCRE Commercial Mortgage Trust 2017-C8                                          | CUSIP: 12532CBF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16201000 | PA      | $126555.73    | 0.00%             | 2050-06-15      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| Citimortgage Alternative Loan  | CitiMortgage Alternative Loan Trust Series 2007-A5                               | CUSIP: 12566WAK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    464765 | PA      | $418667.31    | 0.01%             | 2037-05-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust            | COMM 2013-CCRE12 Mortgage Trust                                                  | CUSIP: 12591KAF2<br>LEI: 549300MGZ5FI5VFL1177 | Long             | ABS-MBS          | CORP              | US        |   1163088 | PA      | $11.63        | 0.00%             | 2046-10-10      | Variable      | 0.42%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC               | COLT 2021-5 Mortgage Loan Trust                                                  | CUSIP: 12598RAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3322117 | PA      | $3021538.24   | 0.11%             | 2066-11-26      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust            | COMM 2015-DC1 Mortgage Trust                                                     | CUSIP: 12629NAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    416252 | PA      | $4.16         | 0.00%             | 2048-02-10      | Variable      | 0.56%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust   | Csmc 2022-Nqm1 Trust                                                             | CUSIP: 126416AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14294516 | PA      | $12964643.16  | 0.46%             | 2066-11-25      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2005-23CB                                                 | CUSIP: 12667GMY6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    232741 | PA      | $185964.68    | 0.01%             | 2035-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2005-28CB                                                 | CUSIP: 12667GWV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    807832 | PA      | $685493.75    | 0.02%             | 2035-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2005-49CB                                                 | CUSIP: 12668AML6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3471508 | PA      | $2124972.48   | 0.07%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CAL Funding IV Ltd             | CAL Funding IV Ltd                                                               | CUSIP: 12807CAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3833438 | PA      | $3681808.95   | 0.13%             | 2045-09-25      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi | CARLYLE US CLO 2022-2 LTD                                                        | CUSIP: 143119AL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10009386.00  | 0.35%             | 2038-01-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| CHILE ELEC PEC SPA             | Chile Electricity PEC SpA                                                        | CUSIP: 168831AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |   1924691 | PA      | $1749544.03   | 0.06%             | 2028-01-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust  | Citigroup Mortgage Loan Trust 2020-EXP1                                          | CUSIP: 17328JAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    801198 | PA      | $762260.63    | 0.03%             | 2060-05-25      | Variable      | 1.80%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mor | Credit Suisse First Boston Mortgage Securities Corp                              | CUSIP: 2254W0NF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    881399 | PA      | $551830.13    | 0.02%             | 2035-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA         | Daimler Truck Finance North America LLC                                          | CUSIP: 233853BG4<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | DE        |   1952000 | PA      | $1948845.43   | 0.07%             | 2027-08-12      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-A Securities INC  | Deutsche Alt-A Securities Mortgage Loan Trust Series 2007-OA2                    | CUSIP: 25150UAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    166920 | PA      | $153937.38    | 0.01%             | 2047-04-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION       | Devon Energy Corp                                                                | CUSIP: 25179MBD4<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    758000 | PA      | $758299.97    | 0.03%             | 2027-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DIGICEL GROUP HOLDINGS         | Digicel Group Holdings Ltd                                                       | CUSIP: 25381HAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | JM        |    255680 | PA      | $12416.10     | 0.00%             | 2030-12-31      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2016-P3                                      | CUSIP: 29429CAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    996982 | PA      | $9.97         | 0.00%             | 2049-04-15      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                     | Evergy Inc                                                                       | CUSIP: 30034WAF3<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |    412000 | PA      | $408961.33    | 0.01%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust           | FREMF 2017-KF30 Mortgage Trust                                                   | CUSIP: 30296EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2481119 | PA      | $2471779.49   | 0.09%             | 2027-03-25      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| NGPL PIPECO LLC                | NGPL PipeCo LLC                                                                  | CUSIP: 62912XAF1<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |   3216000 | PA      | $3223205.00   | 0.11%             | 2027-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                    | OCP CLO 2017-14 Ltd                                                              | CUSIP: 67097QAN5<br>LEI: 25490025Q5WQX513IQ05 | Long             | ABS-CBDO         | CORP              | US        |  20000000 | PA      | $20019802.00  | 0.71%             | 2037-07-20      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2022-NQM1 Trust                                                              | CUSIP: 67114VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4897704 | PA      | $4443354.27   | 0.16%             | 2061-11-25      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| AUGUSTA SPINCO CORPORATI       | Augusta SpinCo Corp                                                              | CUSIP: 051473AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1612000 | PA      | $1607809.83   | 0.06%             | 2029-03-23      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2024-NQM16 Trust                                                             | CUSIP: 67120GAA6<br>LEI: 254900AIRPH5Q5COT575 | Long             | ABS-MBS          | CORP              | US        |   9687036 | PA      | $9727969.43   | 0.34%             | 2064-10-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2025-NQM7 Trust                                                              | CUSIP: 67121DAA2<br>LEI: 2549008GB179CC65SK60 | Long             | ABS-MBS          | CORP              | US        |   3287624 | PA      | $3305012.63   | 0.12%             | 2055-05-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2024-NQM18 Trust                                                             | CUSIP: 673913AA7<br>LEI: 254900NK9PNLY9I00149 | Long             | ABS-MBS          | CORP              | US        |   5768999 | PA      | $5786967.33   | 0.20%             | 2064-10-25      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Grantor Trust 2025-1                                              | CUSIP: 69544NAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4632604 | PA      | $4642230.84   | 0.16%             | 2032-07-15      | Fixed         | 5.63%                 | 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        |   1334349 | PA      | $1323171.39   | 0.05%             | 2029-08-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS       | Public Service Enterprise Group Inc                                              | CUSIP: 744573AW6<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |   2769000 | PA      | $2859243.62   | 0.10%             | 2028-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust           | FREMF 2017-K67 Mortgage Trust                                                    | CUSIP: 30300YAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 124762277 | PA      | $157824.28    | 0.01%             | 2049-09-25      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd           | FS Rialto 2025-FL10 Issuer LLC                                                   | CUSIP: 30340KAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5740000 | PA      | $5753810.44   | 0.20%             | 2042-08-19      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga | MF1 2022-FL8 Ltd                                                                 | CUSIP: 55284JAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12550000 | PA      | $12560178.05  | 0.44%             | 2037-02-19      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP                   | Veralto Corp                                                                     | CUSIP: 92338CAD5<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1482142.74   | 0.05%             | 2028-09-18      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Asset-Backed | Washington Mutural Asset-Backed Certificates WMABS Series 2006-HE5 Trust         | CUSIP: 93934XAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2125983 | PA      | $738381.21    | 0.03%             | 2036-10-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES        | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |   5230000 | PA      | $5282841.15   | 0.19%             | 2031-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRU | SoFi Consumer Loan Program 2025-1 Trust                                          | CUSIP: 83406YAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9700000 | PA      | $9791771.70   | 0.34%             | 2034-02-27      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO             | Sonoco Products Co                                                               | CUSIP: 835495AQ5<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |   1714000 | PA      | $1715162.14   | 0.06%             | 2026-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD            | Sound Point CLO XXVI Ltd                                                         | CUSIP: 83614XAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  20000000 | PA      | $20012804.00  | 0.70%             | 2034-07-20      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO              | Southern Power Co                                                                | CUSIP: 843646AX8<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |   1986000 | PA      | $1961182.94   | 0.07%             | 2030-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential  | Starwood Mortgage Residential Trust 2020-2                                       | CUSIP: 85573DCA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4670513 | PA      | $4632980.34   | 0.16%             | 2060-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mor | Structured Adjustable Rate Mortgage Loan Trust                                   | CUSIP: 863579G51<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    871830 | PA      | $813790.32    | 0.03%             | 2035-12-25      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| TPG Real Estate Finance        | TRTX 2022-FL5 Issuer Ltd                                                         | CUSIP: 87277JAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5006220.00   | 0.18%             | 2039-02-15      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                    | Textron Inc                                                                      | CUSIP: 883203CA7<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |   1077000 | PA      | $1055322.80   | 0.04%             | 2029-09-17      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Trimaran CAVU Ltd              | Trimaran Cavu 2021-3 Ltd                                                         | CUSIP: 89624GAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  20000000 | PA      | $20012712.00  | 0.70%             | 2035-01-18      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 912810PS1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10483460 | PA      | $10668170.18  | 0.38%             | 2027-01-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 91282CAV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 100000000 | PA      | $87179688.00  | 3.07%             | 2030-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd           | FS Rialto 2026-FL11 Issuer LLC                                                   | CUSIP: 30343TAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6080000 | PA      | $6090244.80   | 0.21%             | 2044-01-19      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                                | CUSIP: 3136ARSE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1361495 | PA      | $1342873.00   | 0.05%             | 2046-03-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                                | CUSIP: 3136G5MJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4175000 | PA      | $4170979.06   | 0.15%             | 2056-04-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                                               | CUSIP: 3137HL5C2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4336390 | PA      | $4359014.08   | 0.15%             | 2054-05-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 91282CBJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 210000000 | PA      | $198659178.90 | 7.00%             | 2028-01-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust | Upgrade Master Pass-Thru Trust                                                   | CUSIP: 91531XAD6<br>LEI: 54930089533DCF1JSH22 | Long             | ABS-O            | CORP              | US        |     74577 | PA      | $70422.01     | 0.00%             | 2027-07-15      | Variable      | 32.49%                | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                                               | CUSIP: 3137HRCW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10000000 | PA      | $9970572.00   | 0.35%             | 2055-06-25      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 3140J74E2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    424319 | PA      | $441666.08    | 0.02%             | 2045-05-01      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo | Velocity Commercial Capital Loan Trust 2021-2                                    | CUSIP: 92259MAH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1423393 | PA      | $1169650.66   | 0.04%             | 2051-08-25      | Variable      | 2.20%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC           | Verisk Analytics Inc                                                             | CUSIP: 92345YAP1<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    773000 | PA      | $760551.19    | 0.03%             | 2031-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Asset-Backed | Washington Mutural Asset-Backed Certificates WMABS Series 2006-HE5 Trust         | CUSIP: 93934XAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5788959 | PA      | $2010311.98   | 0.07%             | 2036-10-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| Wellesley Park CLO LTD         | Wellesley Park CLO Ltd                                                           | CUSIP: 94949AAA2<br>LEI: 254900LVLIQL8YP6PL27 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $9996747.00   | 0.35%             | 2039-01-24      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 3140QWCK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4897426 | PA      | $4990186.95   | 0.18%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 31418AKN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     98962 | PA      | $95548.14     | 0.00%             | 2032-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FERGUSON ENTERPRISES INC       | Ferguson Enterprises Inc                                                         | CUSIP: 31488VAB3<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |   5393000 | PA      | $5308116.88   | 0.19%             | 2031-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION       | FirstEnergy Transmission LLC                                                     | CUSIP: 33767BAG4<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1019353.13   | 0.04%             | 2030-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FISERV INC                     | Fiserv Inc                                                                       | CUSIP: 337738BM9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   3780000 | PA      | $3747487.65   | 0.13%             | 2030-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR            | Freddie Mac STACR REMIC Trust 2024-DNA2                                          | CUSIP: 35564NCX9<br>LEI: 529900GRKKKHILZX4347 | Long             | ABS-MBS          | CORP              | US        |   4178941 | PA      | $4178622.81   | 0.15%             | 2044-05-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR            | Freddie Mac STACR REMIC Trust 2024-HQA2                                          | CUSIP: 35564NDZ3<br>LEI: 5299002OYNAPMJKK2A73 | Long             | ABS-MBS          | CORP              | US        |   3667453 | PA      | $3669906.54   | 0.13%             | 2044-08-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Trust 2018-GS10                                           | CUSIP: 36250SBM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2893000 | PA      | $256199.16    | 0.01%             | 2033-03-10      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE         | Westinghouse Air Brake Technologies Corp                                         | CUSIP: 960386AS9<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |   5292000 | PA      | $5351625.28   | 0.19%             | 2030-05-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Willis Engine Securitization T | Willis Engine Structured Trust V                                                 | CUSIP: 97064FAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5141668 | PA      | $4974286.16   | 0.18%             | 2045-03-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| ULTRAPAR INTERNATIONL SA       | Ultrapar International SA                                                        | CUSIP: QZ7451151<br>LEI: 222100CXHWBP3H3SK244 | Long             | DBT              | CORP              | BR        |    600000 | PA      | $599752.44    | 0.02%             | 2026-10-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Trans Union LLC                | Trans Union LLC, Senior Secured First Lien Term Loan                             | CUSIP: 89334GBG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2840874 | PA      | $2830049.98   | 0.10%             | 2031-06-24      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Trust 2016-GS2                                            | CUSIP: 36252TAT2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5033977 | PA      | $50.34        | 0.00%             | 2049-05-10      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| GPMT Ltd.                      | GPMT 2021-FL4 Ltd                                                                | CUSIP: 36262TAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2963847 | PA      | $2973126.57   | 0.10%             | 2036-12-15      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities  | GS Mortgage-Backed Securities Trust 2025-NQM5                                    | CUSIP: 36273GAC2<br>LEI: 254900MQ3DUBXKU1DC81 | Long             | ABS-MBS          | CORP              | US        |   4387301 | PA      | $4380853.42   | 0.15%             | 2065-07-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC            | Global Payments Inc                                                              | CUSIP: 37940XAN2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1285003.70   | 0.05%             | 2029-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Government National Mortgage Association                                         | CUSIP: 38383Y3M2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2147476 | PA      | $2143034.74   | 0.08%             | 2047-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issu | GreenSky Home Improvement Issuer Trust 2025-2                                    | CUSIP: 39571VAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1442285 | PA      | $1441559.56   | 0.05%             | 2060-06-25      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issu | GreenSky Home Improvement Issuer Trust 2025-3                                    | CUSIP: 39571WAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4179765 | PA      | $4183094.89   | 0.15%             | 2060-12-27      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Horizon Aircraft Finance I Lim | Horizon Aircraft Finance III Ltd                                                 | CUSIP: 44040JAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8735808 | PA      | $8560252.72   | 0.30%             | 2039-11-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Ace Securities Corp.           | ACE Securities Corp Home Equity Loan Trust Series 2006-CW1                       | CUSIP: 00441QAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4109683 | PA      | $3468595.67   | 0.12%             | 2036-07-25      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBG9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   3072000 | PA      | $3130547.62   | 0.11%             | 2027-04-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| ALEN 2021-ACEN Mortgage Trust  | Alen 2021-ACEN Mortgage Trust                                                    | CUSIP: 01449NAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1819750.00   | 0.06%             | 2034-04-15      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu | JPMBB Commercial Mortgage Securities Trust 2015-C32                              | CUSIP: 46590JAY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4703271 | PA      | $47.03        | 0.00%             | 2048-11-15      | Variable      | 0.77%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor | J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-NLP                  | CUSIP: 466317AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5920250 | PA      | $5863734.13   | 0.21%             | 2037-04-15      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC               | Altria Group Inc                                                                 | CUSIP: 02209SBQ5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    874000 | PA      | $911910.68    | 0.03%             | 2028-11-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP            | American Tower Corp                                                              | CUSIP: 03027XCN8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   7871000 | PA      | $7944848.87   | 0.28%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu | JPMBB Commercial Mortgage Securities Trust 2015-C31                              | CUSIP: 46644YAX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    329405 | PA      | $3.29         | 0.00%             | 2048-08-15      | Variable      | 0.22%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL       | Jackson National Life Global Funding                                             | CUSIP: 46849LVB4<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   6074000 | PA      | $6021304.95   | 0.21%             | 2029-10-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC              | Kinder Morgan Inc                                                                | CUSIP: 494553AD2<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   2590000 | PA      | $2629469.11   | 0.09%             | 2029-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lehman XS Trust                | Lehman XS Trust Series 2007-15N                                                  | CUSIP: 52524VAM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7911495 | PA      | $6945443.57   | 0.24%             | 2047-08-25      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| LoanCore 2018-CRE1 Issuer, Ltd | LoanCore 2025 2025-CRE8 Issuer LLC                                               | CUSIP: 53947FAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4550000 | PA      | $4556242.60   | 0.16%             | 2042-08-17      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| LoanCore 2021-CRE6 Issuer, Ltd | LoanCore 2021-CRE6 Issuer Ltd                                                    | CUSIP: 53948HAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    471609 | PA      | $472806.42    | 0.02%             | 2038-11-15      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust | Long Beach Mortgage Loan Trust 2006-11                                           | CUSIP: 542512AC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15222592 | PA      | $5202518.88   | 0.18%             | 2036-12-25      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust | Mariner Finance Issuance Trust 2025-A                                            | CUSIP: 567920AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1512951.90   | 0.05%             | 2038-05-20      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC         | Marvell Technology Inc                                                           | CUSIP: 573874AP9<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |   2316000 | PA      | $2391589.40   | 0.08%             | 2029-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC         | Marvell Technology Inc                                                           | CUSIP: 573874AR5<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |   1809000 | PA      | $1815840.66   | 0.06%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP            | Meritage Homes Corp                                                              | CUSIP: 59001ABA9<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |   2421000 | PA      | $2428172.96   | 0.09%             | 2027-06-06      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2019-PLND                                         | CUSIP: 61691XAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13327000 | PA      | $279727.07    | 0.01%             | 2036-05-15      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM7                         | CUSIP: 61779KAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7035762 | PA      | $6994152.82   | 0.25%             | 2070-09-25      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| MTN Commercial Mortgage Trust  | MTN Commercial Mortgage Trust 2022-LPFL                                          | CUSIP: 62475WAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $1199655.24   | 0.04%             | 2039-03-15      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                    | Nutrien Ltd                                                                      | CUSIP: 67077MBA5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |   2682000 | PA      | $2705659.42   | 0.10%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT          | Freeport Indonesia PT                                                            | CUSIP: 69377FAA4<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |    950000 | PA      | $952686.32    | 0.03%             | 2027-04-14      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GF II             | Pacific Life Global Funding II                                                   | CUSIP: 6944PL2G3<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |    282000 | PA      | $282208.75    | 0.01%             | 2026-06-04      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP            | Charles Schwab Corp/The                                                          | CUSIP: 808513CK9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   5421000 | PA      | $5363168.72   | 0.19%             | 2031-11-14      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC               | T-Mobile USA Inc                                                                 | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   4927000 | PA      | $4661471.16   | 0.16%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Tesla Sustainable Energy Trust | Tesla Sustainable Energy Trust 2024-1                                            | CUSIP: 88164AAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8667127 | PA      | $8672635.05   | 0.31%             | 2050-06-21      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| TPG Real Estate Finance        | TRTX 2025-FL6 Issuer Ltd                                                         | CUSIP: 897764AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5110000 | PA      | $5127557.96   | 0.18%             | 2042-09-18      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust  | UBS Commercial Mortgage Trust 2018-C13                                           | CUSIP: 90353KAZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  56957673 | PA      | $811139.92    | 0.03%             | 2051-10-15      | Variable      | 0.76%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES          | Mexico Government International Bond                                             | CUSIP: 91087BAY6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $201700.00    | 0.01%             | 2029-05-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD       | United Overseas Bank Ltd                                                         | CUSIP: 91127LAE0<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |    700000 | PA      | $690662.68    | 0.02%             | 2031-10-14      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 912828ZV5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4900000 | PA      | $4704382.79   | 0.17%             | 2027-06-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CEJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15321068 | PA      | $15235728.73  | 0.54%             | 2027-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust | Upgrade Master Pass-Thru Trust Series 2025-ST4                                   | CUSIP: 91533MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1784129 | PA      | $1788909.06   | 0.06%             | 2032-08-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED          | Vale Overseas Ltd                                                                | CUSIP: 91911TAQ6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | BR        |   5657000 | PA      | $5390928.66   | 0.19%             | 2030-07-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | STRU BA-6980 F140                                                                | CUSIP: BCCJ76LX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2700000 | PA      | $2703375.00   | 0.10%             | 2056-03-26      | Floating      | 5.10%                 | No            |                  3 | On Loan: No      |
| GRUPO INVERSIONES SURAME       | Grupo de Inversiones Suramericana SA                                             | CUSIP: JK9340882<br>LEI: 549300AC1Q176TZL0305 | Long             | DBT              | CORP              | CO        |    254000 | PA      | $254552.45    | 0.01%             | 2026-04-29      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX          | Chile Electricity Lux MPC Sarl                                                   | CUSIP: ZI3801118<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |   1462000 | PA      | $1512234.32   | 0.05%             | 2033-01-20      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                 | 1011778 BC ULC                                                                   | CUSIP: C6901LAM9<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |   4496766 | PA      | $4492292.17   | 0.16%             | 2030-09-23      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| FRONERI US INC                 | Froneri US Inc                                                                   | CUSIP: G3679YAK8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    846140 | PA      | $830672.56    | 0.03%             | 2031-09-30      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| TEMPUR SEALY INTL INC          | Somnigroup International Inc                                                     | CUSIP: 88025BAP6<br>LEI: 549300HFEKVR3US71V91 | Long             | LON              | CORP              | US        |   1906811 | PA      | $1916344.61   | 0.07%             | 2031-10-24      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| DYCOM INDUSTRIES INC           | Dycom Industries Inc                                                             | CUSIP: 26747FAV1<br>LEI: 549300F56EKTHQI3WT60 | Long             | LON              | CORP              | US        |    295000 | PA      | $296536.95    | 0.01%             | 2033-01-27      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER MEXICO         | Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand | CUSIP: YT7580970<br>LEI: SCRYQ25DTVRHYYMM6P89 | Long             | DBT              | CORP              | MX        |    300000 | PA      | $307410.00    | 0.01%             | 2029-12-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| COMETA ENERGIA SA              | Cometa Energia SA de CV                                                          | CUSIP: AS3189436<br>LEI: 5493007L8UH7TYXKI505 | Long             | DBT              | CORP              | MX        |    147000 | PA      | $149551.77    | 0.01%             | 2035-04-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| EMPRESA ELECTRICA COCHRA       | Empresa Electrica Cochrane SpA                                                   | CUSIP: ZQ3807125<br>LEI: 5493000S11JF8TJHYT07 | Long             | DBT              | CORP              | CL        |    788800 | PA      | $789384.97    | 0.03%             | 2027-05-14      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EMPRESA ELECTRICA ANGAMO       | Empresa Electrica Angamos SA                                                     | CUSIP: EK6194873<br>LEI: 529900PQ7VWZL30RZ733 | Long             | DBT              | CORP              | CL        |    397936 | PA      | $364443.72    | 0.01%             | 2029-05-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                            | BXIICS2E INDEX SWAP 121726                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-3012284.73  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BXIICS2E INDEX SWAP 101526                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-4218073.00  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receiva | AmeriCredit Automobile Receivables Trust 2026-1                                  | CUSIP: 03066CAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8000000 | PA      | $8000713.60   | 0.28%             | 2027-03-18      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                      | Amgen Inc                                                                        | CUSIP: 031162DV9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   5490000 | PA      | $5416137.65   | 0.19%             | 2031-02-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Avant Credit Card Master Trust | Avant Credit Card Master Trust 2025-1                                            | CUSIP: 05351KAQ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8500000 | PA      | $8443067.85   | 0.30%             | 2031-04-15      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Avant Loans Funding Trust      | Avant Loans Funding Trust 2024-REV1                                              | CUSIP: 05352UAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7250000 | PA      | $7261489.08   | 0.26%             | 2033-10-15      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP         | Aviation Capital Group LLC                                                       | CUSIP: 05369AAN1<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    681000 | PA      | $700480.01    | 0.02%             | 2028-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD       | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | IE        |   2313000 | PA      | $2381549.92   | 0.08%             | 2028-05-04      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| APA CORP                       | APA Corp                                                                         | CUSIP: 03743QAZ1<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |   5521000 | PA      | $5435506.16   | 0.19%             | 2030-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Commercial Real E | Arbor Realty Commercial Real Estate Notes 2025-FL1 LLC                           | CUSIP: 03881KAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4200000 | PA      | $4204649.40   | 0.15%             | 2043-01-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC          | Arrow Electronics Inc                                                            | CUSIP: 04273WAF8<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |   3222000 | PA      | $3258218.24   | 0.11%             | 2029-08-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC            | Ashtead Capital Inc                                                              | CUSIP: 045054AL7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | GB        |   2289000 | PA      | $2244337.65   | 0.08%             | 2029-11-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ATLASSIAN CORPORATION          | Atlassian Corp                                                                   | CUSIP: 049468AA9<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |   2388000 | PA      | $2402914.61   | 0.08%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.             | BSPRT 2023-FL10 Issuer Ltd                                                       | CUSIP: 05610VAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7450000 | PA      | $7468639.90   | 0.26%             | 2035-09-15      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Commercial Mortgage Trust 2026-XL6                                            | CUSIP: 12433NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3400000 | PA      | $3396174.32   | 0.12%             | 2043-03-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust   | CD 2017-CD4 Mortgage Trust                                                       | CUSIP: 12515DAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  48067231 | PA      | $329044.23    | 0.01%             | 2050-05-10      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| CFIP CLO LTD                   | CFIP CLO 2017-1 Ltd                                                              | CUSIP: 12528JAN6<br>LEI: 635400N9HTJKJSK1AS88 | Long             | ABS-CBDO         | CORP              | US        |  10350000 | PA      | $10359725.90  | 0.36%             | 2034-10-18      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trus | CFCRE Commercial Mortgage Trust 2016-C7                                          | CUSIP: 12532BAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2475000 | PA      | $2460499.47   | 0.09%             | 2054-12-10      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| CRH SMW FINANCE DAC            | CRH SMW Finance DAC                                                              | CUSIP: 12704PAB4<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2849241.78   | 0.10%             | 2030-01-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust        | CarMax Auto Owner Trust 2026-1                                                   | CUSIP: 14320XAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9500000 | PA      | $9473803.75   | 0.33%             | 2031-03-17      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| Carval CLO LTD                 | Carval Clo X-C Ltd                                                               | CUSIP: 146918AA5<br>LEI: 254900DAR7W0XP2CHD65 | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $4002223.20   | 0.14%             | 2037-07-20      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust | Carvana Auto Receivables Trust 2024-P3                                           | CUSIP: 146919AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8000000 | PA      | $7992906.40   | 0.28%             | 2030-09-10      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| BCAP LLC Trust                 | BCAP LLC 2012-RR1 Trust                                                          | CUSIP: 05534DAR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1111233 | PA      | $692616.21    | 0.02%             | 2035-10-26      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2026-5C40                                                   | CUSIP: 05557AAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  77431444 | PA      | $4087141.33   | 0.14%             | 2059-02-15      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor | Banc of America Funding 2006-7 Trust                                             | CUSIP: 05951KAX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    787259 | PA      | $712685.34    | 0.03%             | 2036-10-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2025-5YR14                                                                 | CUSIP: 06604MAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  21111472 | PA      | $747058.98    | 0.03%             | 2058-04-15      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitiza | Castlelake Aircraft Structured Trust 2019-1                                      | CUSIP: 14855MAA6<br>LEI: 549300MHTIBONNXM3R82 | Long             | ABS-O            | CORP              | US        |    643147 | PA      | $647216.12    | 0.02%             | 2039-04-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC             | Cenovus Energy Inc                                                               | CUSIP: 15135UBA6<br>LEI: 254900LJGL2N2XEMD470 | Long             | DBT              | CORP              | CA        |   5381000 | PA      | $5345628.10   | 0.19%             | 2031-03-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2017-P7                                      | CUSIP: 17325HBU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10161828 | PA      | $60503.52     | 0.00%             | 2050-04-14      | Variable      | 1.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS               | Connecticut Avenue Securities Trust 2024-R01                                     | CUSIP: 20753UAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1832962 | PA      | $1832961.54   | 0.06%             | 2044-01-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mor | CSFB Mortgage-Backed Pass-Through Certificates Series 2005-9                     | CUSIP: 2254586G8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    418926 | PA      | $195371.96    | 0.01%             | 2035-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                   | Enbridge Inc                                                                     | CUSIP: 29250NBX2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1275000 | PA      | $1323214.20   | 0.05%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP         | Extra Space Storage LP                                                           | CUSIP: 30225VAK3<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   5054000 | PA      | $5186509.41   | 0.18%             | 2030-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                                | CUSIP: 3136BVRC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3600847 | PA      | $3619769.77   | 0.13%             | 2054-06-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD              | Battalion CLO XX Ltd                                                             | CUSIP: 07134UAS6<br>LEI: 549300CDYR56PY734566 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $9997419.00   | 0.35%             | 2038-04-15      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2025-V17 Mortgage Trust                                                | CUSIP: 081934AS0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  64317000 | PA      | $3778212.12   | 0.13%             | 2058-09-15      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                   | CubeSmart LP                                                                     | CUSIP: 22966RAE6<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |   2342000 | PA      | $2327611.10   | 0.08%             | 2029-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DIAGEO INVESTMENT CORP         | Diageo Investment Corp                                                           | CUSIP: 25245BAC1<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | GB        |   1011000 | PA      | $1032566.18   | 0.04%             | 2030-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DIGICEL GROUP HOLDINGS         | Digicel Group Holdings Ltd                                                       | CUSIP: 25381HAR9<br>LEI: N/A                  | Long             | DBT              | CORP              | JM        |    198552 | PA      | $1373.88      | 0.00%             | 2030-12-31      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Ellington Financial Mortgage T | EFMT 2026-NQM1                                                                   | CUSIP: 26846GAK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1974384 | PA      | $1954297.76   | 0.07%             | 2071-02-25      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                               | CUSIP: 29273VAS9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2527000 | PA      | $2626946.74   | 0.09%             | 2028-12-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| EQUINIX EU 2 FINANCING C       | Equinix Europe 2 Financing Corp LLC                                              | CUSIP: 29390XAG9<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |   1216000 | PA      | $1205198.61   | 0.04%             | 2030-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                    | Equifax Inc                                                                      | CUSIP: 294429AX3<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |   2958000 | PA      | $2976468.07   | 0.10%             | 2029-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC        | Essential Utilities Inc                                                          | CUSIP: 29670GAJ1<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |   1239000 | PA      | $1244051.86   | 0.04%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL PROPER               | Essential Properties LP                                                          | CUSIP: 29670VAA7<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              | CORP              | US        |   2567000 | PA      | $2313369.80   | 0.08%             | 2031-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                 | Fannie Mae-Aces                                                                  | CUSIP: 3136BP3J8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2520513 | PA      | $2489044.01   | 0.09%             | 2032-09-25      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                                | CUSIP: 3136BYK50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7363940 | PA      | $7317886.12   | 0.26%             | 2056-03-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                                               | CUSIP: 3137HPV42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4359965 | PA      | $4304446.56   | 0.15%             | 2056-02-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                                               | CUSIP: 31397RK96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    176766 | PA      | $17408.87     | 0.00%             | 2038-02-15      | Floating      | 2.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 31418EVE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3298638 | PA      | $3295883.11   | 0.12%             | 2043-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 31418FNY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2688318 | PA      | $2721088.19   | 0.10%             | 2045-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| First American Government Obli | First American Government Obligations Fund                                       | CUSIP: 31846V211<br>LEI: 549300R5MYM6VZF1RM44 | Long             | STIV             | RF                | US        |  17046155 | NS      | $17046154.95  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| FREEPORT-MCMORAN INC           | Freeport-McMoRan Inc                                                             | CUSIP: 35671DCE3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | ID        |   1300000 | PA      | $1289990.13   | 0.05%             | 2028-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MPLX LP                        | MPLX LP                                                                          | CUSIP: 55336VAS9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   2599000 | PA      | $2621137.55   | 0.09%             | 2029-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL               | Bank of Montreal                                                                 | CUSIP: 06368L8L3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   3284000 | PA      | $3291233.90   | 0.12%             | 2030-09-10      | Variable      | 4.64%                 | 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        |   3515557 | PA      | $2851758.89   | 0.10%             | 2046-08-20      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                    | OCP CLO 2020-18 Ltd                                                              | CUSIP: 671078AW3<br>LEI: 254900MN6N176YEZLX15 | Long             | ABS-CBDO         | CORP              | US        |   9000000 | PA      | $9008455.50   | 0.32%             | 2037-07-20      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2024-NQM13 Trust                                                             | CUSIP: 67119PAP6<br>LEI: 254900W2SY2Z6X7UAX78 | Long             | ABS-MBS          | CORP              | US        |   5365189 | PA      | $5364035.22   | 0.19%             | 2064-06-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PLYM Commercial Mortgage Trust | PLYM Commercial Mortgage Trust 2026-IND                                          | CUSIP: 69292BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2060000 | PA      | $2052745.09   | 0.07%             | 2043-03-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Grantor Trust 2024-10                                             | CUSIP: 69544MAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3251893 | PA      | $3265797.11   | 0.12%             | 2032-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Grantor Trust 2025-7                                              | CUSIP: 69545RAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2865110 | PA      | $2864831.37   | 0.10%             | 2026-11-16      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE       | Petrobras Global Finance BV                                                      | CUSIP: 71647NBM0<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | BR        |     50000 | PA      | $49055.00     | 0.00%             | 2030-09-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL          | Pinnacle West Capital Corp                                                       | CUSIP: 723484AM3<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    664000 | PA      | $669311.05    | 0.02%             | 2028-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP               | Progressive Corp/The                                                             | CUSIP: 743315BC6<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1143100.17   | 0.04%             | 2031-03-26      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC            | Quanta Services Inc                                                              | CUSIP: 74762EAN2<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |   2389000 | PA      | $2372075.15   | 0.08%             | 2031-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In | RALI Series 2007-QS8 Trust                                                       | CUSIP: 74922UAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    887080 | PA      | $658130.11    | 0.02%             | 2037-06-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In | RALI Series 2007-QS9 Trust                                                       | CUSIP: 75116FBH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    558458 | PA      | $459628.66    | 0.02%             | 2037-07-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Reach Financial LLC            | Reach ABS Trust 2025-1                                                           | CUSIP: 75525PAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1637973 | PA      | $1640849.41   | 0.06%             | 2032-08-16      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitizati | Residential Asset Securitization Trust 2006-A6                                   | CUSIP: 76113FAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2105447 | PA      | $478167.51    | 0.02%             | 2036-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SoFi Alternative Trust Consume | SOFI Alternative Trust                                                           | CUSIP: 83407QAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    385696 | PA      | $384602.51    | 0.01%             | 2030-11-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 912828ZE3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  96350000 | PA      | $93471459.93  | 3.29%             | 2027-03-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 91282CPE5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 220000000 | PA      | $218857031.80 | 7.71%             | 2027-10-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust | Upgrade Master Pass-Thru Trust Series 2025-ST2                                   | CUSIP: 91534JAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2585988 | PA      | $2606645.40   | 0.09%             | 2032-06-15      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT       | Element Fleet Management Corp                                                    | CUSIP: 286181AK8<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   3257000 | PA      | $3397334.46   | 0.12%             | 2028-12-04      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                 | CUSIP: 3133KYZL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4935642 | PA      | $5013502.31   | 0.18%             | 2043-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                                | CUSIP: 3136B4YY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4850168 | PA      | $471319.96    | 0.02%             | 2049-06-25      | Floating      | 2.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 3140XPPG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4652792 | PA      | $4740245.16   | 0.17%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                 | CUSIP: 31427MS28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4508107 | PA      | $4583706.40   | 0.16%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FONDO MIVIVIENDA SA            | Fondo MIVIVIENDA SA                                                              | CUSIP: 344593AG3<br>LEI: 549300X41PNOK11PZ670 | Long             | DBT              | CORP              | PE        |    150000 | PA      | $150187.50    | 0.01%             | 2031-03-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR            | Freddie Mac Stacr Remic Trust 2025-Hqa1                                          | CUSIP: 35564NGY3<br>LEI: 529900MBUPRSJMB6GN48 | Long             | ABS-MBS          | CORP              | US        |  12238500 | PA      | $12243609.57  | 0.43%             | 2045-02-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| GATX CORP                      | GATX Corp                                                                        | CUSIP: 361448BF9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1339275.88   | 0.05%             | 2030-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GCAT                           | GCAT 2020-NQM2 Trust                                                             | CUSIP: 36166RAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1827112 | PA      | $1760981.36   | 0.06%             | 2065-04-25      | Variable      | 2.56%                 | No            |                  2 | On Loan: No      |
| GCAT                           | GCAT 2021-NQM4 Trust                                                             | CUSIP: 36168HAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5495857 | PA      | $4717607.20   | 0.17%             | 2066-08-25      | Variable      | 1.56%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER MEXICO         | Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand | CUSIP: AU6232683<br>LEI: SCRYQ25DTVRHYYMM6P89 | Long             | DBT              | CORP              | MX        |    400000 | PA      | $424563.60    | 0.01%             | 2028-10-01      | Variable      | 7.53%                 | No            |                  2 | On Loan: No      |
| N/A                            | BXIICS2E INDEX SWAP 020227                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-5663278.25  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BXIICS2E INDEX SWAP 012627                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-4847942.69  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BXIICS2E INDEX SWAP 072326                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-659265.22   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                                               | CUSIP: 3137HHDJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3260226 | PA      | $3274247.73   | 0.12%             | 2054-11-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                                               | CUSIP: 3137HNTT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4843048 | PA      | $4853436.84   | 0.17%             | 2055-11-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                                               | CUSIP: 3137HRKB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3300000 | PA      | $3310408.20   | 0.12%             | 2056-04-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust            | Affirm Master Trust                                                              | CUSIP: 00833BAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4500000 | PA      | $4508516.70   | 0.16%             | 2033-02-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                                | CUSIP: 3136BPCC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10173170 | PA      | $10076658.11  | 0.35%             | 2052-10-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust       | Foundation Finance Trust 2025-3                                                  | CUSIP: 35042TAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5150000 | PA      | $5108500.79   | 0.18%             | 2052-08-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA        | Hyundai Capital America                                                          | CUSIP: 44891ADD6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   4567000 | PA      | $4647833.57   | 0.16%             | 2031-06-24      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu | JPMBB Commercial Mortgage Securities Trust 2015-C30                              | CUSIP: 46644UBC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2376687 | PA      | $23.77        | 0.00%             | 2048-07-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                     | Affirm Asset Securitization Trust 2024-B                                         | CUSIP: 00835AAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5100000 | PA      | $5104588.98   | 0.18%             | 2029-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust       | Ajax Mortgage Loan Trust 2021-C                                                  | CUSIP: 009733AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2266330 | PA      | $2269299.51   | 0.08%             | 2061-01-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust       | Angel Oak Mortgage Trust 2021-7                                                  | CUSIP: 03464JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5565914 | PA      | $4843000.04   | 0.17%             | 2066-10-25      | Variable      | 1.98%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                     | Apidos CLO XXXIX Ltd                                                             | CUSIP: 03766HAQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7500000 | PA      | $7501789.50   | 0.26%             | 2038-10-21      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC        | Essential Utilities Inc                                                          | CUSIP: 03836WAB9<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    141000 | PA      | $137055.49    | 0.00%             | 2029-05-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| EQUS 2021-EQAZ Mortgage Trust  | EQUS 2021-EQAZ Mortgage Trust                                                    | CUSIP: 29478JAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1884395 | PA      | $1884190.11   | 0.07%             | 2038-10-15      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                                | CUSIP: 3136BVPV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3858954 | PA      | $3879723.62   | 0.14%             | 2055-04-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                                               | CUSIP: 3137HKVA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3570309 | PA      | $3583906.73   | 0.13%             | 2055-04-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                                               | CUSIP: 3137HNYT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4519125 | PA      | $4516374.20   | 0.16%             | 2055-11-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 3138EKJ97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    649129 | PA      | $676536.93    | 0.02%             | 2042-11-01      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| 1211 Avenue of the Americas Tr | 1211 Avenue of the Americas Trust 2015-1211                                      | CUSIP: 90117PAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1720000 | PA      | $1648835.00   | 0.06%             | 2035-08-10      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FRONERI US INC                 | Froneri US Inc                                                                   | CUSIP: G3679YAK8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1651495 | PA      | $1621305.65   | 0.06%             | 2031-09-30      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| FLEETCOR TECHNOLOGIES INC      | Corpay Technologies Operating Co LLC                                             | CUSIP: 33903RAZ2<br>LEI: 549300FKKKZCXLK48427 | Long             | LON              | CORP              | US        |   2729156 | PA      | $2730575.18   | 0.10%             | 2028-04-28      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| ADANI TRANS STEP-ONE LTD       | Adani Transmission Step-One Ltd                                                  | CUSIP: QZ0784251<br>LEI: 335800Z8CGS7O7D72N41 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $199901.71    | 0.01%             | 2026-08-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust   | Upstart Securitization Trust 2025-4                                              | CUSIP: 91684AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    854885 | PA      | $854959.82    | 0.03%             | 2026-11-20      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust   | Upstart Securitization Trust 2025-3                                              | CUSIP: 91684FAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2800000 | PA      | $2803436.72   | 0.10%             | 2035-09-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| KREF 2021-FL2 Ltd              | KREF 2021-FL2 Ltd                                                                | CUSIP: 48275RAA5<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | US        |    674068 | PA      | $675663.71    | 0.02%             | 2039-02-15      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust    | Legacy Mortgage Asset Trust 2021-GS1                                             | CUSIP: 52474JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2182679 | PA      | $2185215.49   | 0.08%             | 2066-10-25      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2024-NSTB                                         | CUSIP: 61690BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3366771 | PA      | $3324343.90   | 0.12%             | 2057-09-24      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY        | Nationwide Building Society                                                      | CUSIP: 63861VAJ6<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    261000 | PA      | $263972.68    | 0.01%             | 2027-10-18      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                   | NiSource Inc                                                                     | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   1404000 | PA      | $1426649.54   | 0.05%             | 2028-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners       | OHA Credit Funding 16-R Ltd                                                      | CUSIP: 67122KAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  25000000 | PA      | $24993772.50  | 0.88%             | 2038-10-20      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL       | Penske Truck Leasing Co Lp / PTL Finance Corp                                    | CUSIP: 709599CB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5109000 | PA      | $5187793.55   | 0.18%             | 2030-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS       | Public Service Enterprise Group Inc                                              | CUSIP: 744573AV8<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |   2444000 | PA      | $2498685.80   | 0.09%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co  | Sierra Timeshare 2026-1 Receivables Funding LLC                                  | CUSIP: 82652VAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $3970328.00   | 0.14%             | 2042-12-22      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| SLAM LLC                       | Slam Ltd                                                                         | CUSIP: 83100AAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5800347 | PA      | $5750702.02   | 0.20%             | 2049-09-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                 | NRG Energy Inc                                                                   | CUSIP: 62937NBC0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | LON              | CORP              | US        |    537952 | PA      | $539673.29    | 0.02%             | 2031-04-16      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| BRF GMBH                       | BRF GmbH                                                                         | CUSIP: QZ6601293<br>LEI: 5299002S6DY5RA2IOQ11 | Long             | DBT              | CORP              | BR        |    600000 | PA      | $595925.52    | 0.02%             | 2026-09-29      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC            | Resideo Funding Inc                                                              | CUSIP: 76090LAM6<br>LEI: 5493000IFJ6XJKH66598 | Long             | LON              | CORP              | US        |   1012462 | PA      | $1011196.92   | 0.04%             | 2032-08-13      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                | Cemex SAB de CV                                                                  | CUSIP: BP9277479<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |   1400000 | PA      | $1395051.98   | 0.05%             | 2026-06-08      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| MV24 CAPITAL BV                | MV24 Capital BV                                                                  | CUSIP: AZ9204969<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |    555224 | PA      | $554507.98    | 0.02%             | 2034-06-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA          | Guatemala Government Bond                                                        | CUSIP: JK9639853<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    600000 | PA      | $601800.00    | 0.02%             | 2026-05-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                     | MFA 2021-NQM2 Trust                                                              | CUSIP: 55283WAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3295019 | PA      | $2948056.09   | 0.10%             | 2064-11-25      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga | MF1 2022-FL9 LLC                                                                 | CUSIP: 55285AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4132357 | PA      | $4138807.83   | 0.15%             | 2037-06-19      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| PRUMO PARTICIPACOES E IN       | Prumo Participacoes e Investimentos S/A                                          | CUSIP: ZQ2487259<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |   1176694 | PA      | $1186959.17   | 0.04%             | 2031-12-31      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                            | BXIICS2E INDEX SWAP 072326                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-2397404.28  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BXIICS2E INDEX SWAP 022427                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-4364940.05  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BXIICS2E INDEX SWAP 111826                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-1394373.93  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BXIICS2E INDEX SWAP 120826                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-2661238.66  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BXIICS2E INDEX SWAP 040926                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-420339.77   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BXIICS2E INDEX SWAP 110526                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-3931491.00  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga | MF1 2025-FL17 LLC                                                                | CUSIP: 55287HAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4093000 | PA      | $4103940.59   | 0.14%             | 2040-02-18      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investo | Merrill Lynch Mortgage Investors Trust Series 2006-RM2                           | CUSIP: 590216AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  33230212 | PA      | $9613364.19   | 0.34%             | 2037-05-25      | Floating      | 4.16%                 | No            |                  2 | On Loan: No      |
| MOLEX ELECTRONICS TECH         | Molex Electronic Technologies LLC                                                | CUSIP: 60856BAE4<br>LEI: 549300WTBVUFUPSIWI20 | Long             | DBT              | CORP              | US        |   3362000 | PA      | $3376821.18   | 0.12%             | 2028-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan T | Morgan Stanley Mortgage Loan Trust 2006-2                                        | CUSIP: 61748HVY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    213001 | PA      | $113962.14    | 0.00%             | 2036-02-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust      | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C28                      | CUSIP: 61766LBT5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2496593 | PA      | $24.97        | 0.00%             | 2049-01-15      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC         | Mosaic Solar Loans 2017-1 LLC                                                    | CUSIP: 61946EAA6<br>LEI: 549300ZLA8SW2SVJMN33 | Long             | ABS-O            | CORP              | US        |    387911 | PA      | $380547.91    | 0.01%             | 2042-06-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MP Clo VIII, LTD               | MP CLO VIII Ltd                                                                  | CUSIP: 62481WAL1<br>LEI: 549300D60LKSR31DKI65 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10007079.00  | 0.35%             | 2034-04-28      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| NATIONAL SECS CLEARING         | National Securities Clearing Corp                                                | CUSIP: 637639AQ8<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |   2790000 | PA      | $2818224.03   | 0.10%             | 2030-05-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust     | Navient Private Education Refi Loan Trust 2022-A                                 | CUSIP: 63942MAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4826872 | PA      | $4388209.02   | 0.15%             | 2070-07-15      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag | PRPM 2025-NQM2 Trust                                                             | CUSIP: 693983AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  22603510 | PA      | $22717164.67  | 0.80%             | 2070-04-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                    | Paychex Inc                                                                      | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |   2103000 | PA      | $2122739.33   | 0.07%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR       | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | CUSIP: 71568QAC1<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |   1300000 | PA      | $1291447.30   | 0.05%             | 2027-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PFP III                        | PFP 2026-13 Ltd                                                                  | CUSIP: 716966AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4230000 | PA      | $4238734.95   | 0.15%             | 2043-08-18      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In | RALI Series 2007-QS4 Trust                                                       | CUSIP: 74923HAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    952396 | PA      | $822195.06    | 0.03%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In | RALI Series 2006-QS12 Trust                                                      | CUSIP: 751151AG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    386618 | PA      | $314774.94    | 0.01%             | 2036-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securities C | RASC Series 2004-KS7 Trust                                                       | CUSIP: 76110WB88<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3401606 | PA      | $3363033.02   | 0.12%             | 2034-08-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| Residential Mortgage Loan Trus | Residential Mortgage Loan Trust 2019-2                                           | CUSIP: 76119DAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1919290 | PA      | $1912792.18   | 0.07%             | 2059-05-25      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| Retained Vantage Data Centers  | Retained Vantage Data Centers Issuer LLC                                         | CUSIP: 76134KAA2<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4989653.00   | 0.18%             | 2048-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC             | Royalty Pharma PLC                                                               | CUSIP: 78081BAT0<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | US        |   5371000 | PA      | $5306459.38   | 0.19%             | 2031-03-25      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SoFi Alternative Trust Consume | Sofi Alternative Trust 2021-1                                                    | CUSIP: 83406GAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    445129 | PA      | $423289.97    | 0.01%             | 2030-05-25      | Variable      | 9.72%                 | No            |                  2 | On Loan: No      |
| RUTAS 2 & 7 FINANCE LTD        | Rutas 2 & 7 Finance Ltd                                                          | CUSIP: ZQ0325196<br>LEI: N/A                  | Long             | DBT              | CORP              | PY        |    146667 | PA      | $112199.98    | 0.00%             | 2036-09-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR         | Millicom International Cellular SA                                               | CUSIP: AP0969109<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | GT        |   1260000 | PA      | $1248774.28   | 0.04%             | 2028-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC         | Energizer Holdings Inc                                                           | CUSIP: 29267YAW2<br>LEI: 5493000D6NN0V57UME20 | Long             | LON              | CORP              | US        |   2443343 | PA      | $2443343.36   | 0.09%             | 2032-03-19      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| BANCO NACIONAL COM EXT         | Banco Nacional de Comercio Exterior SNC/Cayman Islands                           | CUSIP: BQ7269484<br>LEI: 4469000001BL6VG3DH44 | Long             | DBT              | CORP              | MX        |   1300000 | PA      | $1279410.73   | 0.05%             | 2031-08-11      | Variable      | 2.72%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY           | Paraguay Government International Bond                                           | CUSIP: JK5851023<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    200000 | PA      | $200244.00    | 0.01%             | 2026-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                            | BXIICS2E INDEX SWAP 011427                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-3486872.91  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BXIICS2E INDEX SWAP 030427                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-5032280.84  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BXIICS2E INDEX SWAP 123026                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-3900788.12  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BXIICS2E INDEX SWAP 061726                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-2244003.20  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BXIICS2E INDEX SWAP 102126                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-4232708.21  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BXIICS2E INDEX SWAP 051926                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-401347.65   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BXIICS2E INDEX SWAP 090226                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-5873416.29  | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| JSW HYDRO ENERGY LTD           | JSW Hydro Energy Ltd                                                             | CUSIP: BP4638287<br>LEI: 3358006ZP5KO7VUH2790 | Long             | DBT              | CORP              | IN        |    903500 | PA      | $827638.11    | 0.03%             | 2031-05-18      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| OVERSEA-CHINESE BANKING        | Oversea-Chinese Banking Corp Ltd                                                 | CUSIP: BX0660676<br>LEI: 5493007O3QFXCPOGWK22 | Long             | DBT              | CORP              | SG        |   1400000 | PA      | $1401749.16   | 0.05%             | 2032-06-15      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| arbor multifamily mortgage sec | Arbor Multifamily Mortgage Securities Trust 2021-MF2                             | CUSIP: 03881VBA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 110916224 | PA      | $4729312.50   | 0.17%             | 2054-06-15      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL                  | ArcelorMittal SA                                                                 | CUSIP: 03938LBC7<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |   5458000 | PA      | $5441444.03   | 0.19%             | 2029-07-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Atlas Senior Loan Fund LTD     | Atlas Senior Loan Fund XI Ltd                                                    | CUSIP: 04941YAJ8<br>LEI: 635400RPGP64VI1SZW03 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2001604.20   | 0.07%             | 2031-07-26      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| AutoNation Finance Trust 2025- | AutoNation Finance Trust 2026-1                                                  | CUSIP: 05330WAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4500000 | PA      | $4497130.80   | 0.16%             | 2029-01-11      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Avant Loans Funding Trust      | Avant Loans Funding Trust 2025-REV1                                              | CUSIP: 05352BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9500000 | PA      | $9523310.15   | 0.34%             | 2034-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AVILEASE CAPITAL LTD           | Avilease Capital Ltd                                                             | CUSIP: 05370HAA1<br>LEI: 635400SXOPVAVBWNE366 | Long             | DBT              | CORP              | SA        |   2326000 | PA      | $2265849.76   | 0.08%             | 2030-11-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Trust 2025-ROIC                                                               | CUSIP: 05593VAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2205795 | PA      | $2190004.10   | 0.08%             | 2030-03-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Trust 2021-RISE                                                               | CUSIP: 12434EAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4835282 | PA      | $4834885.46   | 0.17%             | 2036-11-15      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| CBAM CLO Management            | CBAM 2017-2 Ltd                                                                  | CUSIP: 12481KAS7<br>LEI: 254900JYLIAZT0YFW632 | Long             | ABS-CBDO         | CORP              | US        |   4500000 | PA      | $4503071.25   | 0.16%             | 2034-07-17      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trus | CFCRE Commercial Mortgage Trust 2016-C4                                          | CUSIP: 12531YAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2514516 | PA      | $25.15        | 0.00%             | 2058-05-10      | Variable      | 1.14%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                   | UBS Group AG                                                                     | CUSIP: 225401BC1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    910000 | PA      | $922181.59    | 0.03%             | 2027-12-22      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                                               | CUSIP: 3137HKQD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3537802 | PA      | $3556443.13   | 0.13%             | 2055-04-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                                               | CUSIP: 3137HNSE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4165943 | PA      | $4179111.31   | 0.15%             | 2055-11-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                                               | CUSIP: 3137HQM24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3685962 | PA      | $3675462.51   | 0.13%             | 2056-03-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                                               | CUSIP: 31396FLP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1674200 | PA      | $1671148.60   | 0.06%             | 2035-11-15      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust Series 2025-NQM1                                        | CUSIP: 46593QAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3567153 | PA      | $3582259.18   | 0.13%             | 2065-06-25      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu | JPMBB Commercial Mortgage Securities Trust 2014-C25                              | CUSIP: 46643PBG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2738291 | PA      | $11202.62     | 0.00%             | 2047-11-15      | Variable      | 0.33%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust Series 2025-NQM4                                        | CUSIP: 46660HAH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4173715 | PA      | $4143609.46   | 0.15%             | 2066-03-25      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor | JPMCC Commercial Mortgage Securities Trust 2019-COR4                             | CUSIP: 48128YAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2865412 | PA      | $2852032.31   | 0.10%             | 2052-03-10      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| KREF 2021-FL2 Ltd              | KREF 2021-FL2 Ltd                                                                | CUSIP: 48275RAE7<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | US        |   7942000 | PA      | $7948012.09   | 0.28%             | 2039-02-15      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| LEX Trust                      | LEX Trust 2026-450                                                               | CUSIP: 501970AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2070000 | PA      | $2064195.31   | 0.07%             | 2043-03-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| LoanCore 2022-CRE7 Issuer Ltd. | LoanCore 2022-CRE7 Issuer Ltd                                                    | CUSIP: 53946PAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1228398 | PA      | $1230006.06   | 0.04%             | 2037-01-17      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Loanpal Solar Loan 2020-3 Ltd  | Loanpal Solar Loan Ltd                                                           | CUSIP: 53948NAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5384596 | PA      | $4480689.35   | 0.16%             | 2047-12-20      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| Loanpal Solar Loan Ltd.        | Loanpal Solar Loan 2021-1 Ltd                                                    | CUSIP: 53948PAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3307565 | PA      | $2745152.57   | 0.10%             | 2048-01-20      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| MARS INC                       | Mars Inc                                                                         | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   5681000 | PA      | $5741883.11   | 0.20%             | 2030-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL         | Marriott International Inc/MD                                                    | CUSIP: 571903BR3<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   3210000 | PA      | $3240345.80   | 0.11%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MASTEC INC                     | MasTec Inc                                                                       | CUSIP: 576323AP4<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |   4610000 | PA      | $4561395.62   | 0.16%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MASTR Adjustable Rate Mortgage | MASTR Adjustable Rate Mortgages Trust 2006-2                                     | CUSIP: 576438AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     67831 | PA      | $30067.07     | 0.00%             | 2036-04-25      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga | MF1 2024-FL15                                                                    | CUSIP: 58003MAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7200000 | PA      | $7222658.40   | 0.25%             | 2041-08-18      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investo | Merrill Lynch Mortgage Investors Trust Series 2006-AF1                           | CUSIP: 59023RAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1145474 | PA      | $403845.93    | 0.01%             | 2036-08-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investo | Merrill Lynch Mortgage Investors Trust Series 2007-HE2                           | CUSIP: 59024LAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4146776 | PA      | $1149974.74   | 0.04%             | 2037-02-25      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investo | Merrill Lynch Mortgage Investors Trust Series 2007-HE2                           | CUSIP: 59024LAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6412144 | PA      | $1778079.16   | 0.06%             | 2037-02-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2019-PLND                                         | CUSIP: 61691XAQ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1331000 | PA      | $13296.69     | 0.00%             | 2036-05-15      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| MSILF Government Portfolio     | MSILF Government Portfolio                                                       | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |  17046155 | NS      | $17046154.96  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF PERU               | Peruvian Government International Bond                                           | CUSIP: 715638DA7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    150000 | PA      | $139702.50    | 0.00%             | 2030-06-20      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I  | RFMSI Series 2007-S1 Trust                                                       | CUSIP: 749581AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3165612 | PA      | $2380250.53   | 0.08%             | 2037-01-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC          | Republic Services Inc                                                            | CUSIP: 760759BL3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |   4836000 | PA      | $4900077.10   | 0.17%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SFO Commerical Mortgage Trust  | SFO Commercial Mortgage Trust 2021-555                                           | CUSIP: 78432WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2540000 | PA      | $2537392.18   | 0.09%             | 2038-05-15      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| SLG Office Trust               | SLG Office Trust 2021-OVA                                                        | CUSIP: 78449RAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 168062650 | PA      | $1815328.71   | 0.06%             | 2041-07-15      | Variable      | 0.26%                 | No            |                  2 | On Loan: No      |
| SCOTT Trust 2023-SFS           | SCOTT Trust 2023-SFS                                                             | CUSIP: 810064AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2010000 | PA      | $2045727.55   | 0.07%             | 2040-03-10      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Securitized Asset Backed Recei | Securitized Asset Backed Receivables LLC Trust 2006-WM3                          | CUSIP: 81377EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5434484 | PA      | $1779580.47   | 0.06%             | 2036-10-25      | Floating      | 3.89%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE               | Societe Generale SA                                                              | CUSIP: 83368RAW2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   2287000 | PA      | $2140714.51   | 0.08%             | 2030-01-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SREIT Trust                    | SREIT Trust 2021-MFP2                                                            | CUSIP: 85236WCE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3240000 | PA      | $3238489.19   | 0.11%             | 2036-11-15      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2006-32CB                                                 | CUSIP: 02147XAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1362606 | PA      | $689123.58    | 0.02%             | 2036-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2007-12T1                                                 | CUSIP: 02150LAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10781654 | PA      | $4727042.48   | 0.17%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.             | BSPRT 2026-FL13 Issuer LLC                                                       | CUSIP: 05620GAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5012500.00   | 0.18%             | 2043-10-18      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| TPG Real Estate Finance        | TRTX 2022-FL5 Issuer Ltd                                                         | CUSIP: 87277JAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5926581 | PA      | $5933959.12   | 0.21%             | 2039-02-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Thunderbolt Aircraft Lease Lim | Thunderbolt II Aircraft Lease Ltd                                                | CUSIP: 886065AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1026772 | PA      | $1029296.01   | 0.04%             | 2038-09-15      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| Banc of America Mortgage Secur | Banc of America Mortgage 2005-I Trust                                            | CUSIP: 05949CHU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    783617 | PA      | $744046.30    | 0.03%             | 2035-10-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                             | CUSIP: 06051GHT9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1739000 | PA      | $1738112.68   | 0.06%             | 2027-04-23      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2025-C32                                                    | CUSIP: 07337AAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  55497659 | PA      | $4455579.64   | 0.16%             | 2062-02-15      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2025-V14 Mortgage Trust                                                | CUSIP: 08164BAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 147385316 | PA      | $4052182.39   | 0.14%             | 2057-04-15      | Variable      | 0.77%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2007-14                                          | CUSIP: 12544DAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    509546 | PA      | $259298.10    | 0.01%             | 2037-09-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus | CSAIL 2016-C6 Commercial Mortgage Trust                                          | CUSIP: 12636MAG3<br>LEI: 549300C2HE5FJAWYZL57 | Long             | ABS-MBS          | CORP              | US        |    959048 | PA      | $9.59         | 0.00%             | 2049-01-15      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER               | Triton Container International Ltd                                               | CUSIP: 89680YAC9<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |   5928000 | PA      | $5364555.63   | 0.19%             | 2031-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP          | Truist Financial Corp                                                            | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   4370000 | PA      | $4646290.28   | 0.16%             | 2029-10-30      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2005-10                                          | CUSIP: 12669GYM7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    617691 | PA      | $507299.13    | 0.02%             | 2035-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC            | Cheniere Energy Inc                                                              | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |   3102000 | PA      | $3094791.51   | 0.11%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE              | Chile Government International Bond                                              | CUSIP: 168863EF1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    400000 | PA      | $392680.00    | 0.01%             | 2031-04-13      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2016-GC36                                    | CUSIP: 17324TAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3730332 | PA      | $37.30        | 0.00%             | 2049-02-10      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| VEGAS Trust                    | VEGAS Trust 2024-TI                                                              | CUSIP: 92254AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2005346.40   | 0.07%             | 2039-11-10      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo | Velocity Commercial Capital Loan Trust 2024-2                                    | CUSIP: 92259QAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3429284 | PA      | $3464656.17   | 0.12%             | 2054-06-25      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC       | Comision Federal de Electricidad                                                 | CUSIP: 200447AN0<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |   1300000 | PA      | $1299025.00   | 0.05%             | 2030-01-24      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA             | Credit Agricole SA                                                               | CUSIP: 22535WAP2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   3114000 | PA      | $3149293.42   | 0.11%             | 2029-01-09      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mor | Credit Suisse First Boston Mortgage Securities Corp                              | CUSIP: 2254W0PJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     43740 | PA      | $31489.43     | 0.00%             | 2035-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DARDEN RESTAURANTS INC         | Darden Restaurants Inc                                                           | CUSIP: 237194AP0<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |   1568000 | PA      | $1564948.26   | 0.06%             | 2027-10-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2021-7                                                | CUSIP: 92538QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11443363 | PA      | $10506110.82  | 0.37%             | 2066-10-25      | Variable      | 2.83%                 | No            |                  2 | On Loan: No      |
| WAMU Asset-Backed Certificates | WaMu Asset-Backed Certificates WaMu Series 2007-HE4 Trust                        | CUSIP: 93363XAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1461394 | PA      | $855756.62    | 0.03%             | 2047-07-25      | Floating      | 3.96%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2019-C52                                   | CUSIP: 95002MAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  19398750 | PA      | $786440.85    | 0.03%             | 2052-08-15      | Variable      | 1.56%                 | No            |                  2 | On Loan: No      |
| TNB GLOBAL VENTURES CAP        | TNB Global Ventures Capital Bhd                                                  | CUSIP: QZ6982289<br>LEI: 5493004U8XEGPFWIBZ14 | Long             | DBT              | CORP              | MY        |   1200000 | PA      | $1192662.84   | 0.04%             | 2026-10-19      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| ULTRAPAR INTERNATIONL SA       | Ultrapar International SA                                                        | CUSIP: ZS9300451<br>LEI: 222100CXHWBP3H3SK244 | Long             | DBT              | CORP              | BR        |    200000 | PA      | $199408.25    | 0.01%             | 2029-06-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Trans Union LLC                | Trans Union LLC, Senior Secured First Lien Term Loan                             | CUSIP: 89334GBF0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    715400 | PA      | $712910.79    | 0.03%             | 2031-06-24      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| MEXICO GENERADORA DE ENE       | Mexico Generadora de Energia S de rl                                             | CUSIP: EJ4659987<br>LEI: 635400GBINBYW1VUAD14 | Long             | DBT              | CORP              | MX        |   1610822 | PA      | $1614868.51   | 0.06%             | 2032-12-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY ARPT TRUST         | Mexico City Airport Trust                                                        | CUSIP: AP1359938<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    500000 | PA      | $490684.85    | 0.02%             | 2028-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TELFON CELUAR DEL PARAGU       | Telefonica Celular del Paraguay SA                                               | CUSIP: AX9193928<br>LEI: 254900R8A8IKGF4THL54 | Long             | DBT              | CORP              | PY        |    571000 | PA      | $570406.16    | 0.02%             | 2027-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                            | BXIICS2E INDEX SWAP 012027                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-6590570.00  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BXIICS2E INDEX SWAP 073026                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-2989307.77  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BXIICS2E INDEX SWAP 021727                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-2190616.15  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BXIICS2E INDEX SWAP 021127                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-4599404.26  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BXIICS2E INDEX SWAP 040226                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-3047984.53  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BXIICS2E INDEX SWAP 050526                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $7396015.89   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BXIICS2E INDEX SWAP 070726                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-4252419.03  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO             | Morocco Government International Bond                                            | CUSIP: BM9763095<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    950000 | PA      | $912448.84    | 0.03%             | 2027-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| JSW INFRASTRUCTURE             | JSW Infrastructure Ltd                                                           | CUSIP: BT5111013<br>LEI: 3358003E3YFK92C9WX80 | Long             | DBT              | CORP              | IN        |    700000 | PA      | $682338.38    | 0.02%             | 2029-01-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Deutsche Mortgage and Asset Re | Deutsche Mortgage & Asset Receiving Corp                                         | CUSIP: 25160HAC9<br>LEI: 529900JBPP7HAVCM8C23 | Long             | ABS-MBS          | CORP              | US        |    262360 | PA      | $220245.39    | 0.01%             | 2037-07-27      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC            | Dominion Energy Inc                                                              | CUSIP: 25746UDW6<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   2842000 | PA      | $2881348.17   | 0.10%             | 2030-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust     | Navient Private Education Refi Loan Trust 2018-A                                 | CUSIP: 63940PAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1559089 | PA      | $1537172.50   | 0.05%             | 2042-02-18      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| Brant Point CLO Ltd            | Brant Point CLO 2024-5 Ltd                                                       | CUSIP: 83617CAA2<br>LEI: 2549006N6CIHZ26VQC36 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10011831.00  | 0.35%             | 2037-10-20      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer, LLC         | Switch ABS Issuer LLC                                                            | CUSIP: 871044BA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7500000 | PA      | $7516965.00   | 0.26%             | 2056-03-27      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| TAL Advantage VII LLC          | TAL Advantage VII LLC                                                            | CUSIP: 87407RAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1943500 | PA      | $1864540.65   | 0.07%             | 2045-09-20      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD               | Trestles CLO VI Ltd                                                              | CUSIP: 894940AQ8<br>LEI: 254900837GHK5VH7YU15 | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $4993524.50   | 0.18%             | 2038-04-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                  | United States Treasury Bill                                                      | CUSIP: 912797SU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50000000 | PA      | $48825283.50  | 1.72%             | 2026-11-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BPRL INTERNATIONAL SINGA       | BPRL International Singapore Pte Ltd                                             | CUSIP: AM0189861<br>LEI: 875500AQ853IMLV4TX18 | Long             | DBT              | CORP              | IN        |    700000 | PA      | $698447.39    | 0.02%             | 2027-01-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CYBORG OLDCO DC HOLDINGS       | Cyborg Oldco DC Holdings Inc                                                     | CUSIP: 19633FAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    320815 | PA      | $0.00         | 0.00%             | 2024-05-01      | Floating      | 7.30%                 | No            |                  3 | On Loan: No      |
| REPUBLIC OF GUATEMALA          | Guatemala Government Bond                                                        | CUSIP: BY2577850<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |   1200000 | PA      | $1202700.00   | 0.04%             | 2029-08-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                            | BXIICS2E INDEX SWAP 081126                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-3248419.54  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BXIICS2E INDEX SWAP 111226                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-4023951.81  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| ACREC LLC                      | Acrec 2025 Fl 3 LLC                                                              | CUSIP: 00112HAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4800000 | PA      | $4805980.80   | 0.17%             | 2042-08-18      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER        | American Electric Power Co Inc                                                   | CUSIP: 025537AY7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   5243000 | PA      | $5351562.34   | 0.19%             | 2029-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO            | American Express Co                                                              | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   3928000 | PA      | $3953747.84   | 0.14%             | 2029-04-25      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| American Home Mortgage Investm | American Home Mortgage Investment Trust 2004-2                                   | CUSIP: 02660TBF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1630346 | PA      | $1574686.17   | 0.06%             | 2044-02-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC         | AngloGold Ashanti Holdings PLC                                                   | CUSIP: 03512TAF8<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | ZA        |   1100000 | PA      | $1057685.19   | 0.04%             | 2028-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                  | AppLovin Corp                                                                    | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |   2836000 | PA      | $2853107.06   | 0.10%             | 2029-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.             | BSPRT 2022-FL8 Issuer Ltd                                                        | CUSIP: 055983AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    248928 | PA      | $249236.08    | 0.01%             | 2037-02-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2020-IG1 Mortgage Trust                                                | CUSIP: 08162LAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 157277074 | PA      | $2235221.77   | 0.08%             | 2043-09-15      | Variable      | 0.51%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2019-B14 Mortgage Trust                                                | CUSIP: 08162YAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3788647 | PA      | $3684535.04   | 0.13%             | 2062-12-15      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus | BRAVO Residential Funding Trust 2022-RPL1                                        | CUSIP: 10569XAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6557860 | PA      | $5997763.36   | 0.21%             | 2061-09-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus | BRAVO Residential Funding Trust 2025-NQM6                                        | CUSIP: 10570MAD2<br>LEI: 254900U9H6FFPW4O4S55 | Long             | ABS-MBS          | CORP              | US        |   2347560 | PA      | $2347669.68   | 0.08%             | 2065-06-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC              | Brown & Brown Inc                                                                | CUSIP: 115236AB7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    888000 | PA      | $884231.43    | 0.03%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Commercial Mortgage Trust 2025-BCAT                                           | CUSIP: 12433HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3028180 | PA      | $3032247.53   | 0.11%             | 2042-08-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Trust 2021-SDMF                                                               | CUSIP: 12434CAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2728250 | PA      | $2726017.27   | 0.10%             | 2034-09-15      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                  | AIB Group PLC                                                                    | CUSIP: 00135TAF1<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |   5232000 | PA      | $5328295.12   | 0.19%             | 2031-05-15      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                     | AbbVie Inc                                                                       | CUSIP: 00287YDZ9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1989370.44   | 0.07%             | 2030-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AIRBNB INC                     | Airbnb Inc                                                                       | CUSIP: 009066AC5<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |   1198000 | PA      | $1196633.72   | 0.04%             | 2029-03-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE / IRELAND DAC        | Aircastle Ltd / Aircastle Ireland DAC                                            | CUSIP: 00929JAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4555000 | PA      | $4596006.89   | 0.16%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC               | Altria Group Inc                                                                 | CUSIP: 02209SBU6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1444000 | PA      | $1438243.75   | 0.05%             | 2030-08-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Nomura Resecuritization Trust  | Nomura Resecuritization Trust 2015-8R                                            | CUSIP: 65541AAP1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2986066 | PA      | $2559679.86   | 0.09%             | 2047-11-25      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN SYSTEMS       | Northrop Grumman Systems Corp                                                    | CUSIP: 666807AW2<br>LEI: 549300KYOZYCZII5OX23 | Long             | DBT              | CORP              | US        |   4039000 | PA      | $4585854.95   | 0.16%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2005-62                                                   | CUSIP: 12668ATN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6337747 | PA      | $4898389.40   | 0.17%             | 2035-12-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2005-61                                                   | CUSIP: 12668AVM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1296155 | PA      | $1219046.86   | 0.04%             | 2035-12-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi | Carlyle US CLO 2023-3 Ltd                                                        | CUSIP: 14318FAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5001248.00   | 0.18%             | 2038-10-15      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                                    | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2820000 | PA      | $2835107.61   | 0.10%             | 2029-03-04      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| College Ave Student Loans      | College Avenue Student Loans LLC                                                 | CUSIP: 194204AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    428933 | PA      | $416538.78    | 0.01%             | 2046-11-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust            | COMM 2018-HCLV Mortgage Trust                                                    | CUSIP: 20048KAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11396000 | PA      | $3588705.24   | 0.13%             | 2033-09-15      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP          | Northrop Grumman Corp                                                            | CUSIP: 666807CN0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   2665000 | PA      | $2681275.95   | 0.09%             | 2030-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2021-NQM2 Trust                                                              | CUSIP: 670857AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2518425 | PA      | $2109130.30   | 0.07%             | 2061-05-25      | Variable      | 1.56%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC       | Constellation Energy Generation LLC                                              | CUSIP: 210385AP5<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   2041000 | PA      | $2025554.47   | 0.07%             | 2028-01-08      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mor | CSFB Mortgage-Backed Pass-Through Certificates Series 2004-8                     | CUSIP: 22541SX29<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2440 | PA      | $1494.79      | 0.00%             | 2019-12-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Adjustable Rate Mortgage Trust | Adjustable Rate Mortgage Trust 2006-1                                            | CUSIP: 225470B93<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4161070 | PA      | $2454606.85   | 0.09%             | 2036-03-25      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                                               | CUSIP: 3137FPCW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1483906 | PA      | $1460025.22   | 0.05%             | 2049-10-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                 | CUSIP: 31427MG96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4844369 | PA      | $4933057.02   | 0.17%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                 | CUSIP: 31427QAM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5191152 | PA      | $5260887.87   | 0.19%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                                | CUSIP: 404280EK1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $200650.80    | 0.01%             | 2028-11-19      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD       | United Overseas Bank Ltd                                                         | CUSIP: 91127LAH3<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |    500000 | PA      | $495414.69    | 0.02%             | 2032-10-07      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo | Velocity Commercial Capital Loan Trust 2020-1                                    | CUSIP: 92259LAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1936154 | PA      | $1576458.44   | 0.06%             | 2050-02-25      | Variable      | 2.98%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo | Velocity Commercial Capital Loan Trust 2021-1                                    | CUSIP: 92259TAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2036954 | PA      | $1660257.18   | 0.06%             | 2051-05-25      | Variable      | 2.26%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo | Velocity Commercial Capital Loan Trust 2024-5                                    | CUSIP: 92261ABA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7408080 | PA      | $7378040.07   | 0.26%             | 2054-10-25      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2021-R1                                               | CUSIP: 92538BAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    586490 | PA      | $569343.40    | 0.02%             | 2063-10-25      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2024-NQM10 Trust                                                             | CUSIP: 67119MAA6<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |   5509507 | PA      | $5566600.71   | 0.20%             | 2064-05-25      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| ONGC VIDESH VANKORNEFT         | ONGC Videsh Vankorneft Pte Ltd                                                   | CUSIP: LW9384923<br>LEI: 254900FXH0X0S4UIS503 | Long             | DBT              | CORP              | IN        |   1000000 | PA      | $997180.16    | 0.04%             | 2026-07-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2024-3                                                | CUSIP: 92540MAA3<br>LEI: 2138005NRONUFED1TZ38 | Long             | ABS-MBS          | CORP              | US        |   3841987 | PA      | $3876171.91   | 0.14%             | 2069-04-25      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE         | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3113000 | PA      | $3105018.08   | 0.11%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC       | Allison Transmission Inc                                                         | CUSIP: 01973KAJ5<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | LON              | CORP              | US        |    970000 | PA      | $974607.50    | 0.03%             | 2033-01-03      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| ARAMARK SERVICES INC           | Aramark Services Inc                                                             | CUSIP: 03852JBC4<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |   1125689 | PA      | $1128970.84   | 0.04%             | 2030-06-24      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| N/A                            | BXIICS2E INDEX SWAP 060226                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-2977243.11  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BXIICS2E INDEX SWAP 093026                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-3357096.67  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION           | M&T Bank Corp                                                                    | CUSIP: 55261FAU8<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1387296.50   | 0.05%             | 2029-01-16      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Alternative Note | Merrill Lynch Alternative Note Asset Trust Series 2007-F1                        | CUSIP: 59023YAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    329518 | PA      | $99224.04     | 0.00%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LIMA METRO LINE 2 FIN LT       | Lima Metro Line 2 Finance Ltd                                                    | CUSIP: AZ7194543<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | CORP              | PE        |    225080 | PA      | $214110.24    | 0.01%             | 2036-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Tra | VOLT CII LLC                                                                     | CUSIP: 92873HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    575676 | PA      | $576063.10    | 0.02%             | 2051-08-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| ANTOFAGASTA PLC                | Antofagasta PLC                                                                  | CUSIP: ZO8608382<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | CL        |    300000 | PA      | $269203.50    | 0.01%             | 2030-10-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| N/A                            | BXIICS2E INDEX SWAP 082726                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-4587521.13  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| NBM US HOLDINGS INC            | NBM US Holdings Inc                                                              | CUSIP: ZS4645314<br>LEI: 5493008K1QMSP0J8UC24 | Long             | DBT              | CORP              | BR        |   1000000 | PA      | $1002546.00   | 0.04%             | 2026-05-14      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| API GROUP DE INC               | APi Group DE Inc                                                                 | CUSIP: 00186XAN3<br>LEI: 549300XP4G7B4QYA0G83 | Long             | LON              | CORP              | US        |   3627114 | PA      | $3629580.36   | 0.13%             | 2029-01-03      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO       | OCP SA                                                                           | CUSIP: YP8442608<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    600000 | PA      | $609746.62    | 0.02%             | 2030-04-30      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt | Benefit Street Partners CLO XXXII Ltd                                            | CUSIP: 08181FAL4<br>LEI: 2549003NV71H6I4TDQ63 | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $4999400.50   | 0.18%             | 2038-10-25      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus | BRAVO Residential Funding Trust 2021-NQM2                                        | CUSIP: 10569EAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    451603 | PA      | $445525.22    | 0.02%             | 2060-03-25      | Variable      | 1.44%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                   | Broadcom Inc                                                                     | CUSIP: 11135FCW9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1436000 | PA      | $1419794.84   | 0.05%             | 2030-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust           | FREMF 2016-KF18 Mortgage Trust                                                   | CUSIP: 30294VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2433468 | PA      | $2431003.10   | 0.09%             | 2026-05-25      | Floating      | 9.28%                 | No            |                  2 | On Loan: No      |
| FS Trust                       | FS Trust 2026-HULA                                                               | CUSIP: 30345AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3100000 | PA      | $3103939.48   | 0.11%             | 2041-03-15      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| GCAT                           | GCAT 2025-NQM1 Trust                                                             | CUSIP: 36171GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  17953743 | PA      | $17988655.86  | 0.63%             | 2069-11-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities  | GS Mortgage-Backed Securities Trust 2026-NQM2                                    | CUSIP: 362972AF8<br>LEI: 254900E217SI2DTJ2F03 | Long             | ABS-MBS          | CORP              | US        |   1955108 | PA      | $1941906.68   | 0.07%             | 2061-11-25      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO               | Hewlett Packard Enterprise Co                                                    | CUSIP: 42824CBT5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   3215000 | PA      | $3199840.41   | 0.11%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor | JP Morgan Chase Commercial Mortgage Securities Trust 2015-JP1                    | CUSIP: 46590KAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1915848 | PA      | $19.16        | 0.00%             | 2049-01-15      | Variable      | 0.72%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust Series 2025-NQM2                                        | CUSIP: 46590SAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5030348 | PA      | $5053976.10   | 0.18%             | 2065-09-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Alternative Loan T | JP Morgan Alternative Loan Trust 2007-S1                                         | CUSIP: 466275AB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2448692 | PA      | $2364173.49   | 0.08%             | 2047-04-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC        | O'Reilly Automotive Inc                                                          | CUSIP: 67103HAM9<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |   1584000 | PA      | $1597435.28   | 0.06%             | 2026-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2020-EXP2 Trust                                                              | CUSIP: 67448VAM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    326842 | PA      | $279650.98    | 0.01%             | 2060-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS       | Omega Healthcare Investors Inc                                                   | CUSIP: 681936BK5<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |   1453000 | PA      | $1452328.47   | 0.05%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)         | Pertamina Persero PT                                                             | CUSIP: 69370RAD9<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |   1100000 | PA      | $1055274.14   | 0.04%             | 2029-07-30      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC               | Ryder System Inc                                                                 | CUSIP: 78355HLG2<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |   1956000 | PA      | $1924185.39   | 0.07%             | 2030-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Soundview Home Equity Loan Tru | Soundview Home Loan Trust 2007-OPT3                                              | CUSIP: 83612KAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    371531 | PA      | $367722.67    | 0.01%             | 2037-08-25      | Floating      | 3.97%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD            | Sound Point CLO XXIII                                                            | CUSIP: 83614BAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  25000000 | PA      | $25015710.00  | 0.88%             | 2034-07-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL        | Southern Co Gas Capital Corp                                                     | CUSIP: 8426EPAJ7<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    819000 | PA      | $813138.67    | 0.03%             | 2028-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Start Ltd.                     | Start Ltd/Bermuda                                                                | CUSIP: 85572RAA7<br>LEI: 549300VIQYFIDJQCKZ43 | Long             | ABS-O            | CORP              | US        |    291887 | PA      | $301344.97    | 0.01%             | 2043-05-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2025-10                                               | CUSIP: 92541FAD1<br>LEI: 213800OGLOX4BB4D6N90 | Long             | ABS-MBS          | CORP              | US        |   2528016 | PA      | $2523078.99   | 0.09%             | 2070-06-25      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer | WaMu Mortgage Pass-Through Certificates Series 2006-AR18 Trust                   | CUSIP: 933637AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8180695 | PA      | $7181411.48   | 0.25%             | 2037-01-25      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| Warwick Capital CLO Ltd        | Warwick Capital CLO 1 Ltd                                                        | CUSIP: 936919AN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5001234.50   | 0.18%             | 2038-10-20      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-8 Trust   | CUSIP: 93934FCQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    729034 | PA      | $693561.46    | 0.02%             | 2035-10-25      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2015-NXS2                                  | CUSIP: 94989MAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    883428 | PA      | $8.83         | 0.00%             | 2058-07-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2022-ONL                                   | CUSIP: 95003WAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5161621 | PA      | $4985998.02   | 0.18%             | 2039-12-15      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2025-5C7                                   | CUSIP: 95004XAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  96815073 | PA      | $5710162.70   | 0.20%             | 2058-12-15      | Variable      | 1.44%                 | No            |                  2 | On Loan: No      |
| GOLD FIELDS OROGEN HOLD        | Gold Fields Orogen Holdings BVI Ltd                                              | CUSIP: ZS5391108<br>LEI: 213800CLGJ2E9KGU2F20 | Long             | DBT              | CORP              | ZA        |    700000 | PA      | $713866.58    | 0.03%             | 2029-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| INDOFOOD CBP SUKSES MAKM       | Indofood CBP Sukses Makmur Tbk PT                                                | CUSIP: BP8908371<br>LEI: 254900YKZW9GRKZZN285 | Long             | DBT              | CORP              | ID        |    400000 | PA      | $367916.61    | 0.01%             | 2031-06-09      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BIOCEANICO SOVEREIGN           | Bioceanico Sovereign Certificate Ltd                                             | CUSIP: ZS5584637<br>LEI: N/A                  | Long             | DBT              | CORP              | PY        |   1550467 | PA      | $1266235.54   | 0.04%             | 2034-06-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC        | Standard Industries Inc/NY                                                       | CUSIP: 85350EAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2994125 | PA      | $2994753.69   | 0.11%             | 2028-09-22      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| FRONERI US INC                 | Froneri US Inc                                                                   | CUSIP: G3679YAK8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    439203 | PA      | $431174.15    | 0.02%             | 2031-09-30      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| BURLINGTON COAT FACTORY        | Burlington Coat Factory Warehouse Corp                                           | CUSIP: 121575AL8<br>LEI: 549300SIFDMGE3Y2SW49 | Long             | LON              | CORP              | US        |   2508138 | PA      | $2508137.91   | 0.09%             | 2031-09-19      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL        | BioMarin Pharmaceutical Inc                                                      | CUSIP: N/A<br>LEI: NSLL8ITTRR0J5HEMR848       | Long             | LON              | CORP              | US        |   3090000 | PA      | $3086152.95   | 0.11%             | 2033-01-29      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT          | Freeport Indonesia PT                                                            | CUSIP: BV7716632<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |    350000 | PA      | $350989.70    | 0.01%             | 2027-04-14      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC        | Imperial Brands Finance PLC                                                      | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   2832000 | PA      | $2834472.02   | 0.10%             | 2028-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust Series 2025-NQM1                                        | CUSIP: 46593QAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3415359 | PA      | $3427644.99   | 0.12%             | 2065-06-25      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Alternative Loan T | JP Morgan Alternative Loan Trust 2005-S1                                         | CUSIP: 46627MAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  32242818 | PA      | $9121525.55   | 0.32%             | 2035-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Acquisition | JP Morgan Mortgage Acquisition Trust 2006-WMC2                                   | CUSIP: 46628TAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10345313 | PA      | $4861333.92   | 0.17%             | 2036-07-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| Jack in the Box Funding, LLC   | Jack in the Box Funding LLC                                                      | CUSIP: 466365AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2569866 | PA      | $2554129.80   | 0.09%             | 2049-08-25      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4                    | CUSIP: 46645UAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  28637459 | PA      | $35559.13     | 0.00%             | 2049-12-15      | Variable      | 0.52%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust          | Lehman Mortgage Trust 2006-1                                                     | CUSIP: 52520MEZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    180286 | PA      | $81850.43     | 0.00%             | 2036-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust | Long Beach Mortgage Loan Trust 2006-2                                            | CUSIP: 542514TT1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9188525 | PA      | $3021121.75   | 0.11%             | 2046-03-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| LSTAR Commercial Mortgage Trus | LSTAR Commercial Mortgage Trust 2017-5                                           | CUSIP: 54910TBA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  53999091 | PA      | $213490.80    | 0.01%             | 2050-03-10      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| MASTR Adjustable Rate Mortgage | MASTR Adjustable Rate Mortgages Trust 2006-OA2                                   | CUSIP: 55275NAM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    877261 | PA      | $856883.77    | 0.03%             | 2046-12-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| LIMA METRO LINE 2 FIN LT       | Lima Metro Line 2 Finance Ltd                                                    | CUSIP: EK9717506<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | CORP              | PE        |   1230227 | PA      | $1257759.23   | 0.04%             | 2034-07-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2006-34                                                   | CUSIP: 02148AAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2255623 | PA      | $984596.24    | 0.03%             | 2046-11-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust   | CSMC 2014-USA OA LLC                                                             | CUSIP: 12649AAE9<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   9873828 | PA      | $79955.30     | 0.00%             | 2037-09-15      | Variable      | 0.54%                 | No            |                  2 | On Loan: No      |
| ACREC LLC                      | ACREC 2026-FL4 LLC                                                               | CUSIP: 004970AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4730000 | PA      | $4733249.51   | 0.17%             | 2043-01-18      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust            | Affirm Master Trust                                                              | CUSIP: 00833BAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4500000 | PA      | $4516024.50   | 0.16%             | 2033-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Aligned Data Centers Issuer LL | Aligned Data Centers Issuer LLC                                                  | CUSIP: 01627AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6000000 | PA      | $5939280.60   | 0.21%             | 2046-08-15      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP         | Aviation Capital Group LLC                                                       | CUSIP: 05369AAT8<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   5783000 | PA      | $5723285.67   | 0.20%             | 2030-10-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC           | BAT International Finance PLC                                                    | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   2317000 | PA      | $2403998.90   | 0.08%             | 2029-02-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BCAP LLC Trust                 | BCAP LLC 2009-RR4 Trust                                                          | CUSIP: 05531RAR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6590369 | PA      | $1996845.99   | 0.07%             | 2037-03-26      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| BrightSpire Capital, Inc       | BRSP 2024-FL2 Ltd                                                                | CUSIP: 05613BAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6702000 | PA      | $6718540.54   | 0.24%             | 2037-08-19      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO DEL PER       | Banco de Credito del Peru S.A.                                                   | CUSIP: 05971U2D8<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |   1500000 | PA      | $1476536.70   | 0.05%             | 2031-09-30      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                             | CUSIP: 06051GMK2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5275000 | PA      | $5317751.98   | 0.19%             | 2029-01-24      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                   | Broadcom Inc                                                                     | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1327000 | PA      | $1354670.02   | 0.05%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Commercial Mortgage Trust 2024-AIRC                                           | CUSIP: 12433CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2567063 | PA      | $2572741.27   | 0.09%             | 2041-08-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC               | COLT 2022-2 Mortgage Loan Trust                                                  | CUSIP: 19685EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4644844 | PA      | $4438572.22   | 0.16%             | 2067-02-25      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY        | Cooperatieve Rabobank UA/NY                                                      | CUSIP: 21688ABV3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   2755000 | PA      | $2762451.31   | 0.10%             | 2029-04-01      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust           | Cross 2024-H5 Mortgage Trust                                                     | CUSIP: 22757HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7483023 | PA      | $7544145.12   | 0.27%             | 2069-08-26      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2006-J4                                                   | CUSIP: 23242WAR0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1289003 | PA      | $706098.57    | 0.02%             | 2036-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2006-OA12                                                 | CUSIP: 23243AAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1009990 | PA      | $1061921.26   | 0.04%             | 2046-09-20      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2006-OA21                                                 | CUSIP: 23245QAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2968621 | PA      | $2604629.32   | 0.09%             | 2047-03-20      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY       | Canadian Pacific Railway Co                                                      | CUSIP: 13645RBJ2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   5686000 | PA      | $5760720.24   | 0.20%             | 2030-03-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CBAM CLO Management LLC        | CBAM 2017-1 Ltd                                                                  | CUSIP: 14987LAC5<br>LEI: 254900JWJFDB3KD6V066 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10010334.00  | 0.35%             | 2038-01-20      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2016-P4                                      | CUSIP: 29429EAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2519000 | PA      | $2423776.01   | 0.09%             | 2049-07-10      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL          | Evergy Kansas Central Inc                                                        | CUSIP: 30036FAE1<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |   4837000 | PA      | $4861944.46   | 0.17%             | 2028-03-13      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-A Securities INC  | Deutsche Alt-A Securities Mortgage Loan Trust Series 2006-AR4                    | CUSIP: 25150PAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6177630 | PA      | $2101142.31   | 0.07%             | 2036-12-25      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-A Securities INC  | Deutsche Alt-A Securities Mortgage Loan Trust Series 2006-AR4                    | CUSIP: 25150PAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4099241 | PA      | $1286273.78   | 0.05%             | 2036-12-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 3140W1TA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5721597 | PA      | $5758755.17   | 0.20%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 3140W4NM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5570115 | PA      | $5656874.01   | 0.20%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV           | ENEL Finance International NV                                                    | CUSIP: 29278GBD9<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | IT        |   2478000 | PA      | $2513801.75   | 0.09%             | 2029-06-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV           | ENEL Finance International NV                                                    | CUSIP: 29278GBG2<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | IT        |   2415000 | PA      | $2372862.45   | 0.08%             | 2030-09-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                    | Exelon Corp                                                                      | CUSIP: 30161NBM2<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   1701000 | PA      | $1733951.86   | 0.06%             | 2029-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Trust 2018-GS10                                           | CUSIP: 36250SBK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2314000 | PA      | $223146.66    | 0.01%             | 2033-03-10      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 31418EUL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3221575 | PA      | $3263430.86   | 0.11%             | 2043-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities  | GS Mortgage-Backed Securities Trust 2026-NQM2                                    | CUSIP: 362972AG6<br>LEI: 254900E217SI2DTJ2F03 | Long             | ABS-MBS          | CORP              | US        |   1955108 | PA      | $1941930.93   | 0.07%             | 2061-11-25      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Corp Trust 2018-TWR                                       | CUSIP: 36251SAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $49950.00     | 0.00%             | 2031-07-15      | Floating      | 7.89%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Government National Mortgage Association                                         | CUSIP: 38385KRD4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7068282 | PA      | $7063129.50   | 0.25%             | 2055-12-20      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Halcyon Loan Advisors Funding  | Halcyon Loan Advisors Funding 2013-2 Ltd                                         | CUSIP: 40537YAN3<br>LEI: 5493007BSG4LRQVLD578 | Long             | ABS-CBDO         | CORP              | US        |     11426 | PA      | $10410.01     | 0.00%             | 2025-08-01      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust             | HERO Funding Trust 2016-1                                                        | CUSIP: 42770VAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    531364 | PA      | $510837.30    | 0.02%             | 2041-09-20      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitizati | Residential Asset Securitization Trust 2006-A2                                   | CUSIP: 45661EBX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    690313 | PA      | $246454.56    | 0.01%             | 2046-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga | MF1 2026-FL21 LLC                                                                | CUSIP: 55287NAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6370000 | PA      | $6388963.49   | 0.23%             | 2041-02-18      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issu | GreenSky Home Improvement Issuer Trust 2024-2                                    | CUSIP: 39571XAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5337171 | PA      | $5356893.12   | 0.19%             | 2059-10-27      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| HSBC USA INC                   | HSBC USA Inc                                                                     | CUSIP: 40428HA51<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200788.36    | 0.01%             | 2027-03-04      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO               | Hewlett Packard Enterprise Co                                                    | CUSIP: 42824CCB3<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   3927000 | PA      | $3902938.92   | 0.14%             | 2027-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA        | Hyundai Capital America                                                          | CUSIP: 44891ADG9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   3139000 | PA      | $3126591.63   | 0.11%             | 2029-09-26      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Impac Secured Assets Corp.     | Impac Secured Assets Trust 2006-5                                                | CUSIP: 45257EAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    574524 | PA      | $524695.75    | 0.02%             | 2037-02-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC        | Imperial Brands Finance PLC                                                      | CUSIP: 45262BAG8<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   1458000 | PA      | $1496572.00   | 0.05%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                              | CUSIP: 46647PEF9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2852000 | PA      | $2861374.21   | 0.10%             | 2028-04-22      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor | JP Morgan Chase Commercial Mortgage Securities Trust 2019-ICON UES               | CUSIP: 46651CAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5775000 | PA      | $5382427.05   | 0.19%             | 2032-05-05      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC               | LPL Holdings Inc                                                                 | CUSIP: 50212YAC8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   1557000 | PA      | $1546241.75   | 0.05%             | 2027-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd              | Magnetite Xlii Ltd                                                               | CUSIP: 55955XAA4<br>LEI: 5299008QF7XUGQ5EZC63 | Long             | ABS-CBDO         | CORP              | US        |  20000000 | PA      | $20014000.00  | 0.71%             | 2038-01-25      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust      | Morgan Stanley Bank of America Merrill Lynch Trust 2025-5C1                      | CUSIP: 61778GAK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  22956860 | PA      | $910333.61    | 0.03%             | 2058-03-15      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| COLOSSUS ACQUIRECO LLC         | Colossus Acquireco LLC                                                           | CUSIP: 19682LAB4<br>LEI: 2549009FT92RXWA46910 | Long             | LON              | CORP              | US        |   3864612 | PA      | $3856458.17   | 0.14%             | 2032-07-30      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| CPI HOLDCO B LLC               | CPI Holdco B LLC                                                                 | CUSIP: 1261MAAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3949754 | PA      | $3928662.69   | 0.14%             | 2031-05-19      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                     | MFA 2025-NQM4 Trust                                                              | CUSIP: 55287RAG3<br>LEI: 254900XBKB8JES2BO797 | Long             | ABS-MBS          | CORP              | US        |   1870532 | PA      | $1866980.03   | 0.07%             | 2070-08-25      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2019-NUGS                                         | CUSIP: 61692AAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    711000 | PA      | $3842.96      | 0.00%             | 2036-12-15      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO           | National Fuel Gas Co                                                             | CUSIP: 636180BT7<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |   2395000 | PA      | $2450839.33   | 0.09%             | 2030-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC              | NatWest Group PLC                                                                | CUSIP: 639057AS7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   3149000 | PA      | $3177697.44   | 0.11%             | 2030-08-15      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust  | NYC Commercial Mortgage Trust 2025-3BP                                           | CUSIP: 67120UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4990000 | PA      | $4960851.91   | 0.17%             | 2042-02-15      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE       | Petrobras Global Finance BV                                                      | CUSIP: 71647NAY5<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | BR        |    750000 | PA      | $766433.89    | 0.03%             | 2028-01-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In | RALI Series 2007-QS4 Trust                                                       | CUSIP: 74923HAT8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1185967 | PA      | $1023556.28   | 0.04%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RBSSP Resecuritization Trust   | RBSSP Resecuritization Trust 2009-2                                              | CUSIP: 74928EAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    404631 | PA      | $387291.17    | 0.01%             | 2035-04-26      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| RENTOKIL TERMINIX LLC          | Rentokil Terminix Funding LLC                                                    | CUSIP: 760130AA2<br>LEI: 984500D5BAA7560EKJ44 | Long             | DBT              | CORP              | US        |   4611000 | PA      | $4631161.55   | 0.16%             | 2030-04-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA           | Royal Bank of Canada                                                             | CUSIP: 78017FZU0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   5259000 | PA      | $5263377.54   | 0.19%             | 2028-10-18      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC              | Store Capital LLC                                                                | CUSIP: 862123AC0<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |   2337000 | PA      | $2317782.45   | 0.08%             | 2031-02-11      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AXIATA SPV2 BHD                | Axiata SPV2 Bhd                                                                  | CUSIP: BK8837563<br>LEI: 254900P49KQFQ10AF282 | Long             | DBT              | CORP              | MY        |    750000 | PA      | $678330.37    | 0.02%             | 2030-08-19      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINME          | Six Flags Entertainment Corp                                                     | CUSIP: 15018LAN1<br>LEI: 529900AS2CYWYFHRS781 | Long             | LON              | CORP              | US        |   1566150 | PA      | $1544615.44   | 0.05%             | 2031-05-01      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPERATING CO LLC      | Go Daddy Operating Co LLC                                                        | CUSIP: 38017BAX4<br>LEI: 5493005GJOH8HLL11157 | Long             | LON              | CORP              | US        |   3679078 | PA      | $3631948.91   | 0.13%             | 2029-11-13      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| MONG DUONG FIN HLDGS BV        | Mong Duong Finance Holdings BV                                                   | CUSIP: AZ8065700<br>LEI: 549300995KGQFMWSV879 | Long             | DBT              | CORP              | VN        |    434536 | PA      | $427837.16    | 0.02%             | 2029-05-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC             | Dominican Republic International Bond                                            | CUSIP: BU6194684<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   1200000 | PA      | $1192740.00   | 0.04%             | 2029-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                            | BXIICS2E INDEX SWAP 032327                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-2534229.29  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BXIICS2E INDEX SWAP 042126                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-1400694.87  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BXIICS2E INDEX SWAP 091026                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-5972993.60  | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BXIICS2E INDEX SWAP 062526                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-2461654.25  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BXIICS2E INDEX SWAP 071626                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-4064142.54  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BXIICS2E INDEX SWAP 120326                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-3379393.98  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BXIICS2E INDEX SWAP 031127                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-3540929.52  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BXIICS2E INDEX SWAP 080526                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-3055417.26  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BXIICS2E INDEX SWAP 010527                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-4619331.96  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BXIICS2E INDEX SWAP 042826                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-1880489.19  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BXIICS2E INDEX SWAP 061126                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-1897306.66  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| NBM US HOLDINGS INC            | NBM US Holdings Inc                                                              | CUSIP: AZ8757330<br>LEI: 5493008K1QMSP0J8UC24 | Long             | DBT              | CORP              | BR        |    800000 | PA      | $801140.00    | 0.03%             | 2029-08-06      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| RELIANCE INDUSTRIES LTD        | Reliance Industries Ltd                                                          | CUSIP: AQ1070327<br>LEI: 5493003UOETFYRONLG31 | Long             | DBT              | CORP              | IN        |    500000 | PA      | $493226.40    | 0.02%             | 2027-11-30      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-28

**Name of Applicant:** DoubleLine Funds Trust

**Signature:** /s/ Ana Alcantara

**Name of Signer:** DoubleLine Funds Trust

**Title:** Vice President