# EDGAR Filing Document

**Accession Number:** 0001480207
**File Stem:** 0001145549-23-011692
**Filing Date:** 2023-2
**Character Count:** 398564
**Document Hash:** 3228e9357f6414b549bbe97ac09fbc62
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-011692.hdr.sgml**: 20230227

**ACCESSION NUMBER**: 0001145549-23-011692

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230227

**DATE AS OF CHANGE**: 20230227

**PERIOD START**: 20230331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** DoubleLine Funds Trust
- **CENTRAL INDEX KEY:** 0001480207
- **IRS NUMBER:** 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:** 23675444

**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 Low Duration Bond Fund (Series ID: S000034129)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000105189 | Class I      | DBLSX           |
| C000105190 | Class N      | DLSNX           |
| C000213586 | Class R6     | DDLDX           |

## Nport-Ex

------

**DoubleLine Low Duration Bond Fund** 

Schedule of Investments

December 31, 2022 (Unaudited)

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
|  **Asset Backed Obligations - 5.7%** | **Asset Backed Obligations - 5.7%** | **Asset Backed Obligations - 5.7%** | **Asset Backed Obligations - 5.7%** | **Asset Backed Obligations - 5.7%** |
| 314202 | AccessLex Institute, Series 2004-2-A3 (3 Month LIBOR USD + 0.19%, 0.00% Floor) | 4.55% | 10/25/2024 | 313635 |
| 3024751 | AccessLex Institute, Series 2007-A-B (3 Month LIBOR USD + 0.55%, 0.00% Floor) | 5.31% | 02/25/2037 | 2899538 |
| 1052441 | Affirm Asset Securitization Trust, Series 2020-Z1-A | 3.46 % (a) | 10/15/2024 | 1043949 |
| 3775507 | Affirm Asset Securitization Trust, Series 2020-Z2-A | 1.90 % (a) | 01/15/2025 | 3673776 |
| 2850000 | Affirm Asset Securitization Trust, Series 2021-B-A | 1.03 % (a) | 08/17/2026 | 2703910 |
| 8102357 | Affirm Asset Securitization Trust, Series 2021-Z1-A | 1.07 % (a) | 08/15/2025 | 7875911 |
| 3803648 | Aqua Finance Trust, Series 2020-AA-A | 1.90 % (a) | 07/17/2046 | 3589244 |
| 1966319 | Arivo Acceptance Auto Loan Receivables Trust, Series 2021-1A-A | 1.19 % (a) | 01/15/2027 | 1900676 |
| 8694063 | CAL Funding Ltd., Series 2020-1A-A | 2.22 % (a) | 09/25/2045 | 7527551 |
| 1233294 | Commonbond Student Loan Trust, Series 2017-BGS-A1 | 2.68 % (a) | 09/25/2042 | 1135962 |
| 1154407 | Commonbond Student Loan Trust, Series 2020-AGS-A | 1.98 % (a) | 08/25/2050 | 984200 |
| 2925294 | Consumer Loan Underlying Bond Credit Trust, Series 2020-P1-C | 4.61 % (a) | 03/15/2028 | 2851068 |
| 587999 | CPS Auto Receivables Trust, Series 2020-C-C | 1.71 % (a) | 08/17/2026 | 584308 |
| 2746201 | CPS Auto Receivables Trust, Series 2022-D-A | 6.09 % (a) | 01/15/2027 | 2749241 |
| 2709156 | Diamond Resorts Owner Trust, Series 2021-1A-B | 2.05 % (a) | 11/21/2033 | 2459657 |
| 22337100 | Exeter Automobile Receivables Trust, Series 2021-1A-C | 0.74% | 01/15/2026 | 21853260 |
| 4250000 | ExteNet LLC, Series 2019-1A-B | 4.14 % (a) | 07/26/2049 | 4017990 |
| 1711967 | Foundation Finance Trust, Series 2019-1A-A | 3.86 % (a) | 11/15/2034 | 1676872 |
| 3750653 | Global SC Finance SRL, Series 2020-1A-A | 2.17 % (a) | 10/17/2040 | 3328383 |
| 10200000 | Hertz Vehicle Financing LLC, Series 2021-1A-B | 1.56 % (a) | 12/26/2025 | 9353795 |
| 1117178 | Hilton Grand Vacations Trust, Series 2018-AA-A | 3.54 % (a) | 02/25/2032 | 1080614 |
| 560000 | Hilton Grand Vacations Trust, Series 2020-AA-A | 2.74 % (a) | 02/25/2039 | 526757 |
| 791157 | Laurel Road Prime Student Loan Trust, Series 2019-A-A1FX | 2.34 % (a) | 10/25/2048 | 766268 |
| 8963642 | Loanpal Solar Loan Ltd., Series 2020-3GS-A | 2.47 % (a) | 12/20/2047 | 6832812 |
| 4054381 | Marlette Funding Trust, Series 2019-4A-C | 3.76 % (a) | 12/17/2029 | 3976605 |
| 773833 | MVW Owner Trust, Series 2018-1A-C | 3.90 % (a) | 01/21/2036 | 744766 |
| 3649106 | Navient Private Education Loan Trust, Series 2020-FA-A | 1.22 % (a) | 07/15/2069 | 3241949 |
| 2045156 | Navient Private Education Loan Trust, Series 2020-GA-A | 1.17 % (a) | 09/16/2069 | 1814956 |
| 3400021 | NP SPE LLC, Series 2019-1A-A1 | 2.57 % (a) | 09/20/2049 | 3155764 |
| 3489085 | Oxford Finance Funding LLC, Series 2019-1A-A2 | 4.46 % (a) | 02/15/2027 | 3462207 |
| 8083801 | Oxford Finance Funding LLC, Series 2020-1A-A2 | 3.10 % (a) | 02/15/2028 | 7996149 |
| 4129413 | Pagaya AI Debt Selection Trust, Series 2021-1-A | 1.18 % (a) | 11/15/2027 | 4068007 |
| 19762222 | Pagaya AI Debt Selection Trust, Series 2021-5-A | 1.53 % (a) | 08/15/2029 | 19064572 |
| 10478079 | Pagaya AI Debt Selection Trust, Series 2021-HG1-A | 1.22 % (a) | 01/16/2029 | 9888919 |
| 14813637 | Pagaya AI Debt Selection Trust, Series 2022-1-A | 2.03 % (a) | 10/15/2029 | 14228417 |
| 3711208 | Pagaya Al Debt Selection Trust, Series 2021-3-A | 1.15 % (a) | 05/15/2029 | 3616471 |
| 21575838 | Pagaya Al Debt Selection Trust, Series 2022-3-A | 6.06 % (a) | 03/15/2030 | 21319581 |
| 1178020 | Prosper Marketplace Issuance Trust, Series 2019-2A-C | 5.05 % (a) | 09/15/2025 | 1173653 |
| 5000000 | Santander Drive Auto Receivables Trust, Series 2020-4-D | 1.48% | 01/15/2027 | 4772466 |
| 2361034 | Sierra Timeshare Receivables Funding LLC, Series 2021-2A-C | 1.95 % (a) | 09/20/2038 | 2154469 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 6144664 | SLM Private Credit Student Loan Trust, Series 2006-A-A5 (3 Month LIBOR USD + 0.29%, 0.00% Floor) | 5.06% | 06/15/2039 | 5789312 |
| 3695451 | SLM Private Credit Student Loan Trust, Series 2006-B-A5 (3 Month LIBOR USD + 0.27%, 0.00% Floor) | 5.04% | 12/15/2039 | 3497748 |
| 18826872 | SoFi Alternative Consumer Loan Program, Series 2021-2-A | 1.25 % (a) | 08/15/2030 | 17790170 |
| 15035020 | SoFi Alternative Trust, Series 2021-1-PT1 | 9.72 % (a)(b) | 05/25/2030 | 14784131 |
| 34699417 | SoFi Alternative Trust, Series 2021-3-A | 1.50 % (a) | 11/15/2030 | 32776098 |
| 13000000 | SoFi Consumer Loan Program Trust, Series 2022-1S-A | 6.21 % (a) | 04/15/2031 | 13003349 |
| 178873 | SoFi Professional Loan Program LLC, Series 2017-A-A2B | 2.40 % (a) | 03/26/2040 | 177425 |
| 1550999 | SoFi Professional Loan Program Trust, Series 2018-D-A2FX | 3.60 % (a) | 02/25/2048 | 1491138 |
| 5113608 | SoFi Professional Loan Program Trust, Series 2020-C-AFX | 1.95 % (a) | 02/15/2046 | 4584524 |
| 6972083 | Stack Infrastructure Issuer LLC, Series 2019-1A-A2 | 4.54 % (a) | 02/25/2044 | 6806909 |
| 3818750 | TAL Advantage LLC, Series 2020-1A-A | 2.05 % (a) | 09/20/2045 | 3355226 |
| 3250000 | Tesla Auto Lease Trust, Series 2020-A-A4 | 0.78 % (a) | 12/20/2023 | 3238470 |
| 83474 | Upgrade Master Pass-Thru Trust, Series 2019-ST1-A | 4.00 % (a) | 07/15/2025 | 82820 |
| 3799451 | Upgrade Master Pass-Thru Trust, Series 2021-PT3-A | 15.57 % (a)(b) | 07/15/2027 | 3640399 |
| 2011934 | Upstart Pass-Through Trust, Series 2020-ST5-A | 3.00 % (a) | 12/20/2026 | 1922838 |
| 2438361 | Upstart Pass-Through Trust, Series 2021-ST5-A | 2.00 % (a) | 07/20/2027 | 2320272 |
| 7384550 | Upstart Pass-Through Trust, Series 2021-ST6-A | 1.85 % (a) | 08/20/2027 | 6889275 |
| 7058908 | Upstart Securitization Trust, Series 2021-3-A | 0.83 % (a) | 07/20/2031 | 6914153 |
| 2000000 | Upstart Securitization Trust, Series 2021-3-B | 1.66 % (a) | 07/20/2031 | 1860802 |
| 1950317 | USASF Receivables LLC, Series 2020-1A-B | 3.22 % (a) | 05/15/2024 | 1944627 |
| 8255020 | Westgate Resorts LLC, Series 2022-1A-C | 2.49 % (a) | 08/20/2036 | 7754952 |
|  **Total Asset Backed Obligations** (Cost $355,003,248) | **Total Asset Backed Obligations** (Cost $355,003,248) | **Total Asset Backed Obligations** (Cost $355,003,248) | **Total Asset Backed Obligations** (Cost $355,003,248) | 337032966 |
|  **Bank Loans - 5.3%** | **Bank Loans - 5.3%** | **Bank Loans - 5.3%** | **Bank Loans - 5.3%** | **Bank Loans - 5.3%** |
|  | 1011778 B.C. Unlimited Liability Company, Senior Secured First Lien Term Loan |  |  |  |
| 2349882 | (3 Month LIBOR USD + 1.75%) | 6.16% | 11/19/2026 | 2313999 |
| 7902085 | (1 Month LIBOR USD + 1.75%) | 6.13% | 11/19/2026 | 7781420 |
| 937019 | Api Group DE, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.50%) | 6.57% | 10/01/2026 | 932137 |
| 11356344 | Asplundh Tree Expert LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 1.75%) | 6.13% | 09/07/2027 | 11351574 |
| 8153006 | Avantor Funding, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.25%, 0.50% Floor) | 6.63% | 11/08/2027 | 8127528 |
| 4300000 | Axalta Coating Systems US Holdings, Inc. | 7.32 % (c) | 12/20/2029 | 4309675 |
| 11255707 | Berry Global, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 1.75%) | 6.02% | 07/01/2026 | 11186653 |
| 1887673 | Cable One, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.00%) | 6.38% | 05/03/2028 | 1849212 |
| 1415660 | Calpine Corporation, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.00%) | 6.39% | 04/06/2026 | 1400180 |
| 7589083 | Calpine Corporation, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.50%) | 6.89% | 12/16/2027 | 7526131 |
| 2921165 | Catalent Pharma Solutions, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.00%, 0.50% Floor) | 6.38% | 02/22/2028 | 2881466 |
| 10276821 | Charter Communications Operating LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 1.75%) | 6.14% | 02/01/2027 | 10050731 |
| 10270776 | Elanco Animal Health, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 1.75%) | 5.87% | 07/30/2027 | 9883978 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 6093057 | Element Solutions, Inc., Senior Secured First Lien Term Loan (1 Month Secured Overnight Financing Rate + 2.00%) | 6.32% | 01/30/2026 | 6093057 |
| 6506256 | Energizer Holdings, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.25%, 0.50% Floor) | 6.63% | 12/22/2027 | 6400530 |
| 11496720 | Fleetcor Technologies Operating Company LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 1.75%) | 6.13% | 04/28/2028 | 11396124 |
| 2519597 | Focus Financial Partners LLC, Senior Secured First Lien Term Loan (1 Month Secured Overnight Financing Rate + 2.50%, 0.50% Floor) | 6.82% | 06/30/2028 | 2477079 |
| 14956640 | Gardner Denver, Inc., Senior Secured First Lien Term Loan (1 Month Secured Overnight Financing Rate + 1.75%) | 6.17% | 03/01/2027 | 14856954 |
| 890307 | Generac Power Systems, Inc., Senior Secured First Lien Term Loan (1 Month Secured Overnight Financing Rate + 1.75%) | 5.97% | 12/11/2026 | 871807 |
| 11159580 | Go Daddy Operating Company LLC, Senior Secured First Lien Term Loan (1 Month Secured Overnight Financing Rate + 3.25%) | 7.57% | 11/09/2029 | 11155675 |
| 3247352 | Gray Television, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.50%) | 6.62% | 01/02/2026 | 3168652 |
| 9508028 | Grifols Worldwide Operations USA, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.00%) | 6.38% | 11/15/2027 | 9214895 |
| 11496768 | Horizon Therapeutics USA, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 1.75%, 0.50% Floor) | 6.19% | 03/15/2028 | 11499872 |
| 7308906 | ICON Luxembourg SARL, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 2.25%, 0.50% Floor) | 7.00% | 07/03/2028 | 7296152 |
|  | ICU Medical, Inc., Senior Secured First Lien Term Loan |  |  |  |
| 1054198 | (3 Month Secured Overnight Financing Rate + 2.50%, 0.50% Floor) | 7.23% | 01/08/2029 | 1022572 |
| 141765 | (1 Month Secured Overnight Financing Rate + 2.50%, 0.50% Floor) | 6.92% | 01/08/2029 | 137512 |
| 10444280 | IQVIA, Inc., Senior Secured First Lien Term Loan (3 Month LIBOR USD + 1.75%) | 5.42% | 06/11/2025 | 10414932 |
| 11332884 | Iron Mountain Information Management LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 1.75%) | 6.13% | 01/02/2026 | 11205389 |
| 6822670 | KFC Holding Company, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 1.75%) | 6.09% | 03/15/2028 | 6745915 |
| 1940438 | Lamar Media Corporation, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 1.50%) | 5.86% | 01/29/2027 | 1891927 |
| 7880350 | Level 3 Financing, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 1.75%) | 6.13% | 03/01/2027 | 7571480 |
| 3968960 | Marriott Ownership Resorts, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 1.75%) | 6.13% | 08/29/2025 | 3937208 |
| 8833512 | Nexstar Broadcasting, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.50%) | 6.88% | 09/18/2026 | 8777199 |
| 10214327 | NortonLifeLock, Inc., Senior Secured First Lien (1 Month Secured Overnight Financing Rate + 2.00%, 0.50% Floor) | 6.42% | 09/12/2029 | 10063258 |
| 10719907 | Pilot Travel Centers LLC, Senior Secured First Lien Term Loan (1 Month Secured Overnight Financing Rate + 2.00%) | 6.42% | 08/04/2028 | 10616728 |
| 1821018 | PRA Health Sciences, Inc., Senior Secured First Lien Term Loan (3 Month LIBOR USD + 2.25%, 0.50% Floor) | 7.00% | 07/03/2028 | 1817841 |
|  | Resideo Funding, Inc., Senior Secured First Lien Term Loan |  |  |  |
| 4178470 | (3 Month LIBOR USD + 2.25%, 0.50% Floor) | 6.88% | 02/11/2028 | 4154985 |
| 806684 | (1 Month LIBOR USD + 2.25%, 0.50% Floor) | 6.55% | 02/11/2028 | 802151 |
| 806684 | (2 Month LIBOR USD + 2.25%, 0.50% Floor) | 6.50% | 02/11/2028 | 802151 |
| 10186953 | Reynolds Consumer Products LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 1.75%) | 6.13% | 02/04/2027 | 10120890 |
| 5598247 | SS&C Technologies, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 1.75%) | 6.13% | 04/16/2025 | 5513237 |

---

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---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 4890740 | Standard Industries, Inc., Senior Secured First Lien Term Loan (6 Month LIBOR USD + 2.25%, 0.50% Floor) | 6.43% | 09/22/2028 | 4837480 |
| 10173553 | Stars Group Holdings B.V., Senior Secured First Lien Term Loan (3 Month LIBOR USD + 2.25%) | 6.98% | 07/21/2026 | 10049182 |
| 8756335 | Trans Union LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 1.75%) | 6.13% | 11/13/2026 | 8647669 |
| 5121783 | US Foods, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.00%) | 6.38% | 09/14/2026 | 5081142 |
| 3799969 | Virgin Media Bristol LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.50%) | 6.82% | 01/31/2028 | 3743311 |
|  | Vistra Operations Company LLC, Senior Secured First Lien Term Loan |  |  |  |
| 2255100 | (1 Month LIBOR USD + 1.75%) | 6.09% | 12/31/2025 | 2238829 |
| 9069206 | (1 Month LIBOR USD + 1.75%) | 6.13% | 12/31/2025 | 9003772 |
| 10756343 | WMG Acquisition Corporation, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.13%) | 6.51% | 01/20/2028 | 10648780 |
|  **Total Bank Loans** (Cost $316,116,572) | **Total Bank Loans** (Cost $316,116,572) | **Total Bank Loans** (Cost $316,116,572) | **Total Bank Loans** (Cost $316,116,572) | 313871021 |
|  **Collateralized Loan Obligations - 17.2%** | **Collateralized Loan Obligations - 17.2%** | **Collateralized Loan Obligations - 17.2%** | **Collateralized Loan Obligations - 17.2%** | **Collateralized Loan Obligations - 17.2%** |
| 20000000 | AIG LLC, Series 2018-1A-A1R (3 Month LIBOR USD + 1.12%, 1.12% Floor) | 5.36 % (a) | 04/20/2032 | 19622236 |
| 10000000 | AIG LLC, Series 2021-2A-A (3 Month LIBOR USD + 1.17%, 1.17% Floor) | 5.41 % (a) | 07/20/2034 | 9680770 |
| 20000000 | Allegro Ltd., Series 2019-1A-AR (3 Month LIBOR USD + 1.15%, 1.15% Floor) | 5.39 % (a) | 07/20/2032 | 19572228 |
| 10500000 | Bain Capital Credit Ltd., Series 2019-1A-AR (3 Month LIBOR USD + 1.13%, 0.00% Floor) | 5.36 % (a) | 04/19/2034 | 10208312 |
| 30000000 | Battalion Ltd., Series 2017-11A-AR (3 Month LIBOR USD + 1.15%, 1.15% Floor) | 5.47 % (a) | 04/24/2034 | 29080272 |
| 22000000 | Battalion Ltd., Series 2021-20A-A (3 Month LIBOR USD + 1.18%, 1.18% Floor) | 5.26 % (a) | 07/15/2034 | 21442126 |
| 22000000 | BlueMountain Ltd., Series 2021-31A-A1 (3 Month LIBOR USD + 1.15%, 1.15% Floor) | 5.38 % (a) | 04/19/2034 | 21385465 |
| 20000000 | Bridge Street Ltd., Series 2021-1A-A1A (3 Month LIBOR USD + 1.23%, 1.23% Floor) | 5.47 % (a) | 07/20/2034 | 19225164 |
| 15000000 | Capital Four Ltd., Series 2021-1A-A (3 Month LIBOR USD + 1.21%, 1.21% Floor) | 5.40 % (a) | 01/18/2035 | 14418196 |
| 25000000 | Carlyle Global Market Strategies Ltd., Series 2016-1A-A1R2 (3 Month LIBOR USD + 1.14%, 1.14% Floor) | 5.38 % (a) | 04/20/2034 | 24320355 |
| 11000000 | Carlyle Global Market Strategies Ltd., Series 2021-1A-A1 (3 Month LIBOR USD + 1.14%, 1.14% Floor) | 5.22 % (a) | 04/15/2034 | 10706312 |
| 11000000 | Carlyle Global Market Strategies Ltd., Series 2021-7A-A1 (3 Month LIBOR USD + 1.16%, 1.16% Floor) | 5.24 % (a) | 10/15/2035 | 10688562 |
| 42000000 | CarVal Ltd., Series 2019-1A-ANR (3 Month LIBOR USD + 1.11%, 1.11% Floor) | 5.35 % (a) | 04/20/2032 | 41132944 |
| 35000000 | Cathedral Lake Ltd., Series 2018-5A-A1 (3 Month LIBOR USD + 1.20%, 1.20% Floor) | 5.44 % (a) | 10/21/2030 | 34748501 |
| 10000000 | CBAM Ltd., Series 2017-2A-AR (3 Month LIBOR USD + 1.19%, 1.19% Floor) | 5.27 % (a) | 07/17/2034 | 9633801 |
| 20000000 | CBAM Ltd., Series 2019-10A-A1R (3 Month LIBOR USD + 1.12%, 1.12% Floor) | 5.36 % (a) | 04/20/2032 | 19573226 |
| 20000000 | CFIP Ltd., Series 2021-1A-A (3 Month LIBOR USD + 1.22%, 1.22% Floor) | 5.46 % (a) | 01/20/2035 | 19352192 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 25000000 | CQS Ltd., Series 2021-1A-A (3 Month LIBOR USD + 1.22%, 1.22% Floor) | 5.46 % (a) | 01/20/2035 | 24015517 |
| 18000000 | Crown City, Series 2021-1A-A1A (3 Month LIBOR USD + 1.17%, 1.17% Floor) | 5.41 % (a) | 07/20/2034 | 17199689 |
| 25500000 | Galaxy Ltd., Series 2016-22A-ARR (3 Month LIBOR USD + 1.20%, 1.20% Floor) | 5.28 % (a) | 04/16/2034 | 24792383 |
| 10000000 | Generate Ltd., Series 6A-A1R (3 Month LIBOR USD + 1.20%, 1.20% Floor) | 5.52 % (a) | 01/22/2035 | 9713788 |
| 14000000 | Generate Ltd., Series 8A-AR (3 Month LIBOR USD + 1.20%, 1.20% Floor) | 5.44 % (a) | 10/20/2034 | 13400395 |
| 46500000 | Generate Ltd., Series 9A-A (3 Month LIBOR USD + 1.20%, 1.20% Floor) | 5.44 % (a) | 10/20/2034 | 45095351 |
| 14100000 | Greywolf Ltd., Series 2018-2A-A1 (Secured Overnight Financing Rate 3 Month + 1.44%, 1.18% Floor) | 5.40 % (a) | 10/20/2031 | 13881965 |
| 17500000 | Gulf Stream Meridian Ltd., Series 2021-4A-A1 (3 Month LIBOR USD + 1.20%, 1.20% Floor) | 5.28 % (a) | 07/15/2034 | 17054434 |
| 52000000 | Halsey Point Ltd., Series 2021-5A-A1A (3 Month LIBOR USD + 1.21%, 1.21% Floor) | 5.62 % (a) | 01/30/2035 | 50625593 |
| 8395092 | Harbourview LLC, Series 7RA-A1 (3 Month LIBOR USD + 1.13%, 1.13% Floor) | 5.32 % (a) | 07/18/2031 | 8210586 |
| 22000000 | Hayfin Ltd., Series 2018-8A-A (3 Month LIBOR USD + 1.12%, 1.12% Floor) | 5.36 % (a) | 04/20/2031 | 21559311 |
| 9968710 | Jefferson Mill Ltd., Series 2015-1A-AR (3 Month LIBOR USD + 1.18%, 0.00% Floor) | 5.42 % (a) | 10/20/2031 | 9721347 |
| 3233959 | LCM LP, Series 19A-AR (3 Month LIBOR USD + 1.24%, 1.24% Floor) | 5.32 % (a) | 07/15/2027 | 3214043 |
| 10000000 | Madison Park Funding Ltd., Series 2019-34A-AR (3 Month LIBOR USD + 1.12%, 1.12% Floor) | 5.48 % (a) | 04/25/2032 | 9842961 |
| 3000000 | Marathon Ltd., Series 2017-9A-A2 (3 Month LIBOR USD + 1.75%, 0.00% Floor) | 5.83 % (a) | 04/15/2029 | 2955364 |
| 24008401 | Marathon Ltd., Series 2018-12A-A1 (3 Month LIBOR USD + 1.18%, 0.00% Floor) | 5.37 % (a) | 04/18/2031 | 23566865 |
| 20000000 | Marble Point Ltd., Series 2018-2A-A1R (3 Month LIBOR USD + 1.28%, 1.28% Floor) | 5.52 % (a) | 01/20/2032 | 19492902 |
| 35000000 | Marble Point Ltd., Series 2021-2A-A (3 Month LIBOR USD + 1.20%, 1.20% Floor) | 5.56 % (a) | 07/25/2034 | 33629663 |
| 15500000 | MidOcean Credit, Series 2018-8A-A1R (3 Month LIBOR USD + 1.05%, 1.05% Floor) | 5.73 % (a) | 02/20/2031 | 15258276 |
| 15000000 | MP Ltd., Series 2015-2A-ARR (3 Month LIBOR USD + 1.20%, 1.20% Floor) | 5.57 % (a) | 04/28/2034 | 14428314 |
| 23835703 | Ocean Trails, Series 2014-5A-ARR (3 Month LIBOR USD + 1.28%, 1.28% Floor) | 5.22 % (a) | 10/13/2031 | 23220603 |
| 16500000 | OCP Ltd., Series 2014-5A-A1R (3 Month LIBOR USD + 1.08%, 1.08% Floor) | 5.41 % (a) | 04/26/2031 | 16294263 |
| 8500000 | OHA Credit Funding Ltd., Series 2012-7A-AR3 (3 Month LIBOR USD + 1.07%, 1.07% Floor) | 5.75 % (a) | 02/20/2034 | 8314538 |
| 11000000 | Palmer Square Ltd., Series 2021-2A-A (3 Month LIBOR USD + 1.15%, 1.15% Floor) | 5.23 % (a) | 07/15/2034 | 10745110 |
| 20000000 | Prudential PLC, Series 2021-5A-A (3 Month LIBOR USD + 1.20%, 1.20% Floor) | 5.39 % (a) | 10/18/2034 | 19424986 |
| 12500000 | Regatta Funding Ltd., Series 2018-3A-A (3 Month LIBOR USD + 1.19%, 0.00% Floor) | 5.55 % (a) | 10/25/2031 | 12275523 |
| 10000000 | Riserva Ltd., Series 2016-3A-ARR (3 Month LIBOR USD + 1.06%, 1.06% Floor) | 5.25 % (a) | 01/18/2034 | 9796271 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 21771593 | Romark Ltd., Series 2018-1A-A1 (3 Month LIBOR USD + 1.03%, 0.00% Floor) | 5.27 % (a) | 04/20/2031 | 21385147 |
| 18875000 | RR Ltd., Series 2021-14A-A1 (3 Month LIBOR USD + 1.12%, 1.12% Floor) | 5.20 % (a) | 04/15/2036 | 18455545 |
| 20000000 | Shackleton Ltd., Series 2015-7RA-AR (3 Month LIBOR USD + 1.15%, 1.15% Floor) | 5.23 % (a) | 07/15/2031 | 19590866 |
| 16000000 | Sound Point Ltd., Series 2014-2RA-A (3 Month LIBOR USD + 1.25%, 1.25% Floor) | 5.49 % (a) | 10/20/2031 | 15576150 |
| 25000000 | Sound Point Ltd., Series 2020-1A-AR (3 Month LIBOR USD + 1.17%, 1.17% Floor) | 5.41 % (a) | 07/20/2034 | 23935295 |
| 900000 | Steele Creek Ltd., Series 2019-1A-BR (3 Month LIBOR USD + 1.80%, 1.80% Floor) | 5.88 % (a) | 04/15/2032 | 854681 |
| 18000000 | Steele Creek Ltd., Series 2019-2A-AR (3 Month LIBOR USD + 1.17%, 1.17% Floor) | 5.25 % (a) | 07/15/2032 | 17532857 |
| 12925000 | Symphony Ltd., Series 2014-15A-AR3 (3 Month LIBOR USD + 1.08%, 1.08% Floor) | 5.16 % (a) | 01/17/2032 | 12708239 |
| 20000000 | Trestles Ltd., Series 2021-4A-A (3 Month LIBOR USD + 1.17%, 1.17% Floor) | 5.45 % (a) | 07/21/2034 | 19438266 |
| 5750000 | Trimaran CAVU LLC, Series 2021-1A-A (3 Month LIBOR USD + 1.21%, 1.21% Floor) | 5.53 % (a) | 04/23/2032 | 5640242 |
| 10000000 | Trimaran CAVU LLC, Series 2021-3A-A (3 Month LIBOR USD + 1.21%, 1.21% Floor) | 5.40 % (a) | 01/18/2035 | 9586194 |
| 6909319 | Vibrant Ltd., Series 2015-3A-A1RR (3 Month LIBOR USD + 1.25%, 0.00% Floor) | 5.49 % (a) | 10/20/2031 | 6782521 |
| 13898407 | Wellfleet Ltd., Series 2017-2A-A1R (3 Month LIBOR USD + 1.06%, 0.00% Floor) | 5.30 % (a) | 10/20/2029 | 13746013 |
| 5500000 | Wellfleet Ltd., Series 2018-1A-A (3 Month LIBOR USD + 1.10%, 1.10% Floor) | 5.18 % (a) | 07/17/2031 | 5389084 |
| 10000000 | Wellfleet Ltd., Series 2021-2A-A1 (3 Month LIBOR USD + 1.20%, 1.20% Floor) | 5.28 % (a) | 07/15/2034 | 9622563 |
|  **Total Collateralized Loan Obligations** (Cost $1,039,853,024) | **Total Collateralized Loan Obligations** (Cost $1,039,853,024) | **Total Collateralized Loan Obligations** (Cost $1,039,853,024) | **Total Collateralized Loan Obligations** (Cost $1,039,853,024) | 1012764366 |
|  **Foreign Corporate Bonds - 10.2%** | **Foreign Corporate Bonds - 10.2%** | **Foreign Corporate Bonds - 10.2%** | **Foreign Corporate Bonds - 10.2%** | **Foreign Corporate Bonds - 10.2%** |
| 2807813 | Adani International Container Terminal Private Ltd. | 3.00% | 02/16/2031 | 2202328 |
| 4500000 | Adani Ports & Special Economic Zone Ltd. | 3.38% | 07/24/2024 | 4266967 |
| 3100000 | Adani Ports & Special Economic Zone Ltd. | 4.00% | 07/30/2027 | 2711255 |
| 5579000 | AerCap Global Aviation Trust | 1.75% | 10/29/2024 | 5133931 |
| 1000000 | AES Andes S.A. (5 Year CMT Rate + 4.92%) | 6.35% | 10/07/2079 | 923414 |
| 3000000 | AES Andes S.A. (5 Year Swap Rate USD + 4.64%) | 7.13% | 03/26/2079 | 2859323 |
| 2800000 | AES Andes S.A. (5 Year Swap Rate USD + 4.64%) | 7.13 % (a) | 03/26/2079 | 2668701 |
| 4378766 | AI Candelaria Spain S.A. | 7.50% | 12/15/2028 | 4154551 |
| 5409000 | AstraZeneca PLC | 3.50% | 08/17/2023 | 5364284 |
| 800000 | Avolon Holdings Funding Ltd. | 5.13 % (a) | 10/01/2023 | 791260 |
| 4870000 | Axiata SPV2 BHD | 4.36% | 03/24/2026 | 4761082 |
| 3350000 | Banco Continental SAECA | 2.75 % (a) | 12/10/2025 | 3001148 |
| 1000000 | Banco Continental SAECA | 2.75% | 12/10/2025 | 895865 |
| 9350000 | Banco de Credito del Peru S.A. (5 Year CMT Rate + 2.45%) | 3.25 % (a) | 09/30/2031 | 8234068 |
| 1800000 | Banco de Credito del Peru S.A. (5 Year CMT Rate + 2.45%) | 3.25% | 09/30/2031 | 1585168 |
| 3050000 | Banco de Credito del Peru S.A. (5 Year CMT Rate + 3.00%) | 3.13% | 07/01/2030 | 2769125 |
| 2800000 | Banco del Estado de Chile | 2.70% | 01/09/2025 | 2647702 |
| 5600000 | Banco do Brasil S.A. | 3.25 % (a) | 09/30/2026 | 5161968 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 1400000 | Banco do Brasil S.A. | 3.25% | 09/30/2026 | 1290492 |
| 8050000 | Banco Internacional del Peru S.A.A. Interbank (1 Year CMT Rate + 3.71%) | 4.00% | 07/08/2030 | 7275389 |
| 4000000 | Banco Internacional del Peru S.A.A. Interbank (3 Month LIBOR USD + 5.76%) | 6.63% | 03/19/2029 | 3998000 |
| 1500000 | Banco Latinoamericano de Comercio Exterior S.A. | 2.38% | 09/14/2025 | 1371330 |
| 2000000 | Banco Latinoamericano de Comercio Exterior S.A. | 2.38 % (a) | 09/14/2025 | 1828440 |
| 4100000 | Banco Mercantil del Norte S.A. (5 Year CMT Rate + 4.64%) | 5.88 %(e) | 01/24/2027 | 3663534 |
| 1600000 | Banco Santander Chile | 2.70% | 01/10/2025 | 1520523 |
| 5957000 | Bancolombia S.A. (5 Year CMT Rate + 2.93%) | 7.14% | 10/18/2027 | 5873521 |
| 12480000 | Bancolombia S.A. (5 Year CMT Rate + 2.94%) | 4.63% | 12/18/2029 | 10989202 |
| 7600000 | Bank Hapoalim B.M. | 3.26 % (a)(b) | 01/21/2032 | 6572024 |
| 7580000 | Bank Leumi (5 Year CMT Rate + 1.63%) | 3.28 % (a) | 01/29/2031 | 6743206 |
| 5515000 | Bank of Montreal | 1.50% | 01/10/2025 | 5148301 |
| 4145000 | Bank of Nova Scotia | 0.55% | 09/15/2023 | 4016362 |
| 5420000 | Barclays PLC (1 Year CMT Rate + 0.80%) | 1.01% | 12/10/2024 | 5161281 |
| 1365000 | BAT Capital Corporation | 2.79% | 09/06/2024 | 1307023 |
| 4250000 | BAT International Finance PLC | 1.67% | 03/25/2026 | 3770551 |
| 1200000 | BBVA Banco Continental S.A. (5 Year CMT Rate + 2.75%) | 5.25% | 09/22/2029 | 1167787 |
| 1000000 | BBVA Bancomer S.A. | 1.88% | 09/18/2025 | 907970 |
| 6221000 | BBVA Bancomer S.A. (5 Year CMT Rate + 3.00%) | 5.35% | 11/12/2029 | 6102435 |
| 5220000 | BNP Paribas S.A. (3 Month LIBOR USD + 2.24%) | 4.71 % (a) | 01/10/2025 | 5169932 |
| 5525000 | BPCE S.A. | 2.38 % (a) | 01/14/2025 | 5157196 |
| 8800000 | Braskem Netherlands Finance B.V. (5 Year CMT Rate + 8.22%) | 8.50% | 01/23/2081 | 8540834 |
| 1750000 | Camposol S.A. | 6.00% | 02/03/2027 | 1162140 |
| 3180000 | Canadian Imperial Bank of Commerce | 0.45% | 06/22/2023 | 3114076 |
| 5690000 | Canadian Pacific Railway Company | 1.35% | 12/02/2024 | 5307744 |
| 1100000 | Cencosud S.A. | 5.15% | 02/12/2025 | 1092691 |
| 12000000 | Chile Electricity PEC S.p.A. | 0.00 % (a) | 01/25/2028 | 8681811 |
| 5570000 | Commonwealth Bank of Australia (Secured Overnight Financing Rate + 0.40%) | 4.09 % (a) | 07/07/2025 | 5497684 |
| 5036000 | Corporacion Financiera de Desarrollo S.A. (3 Month LIBOR USD + 5.61%) | 5.25% | 07/15/2029 | 4831010 |
| 400000 | Credicorp Ltd. | 2.75% | 06/17/2025 | 374004 |
| 2000000 | CSN Steel, S.L. | 7.63% | 04/17/2026 | 1999029 |
| 3120000 | Daimler Trucks Finance North America LLC | 1.63 % (a) | 12/13/2024 | 2897738 |
| 500000 | DBS Group Holdings Ltd. | 1.17 % (a) | 11/22/2024 | 466157 |
| 13550000 | DBS Group Holdings Ltd. (5 Year CMT Rate + 1.10%) | 1.82% | 03/10/2031 | 12060449 |
| 1208972 | Digicel Group Holdings Ltd. (5.00% + 3.00% PIK) | 8.00 % (a) | 04/01/2025 | 329595 |
| 194653 | Digicel Group Holdings Ltd. (7.00% PIK) | 7.00 % (a)(e) | 01/17/2023 | 18735 |
| 3100000 | Ecopetrol S.A. | 5.88% | 09/18/2023 | 3086784 |
| 7900000 | Ecopetrol S.A. | 4.13% | 01/16/2025 | 7541023 |
| 2429500 | Empresa Electrica Angamos S.A. | 4.88% | 05/25/2029 | 2175314 |
| 3682980 | Empresa Electrica Cochrane S.p.A. | 5.50% | 05/14/2027 | 3411913 |
| 100000 | Enbridge, Inc. | 4.00% | 10/01/2023 | 99224 |
| 2820000 | Enbridge, Inc. | 0.55% | 10/04/2023 | 2727169 |
| 2825000 | Enbridge, Inc. | 2.50% | 02/14/2025 | 2667484 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 7000000 | Enel Generacion Chile S.A. | 4.25% | 04/15/2024 | 6916630 |
| 500000 | Equate Petrochemical B.V. | 4.25% | 11/03/2026 | 479294 |
| 10832353 | Fenix Power Peru S.A. | 4.32% | 09/20/2027 | 9929151 |
| 5150000 | Freeport Indonesia PT | 4.76% | 04/14/2027 | 4969750 |
| 2350000 | Freeport Indonesia PT | 4.76 % (a) | 04/14/2027 | 2267750 |
| 5950000 | Freeport-McMoRan, Inc. | 5.00% | 09/01/2027 | 5830786 |
| 1600000 | Freeport-McMoRan, Inc. | 4.13% | 03/01/2028 | 1482616 |
| 13803830 | Galaxy Pipeline Assets Bidco Ltd. | 1.75% | 09/30/2027 | 12810331 |
| 325000 | Glencore Funding LLC | 4.13 % (a) | 05/30/2023 | 323344 |
| 1045000 | Glencore Funding LLC | 4.13 % (a) | 03/12/2024 | 1028734 |
| 3990000 | Glencore Funding LLC | 4.00 % (a) | 04/16/2025 | 3863432 |
| 8153640 | GNL Quintero S.A. | 4.63% | 07/31/2029 | 7887361 |
| 400000 | Gold Fields Orogen Holdings BVI Ltd. | 5.13% | 05/15/2024 | 396912 |
| 3615000 | Grupo de Inversiones Suramericana S.A. | 5.50% | 04/29/2026 | 3494367 |
| 5425000 | HSBC Holdings PLC (Secured Overnight Financing Rate + 0.58%) | 1.16% | 11/22/2024 | 5168939 |
| 7262940 | Hunt Oil Company of Peru LLC Sucursal Del Peru | 6.38% | 06/01/2028 | 6923883 |
| 2000000 | Indonesia Asahan Aluminium Persero PT | 4.75% | 05/15/2025 | 1970527 |
| 4298000 | Inkia Energy Ltd. | 5.88% | 11/09/2027 | 4067669 |
| 1163144 | Interoceanica Finance Ltd. | 0.00% | 11/30/2025 | 1073000 |
| 11400000 | Itau Unibanco Holding S.A. (5 Year CMT Rate + 3.45%) | 3.88% | 04/15/2031 | 10382151 |
| 2320000 | JDE Peet's NV | 0.80 % (a) | 09/24/2024 | 2120433 |
| 1000000 | Kallpa Generacion S.A. | 4.88% | 05/24/2026 | 961893 |
| 11000000 | Korea Development Bank | 0.80% | 04/27/2026 | 9664963 |
| 3300000 | Korea Development Bank | 1.00% | 09/09/2026 | 2880929 |
| 2000000 | Korea East-West Power Company Ltd. | 1.75% | 05/06/2025 | 1846204 |
| 4000000 | Korea East-West Power Company Ltd. | 1.75 % (a) | 05/06/2025 | 3692408 |
| 1900000 | Korea Electric Power Corporation | 1.13 % (a) | 06/15/2025 | 1723011 |
| 4000000 | Korea Electric Power Corporation | 1.13% | 06/15/2025 | 3627391 |
| 4200000 | Korea Hydro & Nuclear Power Company Ltd. | 1.25 % (a) | 04/27/2026 | 3707156 |
| 11000000 | Korea Southern Power Company Ltd. | 0.75 % (a) | 01/27/2026 | 9659280 |
| 8000000 | KT Corporation | 1.00% | 09/01/2025 | 7141689 |
| 3000000 | KT Corporation | 2.50% | 07/18/2026 | 2741494 |
| 8000000 | LG Chem Ltd. | 3.25% | 10/15/2024 | 7678409 |
| 5270000 | Lloyds Banking Group PLC (1 Year CMT Rate + 0.55%) | 0.70% | 05/11/2024 | 5169133 |
| 1060000 | Macquarie Group Ltd. (3 Month LIBOR USD + 1.33%) | 4.15 % (a) | 03/27/2024 | 1056226 |
| 13090000 | MEGlobal Canada ULC | 5.00 % (a) | 05/18/2025 | 12882523 |
| 200000 | MEGlobal Canada ULC | 5.00% | 05/18/2025 | 196830 |
| 200000 | Mercury Chile Holdco LLC | 6.50% | 01/24/2027 | 192000 |
| 2000000 | Mercury Chile Holdco LLC | 6.50 % (a) | 01/24/2027 | 1920000 |
| 1025250 | Mexico Generadora de Energia S. de R.L. | 5.50% | 12/06/2032 | 989366 |
| 1435500 | Millicom International Cellular S.A. | 6.63% | 10/15/2026 | 1425782 |
| 4050000 | Millicom International Cellular S.A. | 5.13% | 01/15/2028 | 3773161 |
| 11500000 | Minejesa Capital B.V. | 4.63% | 08/10/2030 | 10122300 |
| 6680000 | Mitsubishi UFJ Financial Group, Inc. (3 Month LIBOR USD + 0.86%) | 5.19% | 07/26/2023 | 6691971 |
| 5466000 | Mizuho Financial Group, Inc. (Secured Overnight Financing Rate + 0.96%) | 5.12% | 05/22/2026 | 5367045 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 1443203 | MV24 Capital B.V. | 6.75% | 06/01/2034 | 1321303 |
| 5335000 | NatWest Group PLC (3 Month LIBOR USD + 1.55%) | 6.27% | 06/25/2024 | 5337055 |
| 1700000 | NongHyup Bank | 1.25 % (a) | 07/20/2025 | 1538748 |
| 500000 | Oleoducto Central S.A. | 4.00% | 07/14/2027 | 441959 |
| 1000000 | ONGC Videsh Vankorneft Pte Ltd. | 3.75% | 07/27/2026 | 934382 |
| 7849000 | Orazul Energy Peru S.A. | 5.63% | 04/28/2027 | 7100284 |
| 1100000 | Orbia Advance Corporation S.A.B. de C.V. | 1.88% | 05/11/2026 | 951654 |
| 9000000 | Oversea-Chinese Banking Corporation Ltd. (5 Year CMT Rate + 1.58%) | 1.83 % (a) | 09/10/2030 | 8084565 |
| 2065000 | Park Aerospace Holdings Ltd. | 4.50 % (a) | 03/15/2023 | 2060057 |
| 5600000 | Periama Holdings LLC | 5.95% | 04/19/2026 | 5246696 |
| 1100000 | Pertamina Persero PT | 4.30% | 05/20/2023 | 1091750 |
| 10200000 | Pertamina Persero PT | 1.40% | 02/09/2026 | 9124906 |
| 5000000 | Petronas Capital Ltd. | 3.50% | 03/18/2025 | 4856953 |
| 12000000 | Qatar Energy | 1.38% | 09/12/2026 | 10658652 |
| 2000000 | Qatar Energy | 1.38 % (a) | 09/12/2026 | 1776442 |
| 10750000 | Reliance Industries Ltd. | 4.13% | 01/28/2025 | 10442338 |
| 5510000 | Royal Bank of Canada | 4.40 % (c) | 01/20/2026 | 5352314 |
| 6300000 | SA Global Sukuk Ltd. | 1.60% | 06/17/2026 | 5638550 |
| 8495000 | Sable International Finance Ltd. | 5.75% | 09/07/2027 | 7851504 |
| 3100000 | Sasol Financing USA LLC | 4.38% | 09/18/2026 | 2748141 |
| 3800000 | Scotiabank Peru S.A.A. (3 Month LIBOR USD + 3.86%) | 8.63% | 12/13/2027 | 3755977 |
| 1000000 | SingTel Group Treasury Pte Ltd. | 3.25% | 06/30/2025 | 963464 |
| 4000000 | SingTel Group Treasury Pte Ltd. | 2.38% | 10/03/2026 | 3690029 |
| 4700000 | Sociedad Quimica y Minera de Chile S.A. | 4.38% | 01/28/2025 | 4585978 |
| 5540000 | Sumitomo Mitsui Trust Bank Ltd. | 0.80 % (a) | 09/12/2023 | 5375333 |
| 16250000 | TNB Global Ventures Capital BHD | 3.24% | 10/19/2026 | 15083169 |
| 5535000 | Toronto-Dominion Bank | 0.70% | 09/10/2024 | 5154628 |
| 6600000 | Transportadora de Gas del Peru S.A. | 4.25% | 04/30/2028 | 6195093 |
| 5515000 | UBS Group AG (1 Year CMT Rate + 0.83%) | 1.01 % (a) | 07/30/2024 | 5363740 |
| 7000000 | United Overseas Bank Ltd. (5 Year CMT Rate + 1.50%) | 3.75% | 04/15/2029 | 6822306 |
| 8900000 | United Overseas Bank Ltd. (5 Year CMT Rate + 1.52%) | 1.75% | 03/16/2031 | 7871160 |
| 3900000 | UPL Corporation Ltd. | 4.50% | 03/08/2028 | 3279055 |
| 2915000 | Vedanta Resources Ltd. | 7.13% | 05/31/2023 | 2738742 |
| 1000000 | Vedanta Resources Ltd. | 6.13% | 08/09/2024 | 632531 |
| 5505000 | Volkswagen Group of America Finance LLC | 0.88 % (a) | 11/22/2023 | 5297100 |
| 4985000 | VTR Comunicaciones S.p.A. | 5.13% | 01/15/2028 | 3103821 |
| 2000000 | VTR Finance NV | 6.38% | 07/15/2028 | 775592 |
|  **Total Foreign Corporate Bonds** (Cost $646,298,418) | **Total Foreign Corporate Bonds** (Cost $646,298,418) | **Total Foreign Corporate Bonds** (Cost $646,298,418) | **Total Foreign Corporate Bonds** (Cost $646,298,418) | 598993442 |
|  **Foreign Government Bonds, Foreign Agencies and Foreign Government Sponsored Corporations - 0.9%** | **Foreign Government Bonds, Foreign Agencies and Foreign Government Sponsored Corporations - 0.9%** | **Foreign Government Bonds, Foreign Agencies and Foreign Government Sponsored Corporations - 0.9%** | **Foreign Government Bonds, Foreign Agencies and Foreign Government Sponsored Corporations - 0.9%** | **Foreign Government Bonds, Foreign Agencies and Foreign Government Sponsored Corporations - 0.9%** |
| 5586000 | Banco Nacional de Comercio Exterior (5 Year CMT Rate + 2.00%) | 2.72% | 08/11/2031 | 4680681 |
| 4530000 | BOC Aviation Corporation | 1.63 % (a) | 04/29/2024 | 4302049 |
| 4200000 | Chile Government International Bond | 3.13% | 01/21/2026 | 3988706 |
| 18000000 | Colombia Government International Bond | 4.50% | 01/28/2026 | 16976683 |
| 5000000 | Panama Government International Bond | 3.75% | 03/16/2025 | 4844506 |
| 4000000 | Perusahaan Penerbit SBSN Indonesia III | 1.50 % (a) | 06/09/2026 | 3637500 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 9500000 | Peruvian Government International Bond | 2.39% | 01/23/2026 | 8763392 |
| 5000000 | Republic of South Africa Government Bond | 4.67% | 01/17/2024 | 4934850 |
| 1800000 | Republic of South Africa Government Bond | 4.88% | 04/14/2026 | 1748277 |
|  **Total Foreign Government Bonds, Foreign Agencies and Foreign Government Sponsored Corporations**<br> (Cost $58,853,468) | **Total Foreign Government Bonds, Foreign Agencies and Foreign Government Sponsored Corporations**<br> (Cost $58,853,468) | **Total Foreign Government Bonds, Foreign Agencies and Foreign Government Sponsored Corporations**<br> (Cost $58,853,468) | **Total Foreign Government Bonds, Foreign Agencies and Foreign Government Sponsored Corporations**<br> (Cost $58,853,468) | 53876644 |
|  **Non-Agency Commercial Mortgage Backed Obligations - 14.4%** | **Non-Agency Commercial Mortgage Backed Obligations - 14.4%** | **Non-Agency Commercial Mortgage Backed Obligations - 14.4%** | **Non-Agency Commercial Mortgage Backed Obligations - 14.4%** | **Non-Agency Commercial Mortgage Backed Obligations - 14.4%** |
| 5000000 | ACRE Commercial Mortgage Ltd., Series 2021-FL4-AS (1 Month LIBOR USD + 1.10%, 1.10% Floor) | 5.44 % (a) | 12/18/2037 | 4884845 |
| 16793000 | ACREC Ltd., Series 2021-FL1-A (1 Month LIBOR USD + 1.15%, 1.15% Floor) | 5.48 % (a) | 10/16/2036 | 16040741 |
| 14340000 | Arbor Multifamily Mortgage Securities Trust, Series 2021-MF2-A2 | 2.02 % (a) | 06/15/2054 | 12744312 |
| 16415000 | Arbor Realty Ltd., Series 2020-FL1-AS (Secured Overnight Financing Rate 1 Month + 1.51%, 1.40% Floor) | 5.85 % (a) | 02/15/2035 | 15995465 |
| 5000000 | Arbor Realty Ltd., Series 2021-FL1-AS (1 Month LIBOR USD + 1.20%, 1.20% Floor) | 5.47 % (a) | 12/15/2035 | 4605740 |
| 3000000 | Arbor Realty Ltd., Series 2021-FL2-A (1 Month LIBOR USD + 1.10%, 1.10% Floor) | 5.42 % (a) | 05/15/2036 | 2924496 |
| 2579000 | Atrium Hotel Portfolio Trust, Series 2018-ATRM-A (1 Month LIBOR USD + 0.95%, 0.95% Floor) | 5.27 % (a) | 06/15/2035 | 2491910 |
| 32485496 | Bank of America Merrill Lynch Commercial Mortgage Trust, Series 2016-UB10-XA | 1.74 % (b)(d) | 07/15/2049 | 1400521 |
| 74249817 | BANK, Series 2017-BNK5-XA | 0.95 % (b)(d) | 06/15/2060 | 2370091 |
| 93378470 | BANK, Series 2017-BNK6-XA | 0.77 % (b)(d) | 07/15/2060 | 2471196 |
| 21499268 | BANK, Series 2019-BN20-XA | 0.81 % (b)(d) | 09/15/2062 | 894262 |
| 192694188 | BANK, Series 2020-BN26-XA | 1.23 % (b)(d) | 03/15/2063 | 11889231 |
| 80869135 | BBCMS Mortgage Trust, Series 2017-C1-XA | 1.46 % (b)(d) | 02/15/2050 | 3782104 |
| 3389247 | BBCMS Mortgage Trust, Series 2018-BXH-A (1 Month LIBOR USD + 1.00%, 1.00% Floor) | 5.32 % (a) | 10/15/2037 | 3263698 |
| 17989000 | BBCMS Mortgage Trust, Series 2018-TALL-A (1 Month LIBOR USD + 0.72%, 0.72% Floor) | 5.04 % (a) | 03/15/2037 | 16654240 |
| 10696000 | BBCMS Mortgage Trust, Series 2018-TALL-B (1 Month LIBOR USD + 0.97%, 0.97% Floor) | 5.29 % (a) | 03/15/2037 | 9171702 |
| 118724965 | BBCMS Mortgage Trust, Series 2020-C6-XA | 1.05 % (b)(d) | 02/15/2053 | 6199070 |
| 59000000 | BBCMS Mortgage Trust, Series 2020-C6-XB | 0.68 % (b)(d) | 02/15/2053 | 2381895 |
| 62132 | BDS Ltd., Series 2019-FL4-A (1 Month LIBOR USD + 1.10%, 1.10% Floor) | 5.43 % (a) | 08/15/2036 | 62225 |
| 94566520 | Benchmark Mortgage Trust, Series 2018-B1-XA | 0.53 % (b)(d) | 01/15/2051 | 1878432 |
| 175261463 | Benchmark Mortgage Trust, Series 2020-B16-XA | 0.93 % (b)(d) | 02/15/2053 | 8474330 |
| 35720000 | Benchmark Mortgage Trust, Series 2020-IG1-XB | 0.13 % (b)(d) | 09/15/2043 | 361736 |
| 8789000 | BPR Trust, Series 2021-TY-A (1 Month LIBOR USD + 1.05%, 1.05% Floor) | 5.37 % (a) | 09/15/2038 | 8298803 |
| 16859000 | BRSP Ltd., Series 2021-FL1-A (1 Month LIBOR USD + 1.15%, 1.15% Floor) | 5.49 % (a) | 08/19/2038 | 16375298 |
| 20000000 | BSPRT Issuer Ltd., Series 2021-FL6-A (1 Month LIBOR USD + 1.10%, 1.10% Floor) | 5.42 % (a) | 03/15/2036 | 19489980 |
| 13851000 | BSPRT Issuer Ltd., Series 2021-FL7-A (1 Month LIBOR USD + 1.32%, 1.32% Floor) | 5.64 % (a) | 12/15/2038 | 13296808 |
| 16852000 | BSREP Commercial Mortgage Trust, Series 2021-DC-A (1 Month LIBOR USD + 0.95%, 0.95% Floor) | 5.27 % (a) | 08/15/2038 | 15854360 |
| 170954 | BX Trust, Series 2018-EXCL-C (1 Month LIBOR USD + 1.98%, 1.98% Floor) | 6.29 % (a) | 09/15/2037 | 166450 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 6013905 | BX Trust, Series 2019-MMP-C (1 Month LIBOR USD + 1.45%, 1.45% Floor) | 5.77 % (a) | 08/15/2036 | 5883870 |
| 4314362 | BX Trust, Series 2021-21M-A (1 Month LIBOR USD + 0.73%, 0.73% Floor) | 5.05 % (a) | 10/15/2036 | 4151897 |
| 16263000 | BX Trust, Series 2021-VIEW-A (1 Month LIBOR USD + 1.28%, 1.28% Floor) | 5.60 % (a) | 06/15/2036 | 15503537 |
| 16787000 | BX Trust, Series 2021-VOLT-B (1 Month LIBOR USD + 0.95%, 0.95% Floor) | 5.27 % (a) | 09/15/2036 | 15860207 |
| 15561399 | BX Trust, Series 2021-XL2-B (1 Month LIBOR USD + 1.00%, 1.00% Floor) | 5.32 % (a) | 10/15/2038 | 14849610 |
| 11749000 | BXHPP Trust, Series 2021-FILM-B (1 Month LIBOR USD + 0.90%, 0.90% Floor) | 5.22 % (a) | 08/15/2036 | 10703354 |
| 7749000 | BXHPP Trust, Series 2021-FILM-C (1 Month LIBOR USD + 1.10%, 1.10% Floor) | 5.42 % (a) | 08/15/2036 | 6993177 |
| 1155480 | BXMT Ltd., Series 2020-FL2-A (Secured Overnight Financing Rate 1 Month + 1.01%, 0.90% Floor) | 5.34 % (a) | 02/15/2038 | 1130151 |
| 20000000 | BXMT Ltd., Series 2021-FL4-A (1 Month LIBOR USD + 1.05%, 1.05% Floor) | 5.37 % (a) | 05/15/2038 | 19553760 |
| 20908856 | CD Commercial Mortgage Trust, Series 2017-CD4-XA | 1.23 % (b)(d) | 05/10/2050 | 829289 |
| 42452000 | CFCRE Commercial Mortgage Trust, Series 2017-C8-XB | 0.90 % (b)(d) | 06/15/2050 | 1427049 |
| 116365000 | CFK Trust, Series 2020-MF2-X | 0.77 % (a)(b)(d) | 03/15/2039 | 3279084 |
| 11843170 | CHCP Ltd., Series 2021-FL1-A (Secured Overnight Financing Rate 1 Month + 1.16%, 1.05% Floor) | 5.49 % (a) | 02/15/2038 | 11689753 |
| 4590000 | CHCP Ltd., Series 2021-FL1-AS (Secured Overnight Financing Rate 1 Month + 1.41%, 1.30% Floor) | 5.74 % (a) | 02/15/2038 | 4396605 |
| 1294184 | Citigroup Commercial Mortgage Trust, Series 2014-FL2-A (1 Month LIBOR USD + 1.85%, 1.85% Floor) | 6.17 % (a) | 11/15/2031 | 1258468 |
| 30750605 | Citigroup Commercial Mortgage Trust, Series 2016-GC36-XA | 1.21 % (b)(d) | 02/10/2049 | 867336 |
| 52867947 | Citigroup Commercial Mortgage Trust, Series 2016-P3-XA | 1.66 % (b)(d) | 04/15/2049 | 2019445 |
| 9000000 | Citigroup Commercial Mortgage Trust, Series 2018-TBR-A (1 Month LIBOR USD + 0.83%, 0.83% Floor) | 5.27 % (a) | 12/15/2036 | 8822396 |
| 179000 | Citigroup Commercial Mortgage Trust, Series 2018-TBR-D (1 Month LIBOR USD + 1.80%, 1.80% Floor) | 6.24 % (a) | 12/15/2036 | 170881 |
| 242000 | Citigroup Commercial Mortgage Trust, Series 2019-PRM-D | 4.35 % (a) | 05/10/2036 | 239461 |
| 626883 | CLNC Ltd., Series 2019-FL1-A (Secured Overnight Financing Rate 1 Month + 1.36%, 1.25% Floor) | 5.69 % (a) | 08/20/2035 | 611000 |
| 16415000 | CLNC Ltd., Series 2019-FL1-AS (Secured Overnight Financing Rate 1 Month + 1.66%, 1.55% Floor) | 5.99 % (a) | 08/20/2035 | 15936289 |
| 95649686 | Commercial Mortgage Pass-Through Trust, Series 2013-CR12-XA | 1.06 % (b)(d) | 10/10/2046 | 510568 |
| 1539729 | Commercial Mortgage Pass-Through Trust, Series 2014-FL5-D (1 Month LIBOR USD + 4.00%, 4.00% Floor) | 8.32 % (a) | 10/15/2031 | 1546848 |
| 143197198 | Commercial Mortgage Pass-Through Trust, Series 2015-CR25-XA | 0.80 % (b)(d) | 08/10/2048 | 2461846 |
| 21308000 | Commercial Mortgage Pass-Through Trust, Series 2018-HCLV-A (1 Month LIBOR USD + 1.10%, 1.00% Floor) | 5.42 % (a) | 09/15/2033 | 20029955 |
| 90634761 | CSAIL Commercial Mortgage Trust, Series 2017-C8-XA | 1.10 % (b)(d) | 06/15/2050 | 3240972 |
| 13623587 | CSAIL Commercial Mortgage Trust, Series 2017-CX9-XA | 0.66 % (b)(d) | 09/15/2050 | 247708 |
| 12925000 | DBCG Mortgage Trust, Series 2017-BBG-B (1 Month LIBOR USD + 0.85%, 0.85% Floor) | 5.17 % (a) | 06/15/2034 | 12576154 |
| 700000 | DBJPM Mortgage Trust, Series 2016-C3-A5 | 2.89% | 08/10/2049 | 641168 |
| 21790563 | EQUS Mortgage Trust, Series 2021-EQAZ-A (1 Month LIBOR USD + 0.75%, 0.76% Floor) | 5.07 % (a) | 10/15/2038 | 21004948 |
| 4139055 | Extended Stay America Trust, Series 2021-ESH-A (1 Month LIBOR USD + 1.08%, 1.08% Floor) | 5.40 % (a) | 07/15/2038 | 4025956 |

---

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| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 7996292 | FS Rialto, Series 2019-FL1-A (1 Month LIBOR USD + 1.20%, 1.20% Floor) | 5.53 % (a) | 12/16/2036 | 7966777 |
| 20500000 | FS Rialto, Series 2021-FL2-A (1 Month LIBOR USD + 1.22%, 1.22% Floor) | 5.55 % (a) | 05/16/2038 | 19663682 |
| 7789000 | FS Rialto, Series 2021-FL3-A (1 Month LIBOR USD + 1.25%, 1.25% Floor) | 5.58 % (a) | 11/16/2036 | 7454353 |
| 4852604 | GPMT Ltd., Series 2021-FL3-A (1 Month LIBOR USD + 1.25%, 1.25% Floor) | 5.59 % (a) | 07/16/2035 | 4740911 |
| 11853000 | Greystone Commercial Real Estate Notes, Series 2021-FL3-A (1 Month LIBOR USD + 1.02%, 1.02% Floor) | 5.34 % (a) | 07/15/2039 | 11361978 |
| 2615000 | GS Mortgage Securities Corporation Trust, Series 2018-TWR-A (1 Month LIBOR USD + 1.15%, 0.90% Floor) | 5.47 % (a) | 07/15/2031 | 2497115 |
| 9296000 | GS Mortgage Securities Corporation Trust, Series 2021-IP-A (1 Month LIBOR USD + 0.95%, 0.95% Floor) | 5.27 % (a) | 10/15/2036 | 8687942 |
| 106899995 | GS Mortgage Securities Trust, Series 2017-GS6-XA | 1.01 % (b)(d) | 05/10/2050 | 3804346 |
| 126837828 | GS Mortgage Securities Trust, Series 2017-GS7-XA | 1.08 % (b)(d) | 08/10/2050 | 4533463 |
| 141521621 | GS Mortgage Securities Trust, Series 2017-GS8-XA | 0.95 % (b)(d) | 11/10/2050 | 4818755 |
| 54750057 | GS Mortgage Securities Trust, Series 2019-GC42-XA | 0.81 % (b)(d) | 09/01/2052 | 2125260 |
| 5347753 | HGI CRE Ltd., Series 2021-FL1-A (1 Month LIBOR USD + 1.05%, 1.05% Floor) | 5.38 % (a) | 06/16/2036 | 5149929 |
| 9505999 | JP Morgan Chase Commercial Mortgage Securities Trust, Series 2014-C20-XA | 0.81 % (b)(d) | 07/15/2047 | 56911 |
| 56920547 | JP Morgan Chase Commercial Mortgage Securities Trust, Series 2016-JP4-XA | 0.59 % (b)(d) | 12/15/2049 | 975630 |
| 5012759 | JP Morgan Chase Commercial Mortgage Securities Trust, Series 2019-MFP-A (1 Month LIBOR USD + 0.96%, 0.96% Floor) | 5.28 % (a) | 07/15/2036 | 4865987 |
| 59178200 | JP Morgan Chase Commercial Mortgage Securities Trust, Series 2020-ACE-XA | 0.34 % (a)(b)(d) | 01/10/2037 | 354359 |
| 117285000 | JP Morgan Chase Commercial Mortgage Securities Trust, Series 2020-MKST-XCP | 0.00 % (a)(b)(d) | 12/15/2036 | 1173 |
| 2550000 | JPMBB Commercial Mortgage Securities Trust, Series 2014-C25-B | 4.35 % (b) | 11/15/2047 | 2362556 |
| 53157732 | JPMBB Commercial Mortgage Securities Trust, Series 2015-C32-XA | 1.11 % (b)(d) | 11/15/2048 | 927874 |
| 300000 | JPMBB Commercial Mortgage Securities Trust, Series 2016-C1-A5 | 3.58% | 03/17/2049 | 283718 |
| 25191682 | JPMCC Commercial Mortgage Securities Trust, Series 2019-COR5-XA | 1.47 % (b)(d) | 06/13/2052 | 1568860 |
| 7664000 | KREF Ltd., Series 2021-FL2-A (1 Month LIBOR USD + 1.07%, 1.07% Floor) | 5.40 % (a) | 02/15/2039 | 7431344 |
| 12862000 | LCCM Trust, Series 2021-FL2-A (1 Month LIBOR USD + 1.20%, 1.20% Floor) | 5.52 % (a) | 12/13/2038 | 12486854 |
| 10000000 | LCCM Trust, Series 2021-FL3-A (1 Month LIBOR USD + 1.45%, 1.45% Floor) | 5.77 % (a) | 11/15/2038 | 9751230 |
| 5652078 | Life Mortgage Trust, Series 2021-BMR-A (1 Month LIBOR USD + 0.70%, 0.70% Floor) | 5.02 % (a) | 03/15/2038 | 5480083 |
| 15966408 | LoanCore Issuer Ltd., Series 2019-CRE2-AS (1 Month LIBOR USD + 1.50%, 1.50% Floor) | 5.82 % (a) | 05/15/2036 | 15594534 |
| 11702648 | LoanCore Issuer Ltd., Series 2019-CRE3-AS (1 Month LIBOR USD + 1.37%, 1.37% Floor) | 5.69 % (a) | 04/15/2034 | 11691554 |
| 9200000 | LoanCore Issuer Ltd., Series 2021-CRE5-A (1 Month LIBOR USD + 1.30%, 1.30% Floor) | 5.62 % (a) | 07/15/2036 | 8868239 |
| 51416300 | LSTAR Commercial Mortgage Trust, Series 2017-5-X | 0.79 % (a)(b)(d) | 03/10/2050 | 1055340 |
| 13700000 | Lument Finance Trust, Inc., Series 2021-FL1-A (1 Month LIBOR USD + 1.17%, 1.17% Floor) | 5.49 % (a) | 06/15/2039 | 13331771 |

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| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 15750000 | MF1 Ltd., Series 2021-FL6-A (1 Month LIBOR USD + 1.10%, 1.10% Floor) | 5.43 % (a) | 07/16/2036 | 15155516 |
| 5000000 | MF1 Ltd., Series 2022-FL8-A (Secured Overnight Financing Rate 30 Day Average + 1.35%, 1.35% Floor) | 5.18 % (a) | 02/19/2037 | 4811528 |
| 2434647 | MF1 Multifamily Housing Mortgage Loan Trust, Series 2021-FL5-A (Secured Overnight Financing Rate 1 Month + 0.96%, 0.85% Floor) | 5.30 % (a) | 07/15/2036 | 2366338 |
| 10343000 | MF1 Multifamily Housing Mortgage Loan Trust, Series 2021-FL5-AS (Secured Overnight Financing Rate 1 Month + 1.31%, 1.20% Floor) | 5.65 % (a) | 07/15/2036 | 10008931 |
| 5652138 | MHP, Series 2022-MHIL-A (Secured Overnight Financing Rate 1 Month + 0.81%, 0.82% Floor) | 5.15 % (a) | 01/15/2027 | 5421031 |
| 14077000 | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2014-C19-LNCX | 0.60 % (a)(b)(d) | 12/15/2046 | 126203 |
| 1121858 | Morgan Stanley Capital Trust, Series 2006-HQ10-X1 | 0.40 % (a)(b)(d) | 11/12/2041 | 7953 |
| 60472671 | Morgan Stanley Capital Trust, Series 2017-H1-XA | 1.33 % (b)(d) | 06/15/2050 | 2275593 |
| 711000 | Morgan Stanley Capital Trust, Series 2018-SUN-A (1 Month LIBOR USD + 0.90%, 0.90% Floor) | 5.22 % (a) | 07/15/2035 | 697479 |
| 7895000 | Morgan Stanley Capital Trust, Series 2019-PLND-D (1 Month LIBOR USD + 1.75%, 1.75% Floor) | 6.07 % (a) | 05/15/2036 | 6974596 |
| 18374239 | Morgan Stanley Capital Trust, Series 2021-ILP-A (1 Month LIBOR USD + 0.78%, 0.78% Floor) | 5.10 % (a) | 11/15/2023 | 17688959 |
| 14862000 | Morgan Stanley Capital Trust, Series 2021-L6-A2 | 2.13 % (b) | 06/15/2054 | 13258337 |
| 6357692 | Natixis Commercial Mortgage Securities Trust, Series 2018-FL1-A (1 Month LIBOR USD + 0.95%, 0.95% Floor) | 5.27 % (a) | 06/15/2035 | 6142994 |
| 19570000 | NLY Commercial Mortgage Trust, Series 2019-FL2-AS (1 Month LIBOR USD + 1.60%, 1.60% Floor) | 5.92 % (a) | 02/15/2036 | 19247095 |
| 1755808 | PFP Ltd., Series 2021-7-A (1 Month LIBOR USD + 0.85%, 0.85% Floor) | 5.17 % (a) | 04/14/2038 | 1722047 |
| 9999501 | PFP Ltd., Series 2021-7-AS (1 Month LIBOR USD + 1.15%, 1.15% Floor) | 5.47 % (a) | 04/14/2038 | 9450108 |
| 7325497 | PFP Ltd., Series 2021-8-A (1 Month LIBOR USD + 1.00%, 1.00% Floor) | 5.33 % (a) | 08/09/2037 | 7045026 |
| 16492568 | SMR Mortgage Trust, Series 2022-IND-A (Secured Overnight Financing Rate 1 Month + 1.65%, 1.65% Floor) | 5.99 % (a) | 02/15/2039 | 15622519 |
| 9803000 | SREIT Trust, Series 2021-MFP-A (1 Month LIBOR USD + 0.73%, 0.73% Floor) | 5.05 % (a) | 11/15/2038 | 9443029 |
| 12887000 | STWD Ltd., Series 2019-FL1-AS (Secured Overnight Financing Rate 1 Month + 1.51%, 1.40% Floor) | 5.84 % (a) | 07/15/2038 | 12666581 |
| 8900000 | STWD Ltd., Series 2021-FL2-A (1 Month LIBOR USD + 1.20%, 1.20% Floor) | 5.53 % (a) | 04/18/2038 | 8607653 |
| 16923000 | TRTX Issuer Ltd., Series 2019-FL3-AS (Secured Overnight Financing Rate 1 Month + 1.56%, 1.45% Floor) | 5.89 % (a) | 10/15/2034 | 16892065 |
| 17000000 | TRTX Issuer Ltd., Series 2021-FL4-A (1 Month LIBOR USD + 1.20%, 1.20% Floor) | 5.53 % (a) | 03/15/2038 | 16487807 |
| 5349605 | TTAN, Series 2021-MHC-A (1 Month LIBOR USD + 0.85%, 0.85% Floor) | 5.17 % (a) | 03/15/2038 | 5189232 |
| 53408994 | UBS Commercial Mortgage Trust, Series 2017-C1-XA | 1.52 % (b)(d) | 06/15/2050 | 2685912 |
| 88788730 | UBS Commercial Mortgage Trust, Series 2017-C3-XA | 1.12 % (b)(d) | 08/15/2050 | 2922543 |
| 96177427 | UBS Commercial Mortgage Trust, Series 2018-C8-XA | 0.84 % (b)(d) | 02/15/2051 | 3255837 |
| 24991524 | Wells Fargo Commercial Mortgage Trust, Series 2015-LC22-XA | 0.76 % (b)(d) | 09/15/2058 | 404565 |
| 175210808 | Wells Fargo Commercial Mortgage Trust, Series 2019-C51-XA | 1.33 % (b)(d) | 06/15/2052 | 10224339 |
| 15309109 | Wells Fargo Commercial Mortgage Trust, Series 2020-C58-XA | 1.87 % (b)(d) | 07/15/2053 | 1507463 |

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| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 11851000 | Wells Fargo Commercial Mortgage Trust, Series 2021-C60-A2 | 2.04% | 08/15/2054 | 10613858 |
| 5081432 | Wells Fargo Commercial Mortgage Trust, Series 2021-SAVE-A (1 Month LIBOR USD + 1.15%, 1.15% Floor) | 5.47 % (a) | 02/15/2040 | 4762249 |
| 5081432 | Wells Fargo Commercial Mortgage Trust, Series 2021-SAVE-B (1 Month LIBOR USD + 1.45%, 1.45% Floor) | 5.77 % (a) | 02/15/2040 | 4615255 |
|  **Total Non-Agency Commercial Mortgage Backed Obligations** (Cost $969,259,568) | **Total Non-Agency Commercial Mortgage Backed Obligations** (Cost $969,259,568) | **Total Non-Agency Commercial Mortgage Backed Obligations** (Cost $969,259,568) | **Total Non-Agency Commercial Mortgage Backed Obligations** (Cost $969,259,568) | 845079852 |
|  **Non-Agency Residential Collateralized Mortgage Obligations - 14.1%** | **Non-Agency Residential Collateralized Mortgage Obligations - 14.1%** | **Non-Agency Residential Collateralized Mortgage Obligations - 14.1%** | **Non-Agency Residential Collateralized Mortgage Obligations - 14.1%** | **Non-Agency Residential Collateralized Mortgage Obligations - 14.1%** |
| 17157277 | Angel Oak Mortgage Trust LLC, Series 2021-7-A1 | 1.98 % (a)(b) | 10/25/2066 | 14030243 |
| 5986927 | Arroyo Mortgage Trust, Series 2019-3-A2 | 3.21 % (a)(b) | 10/25/2048 | 5509770 |
| 3235630 | Arroyo Mortgage Trust, Series 2019-3-A3 | 3.42 % (a)(b) | 10/25/2048 | 2978805 |
| 361398 | Banc of America Mortgage Trust, Series 2005-E-2A1 | 3.31 % (b) | 06/25/2035 | 302611 |
| 510868 | BCAP LLC Trust, Series 2011-RR1-8A3 | 4.84 % (a)(b) | 09/30/2056 | 390703 |
| 1360492 | Bear Stearns Adjustable Rate Mortgage Trust, Series 2003-9-4A1 | 3.46 % (b) | 02/25/2034 | 1333303 |
| 159313 | Bear Stearns Asset Backed Securities Trust, Series 2004-AC2-2A | 5.00% | 05/25/2034 | 137870 |
| 5556150 | BRAVO Residential Funding Trust, Series 2020-RPL1-A1 | 2.50 % (a)(b) | 05/26/2059 | 5268393 |
| 14309586 | BRAVO Residential Funding Trust, Series 2021-A-A1 | 1.99 % (a)(f) | 10/25/2059 | 13642144 |
| 19603544 | BRAVO Residential Funding Trust, Series 2021-B-A1 | 2.12 % (a)(f) | 04/01/2069 | 18546382 |
| 7437118 | BRAVO Residential Funding Trust, Series 2022-RPL1-A1 | 2.75 % (a)(b) | 09/25/2061 | 6449369 |
| 2344166 | Carrington Mortgage Loan Trust, Series 2006-NC3-A3 (1 Month LIBOR USD + 0.15%, 0.15% Floor, 12.50% Cap) | 4.54% | 08/25/2036 | 2202859 |
| 438989 | CHL Mortgage Pass-Through Trust, Series 2004-HYB9-1A1 | 3.67 % (b) | 02/20/2035 | 435624 |
| 4201361 | CHL Mortgage Pass-Through Trust, Series 2005-3-1A2 (1 Month LIBOR USD + 0.58%, 0.58% Floor) | 4.97% | 04/25/2035 | 3628089 |
| 368657 | Citigroup Mortgage Loan Trust, Inc., Series 2006-AR1-2A1 (1 Year CMT Rate + 2.40%, 2.40% Floor, 9.87% Cap) | 6.38% | 03/25/2036 | 335196 |
| 23948107 | Citigroup Mortgage Loan Trust, Series 2019-E-A1 | 6.23 % (a)(f) | 11/25/2070 | 23603994 |
| 2197585 | Citigroup Mortgage Loan Trust, Series 2020-EXP1-A1A | 1.80 % (a)(b) | 05/25/2060 | 2003574 |
| 1121411 | COLT Mortgage Loan Trust, Series 2020-2-A1 | 1.85 % (a)(b) | 03/25/2065 | 1098832 |
| 5898746 | COLT Mortgage Loan Trust, Series 2021-1R-A1 | 0.86 % (a)(b) | 05/25/2065 | 4974764 |
| 6297508 | COLT Mortgage Loan Trust, Series 2021-5-A1 | 1.73 % (a)(b) | 11/26/2066 | 5332828 |
| 17022850 | COLT Mortgage Loan Trust, Series 2021-RPL1-A1 | 1.67 % (a)(b) | 09/25/2061 | 15222675 |
| 26475 | Credit Suisse First Boston Mortgage Securities Corporation, Series 2005-11-5A1 | 5.25% | 06/25/2026 | 17466 |
| 33137552 | Credit Suisse Mortgage-Backed Trust, Series 2019-RP10-A1 | 2.96 % (a)(b) | 12/26/2059 | 32719191 |
| 3170075 | Credit Suisse Mortgage-Backed Trust, Series 2022-NQM5-A1 | 5.17 % (a)(b) | 05/25/2067 | 3098241 |
| 12219978 | CSMC Trust, Series 2020-RPL3-A1 | 2.69 % (a)(b) | 03/25/2060 | 11700496 |
| 2254626 | CSMC Trust, Series 2021-NQM1-A2 | 0.99 % (a)(b) | 05/25/2065 | 1903470 |
| 3757710 | CSMC Trust, Series 2021-NQM1-A3 | 1.20 % (a)(b) | 05/25/2065 | 3180426 |
| 8571678 | CSMC Trust, Series 2021-NQM5-A3 | 1.35 % (a)(b) | 05/25/2066 | 6424459 |
| 5555686 | CSMC Trust, Series 2021-RPL4-A1 | 1.80 % (a)(b) | 12/27/2060 | 5102698 |
| 18609780 | CSMC Trust, Series 2022-NQM1-A1 | 2.27 % (a)(b) | 11/25/2066 | 16051978 |
| 1530635 | Ellington Financial Mortgage Trust, Series 2020-1-A1 | 2.01 % (a)(b) | 05/25/2065 | 1481741 |
| 1849844 | First Horizon Mortgage Pass-Through Trust, Series 2007-AR2-1A1 | 3.80 % (b) | 08/25/2037 | 651158 |
| 3734389 | GCAT Trust, Series 2020-3-A1 | 2.98 % (a)(f) | 09/25/2025 | 3617390 |
| 5841603 | GCAT Trust, Series 2022-NQM4-A1 | 5.27 % (a)(f) | 08/25/2067 | 5719307 |
| 1214455 | GS Mortgage-Backed Securities Trust, Series 2019-SL1-A1 | 2.63 % (a)(b) | 01/25/2059 | 1209427 |
| 2406879 | GSR Mortgage Loan Trust, Series 2005-9F-2A2 | 6.00% | 01/25/2036 | 1230809 |

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| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 320808 | GSR Mortgage Loan Trust, Series 2005-AR7-3A1 | 4.05 % (b) | 11/25/2035 | 294360 |
| 13020474 | Homeward Opportunities Fund Trust, Series 2022-1-A1 | 5.08 % (a)(f) | 07/25/2067 | 12672690 |
| 25333 | JP Morgan Alternative Loan Trust, Series 2006-S4-A6 | 6.21% | 12/25/2036 | 24310 |
| 17232427 | Legacy Mortgage Asset Trust, Series 2019-GS7-A1 | 6.25 % (a)(f) | 11/25/2059 | 17218958 |
| 10942456 | Legacy Mortgage Asset Trust, Series 2020-GS5-A1 | 3.25 % (a)(f) | 06/25/2060 | 10781399 |
| 1883207 | Legacy Mortgage Asset Trust, Series 2020-SL1-A | 2.73 % (a)(f) | 01/25/2060 | 1842688 |
| 1040280 | Legacy Mortgage Asset Trust, Series 2021-GS1-A1 | 1.89 % (a)(f) | 10/25/2066 | 955721 |
| 11736059 | Legacy Mortgage Asset Trust, Series 2021-GS2-A1 | 1.75 % (a)(f) | 04/25/2061 | 10666041 |
| 20567988 | Legacy Mortgage Asset Trust, Series 2021-GS3-A1 | 1.75 % (a)(f) | 07/25/2061 | 18692794 |
| 26804928 | Legacy Mortgage Asset Trust, Series 2021-GS4-A1 | 1.65 % (a)(f) | 11/25/2060 | 24095531 |
| 6310075 | Legacy Mortgage Asset Trust, Series 2021-SL1-A | 1.99 % (a)(b) | 09/25/2060 | 6191425 |
| 20800000 | LHOME Mortgage Trust, Series 2021-RTL1-A1 | 2.09 % (a)(b) | 02/25/2026 | 19779408 |
| 1790913 | MASTR Adjustable Rate Mortgages Trust, Series 2006-2-2A1 | 3.96 % (b) | 04/25/2036 | 1009762 |
| 682703 | Merrill Lynch Mortgage Investors Trust, Series 2005-3-2A | 3.51 % (b) | 11/25/2035 | 644595 |
| 2872089 | MFA Trust, Series 2021-NPL1-A1 | 2.36 % (a)(f) | 03/25/2060 | 2709106 |
| 11872651 | MFA Trust, Series 2021-NQM2-A1 | 1.03 % (a)(b) | 11/25/2064 | 9694670 |
| 1538073 | MFA Trust, Series 2021-NQM2-A2 | 1.32 % (a)(b) | 11/25/2064 | 1223583 |
| 3653604 | Mill City Mortgage Loan Trust, Series 2017-3-A1 | 2.75 % (a)(b) | 01/25/2061 | 3535513 |
| 7105 | Morgan Stanley Mortgage Loan Trust, Series 2004-1-1A1 | 5.00% | 11/25/2033 | 5315 |
| 1542142 | OBX Trust, Series 2018-1-A2 (1 Month LIBOR USD + 0.65%, 0.00% Floor) | 5.04 % (a) | 06/25/2057 | 1457337 |
| 11104364 | OBX Trust, Series 2022-NQM1-A1 | 2.31 % (a)(b) | 11/25/2061 | 9567154 |
| 2880903 | OBX Trust, Series 2022-NQM7-A1 | 5.11 % (a)(f) | 08/25/2062 | 2831132 |
| 11061217 | Pretium Mortgage Credit Partners LLC, Series 2021-NPL1-A1 | 2.24 % (a)(f) | 09/27/2060 | 10128267 |
| 3795861 | Pretium Mortgage Credit Partners LLC, Series 2021-NPL2-A1 | 1.99 % (a)(f) | 06/27/2060 | 3366614 |
| 30277396 | Pretium Mortgage Credit Partners LLC, Series 2021-NPL3-A1 | 1.87 % (a)(f) | 07/25/2051 | 26873629 |
| 18963499 | Pretium Mortgage Credit Partners LLC, Series 2021-RN1-A1 | 1.99 % (a)(f) | 02/25/2061 | 17186942 |
| 6227031 | Pretium Mortgage Credit Partners LLC, Series 2021-RN2-A1 | 1.74 % (a)(f) | 07/25/2051 | 5652475 |
| 20315784 | Pretium Mortgage Credit Partners LLC, Series 2021-RN3-A1 | 1.84 % (a)(f) | 09/25/2051 | 18207200 |
| 7536487 | PRPM LLC, Series 2020-4-A1 | 2.95 % (a)(f) | 10/25/2025 | 7295150 |
| 16498216 | PRPM LLC, Series 2021-1-A1 | 2.12 % (a)(b) | 01/25/2026 | 15502537 |
| 12302836 | PRPM LLC, Series 2021-2-A1 | 2.12 % (a)(b) | 03/25/2026 | 11385763 |
| 13056606 | PRPM LLC, Series 2021-3-A1 | 1.87 % (a)(f) | 04/25/2026 | 11706077 |
| 15761293 | PRPM LLC, Series 2021-4-A1 | 1.87 % (a)(f) | 04/25/2026 | 14192264 |
| 11739804 | PRPM LLC, Series 2021-5-A1 | 1.79 % (a)(f) | 06/25/2026 | 10663158 |
| 15868782 | PRPM LLC, Series 2021-6-A1 | 1.79 % (a)(f) | 07/25/2026 | 14405492 |
| 28327621 | PRPM LLC, Series 2021-7-A1 | 1.87 % (a)(f) | 08/25/2026 | 25819978 |
| 4177290 | Securitized Asset Backed Receivables LLC Trust, Series 2006-NC1-A3 (1 Month LIBOR USD + 0.54%, 0.54% Floor) | 4.93% | 03/25/2036 | 3720788 |
| 732293 | Starwood Mortgage Residential Trust, Series 2020-3-A1 | 1.49 % (a)(b) | 04/25/2065 | 673605 |
| 27933018 | Starwood Mortgage Residential Trust, Series 2021-5-A1 | 1.92 % (a)(b) | 09/25/2066 | 22630602 |
| 97654 | Structured Asset Securities Corporation, Series 2003-24A-1A3 | 3.94 % (b) | 07/25/2033 | 94345 |
| 20310957 | Toorak Mortgage Corporation Ltd., Series 2020-1-A1 | 2.73 % (a)(f) | 03/25/2023 | 19677600 |
| 14668520 | VCAT LLC, Series 2021-NPL1-A1 | 2.29 % (a)(f) | 12/26/2050 | 13913314 |
| 6394695 | VCAT LLC, Series 2021-NPL3-A1 | 1.74 % (a)(f) | 05/25/2051 | 5571379 |
| 23053351 | VCAT LLC, Series 2021-NPL4-A1 | 1.87 % (a)(f) | 08/25/2051 | 20986615 |
| 9186725 | VCAT LLC, Series 2021-NPL5-A1 | 1.87 % (a)(f) | 08/25/2051 | 8096254 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 11780218 | VCAT LLC, Series 2021-NPL6-A1 | 1.92 % (a)(f) | 09/25/2051 | 10317309 |
| 2830593 | Velocity Commercial Capital Loan Trust, Series 2019-2-A | 3.13 % (a)(b) | 07/25/2049 | 2672160 |
| 6068998 | Velocity Commercial Capital Loan Trust, Series 2021-1-M1 | 1.79 % (a)(b) | 05/25/2051 | 4746848 |
| 23642186 | Velocity Commercial Capital Loan Trust, Series 2021-2-A | 1.52 % (a)(b) | 08/25/2051 | 19731026 |
| 5403936 | Velocity Commercial Capital Loan Trust, Series 2021-2-M1 | 1.82 % (a)(b) | 08/25/2051 | 4297376 |
| 1805267 | Verus Securitization Trust, Series 2020-2-A1 | 2.23 % (a)(b) | 05/25/2060 | 1737641 |
| 1700179 | Verus Securitization Trust, Series 2020-INV1-A1 | 1.98 % (a)(b) | 03/25/2060 | 1632330 |
| 8988749 | Verus Securitization Trust, Series 2021-4-A3 | 1.35 % (a)(b) | 07/25/2066 | 6743631 |
| 8170907 | Verus Securitization Trust, Series 2021-7-A1 | 1.83 % (a)(b) | 10/25/2066 | 6894303 |
| 14551680 | Verus Securitization Trust, Series 2022-INV1-A1 | 5.04 % (a)(f) | 08/25/2067 | 14323713 |
| 485056 | Verus Securitization Trust, Series 2022-INV1-A2 | 5.80 % (a)(f) | 08/25/2067 | 475869 |
| 9834600 | VOLT LLC, Series 2021-NP10-A1 | 1.99 % (a)(f) | 05/25/2051 | 8772585 |
| 23821250 | VOLT LLC, Series 2021-NP11-A1 | 1.87 % (a)(f) | 08/25/2051 | 20680530 |
| 15172884 | VOLT LLC, Series 2021-NPL1-A1 | 1.89 % (a)(f) | 02/27/2051 | 13173125 |
| 8833296 | VOLT LLC, Series 2021-NPL3-A1 | 2.24 % (a)(f) | 02/27/2051 | 8028998 |
| 7442753 | VOLT LLC, Series 2021-NPL5-A1 | 2.12 % (a)(f) | 03/27/2051 | 6783800 |
| 6330027 | VOLT LLC, Series 2021-NPL6-A1 | 2.24 % (a)(f) | 04/25/2051 | 5600698 |
| 27638530 | VOLT LLC, Series 2021-NPL8-A1 | 2.12 % (a)(f) | 04/25/2051 | 24569318 |
| 4019763 | VOLT LLC, Series 2021-NPL9-A1 | 1.99 % (a)(f) | 05/25/2051 | 3609450 |
| 154293 | Washington Mutual Mortgage Pass-Through Certificates Trust, Series 2002-AR16-A | 4.33 % (b) | 12/25/2032 | 144354 |
| 250608 | Wells Fargo Mortgage Backed Securities Trust, Series 2007-7-A36 | 6.00% | 06/25/2037 | 210362 |
|  **Total Non-Agency Residential Collateralized Mortgage Obligations** (Cost $918,611,425) | **Total Non-Agency Residential Collateralized Mortgage Obligations** (Cost $918,611,425) | **Total Non-Agency Residential Collateralized Mortgage Obligations** (Cost $918,611,425) | **Total Non-Agency Residential Collateralized Mortgage Obligations** (Cost $918,611,425) | 830325251 |
|  **US Corporate Bonds - 5.8%** | **US Corporate Bonds - 5.8%** | **US Corporate Bonds - 5.8%** | **US Corporate Bonds - 5.8%** | **US Corporate Bonds - 5.8%** |
| 1240000 | AbbVie, Inc. | 2.60% | 11/21/2024 | 1187150 |
| 4990000 | Amazon.com, Inc. | 4.60% | 12/01/2025 | 4983321 |
| 905000 | American Express Company | 3.38% | 05/03/2024 | 887048 |
| 1513000 | American Express Company (3 Month LIBOR USD + 0.65%) | 5.39% | 02/27/2023 | 1513020 |
| 2957000 | American Express Company (Secured Overnight Financing Rate + 0.93%) | 5.18% | 03/04/2025 | 2956081 |
| 7950000 | Athene Global Funding | 4.90 % (a)(c) | 05/24/2024 | 7812974 |
| 2355000 | Atmos Energy Corporation | 0.63% | 03/09/2023 | 2337849 |
| 1625000 | Avery Dennison Corporation | 0.85% | 08/15/2024 | 1517240 |
| 6979000 | Bank of America Corporation (3 Month LIBOR USD + 0.79%) | 5.56% | 03/05/2024 | 6975734 |
| 3530000 | Bank of America Corporation (Secured Overnight Financing Rate + 0.69%) | 4.64% | 04/22/2025 | 3486415 |
| 2870000 | Bank of America Corporation (Secured Overnight Financing Rate + 1.10%) | 5.07% | 04/25/2025 | 2854224 |
| 2195000 | Boeing Company | 4.51% | 05/01/2023 | 2191232 |
| 425000 | Boeing Company | 4.88% | 05/01/2025 | 422128 |
| 2535000 | Brighthouse Financial Global Funding | 0.60 % (a) | 06/28/2023 | 2472885 |
| 2470000 | Broadcom, Inc. | 3.15% | 11/15/2025 | 2342293 |
| 170000 | Broadcom, Inc. | 3.88% | 01/15/2027 | 161047 |
| 5145000 | Campbell Soup Company | 3.95% | 03/15/2025 | 5028745 |
| 2800000 | Capital One Financial Corporation (Secured Overnight Financing Rate + 2.16%) | 4.99% | 07/24/2026 | 2745051 |
| 7455000 | Cardinal Health, Inc. | 3.08% | 06/15/2024 | 7248081 |

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------

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| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 4345000 | Caterpillar Financial Services Corporation | 3.65% | 08/12/2025 | 4243162 |
| 5315000 | Charles Schwab Corporation | 5.30 % (c) | 03/03/2027 | 5176828 |
| 1995000 | Cigna Corporation | 0.61% | 03/15/2024 | 1893932 |
| 3720000 | Citigroup, Inc. (3 Month LIBOR USD + 1.02%) | 5.78% | 06/01/2024 | 3725591 |
| 1670000 | Citigroup, Inc. (Secured Overnight Financing Rate + 0.53%) | 1.28% | 11/03/2025 | 1539933 |
| 5230000 | Comcast Corporation | 5.25% | 11/07/2025 | 5304324 |
| 1389000 | Conagra Brands, Inc. | 4.30% | 05/01/2024 | 1370599 |
| 2665000 | Constellation Brands, Inc. | 3.60% | 05/09/2024 | 2613794 |
| 1825000 | Dell International LLC | 4.00% | 07/15/2024 | 1794659 |
| 3190000 | Dell International LLC | 5.85% | 07/15/2025 | 3226948 |
| 2645000 | Dollar General Corporation | 4.15% | 11/01/2025 | 2589271 |
| 4635000 | Dollar Tree, Inc. | 4.00% | 05/15/2025 | 4529205 |
| 2630000 | Duke Energy Corporation | 5.00% | 12/08/2025 | 2627252 |
| 10000 | Elevance Health, Inc. | 3.30% | 01/15/2023 | 9993 |
| 7914000 | Elevance Health, Inc. | 3.50% | 08/15/2024 | 7724434 |
| 3940000 | Energy Transfer LP | 5.88% | 01/15/2024 | 3951150 |
| 1215000 | Energy Transfer LP | 4.50% | 04/15/2024 | 1198317 |
| 160000 | Energy Transfer LP | 4.05% | 03/15/2025 | 155109 |
| 5775000 | Entergy Corporation | 0.90% | 09/15/2025 | 5148297 |
| 5930000 | Equinix, Inc. | 1.25% | 07/15/2025 | 5367444 |
| 5260000 | Expedia Group, Inc. | 6.25 % (a) | 05/01/2025 | 5308855 |
| 2690000 | General Mills, Inc. | 4.00% | 04/17/2025 | 2629451 |
| 2250000 | General Mills, Inc. | 5.24% | 11/18/2025 | 2256398 |
| 5325000 | General Motors Financial Company, Inc. | 5.25% | 03/01/2026 | 5248484 |
| 5347000 | Goldman Sachs Group, Inc. | 3.50% | 04/01/2025 | 5146453 |
| 5102000 | HCA, Inc. | 5.00% | 03/15/2024 | 5075117 |
| 4725000 | Hyatt Hotels Corporation | 1.30% | 10/01/2023 | 4594344 |
| 2405000 | Hyundai Capital America | 1.00 % (a) | 09/17/2024 | 2223526 |
| 5254000 | JPMorgan Chase & Company | 3.90% | 07/15/2025 | 5141541 |
| 3277000 | JPMorgan Chase & Company (Secured Overnight Financing Rate + 0.42%) | 0.56% | 02/16/2025 | 3091873 |
| 7300000 | JPMorgan Chase & Company (Secured Overnight Financing Rate + 1.32%) | 5.27% | 04/26/2026 | 7236484 |
| 5410000 | Keurig Dr Pepper, Inc. | 0.75% | 03/15/2024 | 5137981 |
| 716000 | Kinder Morgan, Inc. | 4.30% | 06/01/2025 | 702833 |
| 1750000 | Lowe's Companies, Inc. | 4.40% | 09/08/2025 | 1725666 |
| 5546000 | Magallanes, Inc. | 3.79 % (a) | 03/15/2025 | 5301827 |
| 5460000 | Marriott International, Inc. | 3.60% | 04/15/2024 | 5353405 |
| 5230000 | Marsh & McLennan Companies, Inc. | 3.88% | 03/15/2024 | 5159924 |
| 675000 | McDonald's Corporation | 3.35% | 04/01/2023 | 672525 |
| 1574000 | McDonald's Corporation | 3.38% | 05/26/2025 | 1524009 |
| 3350000 | McDonald's Corporation | 1.45% | 09/01/2025 | 3075186 |
| 5595000 | Microchip Technology, Inc. | 0.97% | 02/15/2024 | 5315564 |
| 5570000 | Morgan Stanley (Secured Overnight Financing Rate + 0.46%) | 0.53% | 01/25/2024 | 5532779 |
| 5244000 | Morgan Stanley (Secured Overnight Financing Rate + 0.62%) | 0.73% | 04/05/2024 | 5169331 |
| 4303000 | Mosaic Company | 4.25% | 11/15/2023 | 4268593 |
| 2120000 | New York Life Global Funding | 3.60 % (a) | 08/05/2025 | 2045415 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 1750000 | NextEra Energy Capital Holdings, Inc. | 4.20% | 06/20/2024 | 1727941 |
| 590000 | NextEra Energy Capital Holdings, Inc. | 4.26% | 09/01/2024 | 582376 |
| 1385000 | Nissan Motor Acceptance Company LLC | 1.13 % (a) | 09/16/2024 | 1262879 |
| 4194000 | Northrop Grumman Corporation | 2.93% | 01/15/2025 | 4025302 |
| 5620000 | NVIDIA Corporation | 0.58% | 06/14/2024 | 5305833 |
| 3845000 | Omnicom Group, Inc. | 3.65% | 11/01/2024 | 3772431 |
| 2580000 | Oracle Corporation | 5.80% | 11/10/2025 | 2640627 |
| 2705000 | Pacific Gas and Electric Company | 3.25% | 02/16/2024 | 2641409 |
| 2555000 | Pacific Gas and Electric Company | 4.95% | 06/08/2025 | 2517950 |
| 2360000 | Parker-Hannifin Corporation | 3.65% | 06/15/2024 | 2310480 |
| 5645000 | Penske Truck Leasing Company LP | 2.70 % (a) | 11/01/2024 | 5324987 |
| 1442000 | Phillips 66 | 3.85% | 04/09/2025 | 1407814 |
| 1260000 | Phillips 66 | 1.30% | 02/15/2026 | 1130191 |
| 295000 | Pioneer Natural Resources Company | 0.55% | 05/15/2023 | 290185 |
| 2365000 | Pioneer Natural Resources Company | 1.13% | 01/15/2026 | 2110505 |
| 4165000 | Public Service Enterprise Group, Inc. | 0.84% | 11/08/2023 | 4011479 |
| 5520000 | Republic Services, Inc. | 2.50% | 08/15/2024 | 5293174 |
| 5340000 | Royalty Pharma PLC | 0.75% | 09/02/2023 | 5174707 |
| 2464000 | Sabine Pass Liquefaction LLC | 5.63% | 03/01/2025 | 2469324 |
| 2309000 | Shire Acquisitions Investments Ireland DAC | 2.88% | 09/23/2023 | 2269805 |
| 4490000 | Simon Property Group LP | 2.00% | 09/13/2024 | 4267455 |
| 5355000 | Southern California Edison Company | 5.15 % (c) | 04/01/2024 | 5318272 |
| 2087000 | Synchrony Financial | 4.38% | 03/19/2024 | 2050422 |
| 2233000 | Synchrony Financial | 4.25% | 08/15/2024 | 2183118 |
| 3665000 | Thermo Fisher Scientific, Inc. | 0.80% | 10/18/2023 | 3548127 |
| 2605000 | Toyota Motor Credit Corporation | 3.65% | 08/18/2025 | 2533685 |
| 5745000 | Triton Container International Ltd. | 0.80 % (a) | 08/01/2023 | 5545603 |
| 2910000 | Truist Financial Corporation (Secured Overnight Financing Rate + 0.40%) | 4.68% | 06/09/2025 | 2850187 |
| 1775000 | UnitedHealth Group, Inc. | 0.55% | 05/15/2024 | 1675641 |
| 1670000 | UnitedHealth Group, Inc. | 3.70% | 05/15/2027 | 1618092 |
| 5120000 | Verizon Communications, Inc. (3 Month LIBOR USD + 1.10%) | 5.71% | 05/15/2025 | 5163302 |
| 2010000 | Viatris, Inc. | 1.65% | 06/22/2025 | 1822234 |
| 2300000 | Wells Fargo & Company (Secured Overnight Financing Rate + 1.32%) | 5.24% | 04/25/2026 | 2293939 |
| 2095000 | Wells Fargo & Company (Secured Overnight Financing Rate + 1.56%) | 4.54% | 08/15/2026 | 2055100 |
| 5265000 | Wells Fargo & Company (Secured Overnight Financing Rate + 1.60%) | 1.65% | 06/02/2024 | 5180814 |
| 5455000 | Welltower, Inc. | 3.63% | 03/15/2024 | 5340736 |
| 2795000 | Williams Companies, Inc. | 4.55% | 06/24/2024 | 2766034 |
| 2760000 | Workday, Inc. | 3.50% | 04/01/2027 | 2583582 |
| 5760000 | Zimmer Biomet Holdings, Inc. | 1.45% | 11/22/2024 | 5359010 |
|  **Total US Corporate Bonds** (Cost $356,356,229) | **Total US Corporate Bonds** (Cost $356,356,229) | **Total US Corporate Bonds** (Cost $356,356,229) | **Total US Corporate Bonds** (Cost $356,356,229) | 342675076 |
|  **US Government and Agency Mortgage Backed Obligations - 2.3%** | **US Government and Agency Mortgage Backed Obligations - 2.3%** | **US Government and Agency Mortgage Backed Obligations - 2.3%** | **US Government and Agency Mortgage Backed Obligations - 2.3%** | **US Government and Agency Mortgage Backed Obligations - 2.3%** |
| 127161 | Federal Home Loan Mortgage Corporation Pass-Thru, Pool N70081 | 5.50% | 07/01/2038 | 125530 |
| 9596683 | Federal Home Loan Mortgage Corporation Pass-Thru, Pool SB0578 | 2.00% | 11/01/2036 | 8571894 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 13047 | Federal Home Loan Mortgage Corporation REMICS, Series 3872-BA | 4.00% | 06/15/2041 | 12238 |
| 12506 | Federal Home Loan Mortgage Corporation REMICS, Series 4050-BC | 2.00% | 05/15/2041 | 12472 |
| 680810 | Federal Home Loan Mortgage Corporation REMICS, Series 4203-NB | 2.00% | 10/15/2040 | 655277 |
| 6497156 | Federal Home Loan Mortgage Corporation REMICS, Series 4211-AP | 1.60% | 03/15/2043 | 5922996 |
| 3552465 | Federal Home Loan Mortgage Corporation REMICS, Series 4484-CD | 1.75% | 07/15/2030 | 3285021 |
| 3074355 | Federal Home Loan Mortgage Corporation REMICS, Series 4878-FA (1 Month LIBOR USD + 0.40%, 0.40% Floor, 6.50% Cap) | 4.72% | 05/15/2049 | 2987932 |
| 4664444 | Federal Home Loan Mortgage Corporation REMICS, Series 4987-BF (1 Month LIBOR USD + 0.40%, 0.40% Floor, 6.50% Cap) | 4.72% | 06/25/2050 | 4524469 |
| 6354732 | Federal Home Loan Mortgage Corporation REMICS, Series 5105-NH | 2.00% | 02/25/2037 | 5607749 |
| 587034 | Federal Home Loan Mortgage Corporation, Pool 840632 (12 Month LIBOR USD + 1.62%, 1.62% Floor, 7.70% Cap) | 2.83% | 05/01/2045 | 587699 |
| 18718 | Federal National Mortgage Association Pass-Thru, Pool AB3850 | 4.00% | 11/01/2041 | 17305 |
| 522703 | Federal National Mortgage Association Pass-Thru, Pool AL4292 | 4.50% | 04/01/2026 | 522204 |
| 14723391 | Federal National Mortgage Association Pass-Thru, Pool MA4176 | 2.00% | 11/01/2040 | 12556689 |
| 47253 | Federal National Mortgage Association REMICS, Series 2011-64-DB | 4.00% | 07/25/2041 | 45573 |
| 10789767 | Federal National Mortgage Association REMICS, Series 2021-21-HG | 2.00% | 11/25/2047 | 9541051 |
| 12932648 | Federal National Mortgage Association REMICS, Series 2021-31-AB | 2.00% | 06/25/2041 | 11418319 |
| 1331556 | Federal National Mortgage Association, Pool AL2987 (12 Month LIBOR USD + 1.63%, 1.63% Floor, 7.38% Cap) | 3.88% | 11/01/2042 | 1345239 |
| 2714514 | Federal National Mortgage Association, Pool AL9932 | 3.04 % (b) | 01/01/2024 | 2654340 |
| 1302599 | Federal National Mortgage Association, Pool BC0057 (12 Month LIBOR USD + 1.60%, 1.60% Floor, 7.37% Cap) | 3.19% | 12/01/2045 | 1307901 |
| 922077 | Federal National Mortgage Association, Pool BM3520 (12 Month LIBOR USD + 1.55%, 1.55% Floor, 7.02% Cap) | 3.41% | 05/01/2045 | 928567 |
| 8044531 | Federal National Mortgage Association, Pool MA4643 | 3.00% | 05/01/2042 | 7194382 |
| 7267401 | Federal National Mortgage Association, Pool MA4660 | 3.00% | 07/01/2042 | 6499383 |
| 8635540 | Federal National Mortgage Association, Pool RB5163 | 3.00% | 05/01/2042 | 7722948 |
| 8336741 | Federal National Mortgage Association, Pool SC0321 | 3.50% | 10/01/2042 | 7664355 |
| 8849474 | Federal National Mortgage Association, Series 2019-M21-3A1 | 2.10% | 06/25/2034 | 7863588 |
| 12437523 | Federal National Mortgage Association, Series 2020-M49-1A1 | 1.26 % (b) | 11/25/2030 | 10815688 |
| 19477790 | Federal National Mortgage Association, Series 2021-M7-A1 | 1.72 % (b) | 03/25/2031 | 17118697 |
|  **Total US Government and Agency Mortgage Backed Obligations** (Cost $152,756,077) | **Total US Government and Agency Mortgage Backed Obligations** (Cost $152,756,077) | **Total US Government and Agency Mortgage Backed Obligations** (Cost $152,756,077) | **Total US Government and Agency Mortgage Backed Obligations** (Cost $152,756,077) | 137509506 |
|  **US Government and Agency Obligations - 19.8%** | **US Government and Agency Obligations - 19.8%** | **US Government and Agency Obligations - 19.8%** | **US Government and Agency Obligations - 19.8%** | **US Government and Agency Obligations - 19.8%** |
| 174900000 | United States Treasury Notes | 2.50% | 05/31/2024 | 169714488 |
| 114200000 | United States Treasury Notes | 3.00% | 06/30/2024 | 111478829 |
| 114600000 | United States Treasury Notes | 3.00% | 07/31/2024 | 111797672 |
| 71500000 | United States Treasury Notes | 3.25% | 08/31/2024 | 70016933 |
| 112900000 | United States Treasury Notes | 4.25% | 09/30/2024 | 112339910 |
| 98600000 | United States Treasury Notes | 4.38% | 10/31/2024 | 98326539 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 169100000 | United States Treasury Notes | 4.50% | 11/30/2024 | 169119817 |
| 86200000 | United States Treasury Notes | 3.13% | 08/15/2025 | 83701546 |
| 72000000 | United States Treasury Notes | 3.50% | 09/15/2025 | 70571250 |
| 70700000 | United States Treasury Notes | 4.25% | 10/15/2025 | 70655813 |
| 97700000 | United States Treasury Notes | 4.50% | 11/15/2025 | 98302993 |
|  **Total US Government and Agency Obligations** (Cost $1,177,713,137) | **Total US Government and Agency Obligations** (Cost $1,177,713,137) | **Total US Government and Agency Obligations** (Cost $1,177,713,137) | **Total US Government and Agency Obligations** (Cost $1,177,713,137) | 1166025790 |
|  **Common Stocks - 0.0% (i)** | **Common Stocks - 0.0% (i)** | **Common Stocks - 0.0% (i)** | **Common Stocks - 0.0% (i)** | **Common Stocks - 0.0% (i)** |
| 69339 | Frontera Energy Corporation (g) |  |  | 632264 |
|  **Total Common Stocks** (Cost $6,270,923) | **Total Common Stocks** (Cost $6,270,923) | **Total Common Stocks** (Cost $6,270,923) | **Total Common Stocks** (Cost $6,270,923) | 632264 |
|  **Short Term Investments - 3.6%** | **Short Term Investments - 3.6%** | **Short Term Investments - 3.6%** | **Short Term Investments - 3.6%** | **Short Term Investments - 3.6%** |
| 8181585 | First American Government Obligations Fund - Class U | 4.10 % (h) |  | 8181585 |
| 8181585 | JP Morgan U.S. Government Money Market Fund - Institutional Share Class | 4.11 % (h) |  | 8181585 |
| 8181585 | Morgan Stanley Institutional Liquidity Funds Government Portfolio - Institutional Share Class | 4.11 % (h) |  | 8181585 |
| 71600000 | United States Treasury Bills | 0.00% | 03/23/2023 | 70934371 |
| 117600000 | United States Treasury Bills | 0.00% | 08/10/2023 | 114431612 |
|  **Total Short Term Investments** (Cost $210,720,230) | **Total Short Term Investments** (Cost $210,720,230) | **Total Short Term Investments** (Cost $210,720,230) | **Total Short Term Investments** (Cost $210,720,230) | 209910738 |
|  **Total Investments - 99.3%** (Cost $6,207,812,319) | **Total Investments - 99.3%** (Cost $6,207,812,319) | **Total Investments - 99.3%** (Cost $6,207,812,319) | **Total Investments - 99.3%** (Cost $6,207,812,319) | 5848696916 |
| Other Assets in Excess of Liabilities - 0.7% | Other Assets in Excess of Liabilities - 0.7% | Other Assets in Excess of Liabilities - 0.7% | Other Assets in Excess of Liabilities - 0.7% | 40250038 |
|  **NET ASSETS - 100.0%** | **NET ASSETS - 100.0%** | **NET ASSETS - 100.0%** | **NET ASSETS - 100.0%** | $**5888946954** |

---

------

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(a) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold
in transactions exempt from registration to qualified institutional buyers.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(b) Coupon rate is variable based on the weighted average coupon of the underlying collateral. To the extent the
weighted average coupon of the underlying assets which comprise the collateral increases or decreases, the coupon rate of this security will increase or decrease correspondingly. The rate disclosed is as of period end.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(c) Coupon rate is variable or floats based on components including but not limited to reference rate and spread.
These securities may not indicate a reference rate and/or spread in their description. The rate disclosed is as of period end.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(d) Interest only security

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(e) Perpetual maturity. The date disclosed is the next call date of the security.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(f) Step Bond; Coupon rate changes based on a predetermined schedule or event. The interest rate shown is the rate
in effect as of period end.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(g) Non-income producing security

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(h) Seven-day yield as of period end

PIK A payment-in-kind security in which the issuer may make interest or dividend payments in cash or additional securities. These additional securities generally have the same terms as the original holdings.

------

**<u>SECURITY TYPE BREAKDOWN as a % of Net Assets:</u>**

---

| | |
|:---|:---|
|  US Government and Agency Obligations | 19.8% |
|  Collateralized Loan Obligations | 17.2% |
|  Non-Agency Commercial Mortgage Backed Obligations | 14.4% |
|  Non-Agency Residential Collateralized Mortgage Obligations | 14.1% |
|  Foreign Corporate Bonds | 10.2% |
|  US Corporate Bonds | 5.8% |
|  Asset Backed Obligations | 5.7% |
|  Bank Loans | 5.3% |
|  Short Term Investments | 3.6% |
|  US Government and Agency Mortgage Backed Obligations | 2.3% |
|  Foreign Government Bonds, Foreign Agencies and Foreign Government Sponsored Corporations | 0.9% |
|  Common Stocks | 0.0% (i) |
|  Other Assets and Liabilities | 0.7% |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100.0% |

---

------

**<u>INVESTMENT BREAKDOWN as a % of Net Assets:</u>** 

---

| | |
|:---|:---|
|  US Government and Agency Obligations | 19.8% |
|  Collateralized Loan Obligations | 17.2% |
|  Non-Agency Commercial Mortgage Backed Obligations | 14.4% |
|  Non-Agency Residential Collateralized Mortgage Obligations | 14.1% |
|  Asset Backed Obligations | 5.7% |
|  Banking | 5.3% |
|  Short Term Investments | 3.6% |
|  Utilities | 2.5% |
|  US Government and Agency Mortgage Backed Obligations | 2.3% |
|  Energy | 1.5% |
|  Healthcare | 1.0% |
|  Transportation | 1.0% |
|  Foreign Government Bonds, Foreign Agencies and Foreign Government Sponsored Corporations | 0.9% |
|  Telecommunications | 0.8% |
|  Pharmaceuticals | 0.8% |
|  Business Equipment and Services | 0.8% |
|  Media | 0.7% |
|  Chemicals/Plastics | 0.6% |
|  Electronics/Electric | 0.6% |
|  Technology | 0.5% |
|  Food Service | 0.5% |
|  Hotels/Motels/Inns and Casinos | 0.4% |
|  Retailers (other than Food/Drug) | 0.4% |
|  Containers and Glass Products | 0.4% |
|  Food Products | 0.4% |
|  Mining | 0.4% |
|  Chemical Products | 0.4% |
|  Automotive | 0.3% |
|  Finance | 0.3% |
|  Insurance | 0.3% |
|  Industrial Equipment | 0.3% |
|  Building and Development (including Steel/Metals) | 0.2% |
|  Leisure | 0.2% |
|  Real Estate | 0.2% |
|  Aerospace & Defense | 0.1% |
|  Commercial Services | 0.1% |
|  Environmental Control | 0.1% |
|  Beverage and Tobacco | 0.1% |
|  Construction | 0.1% |
|  Financial Intermediaries | 0.0 % (i) |
|  Diversified Manufacturing | 0.0 % (i) |
|  Consumer Products | 0.0 % (i) |
|  Other Assets and Liabilities | 0.7% |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100.0% |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(i) Represents less than 0.05% of net assets

------

Notes to Schedule of Investments

December 31, 2022 (Unaudited)

------

**1. Organization** 

DoubleLine Funds Trust, a Delaware statutory trust (the "Trust"), is an open-end investment management company registered under the Investment Company Act of 1940, as amended (the "1940 Act"). The Trust consists of 19 funds, DoubleLine Total Return Bond Fund, DoubleLine Core Fixed Income Fund, DoubleLine Emerging Markets Fixed Income Fund, DoubleLine Multi-Asset Growth Fund, DoubleLine Low Duration Bond Fund, DoubleLine Floating Rate Fund, DoubleLine Shiller Enhanced CAPE<sup>®</sup>, DoubleLine Flexible Income Fund, DoubleLine Low Duration Emerging Markets Fixed Income Fund, DoubleLine Selective Credit Fund, DoubleLine Long Duration Total Return Bond Fund, DoubleLine Strategic Commodity Fund, DoubleLine Global Bond Fund, DoubleLine Infrastructure Income Fund, DoubleLine Shiller Enhanced International CAPE<sup>®</sup>, DoubleLine Real Estate and Income Fund (formerly known as DoubleLine Colony Real Estate and Income Fund), DoubleLine Emerging Markets Local Currency Bond Fund, DoubleLine Income Fund and DoubleLine Multi-Asset Trend Fund (each, a "Fund" and, collectively, the "Funds").

Each Fund is classified as a diversified fund under the 1940 Act, except the DoubleLine Global Bond Fund, the DoubleLine Emerging Markets Local Currency Bond Fund, which are classified as non-diversified funds. Currently under the 1940 Act, a diversified fund generally may not, with respect to 75% of its total assets, invest more than 5% of its total assets in the securities of any one issuer or own more than 10% of the outstanding voting securities of such issuer (except, in each case, U.S. Government securities, cash, cash items and the securities of other investment companies). The remaining 25% of a fund's total assets is not subject to this limitation.

The Funds' investment objectives and dates each share class commenced operations are as follows:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| | | **Commencement of Operations** | **Commencement of Operations** | **Commencement of Operations** | **Commencement of Operations** |
| <br>**Fund Name** | <br>**Investment Objective** | **I Shares** | **N Shares** | **A Shares** | **R6 Shares** |
|  DoubleLine Total Return Bond Fund | Maximize total return | 4/6/2010 | 4/6/2010 |  | 7/31/2019 |
|  DoubleLine Core Fixed Income Fund | Maximize current income and total return | 6/1/2010 | 6/1/2010 |  | 7/31/2019 |
|  DoubleLine Emerging Markets Fixed Income Fund | Seek high total return from current income and capital appreciation | 4/6/2010 | 4/6/2010 |  |  |
|  DoubleLine Multi-Asset Growth Fund (Consolidated) | Seek long-term capital appreciation | 12/20/2010 |  | 12/20/2010 |  |
|  DoubleLine Low Duration Bond Fund | Seek current income | 9/30/2011 | 9/30/2011 |  | 7/31/2019 |
|  DoubleLine Floating Rate Fund | Seek a high level of current income | 2/1/2013 | 2/1/2013 |  |  |
|  DoubleLine Shiller Enhanced CAPE<sup>®</sup> | Seek total return which exceeds the total<br>return of its benchmark index | 10/31/2013 | 10/31/2013 |  | 7/31/2019 |
|  DoubleLine Flexible Income Fund | Seek long-term total return while striving to generate current income | 4/7/2014 | 4/7/2014 |  | 7/31/2019 |
|  DoubleLine Low Duration Emerging Markets Fixed Income Fund | Seek long-term total return | 4/7/2014 | 4/7/2014 |  |  |
|  DoubleLine Long Duration Total Return Bond Fund | Seek long-term total return | 12/15/2014 | 12/15/2014 |  |  |
|  DoubleLine Strategic Commodity Fund (Consolidated) | Seek long-term total return | 5/18/2015 | 5/18/2015 |  |  |
|  DoubleLine Global Bond Fund | Seek long-term total return | 12/17/2015 | 12/17/2015 |  |  |
|  DoubleLine Infrastructure Income Fund | Seek long-term total return while striving to generate current income | 4/1/2016 | 4/1/2016 |  |  |
|  DoubleLine Shiller Enhanced International CAPE<sup>®</sup> | Seek total return which exceeds the total<br>return of its benchmark index over a full<br>market cycle | 12/23/2016 | 12/23/2016 |  |  |
|  DoubleLine Real Estate and Income Fund | Seek total return which exceeds the total<br>return of its benchmark index over a full<br>market cycle | 12/17/2018 | 12/17/2018 |  |  |
|  DoubleLine Emerging Markets Local Currency Bond Fund | Seek high total return from current income and capital appreciation | 6/28/2019 | 6/28/2019 |  |  |
|  DoubleLine Income Fund | Maximize total return through investment<br>principally in income-producing securities | 9/3/2019 | 9/3/2019 |  |  |
|  DoubleLine Multi-Asset Trend Fund (Consolidated) | Seek total return (capital appreciation and<br>current income) which exceeds the total<br>return of its benchmark index over a full<br>market cycle | 2/26/2021 | 2/26/2021 |  |  |

---

------

**2. Significant Accounting Policies** 

Each Fund is an investment company that applies the accounting and reporting guidance issued in Topic 946, "Financial Services—Investment Companies", by the Financial Accounting Standards Board ("FASB"). The following is a summary of the significant accounting policies of the Funds. These policies are in conformity with accounting principles generally accepted in the United States of America ("US GAAP").

**A. Security Valuation.** The Funds have adopted US GAAP fair value accounting standards which establish a definition of fair value and set out a hierarchy for measuring fair value. These standards require additional disclosures about the various inputs and valuation techniques used to develop the measurements of fair value and a discussion of changes in valuation techniques and related inputs during the period. These inputs are summarized in the three broad levels listed below:

• Level 1—Unadjusted quoted market prices in active markets for identical securities

• Level 2—Quoted prices for identical or similar assets in markets that are not active, or inputs derived from
observable market data

• Level 3—Significant unobservable inputs (including the reporting entity's estimates and assumptions)

Market values for domestic and foreign fixed income securities are normally determined on the basis of valuations provided by independent pricing services. Vendors typically value such securities based on one or more inputs described in the following table which is not intended to be a complete list. The table provides examples of inputs that are commonly relevant for valuing particular classes of fixed income securities in which the Funds are authorized to invest. However, these classifications are not exclusive, and any of the inputs may be used to value any other class of fixed-income securities. Securities that use similar valuation techniques and inputs as described in the following table are categorized as Level 2 of the fair value hierarchy. To the extent the significant inputs are unobservable, the values generally would be categorized as Level 3. Assets and liabilities may be transferred between levels.

---

| | |
|:---|:---|
| Fixed-income class | Examples of Inputs |
| All | Benchmark yields, transactions, bids, offers, quotations from dealers and trading systems, new issues, spreads and other relationships observed in the markets among comparable securities; and proprietary pricing models such as yield measures calculated using factors such as cash flows, financial or collateral performance and other reference data (collectively referred to as "standard inputs") |
| Corporate bonds and notes; convertible securities | Standard inputs and underlying equity of the issuer |
| US bonds and notes of government and government agencies | Standard inputs |
| Residential and commercial mortgage-backed obligations; asset-backed obligations (including collateralized loan obligations) | Standard inputs and cash flows, prepayment information, default rates, delinquency and loss assumptions, collateral characteristics, credit enhancements and specific deal information, trustee reports |
| Bank loans | Standard inputs |

---

Investments in registered open-end management investment companies will be valued based upon the net asset value ("NAV") of such investments and are categorized as Level 1 of the fair value hierarchy.

Common stocks, exchange-traded funds and financial derivative instruments, such as futures contracts or options contracts, that are traded on a national securities or commodities exchange, are typically valued at the last reported sales price, in the case of common stocks and exchange-traded funds, or, in the case of futures contracts or options contracts, the settlement price determined by the relevant exchange. To the extent these securities are actively traded and valuation adjustments are not applied, they are categorized as Level 1 of the fair value hierarchy.

Over-the-counter financial derivative instruments, such as forward currency exchange contracts, options contracts, or swap agreements, derive their values from underlying asset prices, indices, reference rates, other inputs or a combination of these factors. These instruments are normally valued on the basis of evaluations provided by independent pricing services or broker dealer quotations. Depending on the instrument and the terms of the transaction, the value of the derivative instruments can be estimated by a pricing service provider using a series of techniques, such as simulation pricing models. The pricing models use issuer details and other inputs that are observed from actively quoted markets such as indices, spreads, interest rates, curves, dividends and exchange rates. Derivatives that use similar valuation techniques and inputs as described above are normally categorized as Level 2 of the fair value hierarchy.

The Board of Trustees (the "Board") has adopted a pricing and valuation policy for use by each Fund and its Valuation Designee (as defined below) in calculating each Fund's NAV. Pursuant to Rule 2a-5 under the 1940 Act, each Fund has designated its primary investment adviser, either DoubleLine Capital LP ("DoubleLine Capital") or DoubleLine Alternatives LP ("DoubleLine Alternatives") (each, an "Adviser" and, collectively, the "Advisers"), as applicable, as the "Valuation Designee" to perform all of the fair value determinations as well as to perform all of the responsibilities that may be performed by a Valuation Designee in accordance with Rule 2a-5. Each Adviser, as Valuation Designee, is authorized to make all necessary determinations of the fair values of portfolio securities and other assets for which market quotations are not readily available or if it is deemed that the prices obtained from brokers and dealers or independent pricing services are unreliable.

------

The following is a summary of the fair valuations according to the inputs used to value the Fund's investments as of December 31, 2022:

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Category** | **DoubleLine<br>Total Return<br>Bond Fund** | **DoubleLine<br>Core Fixed<br>Income Fund** | **DoubleLine<br>Emerging<br>Markets Fixed<br>Income Fund** | **DoubleLine<br>Multi-Asset<br>Growth Fund<br>(Consolidated)** | **DoubleLine<br>Low Duration<br>Bond Fund** | **DoubleLine<br>Floating<br>Rate Fund** |
|  **Investments in Securities** |  |  |  |  |  |  |
|  Level 1 |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Short Term Investments | $116605968 | $48512955 | $18125987 | $3318807 | $24544755 | $19740772 |
| &nbsp;&nbsp;&nbsp;&nbsp; Affiliated Mutual Funds |  | 448502550 |  | 3881405 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Common Stocks |  | 1424793 | 1617312 |  | 632264 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Warrants |  | 11266 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Exchange Traded Funds |  |  |  | 2319023 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Real Estate Investment Trusts |  |  |  | 649550 |  |  |
|  Total Level 1 | 116605969 | 498451564 | 19743299 | 10168785 | 25177019 | 19740772 |
|  Level 2 |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; US Government and Agency Mortgage Backed Obligations | 14458512397 | 1218752542 |  | 1674455 | 137509506 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Non-Agency Residential Collateralized Mortgage Obligations | 9039586085 | 886366196 |  | 4372872 | 830325251 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Non-Agency Commercial Mortgage Backed Obligations | 2979940584 | 464106102 |  |  | 845079852 | 1362534 |
| &nbsp;&nbsp;&nbsp;&nbsp; US Government and Agency Obligations | 2654009112 | 1371292346 |  |  | 1166025790 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Asset Backed Obligations | 1529938005 | 286330803 |  |  | 337032966 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Collateralized Loan Obligations | 1222234925 | 324625697 |  |  | 1012764366 | 3057119 |
| &nbsp;&nbsp;&nbsp;&nbsp; US Corporate Bonds |  | 1084153669 |  |  | 342675076 | 9775560 |
| &nbsp;&nbsp;&nbsp;&nbsp; Foreign Corporate Bonds |  | 456561144 | 377302033 |  | 598993442 | 612227 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bank Loans |  | 276765038 |  |  | 313871021 | 218910535 |
| &nbsp;&nbsp;&nbsp;&nbsp; Foreign Government Bonds, Foreign Agencies and Foreign Government Sponsored Corporations |  | 120102505 | 165738428 |  | 53876644 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Short Term Investments |  | 28150363 |  | 4602283 | 185365983 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Municipal Bonds |  | 5555939 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Escrow Notes |  | 3187 |  |  |  |  |
|  Total Level 2 | 31884221108 | 6522765531 | 543040461 | 10649610 | 5823519897 | 233717975 |
|  Level 3 |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Non-Agency Residential Collateralized Mortgage Obligations | 142980737 | 783811 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Asset Backed Obligations | 57361634 | 6796039 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Common Stocks |  | 1379265 |  |  |  | 739519 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bank Loans |  | 491124 |  |  |  | 393283 |
| &nbsp;&nbsp;&nbsp;&nbsp; Rights |  | 22116 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Warrants |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Escrow Notes |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Foreign Corporate Bonds |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Collateralized Loan Obligations |  |  |  | 92090 |  |  |
|  Total Level 3 | 200342371 | 9472355 |  | 92090 |  | 1132802 |
|  Total | $32201169447 | $7030689450 | $562783760 | $20910485 | $5848696916 | $254591549 |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Category** | **DoubleLine<br>Total Return<br>Bond Fund** | **DoubleLine<br>Core Fixed<br>Income<br>Fund** | **DoubleLine<br>Emerging<br>Markets Fixed<br>Income Fund** | **DoubleLine<br>Multi-Asset<br>Growth Fund<br>(Consolidated)** | **DoubleLine<br>Low Duration<br>Bond Fund** | **DoubleLine<br>Floating<br>Rate Fund** |
|  **Other Financial Instruments** |  |  |  |  |  |  |
|  Level 1 |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Futures Contracts | $(28266221) | $(3012145) | $— | $(142497) | $— | $— |
|  Total Level 1 | (28266221) | (3012145) |  | (142497) |  |  |
|  Level 2 |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Excess Return Swaps |  |  |  | 187043 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Unfunded Loan Commitments |  | (225330) |  |  |  | (216153) |
|  Total Level 2 |  | (225330) |  | 187043 |  | (216153) |
|  Level 3 |  |  |  |  |  |  |
|  Total | $(28266221) | $(3237475) | $— | $44546 | $— | $(216153) |
| **Category** | **DoubleLine<br>Shiller<br>Enhanced<br>CAPE<sup>®</sup>** | **DoubleLine<br>Flexible<br>Income<br>Fund** | **DoubleLine<br>Low Duration<br>Emerging<br>Markets Fixed<br>Income Fund** | **DoubleLine<br>Long<br>Duration<br>Total Return<br>Bond Fund** | **DoubleLine<br>Strategic<br>Commodity<br>Fund<br>(Consolidated)** | **DoubleLine<br>Global Bond<br>Fund** |
|  **Investments in Securities** |  |  |  |  |  |  |
|  Level 1 |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Short Term Investments | $51035424 | $43231152 | $11533492 | $249067 | $6388725 | $4934506 |
| &nbsp;&nbsp;&nbsp;&nbsp; Common Stocks |  | 39410 | 150391 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Warrants |  | 1270 |  |  |  |  |
|  Total Level 1 | 51035424 | 43271832 | 11683883 | 249067 | 6388725 | 4934506 |
|  Level 2 |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Collateralized Loan Obligations | 973389205 | 188005486 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; US Government and Agency Obligations | 798388051 | 44475586 |  | 10964836 |  | 43716741 |
| &nbsp;&nbsp;&nbsp;&nbsp; Non-Agency Residential Collateralized Mortgage Obligations | 620981275 | 175041055 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Non-Agency Commercial Mortgage Backed Obligations | 569535021 | 124818905 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Asset Backed Obligations | 327872413 | 40325949 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Bank Loans | 345656151 | 80782072 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Foreign Corporate Bonds | 324985725 | 67150251 | 200850119 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; US Corporate Bonds | 280017465 | 43896416 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; US Government and Agency Mortgage Backed Obligations | 108830065 | 76241250 |  | 32551388 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Foreign Government Bonds, Foreign Agencies and Foreign Government Sponsored Corporations | 18673996 | 24785640 | 31982822 |  |  | 70269527 |
| &nbsp;&nbsp;&nbsp;&nbsp; Short Term Investments | 126875634 | 47063033 |  |  | 200044406 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Excrow Notes |  | 752 |  |  |  |  |
|  Total Level 2 | 4495205001 | 912586395 | 232832941 | 43516224 | 200044406 | 113986268 |
|  Level 3 |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Non-Agency Commercial Mortgage Backed Obligations | 5206574 | 987716 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Non-Agency Residential Collateralized Mortgage Obligations | 1920254 | 7167239 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Common Stocks | 703130 | 304112 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Asset Backed Obligations |  | 12496159 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Bank Loans |  | 107387 |  |  |  |  |

---

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| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Category** | **DoubleLine<br>Shiller<br>Enhanced<br>CAPE<sup>®</sup>** | **DoubleLine<br>Flexible<br>Income<br>Fund** | **DoubleLine<br>Low<br>Duration<br>Emerging<br>Markets<br>Fixed<br>Income<br>Fund** | **DoubleLine<br>Long<br>Duration<br>Total<br>Return<br>Bond Fund** | **DoubleLine<br>Strategic<br>Commodity<br>Fund<br>(Consolidated)** | **DoubleLine<br>Global Bond<br>Fund** |
| &nbsp;&nbsp;&nbsp;&nbsp; Rights | $— | $5301 | $— | $— | $— | $— |
| &nbsp;&nbsp;&nbsp;&nbsp; Foreign Corporate Bonds |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Warrants |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Escrow Notes |  |  |  |  |  |  |
|  Total Level 3 | 7829958 | 21067914 |  |  |  |  |
|  Total | $4554070383 | $976926141 | $244516824 | $43765291 | $206433131 | $118920774 |
|  **Other Financial Instruments** |  |  |  |  |  |  |
|  Level 1 |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Futures Contracts | $— | $— | $— | $(126668) | $— | $— |
|  Total Level 1 |  |  |  | (126668) |  |  |
|  Level 2 |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Excess Return Swaps | (398242756) |  |  |  | (1021857) |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Forward Currency Exchange Contracts |  |  |  |  |  | (139760) |
| &nbsp;&nbsp;&nbsp;&nbsp; Unfunded Loan Commitments |  | (80056) |  |  |  |  |
|  Total Level 2 | (398242756) | (80056) |  |  | (1021857) | (139760) |
|  Level 3 |  |  |  |  |  |  |
|  Total | $(398242756) | $(80056) | $— | $(126668) | $(1021857) | $(139760) |
| **Category** | **DoubleLine<br>Infrastructure<br>Income Fund** | **DoubleLine<br>Shiller<br>Enhanced<br>International<br>CAPE<sup>®</sup>** | **Doubleline<br>Real Estate<br>and Income<br>Fund** | **Doubleline<br>Emerging<br>Markets<br>Local<br>Currency<br>Bond Fund** | **Doubleline<br>Income Fund** | **DoubleLine<br>Multi-Asset<br>Trend Fund<br>(Consolidated)** |
|  **Investments in Securities** |  |  |  |  |  |  |
|  Level 1 |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Short Term Investments | $12198729 | $4048938 | $1705032 | $668110 | $6676975 | $265518 |
| &nbsp;&nbsp;&nbsp;&nbsp; Affiliated Mutual Funds |  | 3887539 |  |  |  | 9699012 |
|  Total Level 1 | 12198729 | 7936477 | 1705032 | 668110 | 6676975 | 9964530 |
|  Level 2 |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Asset Backed Obligations | 158701696 | 2477234 |  |  | 1090630 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; US Corporate Bonds | 144623257 | 3501088 | 2573029 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Foreign Corporate Bonds | 53279187 | 3147643 | 524972 | 1215732 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Collateralized Loan Obligations |  | 8706412 | 1448904 |  | 10529910 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Short Term Investments |  | 6865377 | 2029128 |  |  | 2515679 |
| &nbsp;&nbsp;&nbsp;&nbsp; Non-Agency Residential Collateralized Mortgage Obligations |  | 6787634 |  |  | 10814693 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; US Government and Agency Obligations |  | 6715565 | 1595988 |  | 2637344 | 2270678 |
| &nbsp;&nbsp;&nbsp;&nbsp; Non-Agency Commercial Mortgage Backed Obligations |  | 5496313 | 1615962 |  | 10163543 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; US Government and Agency Mortgage Backed Obligations |  | 1165168 |  |  | 2596797 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Foreign Government Bonds, Foreign Agencies and Foreign Government Sponsored Corporations |  | 167586 |  | 7047156 |  |  |
|  Total Level 2 | 356604140 | 45030020 | 9787983 | 8262888 | 37832917 | 4786357 |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Category** | **DoubleLine<br>Infrastructure<br>Income Fund** | **DoubleLine<br>Shiller<br>Enhanced<br>International<br>CAPE<sup>®</sup>** | **Doubleline<br>Real Estate<br>and<br>Income<br>Fund** | **Doubleline<br>Emerging<br>Markets<br>Local<br>Currency<br>Bond<br>Fund** | **Doubleline<br>Income<br>Fund** | **DoubleLine<br>Multi-Asset<br>Trend Fund<br>(Consolidated)** |
|  Level 3 |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Foreign Corporate Bonds | $2064521 | $— | $— | $— | $— | $— |
| &nbsp;&nbsp;&nbsp;&nbsp; Asset Backed Obligations |  |  |  |  | 5247789 |  |
|  Total Level 3 | 2064521 |  |  |  | 5247789 |  |
|  Total | $370867390 | $52966497 | $11493015 | $8930998 | $49757681 | $14750887 |
|  **Other Financial Instruments** |  |  |  |  |  |  |
|  Level 1 | $— | $— | $— | $— | $— | $— |
|  Level 2 |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Excess Return Swaps |  | (1991065) | (1805133) |  |  | (1065319) |
| &nbsp;&nbsp;&nbsp;&nbsp; Forward Currency Exchange Contracts |  | (1928862) |  |  |  |  |
|  Total Level 2 |  | (3919927) | (1805133) |  |  |  |
|  Level 3 |  |  |  |  |  |  |
|  Total | $— | $(3919927) | $(1805133) | $— | $— | $(1065319) |

---

*See the Schedules of Investments for further disaggregation of investment categories.* 

The following is a reconciliation of investments in which significant unobservable inputs (Level 3) were used in determining fair value:

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **DoubleLine**<br> **Flexible**<br> **Income**<br> **Fund** | **Fair Value<br>as of<br>3/31/2022** | **Net<br>Realized<br>Gain<br>(Loss)** | **Net Change in<br>Unrealized<br>Appreciation<br>(Depreciation)<sup>(c)</sup>** | **Net Accretion<br>(Amortization)** | **Purchases<sup>(a)</sup>** | **Sales<sup>(b)</sup>** | **Transfers<br>Into<br>Level 3<sup>(d)</sup>** | **Transfers <br>Out of<br>Level 3<sup>(d)</sup>** | **Fair Value<br>as of<br>12/31/2022** | **Net Change in<br>Unrealized<br>Appreciation<br>(Depreciation)<br>on securities<br>held at<br>12/31/2022<sup>(c)</sup>** |
|  **Investments in Securities** |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Asset Backed Obligations | $18148394 | $(404145) | $(4322802) | $— | $806374 | $(1731662) | $— | $— | $12496159 | $(4202443) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Non-Agency Residential Collateralized Mortgage Obligations | 8647146 | 104644 | (550093) | 92976 |  | (1127434) |  |  | 7167239 | (477814) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Non-Agency Commercial Mortgage Backed Obligations | 1134911 | 2554 | (67801) | 6622 |  | (88570) |  |  | 987716 | (81594) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Common Stocks | 502597 | (2247) | (244498) |  | 54043 | (5783) |  |  | 304112 | (207675) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bank Loans | 108383 | 334 | (3603) | 3269 |  | (996) |  |  | 107387 | (3250) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Rights |  |  | 5301 |  |  |  |  |  | 5301 | 5301 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Collateralized Loan Obligations | 73653 |  | (18385) | 841 | 11955 |  |  | (68064) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Warrants | 1287 |  | (17) |  |  |  |  | (1270) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Escrow Notes |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Corporate Bonds |  |  |  |  |  |  |  |  |  |  |
|  **Total** | $28616371 | $(298860) | $(5201898) | $103708 | $872372 | $(2954445) | $— | $(69334) | $21067914 | $(4972793) |

---

------

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **DoubleLine<br>Income Fund** | **Fair Value<br>as of<br>3/31/2022** | **Net<br>Realized<br>Gain<br>(Loss)** | **Net Change in<br>Unrealized<br>Appreciation<br>(Depreciation)<sup>(c)</sup>** | **Net Accretion<br>(Amortization)** | **Purchases<sup>(a)</sup>** | **Sales<sup>(b)</sup>** | **Transfers<br>Into<br>Level 3<sup>(d)</sup>** | **Transfers<br>Out of<br>Level 3<sup>(d)</sup>** | **Fair<br>Value as<br>of<br>12/31/2022** | **Net Change in<br>Unrealized<br>Appreciation<br>(Depreciation)<br>on securities<br>held at<br>12/31/2022<sup>(c)</sup>** |
|  **Investments in Securities** |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Asset Backed Obligations | $7811068 | $(131791) | $(2084252) | $(819) | $307518 | $(653935) | $— | $— | $5247789 | $(2003287) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Non-Agency Commercial Mortgage Backed Obligations | 1157833 | (97758) | 149266 | 5659 |  | (1215000) |  |  |  |  |
|  **Total** | $8968901 | $(229549) | $(1934986) | $4840 | $307518 | $(1868935) | $— | $— | $5247789 | $(2003287) |

---

*<sup>(a)</sup>* *Purchases include all purchases of securities, payups and corporate actions.* 

*<sup>(b)</sup>* *Sales include all sales of securities, maturities, and paydowns.* 

*<sup>(c)</sup>* *Any difference between Net Change in Unrealized Appreciation (Depreciation) and Net Change in Unrealized Appreciation (Depreciation) on securities held at December 31, 2022 may be due to a security that was not held or categorized as Level 3 at either period end.* 

*<sup>(a)</sup>* *Transfers into or out of Level 3 can be attributed to changes in the availability of pricing sources and/or in the observability of significant inputs used to measure the fair value of those instruments.* 

The following is a summary of quantitative information about Level 3 Fair Value Measurements:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **DoubleLine Flexible Income<br>Fund** | **Fair<br>Value as<br>of<br>12/31/2022** | **Valuation<br>Techniques** | **Unobservable<br>Input** | **Unobservable Input Values<br>(Weighted Average)<sup>(e)</sup>** | **Impact to valuation from an<br>increase to input** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Asset Backed Obligations | $12496159 | Market Comparables | Market Quotes | $45.42 - $84.55 ($61.34) | Significant changes in the market quotes would have resulted in direct and proportional changes in the fair value of the security |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Non-Agency Residential Collateralized Mortgage Obligations | $7167239 | Market Comparables | Market Quotes | $91.47 ($91.47) | Significant changes in the market quotes would have resulted in direct and proportional changes in the fair value of the security |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Non-Agency Commercial Mortgage Backed Obligations | $987716 | Market Comparables | Market Quotes | $75.63 ($75.63) | Significant changes in the market quotes would have resulted in direct and proportional changes in the fair value of the security |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Common Stocks | $304112 | Market Comparables | Market Quotes | $0.02 - $24.00 ($15.54) | Significant changes in the market quotes would have resulted in direct and proportional changes in the fair value of the security |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bank Loans | $107387 | Market Comparables | Market Quotes | $100.00 ($100.00) | Significant changes in the market quotes would have resulted in direct and proportional changes in the fair value of the security |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Rights | $5301 | Intrinsic Value | Asset Sale Proceeds | $6.75 - $7.50 ($7.14) | Significant changes in asset sale proceeds would have resulted in direct changes in fair value of the security |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Warrants | $— | Intrinsic Value | Underlying Equity Price | $0.00 ($0.00) | Significant changes in the Underlying Equity Price would have resulted in direct changes in the fair value of the security |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Escrow Notes | $— | Income Approach | Expected Value | $0.00 ($0.00) | Significant changes in the expected value would have resulted in direct changes in the fair value of the security |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Corporate Bonds | $— | Market Comparables | EBITDA Multiples | $0.00 ($0.00) | Significant changes in the EBITDA multiple would have resulted in direct changes in the fair value of the security |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **DoubleLine Income Fund** | **Fair<br>Value as<br>of<br>12/30/2022** | **Valuation<br>Techniques** | **Unobservable<br>Input** | **Unobservable Input Values<br>(Weighted Average)<sup>(e)</sup>** | **Impact to valuation from an<br>increase to input** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Asset Backed Obligations | $5247789 | Market Comparables | Market Quotes | $32.33 - $5.533.79 ($1,241.25) | Significant changes in the market quotes would have resulted in direct and proportional changes in the fair value of the security |

---

*<sup>(e)</sup>* *Unobservable inputs were weighted by the relative fair value of the instruments.*

## 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 Low Duration Bond Fund

- **b. EDGAR series identifier (if any):** S000034129

- **c. LEI of Series:** 549300LTIA929K45DK50

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

- **a. Date of fiscal year-end:** 2023-03-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $5905625745.86

**Total Liabilities:** $37115580.17

**Net Assets:** $5868510165.69

**Delayed Delivery Securities:** $7979598.40

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 9478.000000000000 | **1-Year:** 306491.000000000000 | **5-Year:** 562666.000000000000 | **10-Year:** 28224.000000000000 | **30-Year:** 0.000000000000

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

- **3-Month:** 2588.000000000000 | **1-Year:** 73924.000000000000 | **5-Year:** 106879.000000000000 | **10-Year:** 5921.000000000000 | **30-Year:** 2.000000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000105189 | -0.48%               | 0.97%                | 0.55%                |
| Class ID C000105190 | -0.39%               | 0.94%                | 0.42%                |
| Class ID C000213586 | -0.47%               | 0.97%                | 0.56%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-16635455.00            | $-31237548.16                              |
| Month 2  | $-12315659.18            | $53801535.92                               |
| Month 3  | $-21208154.37            | $32957663.24                               |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Arbor Realty Collateralized Lo | Arbor Realty Commercial Real Estate Notes 2021-FL2 Ltd                   | CUSIP: 03881EAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $2924496.00   | 0.05%             | 2036-05-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| arbor multifamily mortgage sec | Arbor Multifamily Mortgage Securities Trust 2021-MF2                     | CUSIP: 03881VAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14340000 | PA      | $12744312.20  | 0.22%             | 2054-06-15      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| Arivo Acceptance Auto Loan Rec | Arivo Acceptance Auto Loan Receivables Trust 2021-1                      | CUSIP: 04047AAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1966319 | PA      | $1900676.25   | 0.03%             | 2027-01-15      | Fixed         | 1.19%                 | No            |                  2 | On Loan: No      |
| BANCOLOMBIA SA                 | Bancolombia SA                                                           | CUSIP: 05968LAK8<br>LEI: 54930052NWJRPNMP1W58 | Long             | DBT              | CORP              | CO        |   5957000 | PA      | $5873521.46   | 0.10%             | 2027-10-18      | Variable      | 7.14%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2018-B1 Mortgage Trust                                         | CUSIP: 08162PAY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  94566520 | PA      | $1878431.53   | 0.03%             | 2051-01-15      | Variable      | 0.53%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                    | BNP Paribas SA                                                           | CUSIP: 09659W2G8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   5220000 | PA      | $5169932.21   | 0.09%             | 2025-01-10      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| BOEING CO                      | Boeing Co/The                                                            | CUSIP: 097023CS2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2195000 | PA      | $2191232.15   | 0.04%             | 2023-05-01      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| BOEING CO                      | Boeing Co/The                                                            | CUSIP: 097023CT0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    425000 | PA      | $422128.19    | 0.01%             | 2025-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus | BRAVO Residential Funding Trust 2020-RPL1                                | CUSIP: 10568YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5556150 | PA      | $5268393.00   | 0.09%             | 2059-05-26      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus | BRAVO Residential Funding Trust 2021-A                                   | CUSIP: 105693AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14309586 | PA      | $13642143.77  | 0.23%             | 2059-10-25      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus | BRAVO Residential Funding Trust 2022-RPL1                                | CUSIP: 10569XAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7437118 | PA      | $6449368.72   | 0.11%             | 2061-09-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Bridge Street CLO II Ltd       | Bridge Street CLO II Ltd                                                 | CUSIP: 10806JAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  20000000 | PA      | $19225164.00  | 0.33%             | 2034-07-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| BRIGHTHSE FIN GLBL FUND        | Brighthouse Financial Global Funding                                     | CUSIP: 10921U2D9<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |   2535000 | PA      | $2472885.17   | 0.04%             | 2023-06-28      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| BROADCOM CRP /  CAYMN FI       | Broadcom Corp / Broadcom Cayman Finance Ltd                              | CUSIP: 11134LAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $161047.46    | 0.00%             | 2027-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BPCE SA                        | BPCE SA                                                                  | CUSIP: 05583JAG7<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   5525000 | PA      | $5157195.61   | 0.09%             | 2025-01-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BANCO LATINOAMERICANO SA       | Banco Latinoamericano de Comercio Exterior SA                            | CUSIP: 05968CAC6<br>LEI: 549300CN3134K4LC0651 | Long             | DBT              | CORP              | PA        |   2000000 | PA      | $1828440.00   | 0.03%             | 2025-09-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BANCOLOMBIA SA                 | Bancolombia SA                                                           | CUSIP: 05968LAL6<br>LEI: 54930052NWJRPNMP1W58 | Long             | DBT              | CORP              | CO        |  12480000 | PA      | $10989201.60  | 0.19%             | 2029-12-18      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| DIGICEL GROUP HOLDINGS         | Digicel Group Holdings Ltd                                               | CUSIP: 25381YAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | JM        |   1208972 | PA      | $329595.30    | 0.01%             | 2025-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP            | Dollar General Corp                                                      | CUSIP: 256677AD7<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |   2645000 | PA      | $2589271.41   | 0.04%             | 2025-11-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| DOLLAR TREE INC                | Dollar Tree Inc                                                          | CUSIP: 256746AG3<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |   4635000 | PA      | $4529205.38   | 0.08%             | 2025-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP               | Duke Energy Corp                                                         | CUSIP: 26441CBV6<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   2630000 | PA      | $2627252.41   | 0.04%             | 2025-12-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                   | Ecopetrol SA                                                             | CUSIP: 279158AC3<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   3100000 | PA      | $3086783.80   | 0.05%             | 2023-09-18      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                   | Ecopetrol SA                                                             | CUSIP: 279158AK5<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   7900000 | PA      | $7541023.21   | 0.13%             | 2025-01-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ENEL GENERACION CHILE SA       | Enel Generacion Chile SA                                                 | CUSIP: 29246RAA1<br>LEI: 549300PVHXUFEIE6LY50 | Long             | DBT              | CORP              | CL        |   7000000 | PA      | $6916630.00   | 0.12%             | 2024-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                   | Enbridge Inc                                                             | CUSIP: 29250NBG9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   2820000 | PA      | $2727169.24   | 0.05%             | 2023-10-04      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                   | Enbridge Inc                                                             | CUSIP: 29250NBL8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   2825000 | PA      | $2667483.51   | 0.05%             | 2025-02-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2016-P3                              | CUSIP: 29429CAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  52867947 | PA      | $2019444.55   | 0.03%             | 2049-04-15      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2019-PRM                             | CUSIP: 29429JAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    242000 | PA      | $239460.98    | 0.00%             | 2036-05-10      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                    | Equinix Inc                                                              | CUSIP: 29444UBF2<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |   5930000 | PA      | $5367444.20   | 0.09%             | 2025-07-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ExteNet Systems                | ExteNet LLC 2019-1                                                       | CUSIP: 30227XAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4250000 | PA      | $4017989.53   | 0.07%             | 2049-07-26      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| FS Rialto 2019-FL1 Issuer, Ltd | FS Rialto 2019-FL1                                                       | CUSIP: 30312UAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7996292 | PA      | $7966777.49   | 0.14%             | 2036-12-16      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd           | FS RIALTO                                                                | CUSIP: 30319YAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  20500000 | PA      | $19663682.00  | 0.34%             | 2038-05-16      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd           | FS Rialto 2021-FL3                                                       | CUSIP: 30323CAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7789000 | PA      | $7454353.40   | 0.13%             | 2036-11-16      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                         | CUSIP: 3132D9LA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8336741 | PA      | $7664355.38   | 0.13%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                         | CUSIP: 3133KYWY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8635540 | PA      | $7722947.61   | 0.13%             | 2042-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Non Gold Pool                                                | CUSIP: 31347AVZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    587034 | PA      | $587699.17    | 0.01%             | 2045-05-01      | Floating      | 2.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                          | CUSIP: 3140EUB32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1302599 | PA      | $1307900.67   | 0.02%             | 2045-12-01      | Floating      | 3.19%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust       | Foundation Finance Trust 2019-1                                          | CUSIP: 35041JAA3<br>LEI: 5493002KPTN6JUQ40J20 | Long             | ABS-O            | CORP              | US        |   1711967 | PA      | $1676872.41   | 0.03%             | 2034-11-15      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Trust 2017-GS7                                    | CUSIP: 36254CAX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 126837828 | PA      | $4533463.00   | 0.08%             | 2050-08-10      | Variable      | 1.08%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Trust 2017-GS8                                    | CUSIP: 36254KAP7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 141521621 | PA      | $4818754.60   | 0.08%             | 2050-11-10      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities  | GS Mortgage-Backed Securities Trust 2019-SL1                             | CUSIP: 36257EAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1214455 | PA      | $1209427.12   | 0.02%             | 2059-01-25      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Trust 2019-GC42                                   | CUSIP: 36257UAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  54750057 | PA      | $2125260.33   | 0.04%             | 2052-09-01      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Corportation Trust 2021-IP                        | CUSIP: 36262MAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9296000 | PA      | $8687942.13   | 0.15%             | 2036-10-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| GPMT Ltd.                      | GPMT 2021-FL3 Ltd                                                        | CUSIP: 36264BAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4852604 | PA      | $4740911.13   | 0.08%             | 2035-07-16      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                 | Galaxy XXII CLO Ltd                                                      | CUSIP: 36320TAV5<br>LEI: 54930022KENWLYJ8SJ86 | Long             | ABS-CBDO         | CORP              | US        |  25500000 | PA      | $24792382.65  | 0.42%             | 2034-04-16      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC              | General Mills Inc                                                        | CUSIP: 370334CF9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |   2690000 | PA      | $2629451.22   | 0.04%             | 2025-04-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC              | General Mills Inc                                                        | CUSIP: 370334CS1<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2256397.76   | 0.04%             | 2025-11-18      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO         | General Motors Financial Co Inc                                          | CUSIP: 37045XBG0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   5325000 | PA      | $5248484.49   | 0.09%             | 2026-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Generate CLO Ltd.              | Generate CLO 9 LTD                                                       | CUSIP: 37147LAA7<br>LEI: 549300OYEZ11WGJ2SS19 | Long             | ABS-CBDO         | CORP              | US        |  46500000 | PA      | $45095351.25  | 0.77%             | 2034-10-20      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| Generate CLO 8 Ltd.            | Generate CLO 8 Ltd                                                       | CUSIP: 37148EAC8<br>LEI: 2549002O2LJ1LE1W2D54 | Long             | ABS-CBDO         | CORP              | US        |  14000000 | PA      | $13400395.40  | 0.23%             | 2034-10-20      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| Generate CLO Ltd.              | Generate CLO 6 Ltd                                                       | CUSIP: 37148JAA1<br>LEI: 254900V675MOVWK0HA08 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $9713788.00   | 0.17%             | 2035-01-22      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC           | Glencore Funding LLC                                                     | CUSIP: 378272AF5<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | AU        |    325000 | PA      | $323343.67    | 0.01%             | 2023-05-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC           | Glencore Funding LLC                                                     | CUSIP: 378272AL2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | AU        |   3990000 | PA      | $3863432.21   | 0.07%             | 2025-04-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC           | Glencore Funding LLC                                                     | CUSIP: 378272AT5<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | AU        |   1045000 | PA      | $1028734.14   | 0.02%             | 2024-03-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Global SC Finance SRL          | Global SC Finance VII Srl                                                | CUSIP: 37959PAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CN        |   3750653 | PA      | $3328383.02   | 0.06%             | 2040-10-17      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                              | CUSIP: 38141GXJ8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5347000 | PA      | $5146452.69   | 0.09%             | 2025-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Greywolf CLO Ltd               | GREYWOLF CLO VII Ltd                                                     | CUSIP: 39809AAA6<br>LEI: 5493005EEKUYF0Q6Z361 | Long             | ABS-CBDO         | CORP              | US        |  14100000 | PA      | $13881964.65  | 0.24%             | 2031-10-20      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Greystone Commercial Real Esta | Greystone CRE Notes 2021-FL3 Ltd                                         | CUSIP: 39809PAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11853000 | PA      | $11361977.62  | 0.19%             | 2039-07-15      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Gulf Stream Meridian 1 Ltd.    | Gulf Stream Meridian 4 Ltd                                               | CUSIP: 402562AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  17500000 | PA      | $17054434.25  | 0.29%             | 2034-07-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| HCA INC                        | HCA Inc                                                                  | CUSIP: 404119BN8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   5102000 | PA      | $5075117.41   | 0.09%             | 2024-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                        | CUSIP: 404280CW7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   5425000 | PA      | $5168939.46   | 0.09%             | 2024-11-22      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| HGI CRE CLO Ltd                | HGI CRE CLO 2021-FL1 Ltd                                                 | CUSIP: 40441LAA4<br>LEI: 549300VYJ293N0KO2L78 | Long             | ABS-CBDO         | CORP              | US        |   5347753 | PA      | $5149929.08   | 0.09%             | 2036-06-16      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| HalseyPoint CLO Ltd.           | Halseypoint Clo 5 Ltd                                                    | CUSIP: 406371AA2<br>LEI: 549300VBED2CGY7JQG51 | Long             | ABS-CBDO         | CORP              | US        |  52000000 | PA      | $50625593.20  | 0.86%             | 2035-01-30      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Harbourview CLO VII Ltd        | Harbourview CLO VII-R                                                    | CUSIP: 41165TAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8395092 | PA      | $8210585.66   | 0.14%             | 2031-07-18      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Hayfin Kingsland VIII Ltd      | Hayfin US XII Ltd                                                        | CUSIP: 42086PAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  22000000 | PA      | $21559311.40  | 0.37%             | 2031-04-20      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC    | Hertz Vehicle Financing LLC                                              | CUSIP: 42806MAB5<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |  10200000 | PA      | $9353794.74   | 0.16%             | 2025-12-26      | Fixed         | 1.56%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust   | Hilton Grand Vacations Trust 2018-A                                      | CUSIP: 43284BAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1117178 | PA      | $1080613.52   | 0.02%             | 2032-02-25      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust   | Hilton Grand Vacations Trust 2020-A                                      | CUSIP: 43285HAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    560000 | PA      | $526757.28    | 0.01%             | 2039-02-25      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Homeward Opportunities Fund I  | Homeward Opportunities Fund Trust 2022-1                                 | CUSIP: 43789KAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13020474 | PA      | $12672689.76  | 0.22%             | 2067-07-25      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| LFT CRE 2021-FL1, LLC          | LFT CRE 2021-FL1 Ltd                                                     | CUSIP: 50203JAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13700000 | PA      | $13331771.40  | 0.23%             | 2039-06-15      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust    | Legacy Mortgage Asset Trust 2021-GS1                                     | CUSIP: 52474JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1040280 | PA      | $955721.34    | 0.02%             | 2066-10-25      | Variable      | 1.89%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust    | Legacy Mortgage Asset Trust 2019-GS7                                     | CUSIP: 52474MAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  17232427 | PA      | $17218958.48  | 0.29%             | 2059-11-25      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust    | Legacy Mortgage Asset Trust 2021-GS3                                     | CUSIP: 52474XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  20567988 | PA      | $18692793.80  | 0.32%             | 2061-07-25      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust    | Legacy Mortgage Asset Trust 2020-GS5                                     | CUSIP: 52475JAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10942456 | PA      | $10781398.98  | 0.18%             | 2060-06-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust    | Legacy Mortgage Asset Trust 2020-SL1                                     | CUSIP: 52475KAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1883207 | PA      | $1842687.74   | 0.03%             | 2060-01-25      | Variable      | 2.73%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust    | Legacy Mortgage Asset Trust 2021-SL1                                     | CUSIP: 52475PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6310075 | PA      | $6191424.74   | 0.11%             | 2060-09-25      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust    | Legacy Mortgage Asset Trust 2021-GS4                                     | CUSIP: 52475WAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  26804928 | PA      | $24095531.27  | 0.41%             | 2060-11-25      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust    | Legacy Mortgage Asset Trust 2021-GS2                                     | CUSIP: 52476DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11736059 | PA      | $10666041.25  | 0.18%             | 2061-04-25      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Life Financial Services Trust  | Life 2021-BMR Mortgage Trust                                             | CUSIP: 53218CAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5652078 | PA      | $5480083.35   | 0.09%             | 2038-03-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC       | Lloyds Banking Group PLC                                                 | CUSIP: 53944YAN3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   5270000 | PA      | $5169133.46   | 0.09%             | 2024-05-11      | Variable      | 0.69%                 | No            |                  2 | On Loan: No      |
| LoanCore 2019-CRE2 Issuer, Ltd | LoanCore 2019-CRE2 Issuer Ltd                                            | CUSIP: 53946JAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15966408 | PA      | $15594534.45  | 0.27%             | 2036-05-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| LoanCore 2018-CRE1 Issuer, Ltd | LoanCore 2019-CRE3 Issuer Ltd                                            | CUSIP: 53947DAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11702648 | PA      | $11691553.69  | 0.20%             | 2034-04-15      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Loanpal Solar Loan 2020-3 Ltd  | Loanpal Solar Loan Ltd                                                   | CUSIP: 53948NAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8963642 | PA      | $6832812.03   | 0.12%             | 2047-12-20      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                     | MFA 2021-NQM2 Trust                                                      | CUSIP: 55283WAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1538073 | PA      | $1223583.16   | 0.02%             | 2064-11-25      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| Marble Point CLO               | Marble Point CLO XXII Ltd                                                | CUSIP: 56606GAA2<br>LEI: 549300MZC31PBFF01E87 | Long             | ABS-CBDO         | CORP              | US        |  35000000 | PA      | $33629662.50  | 0.57%             | 2034-07-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Marble Point CLO Ltd.          | Marble Point CLO XIV Ltd                                                 | CUSIP: 56608KAN3<br>LEI: 254900N4UCG37B1HFL93 | Long             | ABS-CBDO         | CORP              | US        |  20000000 | PA      | $19492902.00  | 0.33%             | 2032-01-20      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust         | Marlette Funding Trust 2019-4                                            | CUSIP: 57110AAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4054381 | PA      | $3976604.94   | 0.07%             | 2029-12-17      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC       | Marsh & McLennan Cos Inc                                                 | CUSIP: 571748BF8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   5230000 | PA      | $5159923.91   | 0.09%             | 2024-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL         | Marriott International Inc/MD                                            | CUSIP: 571900BB4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   5460000 | PA      | $5353405.40   | 0.09%             | 2024-04-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| MASTR Adjustable Rate Mortgage | MASTR Adjustable Rate Mortgages Trust 2006-2                             | CUSIP: 576438AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1790913 | PA      | $1009761.79   | 0.02%             | 2036-04-25      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                | McDonald's Corp                                                          | CUSIP: 58013MEU4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   1574000 | PA      | $1524008.60   | 0.03%             | 2025-05-26      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                | McDonald's Corp                                                          | CUSIP: 58013MFE9<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    675000 | PA      | $672525.15    | 0.01%             | 2023-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                | McDonald's Corp                                                          | CUSIP: 58013MFL3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   3350000 | PA      | $3075185.53   | 0.05%             | 2025-09-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| MEGLOBAL CANADA ULC            | MEGlobal Canada ULC                                                      | CUSIP: 58518N2B7<br>LEI: 635400MHHHT7LMKMQL03 | Long             | DBT              | CORP              | KW        |  13090000 | PA      | $12882523.50  | 0.22%             | 2025-05-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MERCURY CHILE HOLDCO LLC       | Mercury Chile Holdco LLC                                                 | CUSIP: 58937CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |   2000000 | PA      | $1920000.00   | 0.03%             | 2027-01-24      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MLCC Mortgage Investors Inc    | Merrill Lynch Mortgage Investors Trust Series MLCC 2005-3                | CUSIP: 59020UL45<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    682703 | PA      | $644594.76    | 0.01%             | 2035-11-25      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC       | Microchip Technology Inc                                                 | CUSIP: 595017BB9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   5595000 | PA      | $5315564.16   | 0.09%             | 2024-02-15      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| MidOcean Credit CLO            | Midocean Credit Clo VIII                                                 | CUSIP: 59801MAL2<br>LEI: 549300T32RO3I7BJ4V26 | Long             | ABS-CBDO         | CORP              | US        |  15500000 | PA      | $15258275.95  | 0.26%             | 2031-02-20      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust       | Mill City Mortgage Loan Trust 2017-3                                     | CUSIP: 59980CAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3653604 | PA      | $3535513.34   | 0.06%             | 2061-01-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP         | Mitsubishi UFJ Financial Group Inc                                       | CUSIP: 606822AZ7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   6680000 | PA      | $6691970.76   | 0.11%             | 2023-07-26      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP         | Mizuho Financial Group Inc                                               | CUSIP: 60687YBY4<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   5466000 | PA      | $5367045.39   | 0.09%             | 2026-05-22      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2017-H1                                   | CUSIP: 61691JAW4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  60472671 | PA      | $2275592.66   | 0.04%             | 2050-06-15      | Variable      | 1.33%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2018-SUN                                  | CUSIP: 61691MAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    711000 | PA      | $697479.13    | 0.01%             | 2035-07-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2019-PLND                                 | CUSIP: 61691XAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7895000 | PA      | $6974596.16   | 0.12%             | 2036-05-15      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2021-L6                                   | CUSIP: 61692CAX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14862000 | PA      | $13258336.70  | 0.23%             | 2054-06-15      | Variable      | 2.13%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                           | CUSIP: 6174468W2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5570000 | PA      | $5532779.25   | 0.09%             | 2024-01-25      | Variable      | 0.53%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan T | Morgan Stanley Mortgage Loan Trust 2004-1                                | CUSIP: 61745MWG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7105 | PA      | $5315.28      | 0.00%             | 2018-11-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MSILF Government Portfolio     | MSILF Government Portfolio                                               | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |   8181585 | NS      | $8181584.73   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2006-HQ10                                 | CUSIP: 61750HAL0<br>LEI: 549300T7A7LUR8384661 | Long             | ABS-MBS          | CORP              | US        |   1121858 | PA      | $7953.08      | 0.00%             | 2041-11-12      | Variable      | 0.40%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust      | Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19              | CUSIP: 61764PBN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14077000 | PA      | $126203.12    | 0.00%             | 2046-12-15      | Variable      | 0.60%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                           | CUSIP: 61772BAA1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5244000 | PA      | $5169331.16   | 0.09%             | 2024-04-05      | Variable      | 0.73%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                      | Mosaic Co/The                                                            | CUSIP: 61945CAC7<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |   4303000 | PA      | $4268592.61   | 0.07%             | 2023-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | MSC Trust 2021-ILP                                                       | CUSIP: 62479WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18374239 | PA      | $17688958.80  | 0.30%             | 2023-11-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| MP Clo VIII, LTD               | MP CLO VIII Ltd                                                          | CUSIP: 62481WAL1<br>LEI: 549300D60LKSR31DKI65 | Long             | ABS-CBDO         | CORP              | US        |  15000000 | PA      | $14428314.00  | 0.25%             | 2034-04-28      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                | MVW Owner Trust 2018-1                                                   | CUSIP: 62848BAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    773833 | PA      | $744765.94    | 0.01%             | 2036-01-21      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| NLY Commercial Mortgage Trust  | NLY Commercial Mortgage Trust                                            | CUSIP: 629167AC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  19570000 | PA      | $19247095.00  | 0.33%             | 2036-02-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Se | Natixis Commercial Mortgage Securities Trust 2018-FL1                    | CUSIP: 63874MAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6357692 | PA      | $6142993.93   | 0.10%             | 2035-06-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust     | Navient Private Education Refi Loan Trust 2020-G                         | CUSIP: 63941UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2045156 | PA      | $1814956.10   | 0.03%             | 2069-09-16      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust     | Navient Private Education Refi Loan Trust 2020-F                         | CUSIP: 63941XAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3649106 | PA      | $3241949.49   | 0.06%             | 2069-07-15      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE        | Nissan Motor Acceptance Co LLC                                           | CUSIP: 65480CAB1<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |   1385000 | PA      | $1262879.18   | 0.02%             | 2024-09-16      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| BOC AVIATION USA CORP          | BOC Aviation USA Corp                                                    | CUSIP: 66980P2A6<br>LEI: 254900QKLTY6MF4Y3P65 | Long             | DBT              | CORP              | SG        |   4530000 | PA      | $4302049.04   | 0.07%             | 2024-04-29      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                    | NVIDIA Corp                                                              | CUSIP: 67066GAL8<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |   5620000 | PA      | $5305833.06   | 0.09%             | 2024-06-14      | Fixed         | 0.58%                 | No            |                  2 | On Loan: No      |
| OHA Credit Partners Ltd        | OHA Credit Partners VII Ltd                                              | CUSIP: 67102QAV0<br>LEI: 549300LXLBAFTIMXZT54 | Long             | ABS-CBDO         | CORP              | US        |   8500000 | PA      | $8314537.65   | 0.14%             | 2034-02-20      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                    | OCP CLO 2014-5 Ltd                                                       | CUSIP: 67102SAL8<br>LEI: 254900NXH68CRC058O44 | Long             | ABS-CBDO         | CORP              | US        |  16500000 | PA      | $16294263.15  | 0.28%             | 2031-04-26      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2018-1 Trust                                                         | CUSIP: 67112FAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1542142 | PA      | $1457337.02   | 0.02%             | 2057-06-25      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2022-NQM1 Trust                                                      | CUSIP: 67114VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11104364 | PA      | $9567153.90   | 0.16%             | 2061-11-25      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                    | Oracle Corp                                                              | CUSIP: 68389XCF0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2580000 | PA      | $2640627.06   | 0.04%             | 2025-11-10      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PFP III                        | PFP 2021-7 Ltd                                                           | CUSIP: 69290LAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1755808 | PA      | $1722047.25   | 0.03%             | 2038-04-14      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| PFP III                        | PFP 2021-7 Ltd                                                           | CUSIP: 69290LAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9999501 | PA      | $9450108.42   | 0.16%             | 2038-04-14      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| PPM Clo, Ltd.                  | PPM CLO 5 Ltd                                                            | CUSIP: 69356TAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  20000000 | PA      | $19424986.00  | 0.33%             | 2034-10-18      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag | PRPM 2021-5 LLC                                                          | CUSIP: 69358DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11739804 | PA      | $10663158.07  | 0.18%             | 2026-06-25      | Variable      | 1.79%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag | PRPM 2021-6 LLC                                                          | CUSIP: 69360FAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15868782 | PA      | $14405491.82  | 0.25%             | 2026-07-25      | Variable      | 1.79%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag | PRPM 2021-7 LLC                                                          | CUSIP: 69360LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  28327621 | PA      | $25819978.28  | 0.44%             | 2026-08-25      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)         | Pertamina Persero PT                                                     | CUSIP: 69370RAK3<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |  10200000 | PA      | $9124906.13   | 0.16%             | 2026-02-09      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT          | Freeport Indonesia PT                                                    | CUSIP: 69377FAA4<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |   2350000 | PA      | $2267750.00   | 0.04%             | 2027-04-14      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC         | Pacific Gas and Electric Co                                              | CUSIP: 694308KA4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2705000 | PA      | $2641408.75   | 0.05%             | 2024-02-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC         | Pacific Gas and Electric Co                                              | CUSIP: 694308KE6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2555000 | PA      | $2517950.25   | 0.04%             | 2025-06-08      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Trust 2022-1                                              | CUSIP: 69546MAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14813637 | PA      | $14228416.51  | 0.24%             | 2029-10-15      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Selection Trust 2021-3                                    | CUSIP: 69546RAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3711208 | PA      | $3616470.82   | 0.06%             | 2029-05-15      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Selection Trust 2021-5                                    | CUSIP: 69547EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  19762222 | PA      | $19064572.19  | 0.32%             | 2029-08-15      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Selection Trust 2021-1                                    | CUSIP: 69547JAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4129413 | PA      | $4068007.21   | 0.07%             | 2027-11-15      | Fixed         | 1.18%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | PAGAYA AI Debt Trust 2022-3                                              | CUSIP: 69547MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  21575838 | PA      | $21319581.29  | 0.36%             | 2030-03-15      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Selection Trust 2021-HG1                                  | CUSIP: 69547PAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10478079 | PA      | $9888918.79   | 0.17%             | 2029-01-16      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd          | Palmer Square CLO 2021-2 Ltd                                             | CUSIP: 69701XAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11000000 | PA      | $10745110.20  | 0.18%             | 2034-07-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA             | Panama Government International Bond                                     | CUSIP: 698299BE3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   5000000 | PA      | $4844505.65   | 0.08%             | 2025-03-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PARK AEROSPACE HOLDINGS        | Park Aerospace Holdings Ltd                                              | CUSIP: 70014LAC4<br>LEI: 635400CPI3EOIFF6OC33 | Long             | DBT              | CORP              | IE        |   2065000 | PA      | $2060057.01   | 0.04%             | 2023-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP           | Parker-Hannifin Corp                                                     | CUSIP: 701094AQ7<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |   2360000 | PA      | $2310479.67   | 0.04%             | 2024-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL       | Penske Truck Leasing Co Lp / PTL Finance Corp                            | CUSIP: 709599BG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5645000 | PA      | $5324986.87   | 0.09%             | 2024-11-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU               | Peruvian Government International Bond                                   | CUSIP: 715638DE9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   9500000 | PA      | $8763391.76   | 0.15%             | 2026-01-23      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN PENERBIT SBSN       | Perusahaan Penerbit SBSN Indonesia III                                   | CUSIP: 71567PAR1<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |   4000000 | PA      | $3637500.00   | 0.06%             | 2026-06-09      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                    | Phillips 66                                                              | CUSIP: 718546AV6<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |   1442000 | PA      | $1407813.80   | 0.02%             | 2025-04-09      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                    | Phillips 66                                                              | CUSIP: 718546AZ7<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1130191.36   | 0.02%             | 2026-02-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE       | Pioneer Natural Resources Co                                             | CUSIP: 723787AT4<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |   2365000 | PA      | $2110505.14   | 0.04%             | 2026-01-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE       | Pioneer Natural Resources Co                                             | CUSIP: 723787AU1<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    295000 | PA      | $290185.23    | 0.00%             | 2023-05-15      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partne | Pretium Mortgage Credit Partners I 2021-NPL2 LLC                         | CUSIP: 741386AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3795861 | PA      | $3366613.54   | 0.06%             | 2060-06-27      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partne | Pretium Mortgage Credit Partners I 2021-NPL1 LLC                         | CUSIP: 741389AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11061217 | PA      | $10128267.05  | 0.17%             | 2060-09-27      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partne | Pretium Mortgage Credit Partners LLC                                     | CUSIP: 74140QAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18963499 | PA      | $17186941.90  | 0.29%             | 2061-02-25      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partne | PRET 2021-NPL3 LLC                                                       | CUSIP: 74143EAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  30277396 | PA      | $26873629.09  | 0.46%             | 2051-07-25      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partne | PRET 2021-RN2 LLC                                                        | CUSIP: 74143FAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6227031 | PA      | $5652475.41   | 0.10%             | 2051-07-25      | Variable      | 1.74%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partne | PRET 2021-RN3 LLC                                                        | CUSIP: 74143JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  20315784 | PA      | $18207200.21  | 0.31%             | 2051-09-25      | Variable      | 1.84%                 | No            |                  2 | On Loan: No      |
| Prosper Marketplace Issuance T | Prosper Marketplace Issuance Trust Series 2019-2                         | CUSIP: 74361PAC6<br>LEI: 549300TGOSXMW5LM7I70 | Long             | ABS-O            | CORP              | US        |   1178020 | PA      | $1173652.60   | 0.02%             | 2025-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS       | Public Service Enterprise Group Inc                                      | CUSIP: 744573AT3<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |   4165000 | PA      | $4011478.97   | 0.07%             | 2023-11-08      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| QATAR ENERGY TRADING LLC       | QatarEnergy Trading LLC                                                  | CUSIP: 74730DAB9<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |   2000000 | PA      | $1776442.00   | 0.03%             | 2026-09-12      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| RR Ltd                         | RR 14 Ltd                                                                | CUSIP: 74980PAA1<br>LEI: 54930006FTQV76P0VH16 | Long             | ABS-CBDO         | CORP              | US        |  18875000 | PA      | $18455544.65  | 0.31%             | 2036-04-15      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC          | Republic Services Inc                                                    | CUSIP: 760759AU4<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |   5520000 | PA      | $5293173.82   | 0.09%             | 2024-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC            | Elevance Health Inc                                                      | CUSIP: 94973VBJ5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   7914000 | PA      | $7724433.98   | 0.13%             | 2024-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SINGTEL GROUP TREASURY         | SingTel Group Treasury Pte Ltd                                           | CUSIP: QZ6767219<br>LEI: 2549002FQJ4364A54N70 | Long             | DBT              | CORP              | SG        |   4000000 | PA      | $3690029.28   | 0.06%             | 2026-10-03      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL        | Adani Ports & Special Economic Zone Ltd                                  | CUSIP: AO0809829<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |   3100000 | PA      | $2711255.32   | 0.05%             | 2027-07-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UPL CORP LTD                   | UPL Corp Ltd                                                             | CUSIP: AR5596903<br>LEI: 213800AQLATW4WEEH674 | Long             | DBT              | CORP              | IN        |   3900000 | PA      | $3279054.99   | 0.06%             | 2028-03-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOLD FIELDS OROGEN HOLD        | Gold Fields Orogen Holdings BVI Ltd                                      | CUSIP: ZS5391082<br>LEI: 213800CLGJ2E9KGU2F20 | Long             | DBT              | CORP              | ZA        |    400000 | PA      | $396912.48    | 0.01%             | 2024-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BANK LEUMI LE-ISRAEL           | Bank Leumi Le-Israel BM                                                  | CUSIP: 06326BAA7<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | DBT              | CORP              | IL        |   7580000 | PA      | $6743205.90   | 0.11%             | 2031-01-29      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| DBS GROUP HOLDINGS LTD         | DBS Group Holdings Ltd                                                   | CUSIP: BO3306350<br>LEI: 5493007FKT78NKPM5V55 | Long             | DBT              | CORP              | SG        |  13550000 | PA      | $12060448.50  | 0.21%             | 2031-03-10      | Variable      | 1.82%                 | No            |                  2 | On Loan: No      |
| ADANI INTERNATIONAL CONT       | Adani International Container Terminal Pvt Ltd                           | CUSIP: BN0450864<br>LEI: 335800J4SLERP6S94P28 | Long             | DBT              | CORP              | IN        |   2807812 | PA      | $2202327.73   | 0.04%             | 2031-02-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PERIAMA HOLDINGS LLC/DE        | Periama Holdings LLC/DE                                                  | CUSIP: ZO8974420<br>LEI: 254900NINXO00BLT2Z47 | Long             | DBT              | CORP              | IN        |   5600000 | PA      | $5246696.00   | 0.09%             | 2026-04-19      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| KT CORP                        | KT Corp                                                                  | CUSIP: ZO0554030<br>LEI: 9884005ACF8449EANY26 | Long             | DBT              | CORP              | KR        |   8000000 | PA      | $7141688.88   | 0.12%             | 2025-09-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD       | United Overseas Bank Ltd                                                 | CUSIP: ZO3818671<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |   8900000 | PA      | $7871160.00   | 0.13%             | 2031-03-16      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS         | Galaxy Pipeline Assets Bidco Ltd                                         | CUSIP: BM1501477<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | AE        |  13803830 | PA      | $12810330.95  | 0.22%             | 2027-09-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SA GLOBAL SUKUK LTD            | SA Global Sukuk Ltd                                                      | CUSIP: BP9911382<br>LEI: 5493007DFAVKU7UOGR47 | Long             | DBT              | CORP              | SA        |   6300000 | PA      | $5638550.40   | 0.10%             | 2026-06-17      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| BANK HAPOALIM                  | Bank Hapoalim BM                                                         | CUSIP: BR9645804<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | DBT              | CORP              | IL        |   7600000 | PA      | $6572024.00   | 0.11%             | 2032-01-21      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| QATAR ENERGY TRADING LLC       | QatarEnergy Trading LLC                                                  | CUSIP: BQ3266781<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |  12000000 | PA      | $10658652.00  | 0.18%             | 2026-09-12      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| TNB GLOBAL VENTURES CAP        | TNB Global Ventures Capital Bhd                                          | CUSIP: QZ6982289<br>LEI: 5493004U8XEGPFWIBZ14 | Long             | DBT              | CORP              | MY        |  16250000 | PA      | $15083168.75  | 0.26%             | 2026-10-19      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| GRUPO INVERSIONES SURAME       | Grupo de Inversiones Suramericana SA                                     | CUSIP: JK9340882<br>LEI: 549300AC1Q176TZL0305 | Long             | DBT              | CORP              | CO        |   3615000 | PA      | $3494367.45   | 0.06%             | 2026-04-29      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VEDANTA UK INVESTMENTS         | Vedanta Resources Ltd                                                    | CUSIP: AO6252495<br>LEI: 2138007MYEKPEAZQTW83 | Long             | DBT              | CORP              | IN        |   1000000 | PA      | $632531.18    | 0.01%             | 2024-08-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CSN RESOURCES SA               | CSN Resources SA                                                         | CUSIP: ZS1469080<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | CORP              | BR        |   2000000 | PA      | $1999029.46   | 0.03%             | 2026-04-17      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR         | Millicom International Cellular SA                                       | CUSIP: AU8860432<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |   1435500 | PA      | $1425781.67   | 0.02%             | 2026-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR         | Millicom International Cellular SA                                       | CUSIP: AP0969109<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | GT        |   4050000 | PA      | $3773160.79   | 0.06%             | 2028-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC              | Iron Mountain Inc                                                        | CUSIP: 46284NAQ2<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | LON              | CORP              | US        |  11362629 | PA      | $11234799.50  | 0.19%             | 2026-01-02      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC       | Vistra Operations Co LLC                                                 | CUSIP: 88233FAK6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | LON              | CORP              | US        |   2261487 | PA      | $2245170.01   | 0.04%             | 2025-12-31      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC       | Vistra Operations Co LLC                                                 | CUSIP: 88233FAK6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | LON              | CORP              | US        |   9094892 | PA      | $9029272.21   | 0.15%             | 2025-12-31      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                      | IQVIA Inc                                                                | CUSIP: 44969CBJ8<br>LEI: 549300PLWY28YB00C717 | Long             | LON              | CORP              | US        |  10444280 | PA      | $10414931.95  | 0.18%             | 2025-06-11      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| STARS GROUP HOLDINGS BV        | Stars Group Holdings BV                                                  | CUSIP: N/A<br>LEI: 549300RNFXC8F8RT6R13       | Long             | LON              | CORP              | NL        |   4992721 | PA      | $4931684.84   | 0.08%             | 2026-07-21      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| STARS GROUP HOLDINGS BV        | Stars Group Holdings BV                                                  | CUSIP: N/A<br>LEI: 549300RNFXC8F8RT6R13       | Long             | LON              | CORP              | NL        |   5206588 | PA      | $5142937.74   | 0.09%             | 2026-07-21      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| SS&C TECHNOLOGIES INC          | SS&C Technologies Inc                                                    | CUSIP: 78466DBF0<br>LEI: 549300KY09TR3J12JU49 | Long             | LON              | CORP              | US        |   5788236 | PA      | $5700342.05   | 0.10%             | 2025-04-16      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| GRAY TELEVISION INC            | Gray Television Inc                                                      | CUSIP: 389376AY0<br>LEI: 529900TM5726KDN7UU35 | Long             | LON              | CORP              | US        |   3247352 | PA      | $3168652.28   | 0.05%             | 2026-01-02      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| API GROUP DE INC               | APi Group DE Inc                                                         | CUSIP: 00186XAB9<br>LEI: 549300XP4G7B4QYA0G83 | Long             | LON              | CORP              | US        |    937019 | PA      | $932137.23    | 0.02%             | 2026-10-01      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA BRISTOL LLC       | Virgin Media Bristol LLC                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   3799969 | PA      | $3743311.14   | 0.06%             | 2028-01-31      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPER    | Charter Communications Operating LLC                                     | CUSIP: 16117LBX6<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |  10303376 | PA      | $10076701.43  | 0.17%             | 2027-02-01      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| GRIFOLS WORLDWIDE OPERAT       | Grifols Worldwide Operations USA Inc                                     | CUSIP: 39843PAG8<br>LEI: N/A                  | Long             | LON              | CORP              | ES        |   9508028 | PA      | $9214895.19   | 0.16%             | 2027-11-15      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| TRANS UNION LLC                | Trans Union LLC                                                          | CUSIP: 89334GAX2<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |   8782066 | PA      | $8673080.26   | 0.15%             | 2026-11-15      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                 | 1011778 BC ULC                                                           | CUSIP: C6901LAH0<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |   2356714 | PA      | $2320726.56   | 0.04%             | 2026-11-19      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                 | 1011778 BC ULC                                                           | CUSIP: C6901LAH0<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |   7925056 | PA      | $7804040.51   | 0.13%             | 2026-11-19      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| ELEMENT SOLUTIONS INC          | Element Solutions Inc                                                    | CUSIP: 72766TAD1<br>LEI: 549300FLGN6P5CU20J91 | Long             | LON              | CORP              | US        |   3948971 | PA      | $3948971.13   | 0.07%             | 2026-01-31      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| ELEMENT SOLUTIONS INC          | Element Solutions Inc                                                    | CUSIP: 72766TAD1<br>LEI: 549300FLGN6P5CU20J91 | Long             | LON              | CORP              | US        |   2159830 | PA      | $2159830.21   | 0.04%             | 2026-01-31      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC          | Level 3 Financing Inc                                                    | CUSIP: 52729KAP1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | LON              | CORP              | US        |   7880350 | PA      | $7571480.06   | 0.13%             | 2027-03-01      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| MARRIOTT OWNERSHIP RESORTS     | Marriott Ownership Resorts Inc                                           | CUSIP: 57163KAH1<br>LEI: BW4532OH033VURR0IT68 | Long             | LON              | CORP              | US        |   3968960 | PA      | $3937208.35   | 0.07%             | 2025-08-31      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| GENERAC POWER SYSTEMS INC      | Generac Power Systems Inc                                                | CUSIP: 36874VAM0<br>LEI: 549300JQWLGGW8KC1X38 | Long             | LON              | CORP              | US        |    890307 | PA      | $871806.71    | 0.01%             | 2026-12-13      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP               | Lamar Media Corp                                                         | CUSIP: 513076BB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1940438 | PA      | $1891926.56   | 0.03%             | 2027-02-06      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| REYNOLDS CONSUMER PRODUC       | Reynolds Consumer Products LLC                                           | CUSIP: 76171JAB7<br>LEI: 549300DWNZYMOSR1X343 | Long             | LON              | CORP              | US        |  10216869 | PA      | $10150612.75  | 0.17%             | 2027-02-04      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| ELANCO ANIMAL HEALTH INC       | Elanco Animal Health Inc                                                 | CUSIP: 28414BAF3<br>LEI: 549300SHPNDCE059M934 | Long             | LON              | CORP              | US        |  10299061 | PA      | $9911198.48   | 0.17%             | 2027-08-01      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| INGERSOLL-RAND SERVICES        | Ingersoll-Rand Services Co                                               | CUSIP: 365556AU3<br>LEI: 549300YHGS5RRRQQ4T26 | Long             | LON              | CORP              | US        |  14995089 | PA      | $14895147.02  | 0.25%             | 2027-02-28      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                   | Calpine Corp                                                             | CUSIP: 13134MBT9<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | LON              | CORP              | US        |   7608443 | PA      | $7545330.63   | 0.13%             | 2027-12-16      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC         | Energizer Holdings Inc                                                   | CUSIP: N/A<br>LEI: 5493000D6NN0V57UME20       | Long             | LON              | CORP              | US        |   6506256 | PA      | $6400529.71   | 0.11%             | 2027-12-22      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| WMG ACQUISITION CORP           | WMG Acquisition Corp                                                     | CUSIP: 92929LAV0<br>LEI: 549300NAS11NXI33CP80 | Long             | LON              | CORP              | US        |  10756343 | PA      | $10648779.80  | 0.18%             | 2028-01-20      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC            | Resideo Funding Inc                                                      | CUSIP: 76090LAE4<br>LEI: 5493000IFJ6XJKH66598 | Long             | LON              | CORP              | US        |   4189101 | PA      | $4165558.57   | 0.07%             | 2028-02-12      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC            | Resideo Funding Inc                                                      | CUSIP: 76090LAE4<br>LEI: 5493000IFJ6XJKH66598 | Long             | LON              | CORP              | US        |    808737 | PA      | $804191.74    | 0.01%             | 2028-02-12      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| ASPLUNDH TREE EXPERT LLC       | Asplundh Tree Expert LLC                                                 | CUSIP: 04538FAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  11385388 | PA      | $11380606.06  | 0.19%             | 2027-09-04      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| CENCOSUD SA                    | Cencosud SA                                                              | CUSIP: EK7413348<br>LEI: 549300NLTGCFV7482429 | Long             | DBT              | CORP              | CL        |   1100000 | PA      | $1092691.08   | 0.02%             | 2025-02-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| EMPRESA ELECTRICA COCHRA       | Empresa Electrica Cochrane SpA                                           | CUSIP: ZQ3807125<br>LEI: 5493000S11JF8TJHYT07 | Long             | DBT              | CORP              | CL        |   3682980 | PA      | $3411912.67   | 0.06%             | 2027-05-14      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EMPRESA ELECTRICA ANGAMO       | Empresa Electrica Angamos SA                                             | CUSIP: EK6194873<br>LEI: 529900PQ7VWZL30RZ733 | Long             | DBT              | CORP              | CL        |   2429500 | PA      | $2175313.56   | 0.04%             | 2029-05-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CORP FINANCIERA DE DESAR       | Corp Financiera de Desarrollo SA                                         | CUSIP: EK3774362<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              | CORP              | PE        |   5036000 | PA      | $4831009.62   | 0.08%             | 2029-07-15      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| FENIX POWER PERU SA            | Fenix Power Peru SA                                                      | CUSIP: AP1549645<br>LEI: 549300VBTI7WLU4G4642 | Long             | DBT              | CORP              | PE        |  10832353 | PA      | $9929151.38   | 0.17%             | 2027-09-20      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| GNL QUINTERO SA                | GNL Quintero SA                                                          | CUSIP: EK4069044<br>LEI: 549300JJJIQXE6E1QY27 | Long             | DBT              | CORP              | CL        |   8153640 | PA      | $7887361.20   | 0.13%             | 2029-07-31      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| INTEROCEANICA IV FINANCE       | Interoceanica IV Finance Ltd                                             | CUSIP: EG3966884<br>LEI: 5493001ZIZ6W7IU0RP65 | Long             | DBT              | CORP              | PE        |   1163144 | PA      | $1072999.92   | 0.02%             | 2025-11-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HUNT OIL CO OF PERU            | Hunt Oil Co of Peru LLC Sucursal Del Peru                                | CUSIP: AS7998121<br>LEI: 549300SVO0550J3IKN50 | Long             | DBT              | CORP              | PE        |   7262940 | PA      | $6923883.30   | 0.12%             | 2028-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| KALLPA GENERACION SA           | Kallpa Generacion SA                                                     | CUSIP: LW1794947<br>LEI: 549300NG1PWEI5BZG095 | Long             | DBT              | CORP              | PE        |   1000000 | PA      | $961892.57    | 0.02%             | 2026-05-24      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MEXICO GENERADORA DE ENE       | Mexico Generadora de Energia S de rl                                     | CUSIP: EJ4659987<br>LEI: 635400GBINBYW1VUAD14 | Long             | DBT              | CORP              | MX        |   1025250 | PA      | $989366.25    | 0.02%             | 2032-12-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OLEODUCTO CENTRAL SA           | Oleoducto Central SA                                                     | CUSIP: BK4596429<br>LEI: 254900W4CPYCQFVH5E92 | Long             | DBT              | CORP              | CO        |    500000 | PA      | $441959.08    | 0.01%             | 2027-07-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORAZUL ENERGY PERU SA          | Orazul Energy Peru SA                                                    | CUSIP: AN3641437<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |   7849000 | PA      | $7100283.89   | 0.12%             | 2027-04-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SCOTIABANK PERU SA             | Scotiabank Peru SAA                                                      | CUSIP: EJ4751123<br>LEI: 5493001E54CPRG5J5Q41 | Long             | SN               | CORP              | PE        |   3800000 | PA      | $3755977.00   | 0.06%             | 2027-12-13      | Variable      | 8.62%                 | No            |                  2 | On Loan: No      |
| SOCIEDAD QUIMICA Y MINER       | Sociedad Quimica y Minera de Chile SA                                    | CUSIP: EK5661013<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |   4700000 | PA      | $4585978.00   | 0.08%             | 2025-01-28      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TRANSPORT DE GAS PERU          | Transportadora de Gas del Peru SA                                        | CUSIP: EJ6504421<br>LEI: 529900SKHHNI5HVI0Y66 | Long             | DBT              | CORP              | PE        |   6600000 | PA      | $6195093.10   | 0.11%             | 2028-04-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                   | Broadcom Inc                                                             | CUSIP: 11135FBB6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2470000 | PA      | $2342293.19   | 0.04%             | 2025-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Trust 2018-EXCL                                                       | CUSIP: 12433WAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    170954 | PA      | $166449.53    | 0.00%             | 2037-09-15      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| CBAM CLO Management            | CBAM 2019-10 Ltd                                                         | CUSIP: 12482NAN1<br>LEI: 254900IPFC9SXD6VQ444 | Long             | ABS-CBDO         | CORP              | US        |  20000000 | PA      | $19573226.00  | 0.33%             | 2032-04-20      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust   | CD 2017-CD4 Mortgage Trust                                               | CUSIP: 12515DAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  20908856 | PA      | $829289.14    | 0.01%             | 2050-05-10      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| CG-CCRE Commercial Mortgage Tr | CG-CCRE Commercial Mortgage Trust 2014-FL2                               | CUSIP: 12528PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1294184 | PA      | $1258467.51   | 0.02%             | 2031-11-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| CFK Trust                      | CFK Trust 2020-MF2                                                       | CUSIP: 12529AAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 116365000 | PA      | $3279084.24   | 0.06%             | 2039-03-15      | Variable      | 0.77%                 | No            |                  2 | On Loan: No      |
| CFIP CLO LTD                   | CFIP CLO 2021-1 Ltd                                                      | CUSIP: 12529QAC3<br>LEI: 549300NTT3VNL25G1526 | Long             | ABS-CBDO         | CORP              | US        |  20000000 | PA      | $19352192.00  | 0.33%             | 2035-01-20      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trus | CFCRE Commercial Mortgage Trust 2017-C8                                  | CUSIP: 12532CBF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  42452000 | PA      | $1427049.45   | 0.02%             | 2050-06-15      | Variable      | 0.90%                 | No            |                  2 | On Loan: No      |
| CHCP 2021-FL1 Ltd.             | CHCP 2021-FL1 Ltd                                                        | CUSIP: 12546JAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11843170 | PA      | $11689753.40  | 0.20%             | 2038-02-15      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| CHCP 2021-FL1 Ltd.             | CHCP 2021-FL1 Ltd                                                        | CUSIP: 12546JAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4590000 | PA      | $4396604.94   | 0.07%             | 2038-02-15      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                     | Cigna Corp                                                               | CUSIP: 125523CN8<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1995000 | PA      | $1893931.86   | 0.03%             | 2024-03-15      | Fixed         | 0.61%                 | No            |                  2 | On Loan: No      |
| CLNC 2019-FL1, Ltd             | CLNC 2019-FL1 Ltd                                                        | CUSIP: 12565DAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    626883 | PA      | $610999.90    | 0.01%             | 2035-08-20      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| CLNC 2019-FL1, Ltd             | CLNC 2019-FL1 Ltd                                                        | CUSIP: 12565DAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  16415000 | PA      | $15936289.36  | 0.27%             | 2035-08-20      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC               | COLT 2021-5 Mortgage Loan Trust                                          | CUSIP: 12598RAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6297508 | PA      | $5332828.48   | 0.09%             | 2066-11-26      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| EQUS 2021-EQAZ Mortgage Trust  | EQUS 2021-EQAZ Mortgage Trust                                            | CUSIP: 29478JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  21790563 | PA      | $21004948.02  | 0.36%             | 2038-10-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables  | Exeter Automobile Receivables Trust 2021-2                               | CUSIP: 30166RAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  22337100 | PA      | $21853260.35  | 0.37%             | 2026-01-15      | Fixed         | 0.74%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC              | Expedia Group Inc                                                        | CUSIP: 30212PAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5260000 | PA      | $5308854.56   | 0.09%             | 2025-05-01      | Fixed         | 6.25%                 | 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        |   4139055 | PA      | $4025956.16   | 0.07%             | 2038-07-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust        | GSR Mortgage Loan Trust 2005-9F                                          | CUSIP: 362341S34<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2406879 | PA      | $1230809.11   | 0.02%             | 2036-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                 | CPS Auto Receivables Trust 2022-D                                        | CUSIP: 12663UAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2746201 | PA      | $2749241.16   | 0.05%             | 2027-01-15      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2004-HYB9                                | CUSIP: 12669GHG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    438989 | PA      | $435624.25    | 0.01%             | 2035-02-20      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Corp Trust 2018-TWR                               | CUSIP: 36251SAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2615000 | PA      | $2497114.75   | 0.04%             | 2031-07-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Trust 2017-GS6                                    | CUSIP: 36253PAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 106899995 | PA      | $3804346.31   | 0.06%             | 2050-05-10      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP              | Hyatt Hotels Corp                                                        | CUSIP: 448579AL6<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |   4725000 | PA      | $4594343.97   | 0.08%             | 2023-10-01      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA        | Hyundai Capital America                                                  | CUSIP: 44891ABY2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   2405000 | PA      | $2223525.96   | 0.04%             | 2024-09-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ITAU UNIBANCO HLDG SA/KY       | Itau Unibanco Holding SA/Cayman Island                                   | CUSIP: 46556M2A9<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | DBT              | CORP              | BR        |  11400000 | PA      | $10382151.00  | 0.18%             | 2031-04-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu | JPMBB Commercial Mortgage Securities Trust 2015-C32                      | CUSIP: 46590JAY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  53157732 | PA      | $927873.53    | 0.02%             | 2048-11-15      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor | JPMCC Commercial Mortgage Securities Trust 2019-COR5                     | CUSIP: 46591EAY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  25191682 | PA      | $1568859.86   | 0.03%             | 2052-06-13      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor | JP Morgan Chase Commercial Mortgage Securities Trust 2020-ACE            | CUSIP: 46591PAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  59178200 | PA      | $354359.06    | 0.01%             | 2037-01-10      | Variable      | 0.34%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2005-3                                   | CUSIP: 12669GTQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4201361 | PA      | $3628089.33   | 0.06%             | 2035-04-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| CAL Funding IV Ltd             | CAL Funding IV Ltd                                                       | CUSIP: 12807CAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8694062 | PA      | $7527550.57   | 0.13%             | 2045-09-25      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                      | CUSIP: 46625HMN7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5254000 | PA      | $5141541.39   | 0.09%             | 2025-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Alternative Loan T | JP Morgan Alternative Loan Trust 2006-S4                                 | CUSIP: 466302AJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25333 | PA      | $24310.15     | 0.00%             | 2036-12-25      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor | JP Morgan Chase Commercial Mortgage Securities Trust 2014-C20            | CUSIP: 46642CBL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9505999 | PA      | $56910.52     | 0.00%             | 2047-07-15      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu | JPMBB Commercial Mortgage Securities Trust 2014-C25                      | CUSIP: 46643PBK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2550000 | PA      | $2362555.62   | 0.04%             | 2047-11-15      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu | JPMBB Commercial Mortgage Securities Trust 2016-C1                       | CUSIP: 46645LAY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $283718.19    | 0.00%             | 2049-03-17      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4            | CUSIP: 46645UAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  56920547 | PA      | $975629.56    | 0.02%             | 2049-12-15      | Variable      | 0.59%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                      | CUSIP: 46647PBY1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3277000 | PA      | $3091872.54   | 0.05%             | 2025-02-16      | Variable      | 0.56%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                      | CUSIP: 46647PDB9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   7300000 | PA      | $7236484.45   | 0.12%             | 2026-04-26      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor | J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-MFP          | CUSIP: 46651MAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5012759 | PA      | $4865986.61   | 0.08%             | 2036-07-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor | JP Morgan Chase Commercial Mortgage Securities Trust 2020-MKST           | CUSIP: 46652DAU9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 117285000 | PA      | $1172.85      | 0.00%             | 2036-12-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| JDE PEET'S NV                  | JDE Peet's NV                                                            | CUSIP: 47216QAA1<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |   2320000 | PA      | $2120433.39   | 0.04%             | 2024-09-24      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| JEFFERSON MILL CLO LTD         | Jefferson Mill CLO Ltd                                                   | CUSIP: 47421MAW3<br>LEI: 549300RV1TCF15DHXS87 | Long             | ABS-CBDO         | CORP              | US        |   9968710 | PA      | $9721346.69   | 0.17%             | 2031-10-20      | Floating      | 5.42%                 | 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        |   8181585 | NS      | $8181584.73   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| KREF 2021-FL2 Ltd              | KREF 2021-FL2 Ltd                                                        | CUSIP: 48275RAA5<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | US        |   7664000 | PA      | $7431343.95   | 0.13%             | 2039-02-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC           | Keurig Dr Pepper Inc                                                     | CUSIP: 49271VAL4<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   5410000 | PA      | $5137981.09   | 0.09%             | 2024-03-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC              | Kinder Morgan Inc                                                        | CUSIP: 49456BAF8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    716000 | PA      | $702832.60    | 0.01%             | 2025-06-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK         | Korea Development Bank/The                                               | CUSIP: 500630DE5<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | CORP              | KR        |  11000000 | PA      | $9664963.33   | 0.16%             | 2026-04-27      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK         | Korea Development Bank/The                                               | CUSIP: 500630DL9<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | CORP              | KR        |   3300000 | PA      | $2880928.91   | 0.05%             | 2026-09-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| KOREA ELECTRIC POWER CO        | Korea Electric Power Corp                                                | CUSIP: 500631AU0<br>LEI: 988400QG33WS7JEIV602 | Long             | DBT              | CORP              | KR        |   1900000 | PA      | $1723010.59   | 0.03%             | 2025-06-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| KOREA HYDRO & NUCLEAR PO       | Korea Hydro & Nuclear Power Co Ltd                                       | CUSIP: 50064YAP8<br>LEI: 9884008CRY5MLCN8OQ43 | Long             | DBT              | CORP              | KR        |   4200000 | PA      | $3707156.25   | 0.06%             | 2026-04-27      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| KOREA SOUTHERN POWER           | Korea Southern Power Co Ltd                                              | CUSIP: 50065AAC8<br>LEI: 9884001B6VSIQS4ZY558 | Long             | DBT              | CORP              | KR        |  11000000 | PA      | $9659279.52   | 0.16%             | 2026-01-27      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| KOREA EAST-WEST POWER CO       | Korea East-West Power Co Ltd                                             | CUSIP: 5006EPAK7<br>LEI: 549300VDRGYGX9NBTB52 | Long             | DBT              | CORP              | KR        |   4000000 | PA      | $3692408.36   | 0.06%             | 2025-05-06      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership            | LCM XVIII LP                                                             | CUSIP: 50188QAJ0<br>LEI: 549300PYL1KC7BYM8G75 | Long             | ABS-CBDO         | CORP              | US        |   3233958 | PA      | $3214043.46   | 0.05%             | 2027-07-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust           | LHOME Mortgage Trust 2021-RTL1                                           | CUSIP: 501894AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  20800000 | PA      | $19779408.48  | 0.34%             | 2026-02-25      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Commercial Mort | LCCM 2021-FL3 Trust                                                      | CUSIP: 50190FAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $9751230.00   | 0.17%             | 2038-11-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                    | Workday Inc                                                              | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |   2760000 | PA      | $2583582.21   | 0.04%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EQUATE PETROCHEMICAL BV        | Equate Petrochemical BV                                                  | CUSIP: AL0164361<br>LEI: 635400Y3Z5R4NJSMQ630 | Long             | DBT              | CORP              | KW        |    500000 | PA      | $479294.00    | 0.01%             | 2026-11-03      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AXIATA SPV2 BHD                | Axiata SPV2 Bhd                                                          | CUSIP: JK4656050<br>LEI: 254900P49KQFQ10AF282 | Long             | DBT              | CORP              | MY        |   4870000 | PA      | $4761082.45   | 0.08%             | 2026-03-24      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| SINGTEL GROUP TREASURY         | SingTel Group Treasury Pte Ltd                                           | CUSIP: EK9948796<br>LEI: 2549002FQJ4364A54N70 | Long             | DBT              | CORP              | SG        |   1000000 | PA      | $963463.54    | 0.02%             | 2025-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ONGC VIDESH VANKORNEFT         | ONGC Videsh Vankorneft Pte Ltd                                           | CUSIP: LW9384923<br>LEI: 254900FXH0X0S4UIS503 | Long             | DBT              | CORP              | IN        |   1000000 | PA      | $934381.71    | 0.02%             | 2026-07-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MEGLOBAL CANADA ULC            | MEGlobal Canada ULC                                                      | CUSIP: BJ4488380<br>LEI: 635400MHHHT7LMKMQL03 | Long             | DBT              | CORP              | KW        |    200000 | PA      | $196830.00    | 0.00%             | 2025-05-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AI CANDELARIA SPAIN SLU        | AI Candelaria Spain SA                                                   | CUSIP: AV1352799<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | CO        |   4378766 | PA      | $4154550.81   | 0.07%             | 2028-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CREDICORP LTD                  | Credicorp Ltd                                                            | CUSIP: BJ9723120<br>LEI: 529900UYAEYQCQ2BKB17 | Long             | DBT              | CORP              | PE        |    400000 | PA      | $374003.98    | 0.01%             | 2025-06-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| INKIA ENERGY LTD               | Inkia Energy Ltd                                                         | CUSIP: AP8435418<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |   4298000 | PA      | $4067668.72   | 0.07%             | 2027-11-09      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SABLE INTL FINANCE LTD         | Sable International Finance Ltd                                          | CUSIP: ZS0018763<br>LEI: 2138009IE9A35LO5JS73 | Long             | DBT              | CORP              | PA        |   8495000 | PA      | $7851503.75   | 0.13%             | 2027-09-07      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VEDANTA UK INVESTMENTS         | Vedanta Resources Ltd                                                    | CUSIP: EJ6916690<br>LEI: 2138007MYEKPEAZQTW83 | Long             | DBT              | CORP              | IN        |   2915000 | PA      | $2738741.81   | 0.05%             | 2023-05-31      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                   | Calpine Corp                                                             | CUSIP: 13134MBQ5<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | LON              | CORP              | US        |   1419327 | PA      | $1403807.08   | 0.02%             | 2026-04-01      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC              | Nexstar Media Inc                                                        | CUSIP: 65336RAW8<br>LEI: 5493006PK6I4I2OOT688 | Long             | LON              | CORP              | US        |   9727443 | PA      | $9665430.48   | 0.16%             | 2026-09-18      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                   | US Foods Inc                                                             | CUSIP: 90351HAD0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | LON              | CORP              | US        |   5341800 | PA      | $5299412.82   | 0.09%             | 2026-09-13      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC            | Resideo Funding Inc                                                      | CUSIP: 76090LAE4<br>LEI: 5493000IFJ6XJKH66598 | Long             | LON              | CORP              | US        |    808737 | PA      | $804191.74    | 0.01%             | 2028-02-12      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| CATALENT PHARMA SOLUTION       | Catalent Pharma Solutions Inc                                            | CUSIP: 14880BAH4<br>LEI: 549300HALRZ339MSTH85 | Long             | LON              | CORP              | US        |   2928598 | PA      | $2888797.91   | 0.05%             | 2028-02-22      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB         | Orbia Advance Corp SAB de CV                                             | CUSIP: BP4387489<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |   1100000 | PA      | $951654.00    | 0.02%             | 2026-05-11      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CAMPBELL SOUP CO               | Campbell Soup Co                                                         | CUSIP: 134429BF5<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |   5145000 | PA      | $5028745.48   | 0.09%             | 2025-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK         | Canadian Imperial Bank of Commerce                                       | CUSIP: 13607HVC3<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   3180000 | PA      | $3114075.96   | 0.05%             | 2023-06-22      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY       | Canadian Pacific Railway Co                                              | CUSIP: 13645RBD5<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   5690000 | PA      | $5307743.64   | 0.09%             | 2024-12-02      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Capital Four US CLO            | Capital Four US CLO I Ltd                                                | CUSIP: 14016TAA7<br>LEI: 549300NMXY8VXHO96C52 | Long             | ABS-CBDO         | CORP              | US        |  15000000 | PA      | $14418196.50  | 0.25%             | 2035-01-18      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO       | Capital One Financial Corp                                               | CUSIP: 14040HCU7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2745050.87   | 0.05%             | 2026-07-24      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC            | Cardinal Health Inc                                                      | CUSIP: 14149YBH0<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |   7455000 | PA      | $7248081.33   | 0.12%             | 2024-06-15      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi | Carlyle Global Market Strategies CLO 2016-1 Ltd                          | CUSIP: 14312HAU0<br>LEI: 549300N3CJKPCWZ7KX23 | Long             | ABS-CBDO         | CORP              | US        |  25000000 | PA      | $24320355.00  | 0.41%             | 2034-04-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi | CARLYLE US CLO 2021-1 LTD                                                | CUSIP: 14316MAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11000000 | PA      | $10706312.10  | 0.18%             | 2034-04-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi | Carlyle US CLO 2021-7 LTD                                                | CUSIP: 14316WAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11000000 | PA      | $10688562.50  | 0.18%             | 2035-10-15      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Carrington Mortgage Loan Trust | Carrington Mortgage Loan Trust Series 2006-NC3                           | CUSIP: 144528AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2344166 | PA      | $2202859.35   | 0.04%             | 2036-08-25      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| Carval CLO LTD                 | CarVal CLO II Ltd                                                        | CUSIP: 14686AAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  42000000 | PA      | $41132943.60  | 0.70%             | 2032-04-20      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE       | Caterpillar Financial Services Corp                                      | CUSIP: 14913R2Z9<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   4345000 | PA      | $4243162.28   | 0.07%             | 2025-08-12      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Cathedral Lake LTD             | Cathedral Lake V Ltd                                                     | CUSIP: 14919BAA4<br>LEI: 549300KW0TIFXZTZ9110 | Long             | ABS-CBDO         | CORP              | US        |  35000000 | PA      | $34748500.50  | 0.59%             | 2030-10-21      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| CHILE ELEC PEC SPA             | Chile Electricity PEC SpA                                                | CUSIP: 168831AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |  12000000 | PA      | $8681810.76   | 0.15%             | 2028-01-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE              | Chile Government International Bond                                      | CUSIP: 168863CA4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   4200000 | PA      | $3988706.32   | 0.07%             | 2026-01-21      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                            | CUSIP: 172967MA6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3720000 | PA      | $3725591.49   | 0.06%             | 2024-06-01      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                            | CUSIP: 172967ND9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1670000 | PA      | $1539933.09   | 0.03%             | 2025-11-03      | Variable      | 1.28%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust  | Citigroup Mortgage Loan Trust 2006-AR1                                   | CUSIP: 17307G3C0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    368657 | PA      | $335195.90    | 0.01%             | 2036-03-25      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2016-GC36                            | CUSIP: 17324TAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  30750605 | PA      | $867336.19    | 0.01%             | 2049-02-10      | Variable      | 1.21%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2018-TBR                             | CUSIP: 17326MAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9000000 | PA      | $8822395.80   | 0.15%             | 2036-12-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2018-TBR                             | CUSIP: 17326MAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    179000 | PA      | $170880.69    | 0.00%             | 2036-12-15      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust  | Citigroup Mortgage Loan Trust 2019-E                                     | CUSIP: 17328DAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  24064619 | PA      | $23718832.50  | 0.40%             | 2070-11-25      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust  | Citigroup Mortgage Loan Trust 2020-EXP1                                  | CUSIP: 17328JAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2197585 | PA      | $2003573.89   | 0.03%             | 2060-05-25      | Variable      | 1.80%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA           | Colombia Government International Bond                                   | CUSIP: 195325CX1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  18000000 | PA      | $16976683.26  | 0.29%             | 2026-01-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC               | COLT 2020-2 Mortgage Loan Trust                                          | CUSIP: 19688JAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1121411 | PA      | $1098831.50   | 0.02%             | 2065-03-25      | Variable      | 1.85%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                   | Comcast Corp                                                             | CUSIP: 20030NDZ1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   5230000 | PA      | $5304324.37   | 0.09%             | 2025-11-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust            | COMM 2018-HCLV Mortgage Trust                                            | CUSIP: 20048KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  21308000 | PA      | $20029954.68  | 0.34%             | 2033-09-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST  | Commonbond Student Loan Trust 2020-A-GS                                  | CUSIP: 20267WAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1154407 | PA      | $984199.61    | 0.02%             | 2050-08-25      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST  | Commonbond Student Loan Trust 2017-B-GS                                  | CUSIP: 20268KAA8<br>LEI: 549300KDXV3I7WKXA522 | Long             | ABS-O            | CORP              | US        |   1233294 | PA      | $1135961.96   | 0.02%             | 2042-09-25      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST         | Commonwealth Bank of Australia                                           | CUSIP: 2027A0KG3<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   5570000 | PA      | $5497684.13   | 0.09%             | 2025-07-07      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC             | Conagra Brands Inc                                                       | CUSIP: 205887CA8<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |   1389000 | PA      | $1370599.11   | 0.02%             | 2024-05-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC       | Constellation Brands Inc                                                 | CUSIP: 21036PBM9<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   2665000 | PA      | $2613793.94   | 0.04%             | 2024-05-09      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Consumer Loan Underlying Bond  | Consumer Loan Underlying Bond CLUB Credit Trust 2020-P1                  | CUSIP: 21055JAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2925294 | PA      | $2851068.48   | 0.05%             | 2028-03-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mor | Credit Suisse First Boston Mortgage Securities Corp                      | CUSIP: 2254W0NQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     26475 | PA      | $17466.17     | 0.00%             | 2020-12-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Crown City CLO                 | Crown City CLO III                                                       | CUSIP: 22824DAC3<br>LEI: 5493000O0QFX9SMPY639 | Long             | ABS-CBDO         | CORP              | US        |  18000000 | PA      | $17199689.40  | 0.29%             | 2034-07-20      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust   | CSMC 2021-NQM5 Trust                                                     | CUSIP: 22946DAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8571678 | PA      | $6424458.58   | 0.11%             | 2066-05-25      | Variable      | 1.35%                 | No            |                  2 | On Loan: No      |
| DBCG Mortgage Trust            | DBCG 2017-BBG Mortgage Trust                                             | CUSIP: 233062AG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12925000 | PA      | $12576154.25  | 0.21%             | 2034-06-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortg | DBJPM 2016-C3 Mortgage Trust                                             | CUSIP: 23312VAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $641167.66    | 0.01%             | 2049-08-10      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINAN NA        | Daimler Trucks Finance North America LLC                                 | CUSIP: 233853AD2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | DE        |   3120000 | PA      | $2897738.28   | 0.05%             | 2024-12-13      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| DBS GROUP HOLDINGS LTD         | DBS Group Holdings Ltd                                                   | CUSIP: 24023KAH1<br>LEI: 5493007FKT78NKPM5V55 | Long             | DBT              | CORP              | SG        |    500000 | PA      | $466157.42    | 0.01%             | 2024-11-22      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP        | Dell International LLC / EMC Corp                                        | CUSIP: 24703TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1825000 | PA      | $1794659.47   | 0.03%             | 2024-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP        | Dell International LLC / EMC Corp                                        | CUSIP: 24703TAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3190000 | PA      | $3226947.73   | 0.05%             | 2025-07-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                   | Enbridge Inc                                                             | CUSIP: 29250NAF2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $99224.37     | 0.00%             | 2023-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                       | CUSIP: 29273RBD0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    160000 | PA      | $155108.91    | 0.00%             | 2025-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                       | CUSIP: 29278NAH6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $1198316.51   | 0.02%             | 2024-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                       | CUSIP: 29278NAM5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3940000 | PA      | $3951149.65   | 0.07%             | 2024-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                   | Entergy Corp                                                             | CUSIP: 29364GAM5<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |   5775000 | PA      | $5148297.06   | 0.09%             | 2025-09-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                    | CUSIP: 31281LCS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    127161 | PA      | $125530.42    | 0.00%             | 2038-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                         | CUSIP: 3132CWUB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9596683 | PA      | $8571893.63   | 0.15%             | 2036-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                 | Fannie Mae-Aces                                                          | CUSIP: 3136B6XB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8849474 | PA      | $7863588.51   | 0.13%             | 2034-06-25      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                 | Fannie Mae-Aces                                                          | CUSIP: 3136BCC73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12437523 | PA      | $10815688.34  | 0.18%             | 2030-11-25      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                        | CUSIP: 3136BFP49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10789767 | PA      | $9541051.11   | 0.16%             | 2047-11-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                 | Fannie Mae-Aces                                                          | CUSIP: 3136BFQY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  19477790 | PA      | $17118696.67  | 0.29%             | 2031-03-25      | Variable      | 1.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                        | CUSIP: 3136BHYA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12932648 | PA      | $11418319.16  | 0.19%             | 2041-06-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                                       | CUSIP: 3137ACJ34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13047 | PA      | $12237.88     | 0.00%             | 2041-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                                       | CUSIP: 3137AQJB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12506 | PA      | $12471.81     | 0.00%             | 2041-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                                       | CUSIP: 3137B22L3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6497156 | PA      | $5922995.52   | 0.10%             | 2043-03-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                                       | CUSIP: 3137B2DG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    680810 | PA      | $655276.85    | 0.01%             | 2040-10-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                                       | CUSIP: 3137BJQF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3552464 | PA      | $3285021.12   | 0.06%             | 2030-07-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                                       | CUSIP: 3137FLTA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3074355 | PA      | $2987931.69   | 0.05%             | 2049-05-15      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                                       | CUSIP: 3137FTQU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4664444 | PA      | $4524469.16   | 0.08%             | 2050-06-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                                       | CUSIP: 3137H0B49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6354732 | PA      | $5607749.05   | 0.10%             | 2037-02-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                          | CUSIP: 3138EKJ97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1331556 | PA      | $1345238.54   | 0.02%             | 2042-11-01      | Floating      | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                          | CUSIP: 3138ELXW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    522703 | PA      | $522204.46    | 0.01%             | 2026-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                          | CUSIP: 3138ESBA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2714514 | PA      | $2654339.59   | 0.05%             | 2024-01-01      | Variable      | 3.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                        | CUSIP: 31397UG52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47253 | PA      | $45572.85     | 0.00%             | 2041-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                          | CUSIP: 3140J74E2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    922077 | PA      | $928567.37    | 0.02%             | 2045-05-01      | Floating      | 3.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                          | CUSIP: 31417AH44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18718 | PA      | $17305.02     | 0.00%             | 2041-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                          | CUSIP: 31418DUA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14723391 | PA      | $12556689.49  | 0.21%             | 2040-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                          | CUSIP: 31418EER7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8044531 | PA      | $7194381.85   | 0.12%             | 2042-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                          | CUSIP: 31418EFA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7267401 | PA      | $6499382.66   | 0.11%             | 2042-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T | Ellington Financial Mortgage Trust 2020-1                                | CUSIP: 31574PAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1530635 | PA      | $1481741.01   | 0.03%             | 2065-05-25      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| First American Government Obli | First American Government Obligations Fund                               | CUSIP: 31846V211<br>LEI: 549300R5MYM6VZF1RM44 | Long             | STIV             | RF                | US        |   8181585 | NS      | $8181584.72   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Mortgage Pass-Th | First Horizon Mortgage Pass-Through Trust 2007-AR2                       | CUSIP: 32055GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1849844 | PA      | $651157.98    | 0.01%             | 2037-08-25      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC           | Freeport-McMoRan Inc                                                     | CUSIP: 35671DCC7<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | ID        |   5950000 | PA      | $5830785.80   | 0.10%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC           | Freeport-McMoRan Inc                                                     | CUSIP: 35671DCE3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | ID        |   1600000 | PA      | $1482615.60   | 0.03%             | 2028-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Frontera Energy Corp           | Frontera Energy Corp                                                     | CUSIP: 35905B107<br>LEI: A25574TZFLBNK7NWQT47 | Long             | EC               | CORP              | CO        |     69339 | NS      | $632264.34    | 0.01%             | 2040-03-29      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| GCAT                           | GCAT 2020-3 LLC                                                          | CUSIP: 36168CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3734389 | PA      | $3617389.76   | 0.06%             | 2025-09-25      | Variable      | 2.98%                 | No            |                  2 | On Loan: No      |
| GCAT                           | GCAT 2022-NQM4 Trust                                                     | CUSIP: 36170HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5841603 | PA      | $5719307.07   | 0.10%             | 2067-08-25      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust        | GSR Mortgage Loan Trust 2005-AR7                                         | CUSIP: 362341XB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    320808 | PA      | $294360.42    | 0.01%             | 2035-11-25      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Commercial Mort | LCCM 2021-FL2 Trust                                                      | CUSIP: 50202KAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12862000 | PA      | $12486854.05  | 0.21%             | 2038-12-13      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Laurel Road Prime Student Loan | Laurel Road Prime Student Loan Trust 2019-A                              | CUSIP: 51889RAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    791157 | PA      | $766267.74    | 0.01%             | 2048-10-25      | Fixed         | 2.34%                 | 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        |   9200000 | PA      | $8868238.80   | 0.15%             | 2036-07-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                 | Lowe's Cos Inc                                                           | CUSIP: 548661EK9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1725665.85   | 0.03%             | 2025-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| LSTAR Commercial Mortgage Trus | LSTAR Commercial Mortgage Trust 2017-5                                   | CUSIP: 54910TBA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  51416300 | PA      | $1055340.13   | 0.02%             | 2050-03-10      | Variable      | 0.79%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga | MF1 Multifamily Housing Mortgage Loan Trust                              | CUSIP: 55282XAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2434647 | PA      | $2366337.65   | 0.04%             | 2036-07-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga | MF1 Multifamily Housing Mortgage Loan Trust                              | CUSIP: 55282XAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10343000 | PA      | $10008931.44  | 0.17%             | 2036-07-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                     | MFA 2021-NPL1 LLC                                                        | CUSIP: 55282YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2872089 | PA      | $2709106.10   | 0.05%             | 2060-03-25      | Variable      | 2.36%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga | MF1 2021-FL6 Ltd                                                         | CUSIP: 55283TAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15750000 | PA      | $15155516.25  | 0.26%             | 2036-07-16      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                     | MFA 2021-NQM2 Trust                                                      | CUSIP: 55283WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11872651 | PA      | $9694670.19   | 0.17%             | 2064-11-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga | MF1 2022-FL8 Ltd                                                         | CUSIP: 55284JAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $4811528.00   | 0.08%             | 2037-02-19      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Merit                          | MHP 2022-MHIL                                                            | CUSIP: 55293DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5652138 | PA      | $5421030.84   | 0.09%             | 2027-01-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD            | Macquarie Group Ltd                                                      | CUSIP: 55608JAL2<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |   1060000 | PA      | $1056225.81   | 0.02%             | 2024-03-27      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd       | Madison Park Funding XXXIV Ltd                                           | CUSIP: 55819GAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $9842961.00   | 0.17%             | 2032-04-25      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC       | Warnermedia Holdings Inc                                                 | CUSIP: 55903VAU7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   5546000 | PA      | $5301826.54   | 0.09%             | 2025-03-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Marathon CLO LTD               | Marathon CLO IX Ltd                                                      | CUSIP: 56577PAE9<br>LEI: 5493008SBRQGMZFP2M89 | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $2955363.60   | 0.05%             | 2029-04-15      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Marathon CLO LTD               | Marathon CLO XII Ltd                                                     | CUSIP: 56578KAA7<br>LEI: 549300OJFSN0QP3XDM12 | Long             | ABS-CBDO         | CORP              | US        |  24008401 | PA      | $23566864.52  | 0.40%             | 2031-04-18      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| NP Spe IX LP                   | NP SPE II LLC                                                            | CUSIP: 62954JAA2<br>LEI: 549300M4DFCB4G0UM882 | Long             | ABS-O            | CORP              | US        |   3400021 | PA      | $3155764.16   | 0.05%             | 2049-09-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG       | New York Life Global Funding                                             | CUSIP: 64952WEU3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   2120000 | PA      | $2045415.26   | 0.03%             | 2025-08-05      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL         | NextEra Energy Capital Holdings Inc                                      | CUSIP: 65339KBL3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    590000 | PA      | $582376.45    | 0.01%             | 2024-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL         | NextEra Energy Capital Holdings Inc                                      | CUSIP: 65339KCF5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1727941.39   | 0.03%             | 2024-06-20      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NONGHYUP BANK                  | NongHyup Bank                                                            | CUSIP: 65540JAE8<br>LEI: 988400GSDJCW3LKJBD20 | Long             | DBT              | CORP              | KR        |   1700000 | PA      | $1538747.50   | 0.03%             | 2025-07-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP          | Northrop Grumman Corp                                                    | CUSIP: 666807BM3<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   4194000 | PA      | $4025302.39   | 0.07%             | 2025-01-15      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2022-NQM7 Trust                                                      | CUSIP: 67117DAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2880903 | PA      | $2831132.35   | 0.05%             | 2062-08-25      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| Ocean Trails CLO               | Ocean Trails CLO V                                                       | CUSIP: 67515EAR7<br>LEI: 549300RX29DPTX81VW10 | Long             | ABS-CBDO         | CORP              | US        |  23835703 | PA      | $23220603.15  | 0.40%             | 2031-10-13      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| OMNICOM GP/OMNICOM CAP         | Omnicom Group Inc / Omnicom Capital Inc                                  | CUSIP: 681919BA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3845000 | PA      | $3772430.59   | 0.06%             | 2024-11-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| OVERSEA-CHINESE BANKING        | Oversea-Chinese Banking Corp Ltd                                         | CUSIP: 69033CAD1<br>LEI: 5493007O3QFXCPOGWK22 | Long             | DBT              | CORP              | SG        |   9000000 | PA      | $8084565.00   | 0.14%             | 2030-09-10      | Variable      | 1.83%                 | No            |                  2 | On Loan: No      |
| Oxford Finance Funding Trust   | Oxford Finance Funding 2020-1 LLC                                        | CUSIP: 69144AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8083801 | PA      | $7996149.46   | 0.14%             | 2028-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Oxford Finance Funding Trust   | Oxford Finance Funding 2019-1 LLC                                        | CUSIP: 69145AAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3489085 | PA      | $3462206.88   | 0.06%             | 2027-02-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag | PRPM 2021-1 LLC                                                          | CUSIP: 693577AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16498216 | PA      | $15502537.09  | 0.26%             | 2026-01-25      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag | PRPM 2021-3 LLC                                                          | CUSIP: 69357PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13056606 | PA      | $11706076.50  | 0.20%             | 2026-04-25      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| PFP III                        | PFP 2021-8 Ltd                                                           | CUSIP: 69357XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7325497 | PA      | $7045025.87   | 0.12%             | 2037-08-09      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag | PRPM 2021-4 LLC                                                          | CUSIP: 693583AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15761293 | PA      | $14192263.72  | 0.24%             | 2026-04-25      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag | PRPM 2021-2 LLC                                                          | CUSIP: 69359UAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12302836 | PA      | $11385762.82  | 0.19%             | 2026-03-25      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag | PRPM 2020-4 LLC                                                          | CUSIP: 69359XAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7536487 | PA      | $7295149.75   | 0.12%             | 2025-10-25      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| Regatta XIV Funding Ltd        | Regatta XIV Funding Ltd                                                  | CUSIP: 75888MAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12500000 | PA      | $12275522.50  | 0.21%             | 2031-10-25      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Romark CLO Ltd                 | Romark WM-R Ltd                                                          | CUSIP: 77587AAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  21771593 | PA      | $21385146.84  | 0.36%             | 2031-04-20      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC              | NatWest Group PLC                                                        | CUSIP: 780097BH3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   5335000 | PA      | $5337055.20   | 0.09%             | 2024-06-25      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA           | Royal Bank of Canada                                                     | CUSIP: 78016EZP5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   5510000 | PA      | $5352314.49   | 0.09%             | 2026-01-20      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC             | Royalty Pharma PLC                                                       | CUSIP: 78081BAG8<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | US        |   5340000 | PA      | $5174707.08   | 0.09%             | 2023-09-02      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust         | SLM Private Credit Student Loan Trust 2006-A                             | CUSIP: 78443CCL6<br>LEI: 549300I2YWZ9E1B0EY33 | Long             | ABS-O            | CORP              | US        |   6144664 | PA      | $5789312.38   | 0.10%             | 2039-06-15      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust         | SLM Private Credit Student Loan Trust 2006-B                             | CUSIP: 78443CCU6<br>LEI: 549300MJYMBTZU2FTV38 | Long             | ABS-O            | CORP              | US        |   3695451 | PA      | $3497747.85   | 0.06%             | 2039-12-15      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| SoFi Alternative Trust Consume | Sofi Alternative Consumer Loan Program 2021-2                            | CUSIP: 78472QAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  18826872 | PA      | $17790169.83  | 0.30%             | 2030-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SREIT Trust                    | SREIT Trust 2021-MFP                                                     | CUSIP: 78472UAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9803000 | PA      | $9443028.94   | 0.16%             | 2038-11-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Starwood Commercial Mortgage T | STWD 2019-FL1 Ltd                                                        | CUSIP: 78485WAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12887000 | PA      | $12666580.75  | 0.22%             | 2038-07-15      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| Starwood Commercial Mortgage T | STWD 2021-FL2 Ltd                                                        | CUSIP: 78486BAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8900000 | PA      | $8607652.80   | 0.15%             | 2038-04-18      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION       | Sabine Pass Liquefaction LLC                                             | CUSIP: 785592AM8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   2464000 | PA      | $2469324.16   | 0.04%             | 2025-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl | Santander Drive Auto Receivables Trust 2020-4                            | CUSIP: 80286WAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4772466.50   | 0.08%             | 2027-01-15      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC        | Sasol Financing USA LLC                                                  | CUSIP: 80386WAC9<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | ZA        |   3100000 | PA      | $2748141.23   | 0.05%             | 2026-09-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP            | Charles Schwab Corp/The                                                  | CUSIP: 808513BZ7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   5315000 | PA      | $5176828.34   | 0.09%             | 2027-03-03      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Securitized Asset Backed Recei | Securitized Asset Backed Receivables LLC Trust 2006-NC1                  | CUSIP: 81375HAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4177290 | PA      | $3720787.59   | 0.06%             | 2036-03-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Shackleton CLO LTD             | Shackleton 2015-VII-R CLO Ltd                                            | CUSIP: 81883AAL3<br>LEI: 549300NCJRO2LKFZ8G86 | Long             | ABS-CBDO         | CORP              | US        |  20000000 | PA      | $19590866.00  | 0.33%             | 2031-07-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| SHIRE ACQ INV IRELAND DA       | Shire Acquisitions Investments Ireland DAC                               | CUSIP: 82481LAC3<br>LEI: 549300XK5HGW68R8K327 | Long             | DBT              | CORP              | US        |   2309000 | PA      | $2269805.37   | 0.04%             | 2023-09-23      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co  | Sierra Timeshare 2021-2 Receivables Funding LLC                          | CUSIP: 82652RAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2361034 | PA      | $2154469.26   | 0.04%             | 2038-09-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP        | Simon Property Group LP                                                  | CUSIP: 828807DG9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   4490000 | PA      | $4267455.48   | 0.07%             | 2024-09-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr | SoFi Professional Loan Program 2020-C Trust                              | CUSIP: 83390UAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5113608 | PA      | $4584523.70   | 0.08%             | 2046-02-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr | Sofi Professional Loan Program 2018-D Trust                              | CUSIP: 83401AAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1550999 | PA      | $1491137.66   | 0.03%             | 2048-02-25      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr | SoFi Professional Loan Program 2017-A LLC                                | CUSIP: 83404FAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    178873 | PA      | $177424.62    | 0.00%             | 2040-03-26      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| SoFi Alternative Trust Consume | Sofi Alternative Trust 2021-1                                            | CUSIP: 83406GAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15035020 | PA      | $14784130.99  | 0.25%             | 2030-05-25      | Variable      | 9.72%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRU | SoFi Consumer Loan Program 2022-1S Trust                                 | CUSIP: 83406QAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13000000 | PA      | $13003348.80  | 0.22%             | 2031-04-15      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| SoFi Alternative Trust Consume | SOFI Alternative Trust                                                   | CUSIP: 83407QAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  34699417 | PA      | $32776098.14  | 0.56%             | 2030-11-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD            | Sound Point CLO VI-R LTD                                                 | CUSIP: 83613WAA2<br>LEI: 5493001FKRL3V2YW2890 | Long             | ABS-CBDO         | CORP              | US        |  16000000 | PA      | $15576150.40  | 0.27%             | 2031-10-20      | Floating      | 5.49%                 | 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        |  25000000 | PA      | $23935295.00  | 0.41%             | 2034-07-20      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA       | Republic of South Africa Government International Bond                   | CUSIP: 836205AQ7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   5000000 | PA      | $4934850.00   | 0.08%             | 2024-01-17      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                  | United States Treasury Bill                                              | CUSIP: 912796U31<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  71600000 | PA      | $70934371.32  | 1.21%             | 2023-03-23      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                         | CUSIP: 91282CER8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 174900000 | PA      | $169714487.84 | 2.89%             | 2024-05-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                         | CUSIP: 91282CEX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 114200000 | PA      | $111478828.70 | 1.90%             | 2024-06-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                         | CUSIP: 91282CFA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 114600000 | PA      | $111797672.45 | 1.91%             | 2024-07-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                         | CUSIP: 91282CFG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  71500000 | PA      | $70016933.42  | 1.19%             | 2024-08-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                         | CUSIP: 91282CFK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  72000000 | PA      | $70571250.00  | 1.20%             | 2025-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                         | CUSIP: 91282CFN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 112900000 | PA      | $112339909.87 | 1.91%             | 2024-09-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                         | CUSIP: 91282CFQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  98600000 | PA      | $98326538.82  | 1.68%             | 2024-10-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                         | CUSIP: 91282CFX4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 169100000 | PA      | $169119816.83 | 2.88%             | 2024-11-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC         | UnitedHealth Group Inc                                                   | CUSIP: 91324PEB4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1775000 | PA      | $1675640.74   | 0.03%             | 2024-05-15      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC         | UnitedHealth Group Inc                                                   | CUSIP: 91324PEG3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1670000 | PA      | $1618091.87   | 0.03%             | 2027-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust | Upgrade Master Pass-Thru Trust Series 2019-ST1                           | CUSIP: 91531UAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     83474 | PA      | $82819.61     | 0.00%             | 2025-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust | Upgrade Master Pass-Thru Trust                                           | CUSIP: 91531XAD6<br>LEI: 54930089533DCF1JSH22 | Long             | ABS-O            | CORP              | US        |   3799451 | PA      | $3640398.60   | 0.06%             | 2027-07-15      | Variable      | 15.57%                | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust   | Upstart Securitization Trust 2021-3                                      | CUSIP: 91679LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7058908 | PA      | $6914153.19   | 0.12%             | 2031-07-20      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo | Velocity Commercial Capital Loan Trust 2021-1                            | CUSIP: 92259TAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6068998 | PA      | $4746848.28   | 0.08%             | 2051-05-25      | Variable      | 1.79%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2020-2                                        | CUSIP: 92537UAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1805267 | PA      | $1737640.71   | 0.03%             | 2060-05-25      | Variable      | 2.23%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2021-4                                        | CUSIP: 92538HAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8988749 | PA      | $6743631.09   | 0.11%             | 2066-07-25      | Variable      | 1.35%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2021-7                                        | CUSIP: 92538QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8170907 | PA      | $6894302.90   | 0.12%             | 2066-10-25      | Variable      | 1.83%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2022-INV1                                     | CUSIP: 92539JAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14551680 | PA      | $14323713.40  | 0.24%             | 2067-08-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2022-INV1                                     | CUSIP: 92539JAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    485056 | PA      | $475869.38    | 0.01%             | 2067-08-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                    | Viatris Inc                                                              | CUSIP: 92556VAB2<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |   2010000 | PA      | $1822234.12   | 0.03%             | 2025-06-22      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Vibrant CLO Ltd                | Vibrant Clo III Ltd                                                      | CUSIP: 92557UAW7<br>LEI: 54930073XIEUISQCY218 | Long             | ABS-CBDO         | CORP              | US        |   6909319 | PA      | $6782520.86   | 0.12%             | 2031-10-20      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA       | Volkswagen Group of America Finance LLC                                  | CUSIP: 928668BJ0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | DE        |   5505000 | PA      | $5297100.04   | 0.09%             | 2023-11-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Tra | VOLT XCIX LLC                                                            | CUSIP: 92872VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  27638530 | PA      | $24569318.16  | 0.42%             | 2051-04-25      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Tra | VOLT XCIV LLC                                                            | CUSIP: 92873AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8833296 | PA      | $8028998.45   | 0.14%             | 2051-02-27      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Tra | VOLT CI LLC                                                              | CUSIP: 92873EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9834600 | PA      | $8772584.60   | 0.15%             | 2051-05-25      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Tra | VOLT XCVI LLC                                                            | CUSIP: 92873FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7442753 | PA      | $6783799.50   | 0.12%             | 2051-03-27      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Tra | Vericrest Opportunity Loan Transferee                                    | CUSIP: 92873HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  23821250 | PA      | $20680530.27  | 0.35%             | 2051-08-25      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer | WaMu Mortgage Pass-Through Certificates Series 2002-AR16 Trust           | CUSIP: 929227WQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    154293 | PA      | $144354.37    | 0.00%             | 2032-12-25      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| Wellfleet CLO Ltd              | Wellfleet CLO 2018-1 Ltd                                                 | CUSIP: 94950JAA9<br>LEI: 25490019KM1XIY7M0487 | Long             | ABS-CBDO         | CORP              | US        |   5500000 | PA      | $5389084.25   | 0.09%             | 2031-07-17      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Wellfleet CLO Ltd              | Wellfleet CLO 2017-2A Ltd                                                | CUSIP: 94951MAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13898407 | PA      | $13746012.61  | 0.23%             | 2029-10-20      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC            | Elevance Health Inc                                                      | CUSIP: 94973VBA4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9992.75      | 0.00%             | 2023-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se | Wells Fargo Mortgage Backed Securities 2007-7 Trust                      | CUSIP: 94985JBM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250608 | PA      | $210362.24    | 0.00%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2015-LC22                          | CUSIP: 94989TBC7<br>LEI: 549300XO83D3BDYP0P62 | Long             | ABS-MBS          | CORP              | US        |  24991524 | PA      | $404565.28    | 0.01%             | 2058-09-15      | Variable      | 0.76%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                         | CUSIP: 95000U2R3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5265000 | PA      | $5180813.65   | 0.09%             | 2024-06-02      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                         | CUSIP: 95000U2Y8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2293938.56   | 0.04%             | 2026-04-25      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                         | CUSIP: 95000U3C5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2095000 | PA      | $2055099.80   | 0.04%             | 2026-08-15      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2019-C51                           | CUSIP: 95001VAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 175210808 | PA      | $10224339.11  | 0.17%             | 2052-06-15      | Variable      | 1.33%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2020-C58                           | CUSIP: 95002UBE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15309109 | PA      | $1507463.43   | 0.03%             | 2053-07-15      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2021-C60                           | CUSIP: 95003DBB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11851000 | PA      | $10613857.52  | 0.18%             | 2054-08-15      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| AES ANDES SA                   | AES Andes SA                                                             | CUSIP: 00105DAF2<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |   2800000 | PA      | $2668701.14   | 0.05%             | 2079-03-26      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| AIG CLO LTD                    | AIG CLO 2018-1 LLC                                                       | CUSIP: 00141UAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  20000000 | PA      | $19622236.00  | 0.33%             | 2032-04-20      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2021-SAVE                          | CUSIP: 95003LAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5081432 | PA      | $4762249.01   | 0.08%             | 2040-02-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2021-SAVE                          | CUSIP: 95003LAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5081432 | PA      | $4615255.38   | 0.08%             | 2040-02-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Wellfleet CLO Ltd              | Wellfleet CLO 2021-2 Ltd                                                 | CUSIP: 95023AAA8<br>LEI: 2549005MTORTL04RYQ32 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $9622563.00   | 0.16%             | 2034-07-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| WELLTOWER INC                  | Welltower Inc                                                            | CUSIP: 95040QAG9<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |   5455000 | PA      | $5340735.64   | 0.09%             | 2024-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Westgate Resorts               | Westgate Resorts 2022-1 LLC                                              | CUSIP: 96034JAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8255020 | PA      | $7754952.04   | 0.13%             | 2036-08-20      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| RELIANCE INDUSTRIES LTD        | Reliance Industries Ltd                                                  | CUSIP: EK7134886<br>LEI: 5493003UOETFYRONLG31 | Long             | DBT              | CORP              | IN        |  10750000 | PA      | $10442338.44  | 0.18%             | 2025-01-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AIG CLO Ltd                    | AIG CLO 2021-2 LLC                                                       | CUSIP: 00142DAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $9680770.00   | 0.16%             | 2034-07-20      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                     | AbbVie Inc                                                               | CUSIP: 00287YBZ1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1187150.41   | 0.02%             | 2024-11-21      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Access Group Inc               | AccessLex Institute                                                      | CUSIP: 00432CBW0<br>LEI: 635400C9RW3TYNTIJP57 | Long             | ABS-MBS          | CORP              | US        |    314202 | PA      | $313635.27    | 0.01%             | 2024-10-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Access Group Inc               | AccessLex Institute                                                      | CUSIP: 00432CDK4<br>LEI: 635400C9RW3TYNTIJP57 | Long             | ABS-O            | CORP              | US        |   3024751 | PA      | $2899538.36   | 0.05%             | 2037-02-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| ACRE COMMERCIAL MORTGAGE TRUST | ACRE Commercial Mortgage 2021-FL4 Ltd                                    | CUSIP: 00489TAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $4884845.00   | 0.08%             | 2037-12-18      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| ACREC 2021-FL1 Ltd.            | ACREC 2021-FL1 Ltd                                                       | CUSIP: 00500RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  16793000 | PA      | $16040740.77  | 0.27%             | 2036-10-16      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                | CUSIP: 00774MBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   5579000 | PA      | $5133931.20   | 0.09%             | 2024-10-29      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Affirm Asset Securitization Tr | Affirm Asset Securitization Trust 2020-Z1                                | CUSIP: 00832PAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1052441 | PA      | $1043949.29   | 0.02%             | 2024-10-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                     | Affirm Asset Securitization Trust 2020-Z2                                | CUSIP: 00834AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3775507 | PA      | $3673775.66   | 0.06%             | 2025-01-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                     | Affirm Asset Securitization Trust 2021-Z1                                | CUSIP: 00834CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8102357 | PA      | $7875911.07   | 0.13%             | 2025-08-15      | Fixed         | 1.07%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                     | Affirm Asset Securitization Trust 2021-B                                 | CUSIP: 00834DAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2850000 | PA      | $2703909.86   | 0.05%             | 2026-08-17      | Fixed         | 1.03%                 | No            |                  2 | On Loan: No      |
| Allegro CLO Ltd                | Allegro CLO X Ltd                                                        | CUSIP: 01750FAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  20000000 | PA      | $19572228.00  | 0.33%             | 2032-07-20      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                 | Amazon.com Inc                                                           | CUSIP: 023135CN4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   4990000 | PA      | $4983320.54   | 0.08%             | 2025-12-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO            | American Express Co                                                      | CUSIP: 025816BT5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1513000 | PA      | $1513019.53   | 0.03%             | 2023-02-27      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO            | American Express Co                                                      | CUSIP: 025816CR8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2957000 | PA      | $2956081.50   | 0.05%             | 2025-03-04      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO            | American Express Co                                                      | CUSIP: 025816CV9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    905000 | PA      | $887047.71    | 0.02%             | 2024-05-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust       | Angel Oak Mortgage Trust 2021-7                                          | CUSIP: 03464JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  17157277 | PA      | $14030242.99  | 0.24%             | 2066-10-25      | Variable      | 1.98%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust             | Aqua Finance Trust 2020-A                                                | CUSIP: 038413AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3803648 | PA      | $3589244.40   | 0.06%             | 2046-07-17      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Lo | Arbor Realty Collateralized Loan Obligation 2020-FL1 Ltd                 | CUSIP: 03880WAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  16415000 | PA      | $15995465.43  | 0.27%             | 2035-02-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Lo | Arbor Realty Commercial Real Estate Notes 2021-FL1 Ltd                   | CUSIP: 03881CAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $4605740.00   | 0.08%             | 2035-12-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust          | Arroyo Mortgage Trust 2019-3                                             | CUSIP: 04285AAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5986927 | PA      | $5509769.65   | 0.09%             | 2048-10-25      | Variable      | 3.21%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust          | Arroyo Mortgage Trust 2019-3                                             | CUSIP: 04285AAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3235630 | PA      | $2978804.71   | 0.05%             | 2048-10-25      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                | AstraZeneca PLC                                                          | CUSIP: 046353AR9<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |   5409000 | PA      | $5364284.12   | 0.09%             | 2023-08-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING          | Athene Global Funding                                                    | CUSIP: 04685A2X8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   7950000 | PA      | $7812973.72   | 0.13%             | 2024-05-24      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP              | Atmos Energy Corp                                                        | CUSIP: 049560AU9<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |   2355000 | PA      | $2337848.54   | 0.04%             | 2023-03-09      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Atrium Hotel Portfolio Trust   | Atrium Hotel Portfolio Trust 2018-ATRM                                   | CUSIP: 04965KAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2579000 | PA      | $2491909.75   | 0.04%             | 2035-06-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| AVERY DENNISON CORP            | Avery Dennison Corp                                                      | CUSIP: 053611AL3<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1517239.62   | 0.03%             | 2024-08-15      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD       | Avolon Holdings Funding Ltd                                              | CUSIP: 05401AAB7<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | IE        |    800000 | PA      | $791259.81    | 0.01%             | 2023-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Trust 2018-BXH                                                     | CUSIP: 05491RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3389247 | PA      | $3263698.05   | 0.06%             | 2037-10-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                        | BDS 2019-FL4 LTD                                                         | CUSIP: 05492KAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     62132 | PA      | $62225.46     | 0.00%             | 2036-08-15      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2020-C6                                             | CUSIP: 05492TAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 118724965 | PA      | $6199069.70   | 0.11%             | 2053-02-15      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2020-C6                                             | CUSIP: 05492TAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  59000000 | PA      | $2381894.90   | 0.04%             | 2053-02-15      | Variable      | 0.68%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP               | BAT Capital Corp                                                         | CUSIP: 05526DBG9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | GB        |   1365000 | PA      | $1307023.34   | 0.02%             | 2024-09-06      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC           | BAT International Finance PLC                                            | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   4250000 | PA      | $3770550.66   | 0.06%             | 2026-03-25      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| BCAP LLC Trust                 | BCAP LLC 2011-RR1 Trust                                                  | CUSIP: 05533RDK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    510868 | PA      | $390703.13    | 0.01%             | 2021-08-28      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS 2018-TALL Mortgage Trust                                           | CUSIP: 05548WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  17989000 | PA      | $16654239.59  | 0.28%             | 2037-03-15      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS 2018-TALL Mortgage Trust                                           | CUSIP: 05548WAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10696000 | PA      | $9171702.34   | 0.16%             | 2037-03-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| BSREP Commercial Mortgage Trus | BSREP Commercial Mortgage Trust 2021-DC                                  | CUSIP: 05591UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16852000 | PA      | $15854359.91  | 0.27%             | 2038-08-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| BrightSpire Capital, Inc       | BRSP 2021-FL1 Ltd                                                        | CUSIP: 05591XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  16859000 | PA      | $16375298.43  | 0.28%             | 2038-08-19      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| BPR Trust                      | BPR Trust 2021-TY                                                        | CUSIP: 05592AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8789000 | PA      | $8298803.19   | 0.14%             | 2038-09-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.             | BSPRT 2021-FL6 Issuer Ltd                                                | CUSIP: 05601HAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  20000000 | PA      | $19489980.00  | 0.33%             | 2036-03-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.             | BSPRT 2021-FL7 Issuer Ltd                                                | CUSIP: 05602CAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13851000 | PA      | $13296807.64  | 0.23%             | 2038-12-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Trust 2021-VIEW                                                       | CUSIP: 05606GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16263000 | PA      | $15503537.42  | 0.26%             | 2036-06-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Trust 2019-MMP                                                        | CUSIP: 05606KAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6013905 | PA      | $5883870.19   | 0.10%             | 2036-08-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Commercial Mortgage Trust 2021-21M                                    | CUSIP: 05609CAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4314362 | PA      | $4151896.76   | 0.07%             | 2036-10-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| BXMT Ltd                       | BXMT 2021-FL4 Ltd                                                        | CUSIP: 05609GAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  20000000 | PA      | $19553760.00  | 0.33%             | 2038-05-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| BXHPP Trust                    | BXHPP Trust 2021-FILM                                                    | CUSIP: 05609JAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11749000 | PA      | $10703354.27  | 0.18%             | 2036-08-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| BXHPP Trust                    | BXHPP Trust 2021-FILM                                                    | CUSIP: 05609JAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7749000 | PA      | $6993176.49   | 0.12%             | 2036-08-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Commercial Mortgage Trust 2021-XL2                                    | CUSIP: 05609KAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15561399 | PA      | $14849609.99  | 0.25%             | 2038-10-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Commercial Mortgage Trust 2021-VOLT                                   | CUSIP: 05609VAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16787000 | PA      | $15860206.52  | 0.27%             | 2036-09-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit | Bain Capital Credit CLO 2019-1                                           | CUSIP: 05683VAS3<br>LEI: 549300B0VI605XM3L529 | Long             | ABS-CBDO         | CORP              | US        |  10500000 | PA      | $10208312.10  | 0.17%             | 2034-04-19      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| BANCO CONTINENTAL S.A.E.       | Banco Continental SAECA                                                  | CUSIP: 059490AB8<br>LEI: 8945005Q0D60A6FCEM55 | Long             | DBT              | CORP              | PY        |   3350000 | PA      | $3001147.75   | 0.05%             | 2025-12-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Banc of America Mortgage Secur | Banc of America Mortgage 2005-E Trust                                    | CUSIP: 05949A6C9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    361398 | PA      | $302610.56    | 0.01%             | 2035-06-25      | Variable      | 3.31%                 | No            |                  2 | On Loan: No      |
| BANCO DO BRASIL (CAYMAN)       | Banco do Brasil SA/Cayman                                                | CUSIP: 059578AF1<br>LEI: QE0Q0253K88YAGNPE356 | Long             | DBT              | CORP              | BR        |   5600000 | PA      | $5161968.00   | 0.09%             | 2026-09-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANCO DEL ESTADO -CHILE        | Banco del Estado de Chile                                                | CUSIP: 05968AAG1<br>LEI: 5493004R4EJC0W0XVQ72 | Long             | DBT              | CORP              | CL        |   2800000 | PA      | $2647701.70   | 0.05%             | 2025-01-09      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO DEL PER       | Banco de Credito del Peru S.A.                                           | CUSIP: 05971U2D8<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |   9350000 | PA      | $8234067.78   | 0.14%             | 2031-09-30      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO DEL PER       | Banco de Credito del Peru S.A.                                           | CUSIP: 05971V2C8<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |   3050000 | PA      | $2769124.92   | 0.05%             | 2030-07-01      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO DEL PER       | Banco de Credito del Peru S.A.                                           | CUSIP: 05971V2D6<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |   1800000 | PA      | $1585168.13   | 0.03%             | 2031-09-30      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER CHILE          | Banco Santander Chile                                                    | CUSIP: 05971WAC7<br>LEI: 3YJP8HORPAEXJ80D6368 | Long             | DBT              | CORP              | CL        |   1600000 | PA      | $1520523.25   | 0.03%             | 2025-01-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2017-BNK6                                                           | CUSIP: 060352AG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  93378470 | PA      | $2471195.85   | 0.04%             | 2060-07-15      | Variable      | 0.77%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                     | CUSIP: 06051GHE2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   6979000 | PA      | $6975733.97   | 0.12%             | 2024-03-05      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                     | CUSIP: 06051GJU4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3530000 | PA      | $3486414.63   | 0.06%             | 2025-04-22      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                     | CUSIP: 06051GKT5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2870000 | PA      | $2854223.64   | 0.05%             | 2025-04-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Banc of America Commercial Mor | Bank of America Merrill Lynch Commercial Mortgage Trust 2016-UBS10       | CUSIP: 06054MAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  32485496 | PA      | $1400521.21   | 0.02%             | 2049-07-15      | Variable      | 1.74%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL               | Bank of Montreal                                                         | CUSIP: 06368FAE9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   5515000 | PA      | $5148301.36   | 0.09%             | 2025-01-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA            | Bank of Nova Scotia/The                                                  | CUSIP: 064159YM2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   4145000 | PA      | $4016361.54   | 0.07%             | 2023-09-15      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2019-BNK20                                                          | CUSIP: 06540AAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  21499268 | PA      | $894262.03    | 0.02%             | 2062-09-15      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2020-BNK26                                                          | CUSIP: 06540JBM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 192694188 | PA      | $11889231.42  | 0.20%             | 2063-03-15      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2017-BNK5                                                           | CUSIP: 06541WAY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  74249817 | PA      | $2370091.28   | 0.04%             | 2060-06-15      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                   | Barclays PLC                                                             | CUSIP: 06738EBQ7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   5420000 | PA      | $5161280.58   | 0.09%             | 2024-12-10      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD              | Battalion CLO XI Ltd                                                     | CUSIP: 07132LAL3<br>LEI: 549300O0R7FIDPTPCK50 | Long             | ABS-CBDO         | CORP              | US        |  30000000 | PA      | $29080272.00  | 0.50%             | 2034-04-24      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD              | Battalion CLO XX Ltd                                                     | CUSIP: 07134UAA5<br>LEI: 549300CDYR56PY734566 | Long             | ABS-CBDO         | CORP              | US        |  22000000 | PA      | $21442126.20  | 0.37%             | 2034-07-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS MORTGAGE TRUST 2017-C1                                             | CUSIP: 07332VBJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  80869135 | PA      | $3782103.86   | 0.06%             | 2050-02-15      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Adjustable Rate M | Bear Stearns ARM Trust 2003-9                                            | CUSIP: 07384MC91<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1360492 | PA      | $1333302.86   | 0.02%             | 2034-02-25      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset Backed Secu | Bear Stearns Asset Backed Securities I Trust 2004-AC2                    | CUSIP: 073879AG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    159313 | PA      | $137869.71    | 0.00%             | 2034-05-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2020-B16 Mortgage Trust                                        | CUSIP: 08161NAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 175261463 | PA      | $8474329.91   | 0.14%             | 2053-02-15      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2020-IG1 Mortgage Trust                                        | CUSIP: 08162LAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  35720000 | PA      | $361736.44    | 0.01%             | 2043-09-15      | Variable      | 0.13%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd           | BlueMountain CLO XXXI Ltd                                                | CUSIP: 09631BAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  22000000 | PA      | $21385465.20  | 0.36%             | 2034-04-19      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus | BRAVO Residential Funding Trust 2021-B                                   | CUSIP: 10568JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  19603544 | PA      | $18546381.67  | 0.32%             | 2069-04-01      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| BXMT Ltd                       | BXMT 2020-FL2 LTD                                                        | CUSIP: 12434LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1155480 | PA      | $1130150.97   | 0.02%             | 2038-02-15      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| CBAM CLO Management            | CBAM 2017-2 Ltd                                                          | CUSIP: 12481KAS7<br>LEI: 254900JYLIAZT0YFW632 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $9633801.00   | 0.16%             | 2034-07-17      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust            | COMM 2013-CCRE12 Mortgage Trust                                          | CUSIP: 12591KAF2<br>LEI: 549300MGZ5FI5VFL1177 | Long             | ABS-MBS          | CORP              | US        |  95649686 | PA      | $510568.46    | 0.01%             | 2046-10-10      | Variable      | 1.06%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust            | COMM 2015-CCRE25 Mortgage Trust                                          | CUSIP: 12593PAX0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 143197198 | PA      | $2461846.23   | 0.04%             | 2048-08-10      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus | CSAIL 2017-C8 Commercial Mortgage Trust                                  | CUSIP: 12595BAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  90634761 | PA      | $3240972.18   | 0.06%             | 2050-06-15      | Variable      | 1.10%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus | CSAIL 2017-CX9 Commercial Mortgage Trust                                 | CUSIP: 12595FAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13623587 | PA      | $247708.15    | 0.00%             | 2050-09-15      | Variable      | 0.66%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust   | CSMC 2019-RP10 Trust                                                     | CUSIP: 12597FAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  33137552 | PA      | $32719190.63  | 0.56%             | 2059-12-26      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                 | CPS Auto Receivables Trust 2020-C                                        | CUSIP: 12597TAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    587999 | PA      | $584308.27    | 0.01%             | 2026-08-17      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC               | COLT 2021-RPL1 Trust                                                     | CUSIP: 12598PAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  17022850 | PA      | $15222675.09  | 0.26%             | 2061-09-25      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust            | COMM 2014-FL5 Mortgage Trust                                             | CUSIP: 12635HAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1539729 | PA      | $1546847.69   | 0.03%             | 2031-10-15      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust   | CSMC 2021-NQM1                                                           | CUSIP: 126407AB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2254626 | PA      | $1903470.25   | 0.03%             | 2065-05-25      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust   | CSMC 2021-NQM1                                                           | CUSIP: 126407AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3757710 | PA      | $3180426.16   | 0.05%             | 2065-05-25      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust   | CSMC 2022-NQM1                                                           | CUSIP: 126416AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18609780 | PA      | $16051977.54  | 0.27%             | 2066-11-25      | Variable      | 2.27%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust   | CSMC 2020-RPL3 Trust                                                     | CUSIP: 12656PAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12219978 | PA      | $11700496.01  | 0.20%             | 2060-03-25      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| CQS US CLO 2021-1, Ltd.        | CQS US CLO 2021-1 Ltd                                                    | CUSIP: 12659UAA0<br>LEI: 549300GF7PVRIKZNMY06 | Long             | ABS-CBDO         | CORP              | US        |  25000000 | PA      | $24015517.50  | 0.41%             | 2035-01-20      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust   | CSMC 2021-RPL4 Trust                                                     | CUSIP: 12662GAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5555686 | PA      | $5102697.74   | 0.09%             | 2060-12-27      | Variable      | 1.80%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust   | CSMC 2022-NQM5 Trust                                                     | CUSIP: 12663DAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3170075 | PA      | $3098240.85   | 0.05%             | 2067-05-25      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC               | COLT 2021-1RMortgage Pass-Through Certificates                           | CUSIP: 19688BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5898746 | PA      | $4974763.75   | 0.08%             | 2065-05-25      | Variable      | 0.86%                 | No            |                  2 | On Loan: No      |
| Diamond Resorts Owner Trust    | Diamond Resorts Owner Trust 2021-1                                       | CUSIP: 25273CAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2709156 | PA      | $2459656.53   | 0.04%             | 2033-11-21      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| DIGICEL GROUP HOLDINGS         | Digicel Group Holdings Ltd                                               | CUSIP: 25381YAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | JM        |    194653 | PA      | $18735.40     | 0.00%             | 2023-01-13      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Riserva CLO, Ltd.              | Riserva Clo Ltd                                                          | CUSIP: 76761RAY5<br>LEI: 549300640C8OB2I8SN35 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $9796271.00   | 0.17%             | 2034-01-18      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| SMR 2022-IND Mortgage Trust    | SMR 2022-IND Mortgage Trust                                              | CUSIP: 78458MAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16492568 | PA      | $15622519.03  | 0.27%             | 2039-02-15      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA       | Republic of South Africa Government International Bond                   | CUSIP: 836205AT1<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   1800000 | PA      | $1748277.00   | 0.03%             | 2026-04-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON            | Southern California Edison Co                                            | CUSIP: 842400HC0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   5355000 | PA      | $5318271.55   | 0.09%             | 2024-04-01      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LL | Stack Infrastructure Issuer LLC                                          | CUSIP: 85236KAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6972083 | PA      | $6806908.95   | 0.12%             | 2044-02-25      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential  | Starwood Mortgage Residential Trust 2020-3                               | CUSIP: 85573MAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    732293 | PA      | $673604.72    | 0.01%             | 2065-04-25      | Variable      | 1.49%                 | 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        |  27933018 | PA      | $22630602.00  | 0.39%             | 2066-09-25      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| Steele Creek CLO Ltd           | Steele Creek CLO 2019-1 LTD                                              | CUSIP: 85817BAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    900000 | PA      | $854681.40    | 0.01%             | 2032-04-15      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Steele Creek CLO Ltd           | Steele Creek CLO 2019-2 LTD                                              | CUSIP: 85817EAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  18000000 | PA      | $17532856.80  | 0.30%             | 2032-07-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Co | Structured Asset Securities Corp Mortgage Pass-Through Ctfs Ser 2003-24A | CUSIP: 86359AH71<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     97654 | PA      | $94345.44     | 0.00%             | 2033-07-25      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TR BK LT       | Sumitomo Mitsui Trust Bank Ltd                                           | CUSIP: 86563VAQ2<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   5540000 | PA      | $5375332.64   | 0.09%             | 2023-09-12      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd               | Symphony CLO XV Ltd                                                      | CUSIP: 87154EBE9<br>LEI: 549300JNP1PJXORD0Y06 | Long             | ABS-CBDO         | CORP              | US        |  12925000 | PA      | $12708238.70  | 0.22%             | 2032-01-17      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL            | Synchrony Financial                                                      | CUSIP: 87165BAD5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   2233000 | PA      | $2183118.20   | 0.04%             | 2024-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL            | Synchrony Financial                                                      | CUSIP: 87165BAN3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   2087000 | PA      | $2050421.51   | 0.03%             | 2024-03-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TPG Real Estate Finance        | TRTX 2019-FL3 Issuer Ltd                                                 | CUSIP: 87276VAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  16923000 | PA      | $16892064.76  | 0.29%             | 2034-10-15      | Floating      | 5.89%                 | 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        |  17000000 | PA      | $16487807.00  | 0.28%             | 2038-03-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| TTAN                           | TTAN 2021-MHC                                                            | CUSIP: 87303TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5349605 | PA      | $5189232.28   | 0.09%             | 2038-03-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| TAL Advantage VII LLC          | TAL Advantage VII LLC                                                    | CUSIP: 87407RAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3818750 | PA      | $3355225.92   | 0.06%             | 2045-09-20      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Tesla Auto Lease Trust         | Tesla Auto Lease Trust 2020-A                                            | CUSIP: 88167HAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3250000 | PA      | $3238469.98   | 0.06%             | 2023-12-20      | Fixed         | 0.78%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC       | Thermo Fisher Scientific Inc                                             | CUSIP: 883556CP5<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   3665000 | PA      | $3548126.56   | 0.06%             | 2023-10-18      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Toorak Mortgage Corp.          | Toorak Mortgage Corp 2020-1 Ltd                                          | CUSIP: 89052WAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  20310957 | PA      | $19677600.15  | 0.34%             | 2023-03-25      | Variable      | 2.73%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK          | Toronto-Dominion Bank/The                                                | CUSIP: 89114TZE5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   5535000 | PA      | $5154627.94   | 0.09%             | 2024-09-10      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP       | Toyota Motor Credit Corp                                                 | CUSIP: 89236TKF1<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   2605000 | PA      | $2533684.92   | 0.04%             | 2025-08-18      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD               | Trestles Clo IV Ltd                                                      | CUSIP: 89532WAA7<br>LEI: 254900EO5I6CR0IOWS98 | Long             | ABS-CBDO         | CORP              | US        |  20000000 | PA      | $19438266.00  | 0.33%             | 2034-07-21      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Trimaran CAVU Ltd              | Trimaran Cavu 2021-3 Ltd                                                 | CUSIP: 89624GAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $9586194.00   | 0.16%             | 2035-01-18      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Trimaran CAVU Ltd              | Trimaran Cavu 2021-1 Ltd                                                 | CUSIP: 89624NAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5750000 | PA      | $5640242.28   | 0.10%             | 2032-04-23      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER               | Triton Container International Ltd                                       | CUSIP: 89680YAD7<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | US        |   5745000 | PA      | $5545603.06   | 0.09%             | 2023-08-01      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP          | Truist Financial Corp                                                    | CUSIP: 89788MAF9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   2910000 | PA      | $2850186.55   | 0.05%             | 2025-06-09      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                   | UBS Group AG                                                             | CUSIP: 902613AB4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   5515000 | PA      | $5363739.60   | 0.09%             | 2024-07-30      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust  | UBS Commercial Mortgage Trust 2017-C1                                    | CUSIP: 90276EAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  53408994 | PA      | $2685911.59   | 0.05%             | 2050-06-15      | Variable      | 1.52%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust  | UBS Commercial Mortgage Trust 2017-C3                                    | CUSIP: 90276GAU6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  88788730 | PA      | $2922543.18   | 0.05%             | 2050-08-15      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust  | UBS Commercial Mortgage Trust 2018-C8                                    | CUSIP: 90276VAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  96177427 | PA      | $3255836.72   | 0.06%             | 2051-02-15      | Variable      | 0.84%                 | No            |                  2 | On Loan: No      |
| USASF Receivables LLC          | USASF Receivables 2020-1 LLC                                             | CUSIP: 90353QAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1950317 | PA      | $1944626.64   | 0.03%             | 2024-05-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD       | United Overseas Bank Ltd                                                 | CUSIP: 91127LAC4<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |   7000000 | PA      | $6822305.98   | 0.12%             | 2029-04-15      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                  | United States Treasury Bill                                              | CUSIP: 912796XY0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 117600000 | PA      | $114431612.57 | 1.95%             | 2023-08-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                         | CUSIP: 91282CFE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  86200000 | PA      | $83701546.44  | 1.43%             | 2025-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                         | CUSIP: 91282CFP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  70700000 | PA      | $70655812.50  | 1.20%             | 2025-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                         | CUSIP: 91282CFW6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  97700000 | PA      | $98302992.68  | 1.68%             | 2025-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust   | Upstart Securitization Trust 2021-3                                      | CUSIP: 91679LAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1860802.00   | 0.03%             | 2031-07-20      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| Upstart Pass Through Trust     | Upstart Pass-Through Trust Series 2020-ST5                               | CUSIP: 91679XAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2438361 | PA      | $2320271.88   | 0.04%             | 2027-07-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Upstart Pass Through Trust     | Upstart Pass-Through Trust Series 2021-ST6                               | CUSIP: 91680VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7384550 | PA      | $6889275.13   | 0.12%             | 2027-08-20      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Upstart Pass Through Trust     | Upstart Pass-Through Trust Series 2020-ST5                               | CUSIP: 91680WAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2011934 | PA      | $1922838.39   | 0.03%             | 2026-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VCAT Asset Securitization, LLC | VCAT 2021-NPL1 LLC                                                       | CUSIP: 91790CAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14668520 | PA      | $13913314.49  | 0.24%             | 2050-12-26      | Variable      | 2.29%                 | No            |                  2 | On Loan: No      |
| VCAT Asset Securitization, LLC | VCAT 2021-NPL4 LLC                                                       | CUSIP: 91823DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  23053351 | PA      | $20986615.34  | 0.36%             | 2051-08-25      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| VCAT Asset Securitization, LLC | VCAT 2021-NPL5 LLC                                                       | CUSIP: 91824AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9186725 | PA      | $8096254.06   | 0.14%             | 2051-08-25      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| VCAT Asset Securitization, LLC | VCAT 2021-NPL3 LLC                                                       | CUSIP: 91824MAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6394695 | PA      | $5571378.89   | 0.09%             | 2051-05-25      | Variable      | 1.74%                 | No            |                  2 | On Loan: No      |
| VCAT Asset Securitization, LLC | VCAT 2021-NPL6 LLC                                                       | CUSIP: 91824WAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11780218 | PA      | $10317308.99  | 0.18%             | 2051-09-25      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Tra | VOLT C LLC                                                               | CUSIP: 91835DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4019763 | PA      | $3609449.80   | 0.06%             | 2051-05-25      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Tra | VOLT XCVII LLC                                                           | CUSIP: 91835EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6330027 | PA      | $5600697.52   | 0.10%             | 2051-04-25      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Tra | VOLT XCII LLC                                                            | CUSIP: 91835MAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15172884 | PA      | $13173124.94  | 0.22%             | 2051-02-27      | Variable      | 1.89%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo | Velocity Commercial Capital Loan Trust 2019-2                            | CUSIP: 92257NAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2830593 | PA      | $2672159.94   | 0.05%             | 2049-07-25      | Variable      | 3.13%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo | Velocity Commercial Capital Loan Trust 2021-2                            | CUSIP: 92259MAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  23642186 | PA      | $19731025.75  | 0.34%             | 2051-08-25      | Variable      | 1.52%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo | Velocity Commercial Capital Loan Trust 2021-2                            | CUSIP: 92259MAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5403936 | PA      | $4297375.87   | 0.07%             | 2051-08-25      | Variable      | 1.82%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS         | Verizon Communications Inc                                               | CUSIP: 92343VEP5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   5120000 | PA      | $5163302.30   | 0.09%             | 2025-05-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2020-INV1                                     | CUSIP: 92537TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1700179 | PA      | $1632329.68   | 0.03%             | 2060-03-25      | Variable      | 1.98%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC         | Williams Cos Inc/The                                                     | CUSIP: 969457BW9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   2795000 | PA      | $2766033.54   | 0.05%             | 2024-06-24      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS         | Zimmer Biomet Holdings Inc                                               | CUSIP: 98956PAU6<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |   5760000 | PA      | $5359010.34   | 0.09%             | 2024-11-22      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| HORIZON THERAPEUTICS USA       | Horizon Therapeutics USA Inc                                             | CUSIP: 44055UAD7<br>LEI: 254900IS87RLPXY88S03 | Long             | LON              | CORP              | US        |  11526022 | PA      | $11529134.22  | 0.20%             | 2028-03-15      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC               | Berry Global Inc                                                         | CUSIP: 08579JBG6<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | LON              | CORP              | US        |  11255707 | PA      | $11186653.06  | 0.19%             | 2026-07-01      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| KFC HOLDING CO                 | KFC Holding Co                                                           | CUSIP: 72584DAF1<br>LEI: 549300G2LG4YUB3MM115 | Long             | LON              | CORP              | US        |   6840031 | PA      | $6763080.62   | 0.12%             | 2028-03-15      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| FLEETCOR TECHNOLOGIES INC      | FleetCor Technologies Operating Co LLC                                   | CUSIP: 33903RAY5<br>LEI: 549300FKKKZCXLK48427 | Long             | LON              | CORP              | US        |  11525870 | PA      | $11425019.06  | 0.19%             | 2028-04-30      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| CABLE ONE INC                  | Cable One Inc                                                            | CUSIP: 12685LAG5<br>LEI: 549300648QS85T0XSH18 | Long             | LON              | CORP              | US        |   1892464 | PA      | $1853905.32   | 0.03%             | 2028-05-03      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC        | Standard Industries Inc/NJ                                               | CUSIP: 85350EAB2<br>LEI: 54930064UHXCIUWVI755 | Long             | LON              | CORP              | US        |   4890740 | PA      | $4837479.84   | 0.08%             | 2028-09-22      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| ICON LUXEMBOURG SARL           | ICON Luxembourg Sarl                                                     | CUSIP: N/A<br>LEI: 635400PUWMHSPI2DDA35       | Long             | LON              | CORP              | LU        |   7656848 | PA      | $7643487.23   | 0.13%             | 2028-07-01      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| PRA HEALTH SCIENCES INC        | PRA Health Sciences Inc                                                  | CUSIP: N/A<br>LEI: 549300R1HR1VWWHIAK47       | Long             | LON              | CORP              | US        |   1907709 | PA      | $1904379.61   | 0.03%             | 2028-07-01      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS LLC   | Focus Financial Partners LLC                                             | CUSIP: 34416DAU2<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |   2525992 | PA      | $2483366.05   | 0.04%             | 2028-07-01      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC            | Avantor Funding Inc                                                      | CUSIP: 05350NAL8<br>LEI: 5493003VM0XB4U8YD238 | Long             | LON              | CORP              | US        |   8181344 | PA      | $8155777.15   | 0.14%             | 2027-11-06      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| PILOT TRAVEL CENTERS LLC       | Pilot Travel Centers LLC                                                 | CUSIP: 72165NBH1<br>LEI: 549300115UILLXNE1Z49 | Long             | LON              | CORP              | US        |  10719907 | PA      | $10616728.21  | 0.18%             | 2028-08-06      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| NORTONLIFELOCK INC             | Gen Digital Inc                                                          | CUSIP: 66877AAD0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | LON              | CORP              | US        |  10214327 | PA      | $10063257.56  | 0.17%             | 2029-09-12      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| ICU MEDICAL INC                | ICU Medical Inc                                                          | CUSIP: N/A<br>LEI: 5493003NRW7LS2QZRH60       | Long             | LON              | CORP              | US        |   1056853 | PA      | $1025147.60   | 0.02%             | 2029-01-06      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| ICU MEDICAL INC                | ICU Medical Inc                                                          | CUSIP: N/A<br>LEI: 5493003NRW7LS2QZRH60       | Long             | LON              | CORP              | US        |    142122 | PA      | $137858.15    | 0.00%             | 2029-01-06      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPERATING CO LLC      | Go Daddy Operating Co LLC                                                | CUSIP: 38017BAT3<br>LEI: 5493005GJOH8HLL11157 | Long             | LON              | CORP              | US        |  11159580 | PA      | $11155674.60  | 0.19%             | 2029-11-10      | Floating      | 7.34%                 | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS US H    | Axalta Coating Systems US Holdings Inc                                   | CUSIP: 90347BAJ7<br>LEI: 549300NZ43V4QV4UGN28 | Long             | LON              | CORP              | US        |   4300000 | PA      | $4309675.00   | 0.07%             | 2029-12-20      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS            | Braskem Netherlands Finance BV                                           | CUSIP: BK5896133<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | BR        |   8800000 | PA      | $8540834.37   | 0.15%             | 2081-01-23      | Variable      | 8.50%                 | No            |                  2 | On Loan: No      |
| MV24 CAPITAL BV                | MV24 Capital BV                                                          | CUSIP: AZ9204969<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |   1443202 | PA      | $1321302.96   | 0.02%             | 2034-06-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MINEJESA CAPITAL BV            | Minejesa Capital BV                                                      | CUSIP: AO6253790<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | ID        |  11500000 | PA      | $10122300.00  | 0.17%             | 2030-08-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AES ANDES SA                   | AES Andes SA                                                             | CUSIP: AX6134230<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |   3000000 | PA      | $2859322.65   | 0.05%             | 2079-03-26      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| AES ANDES SA                   | AES Andes SA                                                             | CUSIP: ZR9383343<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |   1000000 | PA      | $923413.72    | 0.02%             | 2079-10-07      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| BANCO CONTINENTAL S.A.E.       | Banco Continental SAECA                                                  | CUSIP: BM9109232<br>LEI: 8945005Q0D60A6FCEM55 | Long             | DBT              | CORP              | PY        |   1000000 | PA      | $895865.00    | 0.02%             | 2025-12-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BANCO INTERNAC DEL PERU        | Banco Internacional del Peru SAA Interbank                               | CUSIP: EK1231407<br>LEI: 5493001TRCGXJLRLHN14 | Long             | DBT              | CORP              | PE        |   4000000 | PA      | $3998000.04   | 0.07%             | 2029-03-19      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| BANCO INTERNAC DEL PERU        | Banco Internacional del Peru SAA Interbank                               | CUSIP: BK3122268<br>LEI: 5493001TRCGXJLRLHN14 | Long             | DBT              | CORP              | PE        |   8050000 | PA      | $7275388.75   | 0.12%             | 2030-07-08      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| BANCO LATINOAMERICANO SA       | Banco Latinoamericano de Comercio Exterior SA                            | CUSIP: ZO4189981<br>LEI: 549300CN3134K4LC0651 | Long             | DBT              | CORP              | PA        |   1500000 | PA      | $1371330.00   | 0.02%             | 2025-09-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE       | Banco Mercantil del Norte SA/Grand Cayman                                | CUSIP: BS5300782<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |   4100000 | PA      | $3663534.05   | 0.06%             | 2027-01-24      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| BANCO NACIONAL COM EXT         | Banco Nacional de Comercio Exterior SNC/Cayman Islands                   | CUSIP: BQ7269484<br>LEI: 4469000001BL6VG3DH44 | Long             | DBT              | CORP              | MX        |   5586000 | PA      | $4680680.78   | 0.08%             | 2031-08-11      | Variable      | 2.72%                 | No            |                  2 | On Loan: No      |
| BBVA BANCO CONTINENTAL         | Banco BBVA Peru SA                                                       | CUSIP: EK4969359<br>LEI: 549300H1JNU0HLNFU552 | Long             | DBT              | CORP              | PE        |   1200000 | PA      | $1167786.91   | 0.02%             | 2029-09-22      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS         | BBVA Bancomer SA/Texas                                                   | CUSIP: ZO5005293<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |   1000000 | PA      | $907970.00    | 0.02%             | 2025-09-18      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS         | BBVA Bancomer SA/Texas                                                   | CUSIP: EK5906806<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |   6221000 | PA      | $6102434.52   | 0.10%             | 2029-11-12      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| CAMPOSOL SA                    | Camposol SA                                                              | CUSIP: ZP7442269<br>LEI: 5493008B0STMH3JFSW17 | Long             | DBT              | CORP              | PE        |   1750000 | PA      | $1162140.00   | 0.02%             | 2027-02-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANCO DO BRASIL (CAYMAN)       | Banco do Brasil SA/Cayman                                                | CUSIP: BR4230529<br>LEI: QE0Q0253K88YAGNPE356 | Long             | DBT              | CORP              | BR        |   1400000 | PA      | $1290492.00   | 0.02%             | 2026-09-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| VTR COMUNICACIONES SPA         | VTR Comunicaciones SpA                                                   | CUSIP: BK1883408<br>LEI: 213800XDZJKMC1AEUV94 | Long             | DBT              | CORP              | CL        |   4985000 | PA      | $3103821.27   | 0.05%             | 2028-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VTR FINANCE BV                 | VTR Finance NV                                                           | CUSIP: BK1883424<br>LEI: 213800F4XI4RJB82XM19 | Long             | DBT              | CORP              | CL        |   2000000 | PA      | $775591.62    | 0.01%             | 2028-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MERCURY CHILE HOLDCO LLC       | Mercury Chile Holdco LLC                                                 | CUSIP: BT5544411<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |    200000 | PA      | $192000.00    | 0.00%             | 2027-01-24      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL        | Adani Ports & Special Economic Zone Ltd                                  | CUSIP: AZ6939856<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |   4500000 | PA      | $4266967.46   | 0.07%             | 2024-07-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| KOREA EAST-WEST POWER CO       | Korea East-West Power Co Ltd                                             | CUSIP: BJ0835311<br>LEI: 549300VDRGYGX9NBTB52 | Long             | DBT              | CORP              | KR        |   2000000 | PA      | $1846204.18   | 0.03%             | 2025-05-06      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| KOREA ELECTRIC POWER CO        | Korea Electric Power Corp                                                | CUSIP: BJ4673338<br>LEI: 988400QG33WS7JEIV602 | Long             | DBT              | CORP              | KR        |   4000000 | PA      | $3627390.72   | 0.06%             | 2025-06-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| KT CORP                        | KT Corp                                                                  | CUSIP: LW8758093<br>LEI: 9884005ACF8449EANY26 | Long             | DBT              | CORP              | KR        |   3000000 | PA      | $2741494.44   | 0.05%             | 2026-07-18      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LG CHEM LTD                    | LG Chem Ltd                                                              | CUSIP: AX8484732<br>LEI: 988400IES4EIG7O06940 | Long             | DBT              | CORP              | KR        |   8000000 | PA      | $7678409.20   | 0.13%             | 2024-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD           | Petronas Capital Ltd                                                     | CUSIP: EK8020878<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |   5000000 | PA      | $4856952.50   | 0.08%             | 2025-03-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)         | Pertamina Persero PT                                                     | CUSIP: EJ6770261<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |   1100000 | PA      | $1091750.00   | 0.02%             | 2023-05-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| INDONESIA ASAHAN ALUMINI       | Indonesia Asahan Aluminium Persero PT                                    | CUSIP: BJ4178783<br>LEI: 2549008P48EB9SN2OI80 | Long             | DBT              | CORP              | ID        |   2000000 | PA      | $1970526.98   | 0.03%             | 2025-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT          | Freeport Indonesia PT                                                    | CUSIP: BV7716632<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |   5150000 | PA      | $4969750.00   | 0.08%             | 2027-04-14      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-27

**Name of Applicant:** DoubleLine Funds Trust

**Signature:** /s/ Henry Chase

**Name of Signer:** DoubleLine Funds Trust

**Title:** Treasurer