# EDGAR Filing Document

**Accession Number:** 0001480207
**File Stem:** 0001193125-25-296895
**Filing Date:** 2025-11
**Character Count:** 112014
**Document Hash:** 3b25c1f868513a9238d0a83d595de0a0
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-25-296895.hdr.sgml**: 20251125

**ACCESSION NUMBER**: 0001193125-25-296895

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251125

**DATE AS OF CHANGE**: 20251125

**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:** 251520233

**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 International CAPE (Series ID: S000055534)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000174823 | Class I      | DSEUX           |
| C000174824 | Class N      | DLEUX           |

## 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 International CAPE

- **b. EDGAR series identifier (if any):** S000055534

- **c. LEI of Series:** 549300IPJNL5SLE09L50

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $34539167.44

**Total Liabilities:** $1014618.13

**Net Assets:** $33524549.31

**Delayed Delivery Securities:** $519987.00

**Cash Not Reported:** $9843.21

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 38.000000000000 | **1-Year:** 1453.000000000000 | **5-Year:** 3286.000000000000 | **10-Year:** 486.000000000000 | **30-Year:** 0.000000000000

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

- **3-Month:** 0.000000000000 | **1-Year:** 227.000000000000 | **5-Year:** 487.000000000000 | **10-Year:** 448.000000000000 | **30-Year:** 0.000000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000174823 | -2.85%               | 5.42%                | 3.11%                |
| Class ID C000174824 | -2.87%               | 5.40%                | 3.09%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1582.29                | $-71917.54                                 |
| Month 2  | $1268.64                 | $140800.44                                 |
| Month 3  | $1438.17                 | $4787.95                                   |

**Designated Index Information**

- **Index Name:** Shiller Barclays CAPE Europe Sector Net TR NoC USD Index

- **Index Identifier:** BXIIESUT

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ENERGY TRANSFER LP             | Energy Transfer LP                                                  | CUSIP: 29273VAR1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61137.13     | 0.18%             | 2026-12-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| FISERV INC                     | Fiserv Inc                                                          | CUSIP: 337738BM9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     83000 | PA      | $84242.21     | 0.25%             | 2030-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GATX CORP                      | GATX Corp                                                           | CUSIP: 361448BF9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1967.97      | 0.01%             | 2030-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Trust 2016-GS4                               | CUSIP: 36251XAT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3817567 | PA      | $10789.59     | 0.03%             | 2049-11-10      | Variable      | 0.62%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO               | Genuine Parts Co                                                    | CUSIP: 372460AF2<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |     47000 | PA      | $47847.77     | 0.14%             | 2029-08-15      | Fixed         | 4.95%                 | 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        |    157867 | PA      | $157950.80    | 0.47%             | 2061-01-25      | Variable      | 6.12%                 | 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        |    100000 | PA      | $98949.98     | 0.30%             | 2054-12-10      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC            | Elevance Health Inc                                                 | CUSIP: 036752AY9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     34000 | PA      | $35017.70     | 0.10%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AVERY DENNISON CORP            | Avery Dennison Corp                                                 | CUSIP: 053611AJ8<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8138.38      | 0.02%             | 2028-12-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP         | Aviation Capital Group LLC                                          | CUSIP: 05369AAN1<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4172.70      | 0.01%             | 2028-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD       | Avolon Holdings Funding Ltd                                         | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | IE        |     53000 | PA      | $54388.55     | 0.16%             | 2030-05-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.             | BSPRT 2022-FL8 Issuer Ltd                                           | CUSIP: 055983AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     32518 | PA      | $32654.35     | 0.10%             | 2037-02-15      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX 2021-MFM1                                                        | CUSIP: 05608VAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     98000 | PA      | $97977.64     | 0.29%             | 2034-01-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                        | BDS 2021-FL10 Ltd                                                   | CUSIP: 07335YAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     45860 | PA      | $46026.54     | 0.14%             | 2036-12-16      | Floating      | 5.60%                 | 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        |   1959743 | PA      | $93617.52     | 0.28%             | 2058-05-15      | Variable      | 1.39%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2021-B28 Mortgage Trust                                   | CUSIP: 08163GAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1755003 | PA      | $89551.66     | 0.27%             | 2054-08-15      | Variable      | 1.35%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP               | Black Hills Corp                                                    | CUSIP: 092113AY5<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20011.99     | 0.06%             | 2031-01-31      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP         | Boardwalk Pipelines LP                                              | CUSIP: 096630AF5<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16037.08     | 0.05%             | 2027-07-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                   | Broadcom Inc                                                        | CUSIP: 11135FCB5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22115.35     | 0.07%             | 2030-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC              | Brown & Brown Inc                                                   | CUSIP: 115236AB7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9026.59      | 0.03%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC              | Brown & Brown Inc                                                   | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8080.69      | 0.02%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Commercial Mortgage Trust 2021-CIP                               | CUSIP: 12434FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     87965 | PA      | $87937.43     | 0.26%             | 2038-12-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| CBAM CLO Management            | CBAM 2017-2 Ltd                                                     | CUSIP: 12481KAS7<br>LEI: 254900JYLIAZT0YFW632 | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $501182.55    | 1.49%             | 2034-07-17      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust            | COMM 2015-CCRE27 Mortgage Trust                                     | CUSIP: 12635QBH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    211800 | PA      | $1.27         | 0.00%             | 2048-10-10      | Variable      | 0.69%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING          | Athene Global Funding                                               | CUSIP: 04685A4C2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35305.10     | 0.11%             | 2029-10-08      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP         | Aviation Capital Group LLC                                          | CUSIP: 05369AAT8<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59970.70     | 0.18%             | 2030-10-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BrightSpire Capital, Inc       | BRSP 2021-FL1 Ltd                                                   | CUSIP: 05591XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     36627 | PA      | $36588.80     | 0.11%             | 2038-08-19      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| BXP Trust                      | BXP Trust 2017-GM                                                   | CUSIP: 056083AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $97742.14     | 0.29%             | 2039-06-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Commercial Mortgage Trust 2021-XL2                               | CUSIP: 05609KAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     74642 | PA      | $74626.86     | 0.22%             | 2038-10-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| BrightSpire Capital, Inc       | BRSP 2024-FL2 Ltd                                                   | CUSIP: 05613BAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100360.40    | 0.30%             | 2037-08-19      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust   | Csmc 2022-Nqm1 Trust                                                | CUSIP: 126416AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    594921 | PA      | $545682.19    | 1.63%             | 2066-11-25      | Variable      | 2.27%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC             | Coterra Energy Inc                                                  | CUSIP: 127097AG8<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4969.56      | 0.01%             | 2027-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC         | CenterPoint Energy Inc                                              | CUSIP: 15189TBG1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23808.69     | 0.07%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC               | COLT 2021-HX1 Mortgage Loan Trust                                   | CUSIP: 19688KAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    409405 | PA      | $355372.90    | 1.06%             | 2066-10-25      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                   | CubeSmart LP                                                        | CUSIP: 22966RAE6<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24028.99     | 0.07%             | 2029-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC            | Delta Air Lines Inc                                                 | CUSIP: 247361A24<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |     52000 | PA      | $52644.96     | 0.16%             | 2028-07-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC        | Essential Utilities Inc                                             | CUSIP: 29670GAJ1<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18209.49     | 0.05%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP         | Extra Space Storage LP                                              | CUSIP: 30225VAK3<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    106000 | PA      | $110568.94    | 0.33%             | 2030-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION       | FirstEnergy Transmission LLC                                        | CUSIP: 33767BAG4<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2014.19      | 0.01%             | 2030-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                   | Illumina Inc                                                        | CUSIP: 452327AQ2<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23113.24     | 0.07%             | 2026-09-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT       | Interstate Power and Light Co                                       | CUSIP: 461070AQ7<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     88000 | PA      | $86249.40     | 0.26%             | 2029-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                 | CUSIP: 46647PEU6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     38000 | PA      | $38690.94     | 0.12%             | 2029-01-24      | Variable      | 4.92%                 | 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        |    617462 | NS      | $617462.28    | 1.84%             |  |  |  | No            |                  1 | On Loan: No      |
| KYNDRYL HOLDINGS INC           | Kyndryl Holdings Inc                                                | CUSIP: 50155QAJ9<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20517.11     | 0.06%             | 2026-10-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC               | LPL Holdings Inc                                                    | CUSIP: 50212YAC8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     24000 | PA      | $23960.03     | 0.07%             | 2027-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER        | Laboratory Corp of America Holdings                                 | CUSIP: 50540RAZ5<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |     34000 | PA      | $34018.28     | 0.10%             | 2030-04-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| LoanCore 2021-CRE5 Issuer, Ltd | LoanCore 2021-CRE5 Issuer Ltd                                       | CUSIP: 53947XAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7280 | PA      | $7291.45      | 0.02%             | 2036-07-15      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust      | MSBAM Commercial Mortgage Securities Trust 2012-CKSV                | CUSIP: 553514AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     81324 | PA      | $77760.88     | 0.23%             | 2030-10-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga | MF1 2024-FL14 LLC                                                   | CUSIP: 55416AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100696.20    | 0.30%             | 2039-03-19      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| MASTEC INC                     | MasTec Inc                                                          | CUSIP: 576323AP4<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |     52000 | PA      | $51902.10     | 0.15%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP            | Meritage Homes Corp                                                 | CUSIP: 59001ABD3<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4869.32      | 0.01%             | 2029-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                      | ONEOK Inc                                                           | CUSIP: 682680CQ4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     52000 | PA      | $53572.43     | 0.16%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Trust 2024-1                                         | CUSIP: 69548AAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     61504 | PA      | $61913.89     | 0.18%             | 2031-07-15      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC          | Republic Services Inc                                               | CUSIP: 760759BL3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     49000 | PA      | $50226.63     | 0.15%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC               | Ryder System Inc                                                    | CUSIP: 78355HLC1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11268.75     | 0.03%             | 2029-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Starwood Commercial Mortgage T | STWD 2021-FL2 Ltd                                                   | CUSIP: 78486BAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     44782 | PA      | $44851.47     | 0.13%             | 2038-04-18      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO             | Sonoco Products Co                                                  | CUSIP: 835495AQ5<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20034.26     | 0.06%             | 2026-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD            | Sound Point CLO XXIII                                               | CUSIP: 83614BAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $501000.00    | 1.49%             | 2034-07-15      | Floating      | 5.75%                 | 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        |   1000000 | PA      | $1001985.80   | 2.99%             | 2034-07-20      | Floating      | 5.76%                 | 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        |    461622 | PA      | $453813.95    | 1.35%             | 2060-04-25      | Fixed         | 3.00%                 | 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        |     81468 | PA      | $81752.43     | 0.24%             | 2039-02-15      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC             | Coterra Energy Inc                                                  | CUSIP: 127097AK9<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2994.93      | 0.01%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK         | Canadian Imperial Bank of Commerce                                  | CUSIP: 13607QFD9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     80000 | PA      | $80173.29     | 0.24%             | 2028-09-08      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY       | Canadian Pacific Railway Co                                         | CUSIP: 13645RBJ2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     61000 | PA      | $62492.80     | 0.19%             | 2030-03-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC            | Cardinal Health Inc                                                 | CUSIP: 14149YBN7<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23665.85     | 0.07%             | 2029-02-15      | Fixed         | 5.12%                 | 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        |    112134 | PA      | $114155.37    | 0.34%             | 2027-01-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                    | CUSIP: 912828ZE3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2600000 | PA      | $2486300.78   | 7.42%             | 2027-03-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS       | Cheniere Energy Partners LP                                         | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     38000 | PA      | $37889.12     | 0.11%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2016-C1                         | CUSIP: 17290YAW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2441064 | PA      | $8950.16      | 0.03%             | 2049-05-10      | Variable      | 1.98%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust  | Citigroup Mortgage Loan Trust 2006-AR2                              | CUSIP: 17307G6L7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     33870 | PA      | $33238.40     | 0.10%             | 2036-03-25      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                  | DTE Energy Co                                                       | CUSIP: 233331BN6<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28863.50     | 0.09%             | 2030-04-01      | Fixed         | 5.20%                 | 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        |     76338 | PA      | $77577.70     | 0.23%             | 2027-10-15      | Fixed         | 1.62%                 | 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        |    395922 | PA      | $328501.88    | 0.98%             | 2051-08-25      | Variable      | 2.20%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC         | Williams Cos Inc/The                                                | CUSIP: 969457CL2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35654.74     | 0.11%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| N/A                            | EUR/USD FWD 20260204                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1188974.13   | 3.55%             |  |  |  | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP        | Dell International LLC / EMC Corp                                   | CUSIP: 24703DBP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     54000 | PA      | $53843.99     | 0.16%             | 2030-02-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-A Securities INC  | Deutsche Alt-A Securities Mortgage Loan Trust Series 2006-AR6       | CUSIP: 25150RAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    269002 | PA      | $234399.52    | 0.70%             | 2037-02-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| EDWARDS LIFESCIENCES COR       | Edwards Lifesciences Corp                                           | CUSIP: 28176EAD0<br>LEI: YA13X31F3V31L8TMPR58 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30112.32     | 0.09%             | 2028-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL          | Evergy Kansas Central Inc                                           | CUSIP: 30036FAE1<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50640.80     | 0.15%             | 2028-03-13      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust    | Extended Stay America Trust 2021-ESH                                | CUSIP: 30227FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    101193 | PA      | $101271.80    | 0.30%             | 2038-07-15      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| HPS Loan Management Ltd        | Highbridge Loan Management 3-2014                                   | CUSIP: 40436XAJ6<br>LEI: 5493006ZY0SLETMEU160 | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $504952.50    | 1.51%             | 2029-07-18      | Floating      | 8.19%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA        | Hyundai Capital America                                             | CUSIP: 44891ADG9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     34000 | PA      | $34082.50     | 0.10%             | 2029-09-26      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor | JP Morgan Chase Commercial Mortgage Securities Trust 2021-MHC       | CUSIP: 466330AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     86595 | PA      | $86605.49     | 0.26%             | 2038-04-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                 | CUSIP: 46647PEF9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60351.76     | 0.18%             | 2028-04-22      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| JACOBS ENGINEERING GROUP       | Jacobs Engineering Group Inc                                        | CUSIP: 469814AB3<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |     82000 | PA      | $86617.17     | 0.26%             | 2028-08-18      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Lehman XS Trust                | Lehman XS Trust 2007-6                                              | CUSIP: 52524PAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    115839 | PA      | $99460.26     | 0.30%             | 2037-05-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| MPLX LP                        | MPLX LP                                                             | CUSIP: 55336VAS9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     52000 | PA      | $52763.86     | 0.16%             | 2029-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust         | Marlette Funding Trust 2021-1                                       | CUSIP: 57110NAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     37733 | PA      | $37588.66     | 0.11%             | 2031-06-16      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| MARS INC                       | Mars Inc                                                            | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     61000 | PA      | $62167.74     | 0.19%             | 2030-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC         | Marvell Technology Inc                                              | CUSIP: 573874AR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     26000 | PA      | $26347.63     | 0.08%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MERCK SHARP & DOHME CORP       | Merck Sharp & Dohme Corp                                            | CUSIP: 589331AE7<br>LEI: MZK1AT00SJV4XB7WNL71 | Long             | DBT              | CORP              | US        |     35000 | PA      | $37128.02     | 0.11%             | 2028-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Alternative Note | Merrill Lynch Alternative Note Asset Trust Series 2007-OAR5         | CUSIP: 590227AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    744665 | PA      | $185979.52    | 0.55%             | 2047-10-25      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2017-ASHF                            | CUSIP: 61691KAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15277000 | PA      | $15.28        | 0.00%             | 2019-05-15      | Variable      | 0.00%                 | 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        |    100000 | PA      | $100018.07    | 0.30%             | 2039-03-15      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GF II             | Pacific Life Global Funding II                                      | CUSIP: 6944PL2G3<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4011.35      | 0.01%             | 2026-06-04      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| RR Ltd                         | RR 14 Ltd                                                           | CUSIP: 74980PAA1<br>LEI: 54930006FTQV76P0VH16 | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $501161.40    | 1.49%             | 2036-04-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC         | Roper Technologies Inc                                              | CUSIP: 776696AK2<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15073.85     | 0.04%             | 2028-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SREIT Trust                    | SREIT Trust 2021-MFP                                                | CUSIP: 78472UAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100661 | PA      | $100592.50    | 0.30%             | 2038-11-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL        | Southern Co Gas Capital Corp                                        | CUSIP: 8426EPAJ7<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5995.62      | 0.02%             | 2028-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| SREIT Trust                    | SREIT Trust 2021-MFP2                                               | CUSIP: 85236WCE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99964.53     | 0.30%             | 2036-11-15      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC          | Uber Technologies Inc                                               | CUSIP: 90353TAT7<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26770.29     | 0.08%             | 2031-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo | Velocity Commercial Capital Loan Trust 2018-2                       | CUSIP: 92259BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    126496 | PA      | $123989.19    | 0.37%             | 2048-10-26      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                | Venture XXIX CLO Ltd                                                | CUSIP: 92331EAF3<br>LEI: 549300ITFR7G25007V93 | Long             | ABS-CBDO         | CORP              | US        |     68881 | PA      | $68997.96     | 0.21%             | 2030-09-07      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP                   | Veralto Corp                                                        | CUSIP: 92338CAB9<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |     52000 | PA      | $52647.81     | 0.16%             | 2026-09-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                    | CUSIP: 95000U3M3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     52000 | PA      | $52343.89     | 0.16%             | 2028-04-22      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2018-C43                      | CUSIP: 95001LAT9<br>LEI: 549300RVQJTKIK3XGD11 | Long             | ABS-MBS          | CORP              | US        |    153196 | PA      | $151321.66    | 0.45%             | 2051-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                            | BXIIESAE INDEX SWAP 052026                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $837935.73    | 2.50%             |  |  |  | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING        | Corebridge Global Funding                                           | CUSIP: 00138CAU2<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |     48000 | PA      | $48583.72     | 0.14%             | 2026-07-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP             | CNA Financial Corp                                                  | CUSIP: 126117AV2<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11853.65     | 0.04%             | 2029-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                     | AbbVie Inc                                                          | CUSIP: 00287YDZ9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18534.69     | 0.06%             | 2030-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC       | Agilent Technologies Inc                                            | CUSIP: 00846UAQ4<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4005.61      | 0.01%             | 2027-09-09      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC               | Altria Group Inc                                                    | CUSIP: 02209SBQ5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12683.20     | 0.04%             | 2028-11-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ATLASSIAN CORPORATION          | Atlassian Corp                                                      | CUSIP: 049468AA9<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23653.70     | 0.07%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Commercial Mortgage Trust 2021-SOAR                              | CUSIP: 05608WAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     87674 | PA      | $87635.19     | 0.26%             | 2038-06-15      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                | CUSIP: 06051GMK2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     52000 | PA      | $52970.55     | 0.16%             | 2029-01-24      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga | MF1 2022-FL9 LLC                                                    | CUSIP: 55285AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     51492 | PA      | $51619.69     | 0.15%             | 2037-06-19      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP            | Meritage Homes Corp                                                 | CUSIP: 59001ABA9<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23207.74     | 0.07%             | 2027-06-06      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Backed  | Merrill Lynch Mortgage Backed Securities Trust Series 2007-2        | CUSIP: 59025GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    787211 | PA      | $677304.30    | 2.02%             | 2036-08-25      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION       | Devon Energy Corp                                                   | CUSIP: 25179MBD4<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12001.04     | 0.04%             | 2027-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC            | Dominion Energy Inc                                                 | CUSIP: 25746UDW6<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27698.07     | 0.08%             | 2030-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2016-P3                         | CUSIP: 29429CAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99194.96     | 0.30%             | 2049-04-15      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                    | Exelon Corp                                                         | CUSIP: 30161NBM2<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32931.00     | 0.10%             | 2029-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP       | National Rural Utilities Cooperative Finance Corp                   | CUSIP: 63743HFZ0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     52000 | PA      | $52158.00     | 0.16%             | 2028-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC            | PayPal Holdings Inc                                                 | CUSIP: 70450YAS2<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9099.94      | 0.03%             | 2028-03-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| GATX CORP                      | GATX Corp                                                           | CUSIP: 361448BE2<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24313.85     | 0.07%             | 2029-04-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO               | Hewlett Packard Enterprise Co                                       | CUSIP: 42824CBT5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     69000 | PA      | $69393.24     | 0.21%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO               | Hewlett Packard Enterprise Co                                       | CUSIP: 42824CCB3<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44930.89     | 0.13%             | 2027-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| KREF 2021-FL2 Ltd              | KREF 2021-FL2 Ltd                                                   | CUSIP: 48275RAA5<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | US        |     48770 | PA      | $48899.90     | 0.15%             | 2039-02-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC              | Kinder Morgan Inc                                                   | CUSIP: 494553AD2<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23525.65     | 0.07%             | 2029-02-01      | Fixed         | 5.00%                 | 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        |     62395 | PA      | $62618.72     | 0.19%             | 2037-01-17      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION           | M&T Bank Corp                                                       | CUSIP: 55261FAU8<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16201.45     | 0.05%             | 2029-01-16      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA         | NXP BV / NXP Funding LLC / NXP USA Inc                              | CUSIP: 62954HBF4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     39000 | PA      | $39064.74     | 0.12%             | 2028-08-19      | Fixed         | 4.30%                 | 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        |    500000 | PA      | $500957.55    | 1.49%             | 2048-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO           | National Fuel Gas Co                                                | CUSIP: 636180BT7<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23787.32     | 0.07%             | 2030-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG       | New York Life Global Funding                                        | CUSIP: 64952WEE9<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5008.92      | 0.01%             | 2026-06-09      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG       | New York Life Global Funding                                        | CUSIP: 64952WFF5<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6116.18      | 0.02%             | 2029-01-29      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL         | NextEra Energy Capital Holdings Inc                                 | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     57000 | PA      | $57630.86     | 0.17%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                    | Oracle Corp                                                         | CUSIP: 68389XCF0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     52000 | PA      | $52075.26     | 0.16%             | 2025-11-10      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION              | Sysco Corp                                                          | CUSIP: 871829BU0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24757.23     | 0.07%             | 2030-09-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS       | Targa Resources Partners LP / Targa Resources Partners Finance Corp | CUSIP: 87612BBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     54000 | PA      | $55011.59     | 0.16%             | 2029-01-15      | Fixed         | 6.88%                 | 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        |    100000 | PA      | $100374.50    | 0.30%             | 2042-09-18      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                    | CUSIP: 91282CCF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1800000 | PA      | $1764009.41   | 5.26%             | 2026-05-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                    | CUSIP: 91282CCZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $972462.18    | 2.90%             | 2026-09-30      | Fixed         | 0.88%                 | 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        |    160181 | PA      | $157996.16    | 0.47%             | 2027-04-15      | Fixed         | 0.12%                 | 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        |     73000 | PA      | $72744.97     | 0.22%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT       | Western Midstream Operating LP                                      | CUSIP: 958667AF4<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5262.04      | 0.02%             | 2029-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS         | Zimmer Biomet Holdings Inc                                          | CUSIP: 98956PBB7<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32917.64     | 0.10%             | 2030-02-19      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| N/A                            | EUR/USD FWD 20251008                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $629605.56    | 1.88%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BXIIESAE INDEX SWAP 021826                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-100979.85   | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BXIIESAE INDEX SWAP 102325                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $28564.63     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Acres PLC                      | ACRES 2025-FL3 LLC                                                  | CUSIP: 00501DAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100624.90    | 0.30%             | 2040-08-18      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL         | American International Group Inc                                    | CUSIP: 026874DW4<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28662.01     | 0.09%             | 2030-05-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP            | American Tower Corp                                                 | CUSIP: 03027XCN8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     91000 | PA      | $92836.31     | 0.28%             | 2030-03-15      | Fixed         | 4.90%                 | 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        |   1615284 | PA      | $76042.39     | 0.23%             | 2054-06-15      | Variable      | 1.21%                 | No            |                  2 | On Loan: No      |
| ReadyCap Commercial Mortgage T | Ready Capital Mortgage Financing 2021-FL7 LLC                       | CUSIP: 75575WAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     19116 | PA      | $19183.40     | 0.06%             | 2036-11-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC               | Ryder System Inc                                                    | CUSIP: 78355HKW8<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3082.79      | 0.01%             | 2028-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA         | Santander Holdings USA Inc                                          | CUSIP: 80282KBN5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30584.63     | 0.09%             | 2029-03-20      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO            | Sherwin-Williams Co/The                                             | CUSIP: 824348BU9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26137.82     | 0.08%             | 2028-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRU | SoFi Consumer Loan Program 2025-2 Trust                             | CUSIP: 83407HAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $151706.48    | 0.45%             | 2034-06-25      | Fixed         | 4.97%                 | 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        |    100000 | PA      | $99295.36     | 0.30%             | 2034-09-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                    | CUSIP: 91282CBH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    800000 | PA      | $790542.82    | 2.36%             | 2026-01-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| N/A                            | EUR/USD FWD 20260610                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-29488.16    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO            | American Express Co                                                 | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76208.66     | 0.23%             | 2029-04-25      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora | Chase Mortgage Finance Trust Series 2006-A1                         | CUSIP: 16163CAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    539770 | PA      | $483642.75    | 1.44%             | 2036-09-25      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortg | DBJPM 16-C1 Mortgage Trust                                          | CUSIP: 23312LAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $94140.60     | 0.28%             | 2049-05-10      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| DARDEN RESTAURANTS INC         | Darden Restaurants Inc                                              | CUSIP: 237194AP0<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15063.98     | 0.04%             | 2027-10-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT       | Element Fleet Management Corp                                       | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $76542.68     | 0.23%             | 2030-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                   | Enbridge Inc                                                        | CUSIP: 29250NBX2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     12000 | PA      | $12628.24     | 0.04%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC         | GE HealthCare Technologies Inc                                      | CUSIP: 36266GAA5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     64000 | PA      | $65302.95     | 0.19%             | 2029-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC            | Global Payments Inc                                                 | CUSIP: 37940XAN2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18413.55     | 0.05%             | 2029-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA         | Goldman Sachs Bank USA/New York NY                                  | CUSIP: 38151LAE0<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |     43000 | PA      | $43102.89     | 0.13%             | 2027-03-18      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust               | Great Wolf Trust 2024-WOLF                                          | CUSIP: 39152MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100304.82    | 0.30%             | 2039-03-15      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC          | Amrize Finance US LLC                                               | CUSIP: 43475RAB2<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27326.70     | 0.08%             | 2028-04-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| LFT CRE LLC                    | LFT CRE 2021-FL1 Ltd                                                | CUSIP: 50203JAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     30328 | PA      | $30399.30     | 0.09%             | 2039-06-15      | Floating      | 5.43%                 | 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        |     25855 | PA      | $25957.53     | 0.08%             | 2038-11-15      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga | MF1 2022-FL8 Ltd                                                    | CUSIP: 55284JAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     71877 | PA      | $71984.25     | 0.21%             | 2037-02-19      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL         | Marriott International Inc/MD                                       | CUSIP: 571903BR3<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     34000 | PA      | $34643.01     | 0.10%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MOLEX ELECTRONICS TECH         | Molex Electronic Technologies LLC                                   | CUSIP: 60856BAE4<br>LEI: 549300WTBVUFUPSIWI20 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35358.89     | 0.11%             | 2028-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS       | Omega Healthcare Investors Inc                                      | CUSIP: 681936BK5<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22200.34     | 0.07%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                    | Paychex Inc                                                         | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13382.52     | 0.04%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS       | Public Service Enterprise Group Inc                                 | CUSIP: 744573AW6<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52417.52     | 0.16%             | 2028-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC            | Quanta Services Inc                                                 | CUSIP: 74762EAK8<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32379.87     | 0.10%             | 2027-08-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC            | Quanta Services Inc                                                 | CUSIP: 74762EAN2<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26996.68     | 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        |    584688 | PA      | $433319.32    | 1.29%             | 2037-06-25      | Floating      | 4.87%                 | 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        |    100000 | PA      | $99361.81     | 0.30%             | 2038-05-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| SLG Office Trust               | SLG Office Trust 2021-OVA                                           | CUSIP: 78449RAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18169000 | PA      | $215304.47    | 0.64%             | 2041-07-15      | Variable      | 0.26%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO            | Sherwin-Williams Co/The                                             | CUSIP: 824348BS4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12120.45     | 0.04%             | 2028-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO              | Southern Power Co                                                   | CUSIP: 843646AX8<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20883.80     | 0.06%             | 2030-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TPG Real Estate Finance        | TRTX 2021-FL4 Issuer Ltd                                            | CUSIP: 87276WAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     14797 | PA      | $14848.57     | 0.04%             | 2038-03-15      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING        | DCP Midstream Operating LP                                          | CUSIP: 23311VAH0<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10229.67     | 0.03%             | 2029-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DoubleLine Floating Rate Fund  | DoubleLine Floating Rate Fund                                       | CUSIP: 258620848<br>LEI: 5493004OMYPI8RQBET29 | Long             | EC               | RF                | US        |     72135 | NS      | $649211.71    | 1.94%             |  |  |  | No            |                  1 | On Loan: No      |
| FS Rialto Issuer Ltd           | FS Rialto 2021-FL3                                                  | CUSIP: 30323CAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     49731 | PA      | $49846.02     | 0.15%             | 2036-11-16      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                    | CUSIP: 3132DWHT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    198097 | PA      | $200340.57    | 0.60%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GPMT Ltd.                      | GPMT 2021-FL3 Ltd                                                   | CUSIP: 36264BAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11383 | PA      | $11406.54     | 0.03%             | 2035-07-16      | Floating      | 5.75%                 | 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        |     55000 | PA      | $55958.33     | 0.17%             | 2030-03-01      | Fixed         | 5.50%                 | 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        |    108730 | PA      | $109599.65    | 0.33%             | 2050-06-21      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Theorem Funding Trust          | Theorem Funding Trust 2023-1                                        | CUSIP: 88338QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     11893 | PA      | $11906.43     | 0.04%             | 2029-04-15      | Fixed         | 7.58%                 | 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        |    838377 | PA      | $49403.13     | 0.15%             | 2054-04-15      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS         | Zimmer Biomet Holdings Inc                                          | CUSIP: 98956PBA9<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9067.86      | 0.03%             | 2027-02-19      | Fixed         | 4.70%                 | 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        |    310685 | PA      | $142452.21    | 0.42%             | 2037-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC        | Essential Utilities Inc                                             | CUSIP: 03836WAB9<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1947.66      | 0.01%             | 2029-05-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust            | COMM 2015-LC21 Mortgage Trust                                       | CUSIP: 12593FAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5899257 | PA      | $161.64       | 0.00%             | 2048-07-10      | Variable      | 1.19%                 | 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        |    500000 | PA      | $500000.00    | 1.49%             | 2038-10-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                       | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     66000 | PA      | $66330.02     | 0.20%             | 2030-09-19      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                       | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31404.99     | 0.09%             | 2029-03-04      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST  | Commonbond Student Loan Trust 2017-B-GS                             | CUSIP: 20268KAC4<br>LEI: 549300KDXV3I7WKXA522 | Long             | ABS-O            | CORP              | US        |    227229 | PA      | $189968.33    | 0.57%             | 2042-09-25      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer LLC            | DataBank Issuer                                                     | CUSIP: 23802WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    130000 | PA      | $128441.66    | 0.38%             | 2051-02-27      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                    | Equifax Inc                                                         | CUSIP: 294429AX3<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |     34000 | PA      | $34567.62     | 0.10%             | 2029-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd           | FS RIALTO                                                           | CUSIP: 30319YAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     47301 | PA      | $47344.03     | 0.14%             | 2038-05-16      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                   | CUSIP: 3136AGFY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1199939 | PA      | $1185994.69   | 3.54%             | 2043-09-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| First American Government Obli | First American Government Obligations Fund                          | CUSIP: 31846V211<br>LEI: 549300R5MYM6VZF1RM44 | Long             | STIV             | RF                | US        |    617462 | NS      | $617462.28    | 1.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Greystone Commercial Real Esta | Greystone CRE Notes 2021-FL3 Ltd                                    | CUSIP: 39809PAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7897 | PA      | $7920.90      | 0.02%             | 2039-07-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC         | Marvell Technology Inc                                              | CUSIP: 573874AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     22000 | PA      | $22959.12     | 0.07%             | 2029-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC         | Mosaic Solar Loan Trust 2021-3                                      | CUSIP: 61946TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    322162 | PA      | $264431.14    | 0.79%             | 2052-06-20      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP       | National Rural Utilities Cooperative Finance Corp                   | CUSIP: 63743HFW7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31465.18     | 0.09%             | 2028-02-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER           | Niagara Mohawk Power Corp                                           | CUSIP: 653522DT6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |     51000 | PA      | $51264.71     | 0.15%             | 2030-10-03      | Fixed         | 4.65%                 | 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        |     52000 | PA      | $53660.06     | 0.16%             | 2030-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC          | Quest Diagnostics Inc                                               | CUSIP: 74834LBA7<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32061.06     | 0.10%             | 2029-06-30      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC          | Rio Tinto Finance USA PLC                                           | CUSIP: 76720AAS5<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | AU        |     33000 | PA      | $33825.49     | 0.10%             | 2030-03-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SG Commercial Mortgage Securit | SG Commercial Mortgage Securities Trust 2016-C5                     | CUSIP: 78419CAG9<br>LEI: 549300SZQW4U3UN4A157 | Long             | ABS-MBS          | CORP              | US        |   1891688 | PA      | $11516.59     | 0.03%             | 2048-10-10      | Variable      | 1.98%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust  | UBS Commercial Mortgage Trust 2017-C3                               | CUSIP: 90276GAV4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5378000 | PA      | $42687.88     | 0.13%             | 2050-08-15      | Variable      | 0.52%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                    | CUSIP: 912828ZV5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    630000 | PA      | $596863.47    | 1.78%             | 2027-06-30      | Fixed         | 0.50%                 | 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        |    397269 | PA      | $3.97         | 0.00%             | 2058-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| N/A                            | EUR/USD FWD 20260204                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-78643.77    | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC               | Altria Group Inc                                                    | CUSIP: 02209SBU6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15064.12     | 0.04%             | 2030-08-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER        | American Electric Power Co Inc                                      | CUSIP: 025537AY7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     66000 | PA      | $68078.92     | 0.20%             | 2029-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP        | American National Group Inc                                         | CUSIP: 025676AN7<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15526.05     | 0.05%             | 2029-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                | AREIT 2022-CRE6 Trust                                               | CUSIP: 04002VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     52349 | PA      | $52559.22     | 0.16%             | 2037-01-20      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING          | Athene Global Funding                                               | CUSIP: 04685A4R9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     58000 | PA      | $58956.99     | 0.18%             | 2030-07-17      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                | CUSIP: 06051GHT9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19923.48     | 0.06%             | 2027-04-23      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP               | BAT Capital Corp                                                    | CUSIP: 05526DBN4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | GB        |      2000 | PA      | $2039.55      | 0.01%             | 2030-04-02      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC           | BAT International Finance PLC                                       | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |     23000 | PA      | $24166.31     | 0.07%             | 2029-02-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                        | BDS 2025-FL15 LLC                                                   | CUSIP: 05556EAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100376.40    | 0.30%             | 2043-03-19      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                   | Broadcom Inc                                                        | CUSIP: 11135FBB6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     26000 | PA      | $25961.05     | 0.08%             | 2025-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP         | Bunge Ltd Finance Corp                                              | CUSIP: 120568BE9<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |     24000 | PA      | $23929.22     | 0.07%             | 2029-09-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK         | Canadian Imperial Bank of Commerce                                  | CUSIP: 13607PVQ4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     24000 | PA      | $24792.26     | 0.07%             | 2031-01-13      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                            | EUR/USD FWD 20260610                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $212052.08    | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC          | Arrow Electronics Inc                                               | CUSIP: 04273WAF8<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |     38000 | PA      | $38915.02     | 0.12%             | 2029-08-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD       | Avolon Holdings Funding Ltd                                         | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | IE        |     22000 | PA      | $22954.88     | 0.07%             | 2028-05-04      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2018-B2 Mortgage Trust                                    | CUSIP: 08161CAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4175984 | PA      | $31415.93     | 0.09%             | 2051-02-15      | Variable      | 0.57%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                     | Biogen Inc                                                          | CUSIP: 09062XAN3<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |     52000 | PA      | $53482.51     | 0.16%             | 2031-01-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MSILF Government Portfolio     | MSILF Government Portfolio                                          | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |    617462 | NS      | $617462.29    | 1.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley BAML Trust      | Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34         | CUSIP: 61767EAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4953748 | PA      | $76437.32     | 0.23%             | 2052-11-15      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| NGPL PIPECO LLC                | NGPL PipeCo LLC                                                     | CUSIP: 62912XAF1<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |     37000 | PA      | $37097.11     | 0.11%             | 2027-08-15      | Fixed         | 4.88%                 | 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        |    220535 | PA      | $217592.29    | 0.65%             | 2042-02-18      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                   | NiSource Inc                                                        | CUSIP: 65473PAS4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     53000 | PA      | $54689.65     | 0.16%             | 2029-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential  | Starwood Mortgage Residential Trust 2021-5                          | CUSIP: 85573QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    288527 | PA      | $249580.05    | 0.74%             | 2066-09-25      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC           | Verisk Analytics Inc                                                | CUSIP: 92345YAM8<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28096.23     | 0.08%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2015-P2                       | CUSIP: 95000AAX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1453855 | PA      | $393.12       | 0.00%             | 2048-12-15      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                    | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26484.59     | 0.08%             | 2029-10-23      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2018-C48                      | CUSIP: 95001RAY5<br>LEI: 549300REQJRID6TODX95 | Long             | ABS-MBS          | CORP              | US        |   2405711 | PA      | $56182.73     | 0.17%             | 2052-01-15      | Variable      | 1.10%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2019-C53                      | CUSIP: 95002BAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100431 | PA      | $98320.63     | 0.29%             | 2052-10-15      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| N/A                            | EUR/USD FWD 20251008                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-90900.46    | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| Affirm Master Trust            | Affirm Master Trust                                                 | CUSIP: 00833BAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $151177.62    | 0.45%             | 2033-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT          | American Homes 4 Rent LP                                            | CUSIP: 02666TAA5<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16962.57     | 0.05%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                  | AppLovin Corp                                                       | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31720.97     | 0.09%             | 2029-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BPR Trust                      | BPR Trust 2021-TY                                                   | CUSIP: 05592AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99966.06     | 0.30%             | 2038-09-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2021-BNK36                                                     | CUSIP: 06540DBN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2696191 | PA      | $86588.16     | 0.26%             | 2064-09-15      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2021-B26 Mortgage Trust                                   | CUSIP: 08163EBJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2271000 | PA      | $68398.21     | 0.20%             | 2054-06-15      | Variable      | 0.64%                 | No            |                  2 | On Loan: No      |
| National Collegiate Student Lo | National Collegiate Student Loan Trust 2006-1                       | CUSIP: 63543PCD6<br>LEI: 635400ZLDAQQL4PJBJ98 | Long             | ABS-O            | CORP              | US        |    195418 | PA      | $194331.27    | 0.58%             | 2033-03-25      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP          | Northrop Grumman Corp                                               | CUSIP: 666807CN0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     56000 | PA      | $56987.15     | 0.17%             | 2030-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2020-EXP2 Trust                                                 | CUSIP: 67448VAM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    146942 | PA      | $123291.95    | 0.37%             | 2060-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                      | ONEOK Inc                                                           | CUSIP: 682680CC5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     24000 | PA      | $23993.37     | 0.07%             | 2029-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                    | Oracle Corp                                                         | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14996.09     | 0.04%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL          | Pinnacle West Capital Corp                                          | CUSIP: 723484AM3<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14230.10     | 0.04%             | 2028-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA           | Royal Bank of Canada                                                | CUSIP: 78017FZU0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     53000 | PA      | $53179.50     | 0.16%             | 2028-10-18      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRU | SoFi Consumer Loan Program 2025-1 Trust                             | CUSIP: 83406YAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    148013 | PA      | $148794.92    | 0.44%             | 2034-02-27      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP              | State Street Corp                                                   | CUSIP: 857477BX0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24028.60     | 0.07%             | 2026-11-04      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP              | State Street Corp                                                   | CUSIP: 857477DA8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14118.72     | 0.04%             | 2028-04-24      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| 3650R Commercial Mortgage Trus | 3650R 2021-PF1 Commercial Mortgage Trust                            | CUSIP: 88581EAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2400000 | PA      | $131973.36    | 0.39%             | 2054-11-15      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP          | Truist Financial Corp                                               | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     86000 | PA      | $93168.39     | 0.28%             | 2029-10-30      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                    | CUSIP: 91282CBT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    510000 | PA      | $502282.86    | 1.50%             | 2026-03-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                    | CUSIP: 91282CCP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    450000 | PA      | $438511.54    | 1.31%             | 2026-07-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT       | Western Midstream Operating LP                                      | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     33000 | PA      | $32222.27     | 0.10%             | 2030-02-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-25

**Name of Applicant:** DoubleLine Funds Trust

**Signature:** /s/ Ana Alcantara

**Name of Signer:** DoubleLine Funds Trust

**Title:** Vice President