# EDGAR Filing Document

**Accession Number:** 0001480207
**File Stem:** 0001193125-26-245113
**Filing Date:** 2026-5
**Character Count:** 347742
**Document Hash:** f81326cb19622c15a22a1a0169b18fd4
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-245113.hdr.sgml**: 20260528

**ACCESSION NUMBER**: 0001193125-26-245113

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260528

**DATE AS OF CHANGE**: 20260528

**PERIOD START**: 20260331

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22378
- **FILM NUMBER:** 261035057

**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           |
| C000265920 | I2           |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Tampa

  - **State:** FL

  - **Foreign country:** US

  - **Zip / Postal Code:** 33602

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

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

- **a. Name of Series:** DoubleLine 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:** 2026-03-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $6538248138.91

**Total Liabilities:** $93424452.28

**Net Assets:** $6444823686.63

**Delayed Delivery Securities:** $63743620.95

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 14100.000000000000 | **1-Year:** 397020.000000000000 | **5-Year:** 790615.000000000000 | **10-Year:** 62816.000000000000 | **30-Year:** 0.000000000000

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

- **3-Month:** 1000.000000000000 | **1-Year:** 12704.000000000000 | **5-Year:** 14305.000000000000 | **10-Year:** 1584.000000000000 | **30-Year:** 2.000000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000105189 | 0.33%                | 0.54%                | -0.43%               |
| Class ID C000105190 | 0.31%                | 0.52%                | -0.45%               |
| Class ID C000213586 | 0.34%                | 0.55%                | -0.42%               |
| Class ID C000265920 | 0.44%                | 0.43%                | -0.43%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1147879.22              | $951105.09                                 |
| Month 2  | $1813256.71              | $10106254.84                               |
| Month 3  | $-296510.53              | $-51698382.04                              |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| RCKT Trust                     | RCKTL 2025-2                                                                     | CUSIP: 74939HAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8500000 | PA      | $8457492.35   | 0.13%             | 2034-11-27      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2025-11                                               | CUSIP: 924935AJ8<br>LEI: 213800H1O4C5SRNN4B66 | Long             | ABS-MBS          | CORP              | US        |  14246480 | PA      | $14171232.88  | 0.22%             | 2070-11-25      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2021-4                                                | CUSIP: 92538HAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6027857 | PA      | $5183042.31   | 0.08%             | 2066-07-25      | Variable      | 1.35%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2025-4                                                | CUSIP: 92540UAC1<br>LEI: 2138009ZO3B2B5MAHZ49 | Long             | ABS-MBS          | CORP              | US        |  32322360 | PA      | $32463440.60  | 0.50%             | 2070-05-25      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE              | Chile Government International Bond                                              | CUSIP: 168863DP0<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   3750000 | PA      | $3428418.75   | 0.05%             | 2031-01-31      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO IV Ltd             | Elmwood CLO IV Ltd                                                               | CUSIP: 29002GAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10007500.00  | 0.16%             | 2037-04-18      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL PROPER               | Essential Properties LP                                                          | CUSIP: 29670VAA7<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              | CORP              | US        |   5530000 | PA      | $4983613.16   | 0.08%             | 2031-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                    | Exelon Corp                                                                      | CUSIP: 30161NBM2<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   3664000 | PA      | $3734979.19   | 0.06%             | 2029-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 31418FEN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3431865 | PA      | $3513521.20   | 0.05%             | 2044-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust Series 2025-NQM2                                        | CUSIP: 46590SAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7881726 | PA      | $7912369.82   | 0.12%             | 2065-09-25      | Variable      | 5.77%                 | 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        |  51778891 | PA      | $64293.85     | 0.00%             | 2049-12-15      | Variable      | 0.52%                 | No            |                  2 | On Loan: No      |
| KREF 2021-FL2 Ltd              | KREF 2021-FL2 Ltd                                                                | CUSIP: 48275RAC1<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | US        |   5550000 | PA      | $5559695.85   | 0.09%             | 2039-02-15      | Floating      | 5.09%                 | 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      | $331507.10    | 0.01%             | 2036-05-15      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan  | New Residential Mortgage Loan Trust 2024-NQM1                                    | CUSIP: 64828DAA5<br>LEI: 213800TFYSB4XLW7QW74 | Long             | ABS-MBS          | CORP              | US        |   4855611 | PA      | $4891111.53   | 0.08%             | 2064-03-25      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| RENTOKIL TERMINIX LLC          | Rentokil Terminix Funding LLC                                                    | CUSIP: 760130AA2<br>LEI: 984500D5BAA7560EKJ44 | Long             | DBT              | CORP              | US        |   9932000 | PA      | $9975427.57   | 0.15%             | 2030-04-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Recei | Santander Mortgage Asset Receivable Trust 2025-NQM6                              | CUSIP: 80265DAE3<br>LEI: 2549003RXF6LNJ2GP990 | Long             | ABS-MBS          | CORP              | US        |   3876454 | PA      | $3861385.78   | 0.06%             | 2065-11-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| NBM US HOLDINGS INC            | NBM US Holdings Inc                                                              | CUSIP: ZS4645314<br>LEI: 5493008K1QMSP0J8UC24 | Long             | DBT              | CORP              | BR        |   2600000 | PA      | $2606619.60   | 0.04%             | 2026-05-14      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ACREC LLC                      | ACREC 2026-FL4 LLC                                                               | CUSIP: 004970AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11030000 | PA      | $11037577.61  | 0.17%             | 2043-01-18      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust            | Affirm Master Trust                                                              | CUSIP: 00833BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  20000000 | PA      | $20128368.00  | 0.31%             | 2033-02-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust             | BMO 2024-5C6 Mortgage Trust                                                      | CUSIP: 05593QAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4486000 | PA      | $4508510.30   | 0.07%             | 2057-09-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2025-V18 Mortgage Trust                                                | CUSIP: 08164EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1493065 | PA      | $1486931.60   | 0.02%             | 2058-10-15      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Willowbrook Mall               | NJ 2025-WBRK                                                                     | CUSIP: 65486BAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2020000 | PA      | $2077561.92   | 0.03%             | 2035-03-05      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2024-5C1                                   | CUSIP: 95003VAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1318260 | PA      | $1328746.60   | 0.02%             | 2057-07-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| AIRBNB INC                     | Airbnb Inc                                                                       | CUSIP: 009066AC5<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |   2612000 | PA      | $2609021.09   | 0.04%             | 2029-03-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Aligned Data Centers Issuers L | Aligned Data Centers Issuer LLC                                                  | CUSIP: 01627AAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3100000 | PA      | $3091394.71   | 0.05%             | 2047-10-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC               | Altria Group Inc                                                                 | CUSIP: 02209SBQ5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1883000 | PA      | $1964677.12   | 0.03%             | 2028-11-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC               | Altria Group Inc                                                                 | CUSIP: 02209SBU6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   3112000 | PA      | $3099594.57   | 0.05%             | 2030-08-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO            | American Express Co                                                              | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   8461000 | PA      | $8516461.43   | 0.13%             | 2029-04-25      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC         | AngloGold Ashanti Holdings PLC                                                   | CUSIP: 03512TAF8<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | ZA        |   6800000 | PA      | $6538417.53   | 0.10%             | 2028-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust             | Aqua Finance Trust 2020-A                                                        | CUSIP: 038413AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    810868 | PA      | $766047.01    | 0.01%             | 2046-07-17      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Lo | Arbor Realty Commercial Real Estate Notes 2021-FL4 Ltd                           | CUSIP: 03880RAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6500246 | PA      | $6508436.27   | 0.10%             | 2036-11-15      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Commercial Real E | Arbor Realty Commercial Real Estate Notes 2025-FL1 LLC                           | CUSIP: 03881KAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13000000 | PA      | $13014391.00  | 0.20%             | 2043-01-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Commercial Real E | Arbor Realty Commercial Real Estate Notes 2026-FL1 LLC                           | CUSIP: 03881XAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7505000 | PA      | $7514358.74   | 0.12%             | 2043-09-20      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                | AREIT 2025-CRE11                                                                 | CUSIP: 04002DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11060000 | PA      | $11079830.58  | 0.17%             | 2043-07-25      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| ARES Commercial Mortgage Trust | ARES Commercial Mortgage Trust 2026-GCP                                          | CUSIP: 04021QAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7410000 | PA      | $7388285.00   | 0.11%             | 2043-02-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust          | Arroyo Mortgage Trust 2019-3                                                     | CUSIP: 04285AAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2836748 | PA      | $2730202.77   | 0.04%             | 2048-10-25      | Variable      | 3.21%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC            | Ashtead Capital Inc                                                              | CUSIP: 045054AL7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | GB        |   5098000 | PA      | $4998529.20   | 0.08%             | 2029-11-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Aspire Mortgage Trust          | Aspire Mortgage Trust 2026-1                                                     | CUSIP: 04539FAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4400000 | PA      | $4405878.40   | 0.07%             | 2066-01-25      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING          | Athene Global Funding                                                            | CUSIP: 04685A3W9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   7836000 | PA      | $7839735.50   | 0.12%             | 2026-05-08      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING          | Athene Global Funding                                                            | CUSIP: 04685A4C2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   3296000 | PA      | $3244554.91   | 0.05%             | 2029-10-08      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| AutoNation Finance Trust 2025- | AutoNation Finance Trust 2026-1                                                  | CUSIP: 05330WAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6100000 | PA      | $6096110.64   | 0.09%             | 2029-01-11      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Avant Loans Funding Trust      | Avant Loans Funding Trust 2025-REV1                                              | CUSIP: 05352BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  20000000 | PA      | $20049074.00  | 0.31%             | 2034-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Avant Loans Funding Trust      | Avant Loans Funding Trust 2024-REV1                                              | CUSIP: 05352UAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $10015847.00  | 0.16%             | 2033-10-15      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP         | Aviation Capital Group LLC                                                       | CUSIP: 05369AAT8<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |  12458000 | PA      | $12329360.69  | 0.19%             | 2030-10-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD       | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | IE        |   4982000 | PA      | $5129650.54   | 0.08%             | 2028-05-04      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD       | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | IE        |   5658000 | PA      | $5722131.62   | 0.09%             | 2030-05-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP               | BAT Capital Corp                                                                 | CUSIP: 05526DBN4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | GB        |    304000 | PA      | $307364.02    | 0.00%             | 2030-04-02      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| BCAP LLC Trust                 | BCAP LLC 2011-RR1 Trust                                                          | CUSIP: 05533RDK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    391120 | PA      | $267746.66    | 0.00%             | 2021-08-28      | Variable      | 2.99%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Trust 2021-C10                                                             | CUSIP: 05551VBG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $945174.10    | 0.01%             | 2054-07-15      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                        | BDS 2025-FL16 LLC                                                                | CUSIP: 05556XAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10030000 | PA      | $10030000.00  | 0.16%             | 2043-06-19      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Trust 2025-ROIC                                                               | CUSIP: 05593VAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9877278 | PA      | $9806567.02   | 0.15%             | 2030-03-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Commercial Mortgage Trust 2021-21M                                            | CUSIP: 05609CAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1722925 | PA      | $1722069.11   | 0.03%             | 2036-10-15      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| BXMT Ltd                       | BXMT 2021-FL4 Ltd                                                                | CUSIP: 05609GAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8315227 | PA      | $8321280.98   | 0.13%             | 2038-05-15      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX 2021-LBA3 Mortgage Trust                                                      | CUSIP: 05609PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1819000 | PA      | $1815107.52   | 0.03%             | 2036-10-15      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Commercial Mortgage Trust 2021-ACNT                                           | CUSIP: 05609QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1063057 | PA      | $1062565.78   | 0.02%             | 2038-11-15      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust             | BMO 2025-C11 Mortgage Trust                                                      | CUSIP: 05613XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2561748 | PA      | $2586701.82   | 0.04%             | 2058-02-15      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit | Bain Capital Credit CLO 2022-6 Ltd                                               | CUSIP: 05685LAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  20000000 | PA      | $20023788.00  | 0.31%             | 2038-01-22      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO DEL PER       | Banco de Credito del Peru S.A.                                                   | CUSIP: 05971V2D6<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |   1800000 | PA      | $1771844.04   | 0.03%             | 2031-09-30      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2017-BNK6                                                                   | CUSIP: 060352AG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  74716495 | PA      | $473762.35    | 0.01%             | 2060-07-15      | Variable      | 0.74%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                             | CUSIP: 06051GHT9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3649000 | PA      | $3647138.10   | 0.06%             | 2027-04-23      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                             | CUSIP: 06051GMK2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  11364000 | PA      | $11456101.13  | 0.18%             | 2029-01-24      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2023-5YR2                                                                  | CUSIP: 06211CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2241190 | PA      | $2272379.51   | 0.04%             | 2056-07-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL               | Bank of Montreal                                                                 | CUSIP: 06368L8L3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   7074000 | PA      | $7089582.39   | 0.11%             | 2030-09-10      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2024-5YR5                                                                  | CUSIP: 065931AZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7760399 | PA      | $7961126.25   | 0.12%             | 2029-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                     | Biogen Inc                                                                       | CUSIP: 09062XAN3<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |   4653000 | PA      | $4745583.67   | 0.07%             | 2031-01-15      | Fixed         | 5.05%                 | 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        |   1192794 | PA      | $1179743.73   | 0.02%             | 2059-05-26      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                   | Broadcom Inc                                                                     | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2705000 | PA      | $2761403.47   | 0.04%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Commercial Mortgage Trust 2026-CSMO                                           | CUSIP: 12433LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7380000 | PA      | $7391061.88   | 0.11%             | 2043-02-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| CFK Trust                      | CFK Trust 2020-MF2                                                               | CUSIP: 12529AAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 116365000 | PA      | $477177.96    | 0.01%             | 2039-03-15      | Variable      | 0.77%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust            | COMM 2016-COR1 Mortgage Trust                                                    | CUSIP: 12594MBB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    892601 | PA      | $888988.66    | 0.01%             | 2049-10-10      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus | CSAIL 2017-CX9 Commercial Mortgage Trust                                         | CUSIP: 12595FAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2913343 | PA      | $2881233.58   | 0.04%             | 2050-09-15      | Fixed         | 3.18%                 | 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        |   9664624 | PA      | $35333.87     | 0.00%             | 2050-09-15      | Variable      | 0.58%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust   | CSMC 2022-RPL4 Trust                                                             | CUSIP: 12663TAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6886456 | PA      | $6594811.73   | 0.10%             | 2062-04-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC            | Cheniere Energy Inc                                                              | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |   6510000 | PA      | $6494871.93   | 0.10%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2016-C2                                      | CUSIP: 17291CBR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1296157 | PA      | $1288957.63   | 0.02%             | 2049-08-10      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2023-PRM3                                    | CUSIP: 17331LAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2738868 | PA      | $2824172.23   | 0.04%             | 2028-07-10      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| Cent CLO LP                    | Columbia Cent CLO 31 Ltd                                                         | CUSIP: 19737LAS2<br>LEI: 5493007YZPNOMQEILE23 | Long             | ABS-CBDO         | CORP              | US        |   7500000 | PA      | $7490670.00   | 0.12%             | 2034-04-20      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust            | COMM 2018-HCLV Mortgage Trust                                                    | CUSIP: 20048KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8000000 | PA      | $7545274.39   | 0.12%             | 2033-09-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS               | Connecticut Avenue Securities Trust 2025-R04                                     | CUSIP: 20755TAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1738559 | PA      | $1739693.84   | 0.03%             | 2045-05-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust           | Cross 2024-H1 Mortgage Trust                                                     | CUSIP: 22757AAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2115441 | PA      | $2125791.10   | 0.03%             | 2068-12-25      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortg | DBJPM 20-C9 Mortgage Trust                                                       | CUSIP: 233063AM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1374623 | PA      | $1304541.22   | 0.02%             | 2053-08-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA         | Daimler Truck Finance North America LLC                                          | CUSIP: 233853BG4<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | DE        |   4348000 | PA      | $4340973.33   | 0.07%             | 2027-08-12      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC            | Delta Air Lines Inc                                                              | CUSIP: 247361A24<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |  10618000 | PA      | $10659258.04  | 0.17%             | 2028-07-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T | EFMT 2026-NQM1                                                                   | CUSIP: 26846GAK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11044704 | PA      | $10932341.68  | 0.17%             | 2071-02-25      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T | EFMT 2026-NQM3                                                                   | CUSIP: 26846JAK7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7000000 | PA      | $7008358.00   | 0.11%             | 2071-03-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                               | CUSIP: 29273VAS9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   5443000 | PA      | $5658279.03   | 0.09%             | 2028-12-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                 | CUSIP: 3132DWHT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5414173 | PA      | $5461651.61   | 0.08%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                                | CUSIP: 3136A2U43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    750428 | PA      | $744482.03    | 0.01%             | 2041-12-25      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                                | CUSIP: 3136ATVJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1248735 | PA      | $1239594.63   | 0.02%             | 2046-09-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                                | CUSIP: 3136B27D8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6401319 | PA      | $6209891.22   | 0.10%             | 2058-10-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                                | CUSIP: 3136BPCC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  18333168 | PA      | $18159242.61  | 0.28%             | 2052-10-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                                | CUSIP: 3136BUS68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1829745 | PA      | $1818506.61   | 0.03%             | 2055-02-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                                | CUSIP: 3136BYK50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11476270 | PA      | $11404497.84  | 0.18%             | 2056-03-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                                               | CUSIP: 3137HPV42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6880120 | PA      | $6792511.28   | 0.11%             | 2056-02-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                                               | CUSIP: 3137HQM24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7371924 | PA      | $7350925.01   | 0.11%             | 2056-03-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 3138ELXW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       391 | PA      | $389.82       | 0.00%             | 2026-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                                | CUSIP: 31398TJP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1591660 | PA      | $1585330.62   | 0.02%             | 2040-07-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 3140QWCK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9316603 | PA      | $9493065.71   | 0.15%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 31418EVE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3125025 | PA      | $3122415.57   | 0.05%             | 2043-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| First American Government Obli | First American Government Obligations Fund                                       | CUSIP: 31846V211<br>LEI: 549300R5MYM6VZF1RM44 | Long             | STIV             | RF                | US        |  34510434 | NS      | $34510433.74  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| GSR Mortgage Loan Trust        | GSR Mortgage Loan Trust 2005-9F                                                  | CUSIP: 362341S34<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2381628 | PA      | $1016087.25   | 0.02%             | 2036-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GS REFT 2026-FL1 Issuer Ltd    | GS REFT 2026-FL1 Issuer Ltd                                                      | CUSIP: 36274DAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4549000 | PA      | $4560372.50   | 0.07%             | 2043-04-19      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Kennedy Lewis CLO Ltd          | Kennedy Lewis CLO 9 Ltd                                                          | CUSIP: 37147LAN9<br>LEI: 549300OYEZ11WGJ2SS19 | Long             | ABS-CBDO         | CORP              | US        |  19500000 | PA      | $19509484.80  | 0.30%             | 2038-01-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Home Owner Mortgage Enhanced S | HOMES 2026-NQM1 Trust                                                            | CUSIP: 437922AE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2876021 | PA      | $2847018.09   | 0.04%             | 2070-09-25      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| INCREF LLC                     | INCREF 2025-FL1 LLC                                                              | CUSIP: 45339NAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13858000 | PA      | $13894501.97  | 0.22%             | 2042-10-19      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor | JPMCC Commercial Mortgage Securities Trust 2019-COR5                             | CUSIP: 46591EAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1141000 | PA      | $1097150.23   | 0.02%             | 2052-06-13      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                              | CUSIP: 46647PEU6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  11397000 | PA      | $11497964.88  | 0.18%             | 2029-01-24      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| JACOBS SOLUTIONS INC           | Jacobs Solutions Inc                                                             | CUSIP: 46982LAA6<br>LEI: 254900E3KHXCC2C8K272 | Long             | DBT              | CORP              | US        |   5863000 | PA      | $5783225.68   | 0.09%             | 2031-03-03      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Juniper Valley Park CLO, Ltd   | Juniper Valley Park CLO Ltd                                                      | CUSIP: 48206KAY2<br>LEI: 213800ACSV8GAJ4CCO70 | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2497592.75   | 0.04%             | 2036-07-20      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC              | Kinder Morgan Inc                                                                | CUSIP: 494553AD2<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   5578000 | PA      | $5663003.37   | 0.09%             | 2029-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KKR Industrial Portfolio Trust | KIND Commercial Mortgage Trust 2024-1                                            | CUSIP: 494925AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4550000 | PA      | $4553782.87   | 0.07%             | 2041-08-15      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)         | Pertamina Persero PT                                                             | CUSIP: 69370RAD9<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |   8000000 | PA      | $7674721.04   | 0.12%             | 2029-07-30      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC             | Royalty Pharma PLC                                                               | CUSIP: 78081BAT0<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | US        |  11518000 | PA      | $11379593.95  | 0.18%             | 2031-03-25      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC               | Ryder System Inc                                                                 | CUSIP: 78355HLG2<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |   4213000 | PA      | $4144474.97   | 0.06%             | 2030-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SLAM LLC                       | Slam Ltd                                                                         | CUSIP: 83100AAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9027778 | PA      | $8950508.98   | 0.14%             | 2049-09-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD       | United Overseas Bank Ltd                                                         | CUSIP: 91127LAH3<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |    500000 | PA      | $495414.69    | 0.01%             | 2032-10-07      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 912828ZE3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 306250000 | PA      | $297100514.81 | 4.61%             | 2027-03-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 91282CPK1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 100000000 | PA      | $99199219.00  | 1.54%             | 2028-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust | Upgrade Master Pass-Thru Trust Series 2025-ST2                                   | CUSIP: 91534JAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7757963 | PA      | $7819936.20   | 0.12%             | 2032-06-15      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust   | UPSTART Securitization Trust 2026-1                                              | CUSIP: 91681BAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11546000 | PA      | $11512697.87  | 0.18%             | 2036-03-20      | Fixed         | 4.30%                 | 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        |     83938 | PA      | $82093.52     | 0.00%             | 2032-12-25      | Variable      | 6.08%                 | 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        |    156491 | PA      | $144877.15    | 0.00%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2019-C50                                   | CUSIP: 95001XBA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4899004 | PA      | $4776366.19   | 0.07%             | 2052-05-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2020-C57                                   | CUSIP: 95002XBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4139870 | PA      | $3962879.29   | 0.06%             | 2053-08-15      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2026-C66                                   | CUSIP: 95005CAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6220000 | PA      | $6227644.38   | 0.10%             | 2059-04-15      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Westgate Resorts               | Westgate Resorts 2022-1 LLC                                                      | CUSIP: 96034JAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    540425 | PA      | $537894.90    | 0.01%             | 2036-08-20      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable | Westlake Automobile Receivables Trust 2026-1                                     | CUSIP: 96043BAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4750000 | PA      | $4745326.95   | 0.07%             | 2028-09-15      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| AXIATA SPV2 BHD                | Axiata SPV2 Bhd                                                                  | CUSIP: BK8837563<br>LEI: 254900P49KQFQ10AF282 | Long             | DBT              | CORP              | MY        |   4650000 | PA      | $4205648.28   | 0.07%             | 2030-08-19      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| ANTOFAGASTA PLC                | Antofagasta PLC                                                                  | CUSIP: ZO8608382<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | CL        |   8400000 | PA      | $7537698.00   | 0.12%             | 2030-10-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ULTRAPAR INTERNATIONL SA       | Ultrapar International SA                                                        | CUSIP: QZ7451151<br>LEI: 222100CXHWBP3H3SK244 | Long             | DBT              | CORP              | BR        |   3950000 | PA      | $3948370.23   | 0.06%             | 2026-10-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BBVA MEX BANCA GRUPO TX        | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX     | CUSIP: ZR4850809<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |   9400000 | PA      | $9238570.42   | 0.14%             | 2034-09-13      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| COMETA ENERGIA SA              | Cometa Energia SA de CV                                                          | CUSIP: AS3189436<br>LEI: 5493007L8UH7TYXKI505 | Long             | DBT              | CORP              | MX        |    808500 | PA      | $822534.75    | 0.01%             | 2035-04-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| EMPRESA ELECTRICA ANGAMO       | Empresa Electrica Angamos SA                                                     | CUSIP: EK6194873<br>LEI: 529900PQ7VWZL30RZ733 | Long             | DBT              | CORP              | CL        |   1155200 | PA      | $1057972.59   | 0.02%             | 2029-05-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| INRETAIL CONSUMER              | InRetail Consumer                                                                | CUSIP: BO5432337<br>LEI: 254900BI1YXHZ31NSP51 | Long             | DBT              | CORP              | PE        |   5700000 | PA      | $5484263.66   | 0.09%             | 2028-03-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC        | Essential Utilities Inc                                                          | CUSIP: 03836WAB9<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    304000 | PA      | $295495.51    | 0.00%             | 2029-05-01      | Fixed         | 3.57%                 | 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        | 111105394 | PA      | $3480332.03   | 0.05%             | 2053-02-15      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2025-5YR19                                                                 | CUSIP: 05494RBR2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  61763062 | PA      | $2913301.88   | 0.05%             | 2058-12-15      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2021-BNK34                                                                  | CUSIP: 06541JAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3021000 | PA      | $2859200.38   | 0.04%             | 2063-06-15      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2025-5C33                                                   | CUSIP: 072924AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2154743 | PA      | $2172080.02   | 0.03%             | 2058-03-15      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust    | Extended Stay America Trust 2026-ESH2                                            | CUSIP: 30227WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7360746 | PA      | $7370259.07   | 0.11%             | 2043-02-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd           | FS Rialto 2025-FL10 Issuer LLC                                                   | CUSIP: 30340KAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11690000 | PA      | $11718126.14  | 0.18%             | 2042-08-19      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 3140J74E2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    492210 | PA      | $512332.66    | 0.01%             | 2045-05-01      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 31418FNY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8585275 | PA      | $8689926.79   | 0.13%             | 2045-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Government National Mortgage Association                                         | CUSIP: 38383Y3M2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3634190 | PA      | $3626674.17   | 0.06%             | 2047-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issu | GreenSky Home Improvement Issuer Trust 2024-2                                    | CUSIP: 39571XAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1815832 | PA      | $1825246.01   | 0.03%             | 2059-10-27      | Fixed         | 5.15%                 | 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        |  22183694 | PA      | $740698.03    | 0.01%             | 2052-06-13      | Variable      | 1.42%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust Series 2024-NQM1                                        | CUSIP: 465983AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3565756 | PA      | $3581435.05   | 0.06%             | 2064-02-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu | JPMBB Commercial Mortgage Securities Trust 2015-C27                              | CUSIP: 46644ABF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    190968 | PA      | $188150.20    | 0.00%             | 2048-02-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor | JP Morgan Chase Commercial Mortgage Securities Trust 2019-ICON UES               | CUSIP: 46651CAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1318468 | PA      | $1315171.09   | 0.02%             | 2032-05-05      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| GUARA NORTE SARL               | Guara Norte Sarl                                                                 | CUSIP: BN9870989<br>LEI: 549300U2I4L03BBA3485 | Long             | DBT              | CORP              | BR        |   5672205 | PA      | $5502742.20   | 0.09%             | 2034-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT          | Freeport Indonesia PT                                                            | CUSIP: BV7716632<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |   7350000 | PA      | $7370783.60   | 0.11%             | 2027-04-14      | Fixed         | 4.76%                 | 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        |   3517536 | PA      | $3199275.78   | 0.05%             | 2066-11-26      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRU | SoFi Consumer Loan Program 2025-3 Trust                                          | CUSIP: 83390JAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10250000 | PA      | $10232799.48  | 0.16%             | 2034-08-15      | Fixed         | 4.67%                 | 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        |    420772 | PA      | $400127.92    | 0.01%             | 2030-05-25      | Variable      | 9.72%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRU | SoFi Consumer Loan Program 2025-1 Trust                                          | CUSIP: 83406YAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5136123 | PA      | $5147977.00   | 0.08%             | 2034-02-27      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2024-9                                                | CUSIP: 92540RAC8<br>LEI: 213800LFRCPWSTP6LX39 | Long             | ABS-MBS          | CORP              | US        |  19013861 | PA      | $19076231.82  | 0.30%             | 2069-11-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC               | COLT 2023-2 Mortgage Loan Trust                                                  | CUSIP: 12598UAA4<br>LEI: 213800IHRVKO9R6JZ883 | Long             | ABS-MBS          | CORP              | US        |   1792885 | PA      | $1796196.63   | 0.03%             | 2068-07-25      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd              | Cedar Funding IX CLO Ltd                                                         | CUSIP: 15033EAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  20000000 | PA      | $20018582.00  | 0.31%             | 2037-07-20      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC             | Cenovus Energy Inc                                                               | CUSIP: 15135UBA6<br>LEI: 254900LJGL2N2XEMD470 | Long             | DBT              | CORP              | CA        |  11538000 | PA      | $11462155.19  | 0.18%             | 2031-03-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Chase Funding Mortgage Loan As | Chase Funding Trust Series 2004-2                                                | CUSIP: 161546JH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    698580 | PA      | $696814.66    | 0.01%             | 2035-02-26      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| CHILE ELEC PEC SPA             | Chile Electricity PEC SpA                                                        | CUSIP: 168831AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |   8735136 | PA      | $7940238.27   | 0.12%             | 2028-01-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Clover CLO                     | Clover CLO 2018-1 LLC                                                            | CUSIP: 18914GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  20000000 | PA      | $20015288.00  | 0.31%             | 2037-04-20      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC               | COLT 2025-12 Mortgage Loan Trust                                                 | CUSIP: 19688UAK8<br>LEI: 213800A53WDNKWGEVL75 | Long             | ABS-MBS          | CORP              | US        |   4723101 | PA      | $4704313.77   | 0.07%             | 2071-01-26      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC       | Comision Federal de Electricidad                                                 | CUSIP: 200447AN0<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |   4900000 | PA      | $4896325.00   | 0.08%             | 2030-01-24      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Trust 2013-GC13                                           | CUSIP: 36198EAP0<br>LEI: 549300WF5YRKNHB1FX69 | Long             | ABS-MBS          | CORP              | US        |    607470 | PA      | $603054.33    | 0.01%             | 2046-07-10      | Variable      | 3.86%                 | 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      | $2024965.78   | 0.03%             | 2031-07-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasin | GM Financial Automobile Leasing Trust 2025-2                                     | CUSIP: 362962AG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6750000 | PA      | $6802429.95   | 0.11%             | 2029-10-22      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Global SC Finance SRL          | Global SC Finance VII Srl                                                        | CUSIP: 37959PAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CN        |   1977656 | PA      | $1901763.47   | 0.03%             | 2040-10-17      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                                      | CUSIP: 38145GAR1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2561000 | PA      | $2522718.43   | 0.04%             | 2032-01-21      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Government National Mortgage Association                                         | CUSIP: 38385JFF5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9524451 | PA      | $9539277.54   | 0.15%             | 2055-11-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issu | GreenSky Home Improvement Issuer Trust 2025-3                                    | CUSIP: 39571WAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10548931 | PA      | $10557334.72  | 0.16%             | 2060-12-27      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| MV24 CAPITAL BV                | MV24 Capital BV                                                                  | CUSIP: AZ9204969<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |   4927613 | PA      | $4921258.35   | 0.08%             | 2034-06-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                | Cemex SAB de CV                                                                  | CUSIP: BP9277479<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |   5300000 | PA      | $5281268.21   | 0.08%             | 2026-06-08      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC       | Comision Federal de Electricidad                                                 | CUSIP: BU3620418<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    679000 | PA      | $667513.29    | 0.01%             | 2029-05-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| GNL QUINTERO SA                | GNL Quintero SA                                                                  | CUSIP: EK4069044<br>LEI: 549300JJJIQXE6E1QY27 | Long             | DBT              | CORP              | CL        |   6974748 | PA      | $6955050.89   | 0.11%             | 2029-07-31      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBC8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2766000 | PA      | $2834498.86   | 0.04%             | 2028-06-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE / IRELAND DAC        | Aircastle Ltd / Aircastle Ireland DAC                                            | CUSIP: 00929JAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9813000 | PA      | $9901342.61   | 0.15%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust    | Ally Auto Receivables Trust 2024-2                                               | CUSIP: 02007NAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11548822 | PA      | $11557137.01  | 0.18%             | 2029-07-16      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL         | Anglo American Capital PLC                                                       | CUSIP: 034863BG4<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | ZA        |   5660000 | PA      | $5598563.19   | 0.09%             | 2031-03-19      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust       | Angel Oak Mortgage Trust 2025-10                                                 | CUSIP: 034940AC0<br>LEI: 254900CFOEUA52TRVZ51 | Long             | ABS-MBS          | CORP              | US        |   8917933 | PA      | $8879018.52   | 0.14%             | 2070-09-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING          | Athene Global Funding                                                            | CUSIP: 04685A4R9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   5231000 | PA      | $5179097.86   | 0.08%             | 2030-07-17      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP         | Aviation Capital Group LLC                                                       | CUSIP: 05369AAN1<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   1467000 | PA      | $1508963.55   | 0.02%             | 2028-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                | BAE Systems PLC                                                                  | CUSIP: 05523RAD9<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |  10451000 | PA      | $10025429.85  | 0.16%             | 2030-04-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD       | United Overseas Bank Ltd                                                         | CUSIP: 91127LAE0<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |   9200000 | PA      | $9077280.92   | 0.14%             | 2031-10-14      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 91282CPD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 200000000 | PA      | $197441406.00 | 3.06%             | 2030-10-31      | Fixed         | 3.62%                 | 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        |     59662 | PA      | $56337.61     | 0.00%             | 2027-07-15      | Variable      | 32.49%                | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust | Upgrade Master Pass-Thru Trust Series 2025-ST6                                   | CUSIP: 91533QAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5408422 | PA      | $5410624.93   | 0.08%             | 2032-10-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust   | Upstart Securitization Trust 2025-2                                              | CUSIP: 91679EAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4602128 | PA      | $4616185.83   | 0.07%             | 2035-06-20      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust   | Upstart Securitization Trust 2025-1                                              | CUSIP: 91684PAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7411331 | PA      | $7455489.62   | 0.12%             | 2035-04-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust             | BMO 2024-5C6 Mortgage Trust                                                      | CUSIP: 05593QAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    696066 | PA      | $696123.43    | 0.01%             | 2057-09-15      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| BXMT Ltd                       | BXMT 2026-FL6 Ltd                                                                | CUSIP: 05620AAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  14880000 | PA      | $14894061.60  | 0.23%             | 2043-08-19      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Trust 2022-LBA6                                                               | CUSIP: 12433EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6659000 | PA      | $6659275.68   | 0.10%             | 2039-01-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| CBAM CLO Management            | CBAM 2017-2 Ltd                                                                  | CUSIP: 12481KAS7<br>LEI: 254900JYLIAZT0YFW632 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10006825.00  | 0.16%             | 2034-07-17      | Floating      | 5.12%                 | 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        |  18712480 | PA      | $128096.28    | 0.00%             | 2050-05-10      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate  | Cantor Commercial Real Estate Lending 2019-CF1                                   | CUSIP: 12529MAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4030077 | PA      | $3978582.67   | 0.06%             | 2052-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CBAM CLO Management LLC        | CBAM 2017-1 Ltd                                                                  | CUSIP: 14987LAC5<br>LEI: 254900JWJFDB3KD6V066 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10010334.00  | 0.16%             | 2038-01-20      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| BRF GMBH                       | BRF GmbH                                                                         | CUSIP: QZ6601293<br>LEI: 5299002S6DY5RA2IOQ11 | Long             | DBT              | CORP              | BR        |   3200000 | PA      | $3178269.44   | 0.05%             | 2026-09-29      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust   | CSMC 2021-NQM1                                                                   | CUSIP: 126407AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1995293 | PA      | $1799729.83   | 0.03%             | 2065-05-25      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust   | CSMC 2021-RPL4 Trust                                                             | CUSIP: 12662GAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3868964 | PA      | $3858264.68   | 0.06%             | 2060-12-27      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer LLC            | DataBank Issuer                                                                  | CUSIP: 23802WAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $9948915.00   | 0.15%             | 2053-02-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC            | Dominion Energy Inc                                                              | CUSIP: 25746UDW6<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   6122000 | PA      | $6206760.56   | 0.10%             | 2030-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T | EFMT 2026-NQM4                                                                   | CUSIP: 26846KAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7000000 | PA      | $7029834.00   | 0.11%             | 2071-04-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T | EFMT 2025-NQM6                                                                   | CUSIP: 281916AJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3889813 | PA      | $3872485.60   | 0.06%             | 2070-12-25      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Eldridge CLO Ltd               | Eldridge CLO 2025-1 Ltd                                                          | CUSIP: 284913AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15000000 | PA      | $15015850.50  | 0.23%             | 2038-10-20      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC             | Dominican Republic International Bond                                            | CUSIP: BU6194684<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   7300000 | PA      | $7255835.00   | 0.11%             | 2029-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                     | Affirm Asset Securitization Trust 2025-X1                                        | CUSIP: 00834MAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1237584 | PA      | $1238334.80   | 0.02%             | 2030-04-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| LFT CRE 2021-FL1, LLC          | LMNT CRE 2025-FL3 LLC                                                            | CUSIP: 50208TAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  14690000 | PA      | $14748333.99  | 0.23%             | 2043-07-21      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| 180 MEDICAL INC                | 180 Medical Inc                                                                  | CUSIP: 682357AA6<br>LEI: 254900ZB648OPWVFVX59 | Long             | DBT              | CORP              | GB        |  11918000 | PA      | $11584732.20  | 0.18%             | 2029-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ADANI TRANS STEP-ONE LTD       | Adani Transmission Step-One Ltd                                                  | CUSIP: QZ0784251<br>LEI: 335800Z8CGS7O7D72N41 | Long             | DBT              | CORP              | IN        |   3000000 | PA      | $2998525.65   | 0.05%             | 2026-08-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust Series 2025-NQM2                                        | CUSIP: 46590SAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10558712 | PA      | $10599508.92  | 0.16%             | 2065-09-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                              | CUSIP: 46647PEF9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   6143000 | PA      | $6163191.37   | 0.10%             | 2028-04-22      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| KREF 2021-FL2 Ltd              | KREF 2021-FL2 Ltd                                                                | CUSIP: 48275RAA5<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | US        |   5288591 | PA      | $5301113.94   | 0.08%             | 2039-02-15      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga | MF1 2022-FL9 LLC                                                                 | CUSIP: 55285AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7381370 | PA      | $7392892.47   | 0.11%             | 2037-06-19      | Floating      | 5.83%                 | 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        |    838179 | PA      | $786422.93    | 0.01%             | 2069-09-16      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG       | New York Life Global Funding                                                     | CUSIP: 64952WFF5<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    922000 | PA      | $930716.00    | 0.01%             | 2029-01-29      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER           | Niagara Mohawk Power Corp                                                        | CUSIP: 653522DT6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |   9629000 | PA      | $9594861.82   | 0.15%             | 2030-10-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2022-NQM1 Trust                                                              | CUSIP: 67114VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7920978 | PA      | $7186165.54   | 0.11%             | 2061-11-25      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2024-NQM13 Trust                                                             | CUSIP: 67119PAP6<br>LEI: 254900W2SY2Z6X7UAX78 | Long             | ABS-MBS          | CORP              | US        |   8941981 | PA      | $8940058.70   | 0.14%             | 2064-06-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2024-NQM16 Trust                                                             | CUSIP: 67120GAA6<br>LEI: 254900AIRPH5Q5COT575 | Long             | ABS-MBS          | CORP              | US        |   9687036 | PA      | $9727969.43   | 0.15%             | 2064-10-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2023-NQM5 Trust                                                              | CUSIP: 673919AL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5001372 | PA      | $5006793.61   | 0.08%             | 2063-06-25      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GF II             | Pacific Life Global Funding II                                                   | CUSIP: 6944PL2G3<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |    591000 | PA      | $591437.49    | 0.01%             | 2026-06-04      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Grantor Trust 2025-7                                              | CUSIP: 69545RAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3356271 | PA      | $3355945.32   | 0.05%             | 2026-11-16      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| PFP III                        | PFP 2026-13 Ltd                                                                  | CUSIP: 716966AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9850000 | PA      | $9870340.25   | 0.15%             | 2043-08-18      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP               | Progressive Corp/The                                                             | CUSIP: 743315BC6<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |   2455000 | PA      | $2461676.25   | 0.04%             | 2031-03-26      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| LIMA METRO LINE 2 FIN LT       | Lima Metro Line 2 Finance Ltd                                                    | CUSIP: EK9717506<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | CORP              | PE        |   5107305 | PA      | $5221606.68   | 0.08%             | 2034-07-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MONG DUONG FIN HLDGS BV        | Mong Duong Finance Holdings BV                                                   | CUSIP: AZ8065700<br>LEI: 549300995KGQFMWSV879 | Long             | DBT              | CORP              | VN        |   1013917 | PA      | $998286.72    | 0.02%             | 2029-05-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY           | Paraguay Government International Bond                                           | CUSIP: JK5851023<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |   1136000 | PA      | $1137385.92   | 0.02%             | 2026-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO       | OCP SA                                                                           | CUSIP: YP8442608<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |   2800000 | PA      | $2845484.21   | 0.04%             | 2030-04-30      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd           | FS RIALTO                                                                        | CUSIP: 30319YAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4043728 | PA      | $4048572.24   | 0.06%             | 2038-05-16      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                                               | CUSIP: 3137ACJ34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8223 | PA      | $8081.26      | 0.00%             | 2041-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                                               | CUSIP: 3137FLTA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2151805 | PA      | $2125528.44   | 0.03%             | 2049-05-15      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                                               | CUSIP: 3137HNSE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9230171 | PA      | $9259346.74   | 0.14%             | 2055-11-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                                               | CUSIP: 3137HRKB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  20000000 | PA      | $20063080.00  | 0.31%             | 2056-04-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                 | CUSIP: 31427MS28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5590052 | PA      | $5683795.94   | 0.09%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC           | Freeport-McMoRan Inc                                                             | CUSIP: 35671DCC7<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | ID        |   4550000 | PA      | $4550585.45   | 0.07%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GCAT                           | GCAT 2025-NQM1 Trust                                                             | CUSIP: 36171GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8453221 | PA      | $8469658.80   | 0.13%             | 2069-11-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| GPMT Ltd.                      | GPMT 2021-FL4 Ltd                                                                | CUSIP: 36262TAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9403638 | PA      | $9433081.19   | 0.15%             | 2036-12-15      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| GPMT Ltd.                      | GPMT 2021-FL3 Ltd                                                                | CUSIP: 36264BAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    505458 | PA      | $506338.91    | 0.01%             | 2035-07-16      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust     | GLS Auto Receivables Issuer Trust 2025-1                                         | CUSIP: 36271KAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  19650000 | PA      | $19790352.09  | 0.31%             | 2030-11-15      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GD27<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5366000 | PA      | $5316571.63   | 0.08%             | 2029-10-21      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Government National Mortgage Association                                         | CUSIP: 38385KLQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7311930 | PA      | $7331414.36   | 0.11%             | 2054-09-20      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.             | BSPRT 2022-FL8 Issuer Ltd                                                        | CUSIP: 055983AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    489380 | PA      | $489984.66    | 0.01%             | 2037-02-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag | PRPM 2025-NQM2 Trust                                                             | CUSIP: 693983AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  35825688 | PA      | $36005826.78  | 0.56%             | 2070-04-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| PHILLIPS EDISON GROCERY        | Phillips Edison Grocery Center Operating Partnership I LP                        | CUSIP: 71845JAA6<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |   5572000 | PA      | $4937053.33   | 0.08%             | 2031-11-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS       | Public Service Enterprise Group Inc                                              | CUSIP: 744573AW6<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |   5965000 | PA      | $6159403.47   | 0.10%             | 2028-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Home Owner Mortgage Enhanced S | HOMES 2025-NQM2 Trust                                                            | CUSIP: 403966AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14697187 | PA      | $14735164.96  | 0.23%             | 2070-02-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| HalseyPoint CLO I, Ltd.        | Halseypoint Clo 5 Ltd                                                            | CUSIP: 406371AA2<br>LEI: 549300VBED2CGY7JQG51 | Long             | ABS-CBDO         | CORP              | US        |  52000000 | PA      | $52039015.60  | 0.81%             | 2035-01-30      | Floating      | 5.14%                 | 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        |  17146783 | PA      | $171.47       | 0.00%             | 2048-11-15      | Variable      | 0.77%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust Series 2025-NQM4                                        | CUSIP: 46660HAH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15303621 | PA      | $15193234.69  | 0.24%             | 2066-03-25      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| KREF 2021-FL2 Ltd              | KREF 2021-FL2 Ltd                                                                | CUSIP: 48275RAE7<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | US        |  11380000 | PA      | $11388614.66  | 0.18%             | 2039-02-15      | Floating      | 5.44%                 | 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        |    766887 | PA      | $767778.42    | 0.01%             | 2066-10-25      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Commercial Mortgage Trust 2021-ACNT                                           | CUSIP: 05609QAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    440761 | PA      | $440584.51    | 0.01%             | 2038-11-15      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Commercial Mortgage Trust 2022-LP2                                            | CUSIP: 05610HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    297338 | PA      | $297358.39    | 0.00%             | 2039-02-15      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2023-5YR4                                                                  | CUSIP: 06211FAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5222247 | PA      | $5426246.02   | 0.08%             | 2056-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2024-5YR8                                                                  | CUSIP: 065923AY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5187361.00   | 0.08%             | 2057-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2022-NQM7 Trust                                                              | CUSIP: 67117DAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000662 | PA      | $1995325.08   | 0.03%             | 2062-08-25      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2024-NQM18 Trust                                                             | CUSIP: 673913AB5<br>LEI: 254900NK9PNLY9I00149 | Long             | ABS-MBS          | CORP              | US        |   3781899 | PA      | $3795449.64   | 0.06%             | 2064-10-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| PLYM Commercial Mortgage Trust | PLYM Commercial Mortgage Trust 2026-IND                                          | CUSIP: 69292BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4870000 | PA      | $4852848.83   | 0.08%             | 2043-03-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Grantor Trust 2024-11                                             | CUSIP: 69544AAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    469467 | PA      | $472371.04    | 0.01%             | 2032-07-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC          | Republic Services Inc                                                            | CUSIP: 760759BL3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |  10418000 | PA      | $10556038.71  | 0.16%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SFO Commerical Mortgage Trust  | SFO Commercial Mortgage Trust 2021-555                                           | CUSIP: 78432WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8333000 | PA      | $8324444.51   | 0.13%             | 2038-05-15      | Floating      | 4.94%                 | 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        |   1905636 | PA      | $1868624.05   | 0.03%             | 2039-12-15      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Recei | Santander Mortgage Asset Receivable Trust 2025-NQM4                              | CUSIP: 80263BAE9<br>LEI: 254900P9WEZD48ETI035 | Long             | ABS-MBS          | CORP              | US        |    449642 | PA      | $450248.26    | 0.01%             | 2065-07-25      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL         | Banque Federative du Credit Mutuel SA                                            | CUSIP: 06675DCN0<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   9640000 | PA      | $9917253.82   | 0.15%             | 2030-01-22      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2018-B1 Mortgage Trust                                                 | CUSIP: 08162PAV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    621784 | PA      | $617650.62    | 0.01%             | 2051-01-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.             | BSPRT 2023-FL10 Issuer Ltd                                                       | CUSIP: 05610VAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5012510.00   | 0.08%             | 2035-09-15      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| BrightSpire Capital, Inc       | BRSP 2024-FL2 Ltd                                                                | CUSIP: 05613BAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11380000 | PA      | $11408085.84  | 0.18%             | 2037-08-19      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC              | Brown & Brown Inc                                                                | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   1639000 | PA      | $1644091.67   | 0.03%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BrightSpire Capital, Inc       | Brsp 2026-Fl3 Ltd                                                                | CUSIP: 116686AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  14790000 | PA      | $14824549.44  | 0.23%             | 2043-08-19      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC            | Cardinal Health Inc                                                              | CUSIP: 14149YBN7<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |   5530000 | PA      | $5626916.29   | 0.09%             | 2029-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi | Carlyle US CLO 2023-3 Ltd                                                        | CUSIP: 14318FAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10002496.00  | 0.16%             | 2038-10-15      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                    | Equifax Inc                                                                      | CUSIP: 294429AX3<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |   6208000 | PA      | $6246759.21   | 0.10%             | 2029-09-15      | Fixed         | 4.80%                 | 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        |  10565761 | PA      | $10563296.10  | 0.16%             | 2038-10-15      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Recei | Santander Mortgage Asset Receivable Trust 2026-NQM1                              | CUSIP: 802931AF2<br>LEI: 254900O64LWPVM9P8N80 | Long             | ABS-MBS          | CORP              | US        |   2892757 | PA      | $2875010.97   | 0.04%             | 2065-11-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE               | Societe Generale SA                                                              | CUSIP: 83368RAW2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   5189000 | PA      | $4857091.22   | 0.08%             | 2030-01-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP         | Extra Space Storage LP                                                           | CUSIP: 30225VAK3<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |  10886000 | PA      | $11171416.99  | 0.17%             | 2030-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                                | CUSIP: 3136B3QC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2173902 | PA      | $2144816.57   | 0.03%             | 2048-12-25      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 3138EKJ97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    648819 | PA      | $676213.73    | 0.01%             | 2042-11-01      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 31417AH44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16073 | PA      | $15394.45     | 0.00%             | 2041-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC               | LPL Holdings Inc                                                                 | CUSIP: 50212YAC8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   3267000 | PA      | $3244426.34   | 0.05%             | 2027-11-15      | Fixed         | 4.62%                 | 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        |   7915037 | PA      | $7934801.52   | 0.12%             | 2061-04-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Lex Commercial Loan Master Tru | LEX 2024-BBG Mortgage Trust                                                      | CUSIP: 52885AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2760000 | PA      | $2750410.93   | 0.04%             | 2033-10-13      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                     | MFA 2025-NQM4 Trust                                                              | CUSIP: 55287RAG3<br>LEI: 254900XBKB8JES2BO797 | Long             | ABS-MBS          | CORP              | US        |   7949760 | PA      | $7934665.15   | 0.12%             | 2070-08-25      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust         | Marlette Funding Trust 2025-1                                                    | CUSIP: 570920AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4125000 | PA      | $4132019.93   | 0.06%             | 2035-07-16      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC         | Marvell Technology Inc                                                           | CUSIP: 573874AP9<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |   4860000 | PA      | $5018620.24   | 0.08%             | 2029-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan  | New Residential Mortgage Loan Trust 2026-NQM1                                    | CUSIP: 64832LAG8<br>LEI: 213800ECBEJHYYK9P940 | Long             | ABS-MBS          | CORP              | US        |   2425500 | PA      | $2401892.58   | 0.04%             | 2065-11-25      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN SYSTEMS       | Northrop Grumman Systems Corp                                                    | CUSIP: 666807AW2<br>LEI: 549300KYOZYCZII5OX23 | Long             | DBT              | CORP              | US        |   8700000 | PA      | $9877924.76   | 0.15%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| RUTAS 2 & 7 FINANCE LTD        | Rutas 2 & 7 Finance Ltd                                                          | CUSIP: ZQ0325196<br>LEI: N/A                  | Long             | DBT              | CORP              | PY        |   3226666 | PA      | $2468399.49   | 0.04%             | 2036-09-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2024-V5 Mortgage Trust                                                 | CUSIP: 08163XAY9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13806000 | PA      | $14200362.87  | 0.22%             | 2057-01-10      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Commercial Mortgage Trust 2025-BCAT                                           | CUSIP: 12433HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6420508 | PA      | $6429132.43   | 0.10%             | 2042-08-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2025-NQM7 Trust                                                              | CUSIP: 67121DAA2<br>LEI: 2549008GB179CC65SK60 | Long             | ABS-MBS          | CORP              | US        |  10958746 | PA      | $11016708.76  | 0.17%             | 2055-05-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA           | Royal Bank of Canada                                                             | CUSIP: 78017FZU0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  11328000 | PA      | $11337429.31  | 0.18%             | 2028-10-18      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Recei | Santander Mortgage Asset Receivable Trust 2026-NQM1                              | CUSIP: 802931AG0<br>LEI: 254900O64LWPVM9P8N80 | Long             | ABS-MBS          | CORP              | US        |   2603482 | PA      | $2584145.92   | 0.04%             | 2065-11-25      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust   | Upstart Securitization Trust                                                     | CUSIP: 91684NAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2943328 | PA      | $2951663.50   | 0.05%             | 2034-11-20      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| JSW HYDRO ENERGY LTD           | JSW Hydro Energy Ltd                                                             | CUSIP: BP4638287<br>LEI: 3358006ZP5KO7VUH2790 | Long             | DBT              | CORP              | IN        |   3857250 | PA      | $3533378.09   | 0.05%             | 2031-05-18      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                        | BDS 2024-FL13 LLC                                                                | CUSIP: 05555MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  14000000 | PA      | $14025480.00  | 0.22%             | 2039-09-19      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                        | BDS 2025-FL15 LLC                                                                | CUSIP: 05556EAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13400000 | PA      | $13401956.40  | 0.21%             | 2043-03-19      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| BANCO NACIONAL COM EXT         | Banco Nacional de Comercio Exterior SNC/Cayman Islands                           | CUSIP: 05974TAA5<br>LEI: 4469000001BL6VG3DH44 | Long             | DBT              | CORP              | MX        |    450000 | PA      | $461115.00    | 0.01%             | 2030-05-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2025-V19 Mortgage Trust                                                | CUSIP: 08164DAP1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  38247000 | PA      | $1768063.19   | 0.03%             | 2058-01-15      | Variable      | 1.10%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt | Benefit Street Partners Clo XXXVII Ltd                                           | CUSIP: 08182TAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15000000 | PA      | $15015187.50  | 0.23%             | 2038-01-25      | Floating      | 5.02%                 | 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      | $331618.04    | 0.01%             | 2050-06-15      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi | CARLYLE US CLO 2022-2 LTD                                                        | CUSIP: 143119AL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15000000 | PA      | $15014079.00  | 0.23%             | 2038-01-20      | Floating      | 5.03%                 | 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        |    152936 | PA      | $125474.50    | 0.00%             | 2034-05-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust            | COMM 2013-CCRE12 Mortgage Trust                                                  | CUSIP: 12591KAF2<br>LEI: 549300MGZ5FI5VFL1177 | Long             | ABS-MBS          | CORP              | US        |   5018698 | PA      | $50.19        | 0.00%             | 2046-10-10      | Variable      | 0.42%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi | Carlyle US CLO 2021-9 Ltd                                                        | CUSIP: 14317KAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $9993308.00   | 0.16%             | 2034-10-20      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC               | COLT 2021-RPL1 Trust                                                             | CUSIP: 12598PAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10812265 | PA      | $9977967.09   | 0.15%             | 2061-09-25      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2023-SMRT                                    | CUSIP: 17291NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2039784.20   | 0.03%             | 2040-10-12      | Variable      | 5.82%                 | 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      | $1435104.20   | 0.02%             | 2053-02-15      | Variable      | 0.65%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2023-5C23                                                   | CUSIP: 05493QAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1963000 | PA      | $2055042.91   | 0.03%             | 2056-12-15      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| BPCE SA                        | BPCE SA                                                                          | CUSIP: 05571AAZ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   9778000 | PA      | $10076715.75  | 0.16%             | 2031-01-14      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| BSPDF Issuer Ltd               | BSPDF 2026-FL3 Issuer LLC                                                        | CUSIP: 05594VAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9040000 | PA      | $9051227.68   | 0.14%             | 2043-09-18      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.             | BSPRT 2026-FL13 Issuer LLC                                                       | CUSIP: 05620GAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12700000 | PA      | $12731750.00  | 0.20%             | 2043-10-18      | Floating      | 5.15%                 | 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        |   7900000 | PA      | $7776426.62   | 0.12%             | 2031-09-30      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER CHILE          | Banco Santander Chile                                                            | CUSIP: 05973P2A3<br>LEI: 3YJP8HORPAEXJ80D6368 | Long             | DBT              | CORP              | CL        |   1500000 | PA      | $1482195.00   | 0.02%             | 2030-11-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP          | Bank of Ireland Group PLC                                                        | CUSIP: 06279JAD1<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |   2102000 | PA      | $2157689.76   | 0.03%             | 2030-03-20      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II, | Compass Datacenters Issuer II LLC                                                | CUSIP: 20469AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  17648000 | PA      | $17637598.27  | 0.27%             | 2049-02-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer III | Compass Datacenters Issuer III LLC                                               | CUSIP: 20469BAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4430000 | PA      | $4443989.50   | 0.07%             | 2050-02-25      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V8 Mortgage Tru | Benchmark 2024-V8 Mortgage Trust                                                 | CUSIP: 08190AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    796069 | PA      | $806162.41    | 0.01%             | 2057-07-15      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust   | CSMC 2022-NQM5 Trust                                                             | CUSIP: 12663DAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2322111 | PA      | $2319063.06   | 0.04%             | 2067-05-25      | Variable      | 5.17%                 | 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        |   1183282 | PA      | $1154353.50   | 0.02%             | 2036-08-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2019-C7                                      | CUSIP: 17328CAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2586201 | PA      | $2520431.67   | 0.04%             | 2072-12-15      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2019-BNK20                                                                  | CUSIP: 06540AAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  20712869 | PA      | $490068.55    | 0.01%             | 2062-09-15      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2019-BNK24                                                                  | CUSIP: 06540VBA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2306865 | PA      | $2258213.23   | 0.04%             | 2062-11-15      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2025-5YR14                                                                 | CUSIP: 06604MAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2478500 | PA      | $2483176.83   | 0.04%             | 2058-04-15      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust   | Barclays Mortgage Loan Trust 2025-NQM3                                           | CUSIP: 06745VAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1034999 | PA      | $1040022.08   | 0.02%             | 2065-05-25      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust   | Barclays Mortgage Loan Trust 2025-NQM3                                           | CUSIP: 06745VAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7464465 | PA      | $7495474.30   | 0.12%             | 2065-05-25      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2024-5C31                                                   | CUSIP: 07336YAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    490953 | PA      | $493023.73    | 0.01%             | 2057-12-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA             | Credit Agricole SA                                                               | CUSIP: 22535WAP2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   6490000 | PA      | $6563556.30   | 0.10%             | 2029-01-09      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust   | CSMC 2021-NQM5 Trust                                                             | CUSIP: 22946DAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5914608 | PA      | $4947409.12   | 0.08%             | 2066-05-25      | Variable      | 1.35%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                  | DTE Energy Co                                                                    | CUSIP: 233331BN6<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   6558000 | PA      | $6690649.78   | 0.10%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC               | DT Midstream Inc                                                                 | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1816000 | PA      | $1778318.96   | 0.03%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT       | Element Fleet Management Corp                                                    | CUSIP: 286181AR3<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   2023000 | PA      | $1995618.57   | 0.03%             | 2030-11-24      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                   | Enbridge Inc                                                                     | CUSIP: 29250NBX2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   2746000 | PA      | $2849840.15   | 0.04%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                 | CUSIP: 3133KYZL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11434749 | PA      | $11615132.68  | 0.18%             | 2043-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                                               | CUSIP: 3137HK5H3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11303209 | PA      | $11246605.05  | 0.17%             | 2055-03-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust             | BMO 2023-C4 Mortgage Trust                                                       | CUSIP: 05610CAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    828388 | PA      | $830090.58    | 0.01%             | 2056-02-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2022-B32 Mortgage Trust                                                | CUSIP: 08163NBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     59249 | PA      | $58708.37     | 0.00%             | 2055-01-15      | Fixed         | 1.81%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust             | BMO 2024-5C4 Mortgage Trust                                                      | CUSIP: 09660SAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    682016 | PA      | $694659.98    | 0.01%             | 2057-05-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                   | Broadcom Inc                                                                     | CUSIP: 11135FCB5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2834000 | PA      | $2824534.10   | 0.04%             | 2030-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Commercial Mortgage Trust 2026-XL6                                            | CUSIP: 12433NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8010000 | PA      | $8000987.15   | 0.12%             | 2043-03-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Commercial Mortgage Trust 2026-ALOHA                                          | CUSIP: 12434HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7620000 | PA      | $7629525.00   | 0.12%             | 2043-04-15      | Floating      | 0.00%                 | 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        |   2798366 | PA      | $2706729.99   | 0.04%             | 2035-04-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC         | CenterPoint Energy Inc                                                           | CUSIP: 15189TBG1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   3496000 | PA      | $3584351.12   | 0.06%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2023-SMRT                                    | CUSIP: 17291NAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    850000 | PA      | $862377.87    | 0.01%             | 2040-10-12      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2018-B1 Mortgage Trust                                                 | CUSIP: 08162PAY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  77405189 | PA      | $649654.01    | 0.01%             | 2051-01-15      | Variable      | 0.52%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2019-B14 Mortgage Trust                                                | CUSIP: 08162YAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8474037 | PA      | $8241170.10   | 0.13%             | 2062-12-15      | Fixed         | 2.91%                 | 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        | 118584440 | PA      | $1071552.71   | 0.02%             | 2050-08-10      | Variable      | 1.02%                 | 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        |    174993 | PA      | $172586.36    | 0.00%             | 2039-02-25      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA        | Hyundai Capital America                                                          | CUSIP: 44891ADG9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   6760000 | PA      | $6733277.92   | 0.10%             | 2029-09-26      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Grantor Trust 2024-5                                              | CUSIP: 69544LAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    824366 | PA      | $826324.15    | 0.01%             | 2031-10-15      | Fixed         | 7.27%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL          | Pinnacle West Capital Corp                                                       | CUSIP: 723484AM3<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |   1431000 | PA      | $1442445.95   | 0.02%             | 2028-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS       | Public Service Enterprise Group Inc                                              | CUSIP: 744573AV8<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |   5266000 | PA      | $5383829.54   | 0.08%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Starwood Commercial Mortgage T | STWD 2021-FL2 Ltd                                                                | CUSIP: 78486BAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1378250 | PA      | $1378583.83   | 0.02%             | 2038-04-18      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Recei | Santander Mortgage Asset Receivable Trust 2025-NQM5                              | CUSIP: 80262CAE8<br>LEI: 254900FHBJ2YHHBOAU80 | Long             | ABS-MBS          | CORP              | US        |   5213313 | PA      | $5196598.43   | 0.08%             | 2065-08-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                 | CUSIP: 31427QAM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12112688 | PA      | $12275405.05  | 0.19%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR            | Freddie Mac STACR REMIC Trust 2022-DNA2                                          | CUSIP: 35564KRE1<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | CORP              | US        |    443511 | PA      | $443553.84    | 0.01%             | 2042-02-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| GATX CORP                      | GATX Corp                                                                        | CUSIP: 361448BF9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |   2979000 | PA      | $2901602.06   | 0.05%             | 2030-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Trust 2017-GS5                                            | CUSIP: 36252HAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6668472 | PA      | $6628204.06   | 0.10%             | 2050-03-10      | Fixed         | 3.41%                 | 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        |   6483368 | PA      | $64.83        | 0.00%             | 2049-02-10      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                                    | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   6074000 | PA      | $6106540.30   | 0.09%             | 2029-03-04      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl | Santander Drive Auto Receivables Trust 2024-5                                    | CUSIP: 802920AF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4250000 | PA      | $4273142.95   | 0.07%             | 2031-01-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| SCOTT Trust 2023-SFS           | SCOTT Trust 2023-SFS                                                             | CUSIP: 810064AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2010000 | PA      | $2047141.58   | 0.03%             | 2040-03-10      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| SCOTT Trust 2023-SFS           | SCOTT Trust 2023-SFS                                                             | CUSIP: 810064AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2750000 | PA      | $2798880.98   | 0.04%             | 2040-03-10      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co  | Sierra Timeshare 2026-1 Receivables Funding LLC                                  | CUSIP: 82652VAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15400000 | PA      | $15285762.80  | 0.24%             | 2042-12-22      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRU | SoFi Consumer Loan Program 2025-3 Trust                                          | CUSIP: 83390JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2417521 | PA      | $2418198.78   | 0.04%             | 2034-08-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRU | SoFi Consumer Loan Program Trust 2026-1                                          | CUSIP: 83408AAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  24848794 | PA      | $24828562.11  | 0.39%             | 2035-12-26      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                | Cemex SAB de CV                                                                  | CUSIP: ZQ5843714<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |   4500000 | PA      | $4503865.50   | 0.07%             | 2029-11-19      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| TYSN 2023-CRNR Mortgage Trust  | TYSN 2023-CRNR Mortgage Trust                                                    | CUSIP: 87332PAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6110000 | PA      | $6354602.24   | 0.10%             | 2033-12-10      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust  | UBS Commercial Mortgage Trust 2017-C2                                            | CUSIP: 90276CAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     21704 | PA      | $21612.81     | 0.00%             | 2050-08-15      | Fixed         | 3.26%                 | 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        |  50068823 | PA      | $1160440.10   | 0.02%             | 2052-09-10      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC            | Global Payments Inc                                                              | CUSIP: 37940XAN2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   2626000 | PA      | $2646603.70   | 0.04%             | 2029-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Tr | GLS Auto Select Receivables Trust 2024-3                                         | CUSIP: 37989EAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1851676 | PA      | $1867650.18   | 0.03%             | 2029-10-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Government National Mortgage Association                                         | CUSIP: 38378VG90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1938179 | PA      | $1917925.75   | 0.03%             | 2042-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2018-1 Trust                                                                 | CUSIP: 67112FAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    726906 | PA      | $719471.87    | 0.01%             | 2057-06-25      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC            | Quanta Services Inc                                                              | CUSIP: 74762EAN2<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |   5146000 | PA      | $5109543.21   | 0.08%             | 2031-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC          | Rio Tinto Finance USA PLC                                                        | CUSIP: 76720AAS5<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | AU        |   7351000 | PA      | $7468561.97   | 0.12%             | 2030-03-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES        | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |  11215000 | PA      | $11328310.42  | 0.18%             | 2031-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Starwood Commercial Mortgage T | STWD 2022-FL3 Ltd                                                                | CUSIP: 78485KAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1904530 | PA      | $1906822.71   | 0.03%             | 2038-11-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRU | SoFi Consumer Loan Program 2025-2 Trust                                          | CUSIP: 83407HAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12000000 | PA      | $12076352.40  | 0.19%             | 2034-06-25      | Fixed         | 4.97%                 | 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      | $25016005.00  | 0.39%             | 2034-07-20      | Floating      | 5.10%                 | 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        |  19916247 | PA      | $17116795.44  | 0.27%             | 2066-09-25      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| Steele Creek CLO Ltd           | Steele Creek CLO 2019-2 LTD                                                      | CUSIP: 85817EAU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  16555169 | PA      | $16551258.45  | 0.26%             | 2032-07-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                    | Swedbank AB                                                                      | CUSIP: 87020PAY3<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |   3556000 | PA      | $3652410.09   | 0.06%             | 2029-03-14      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| EMPRESA ELECTRICA COCHRA       | Empresa Electrica Cochrane SpA                                                   | CUSIP: ZQ3807125<br>LEI: 5493000S11JF8TJHYT07 | Long             | DBT              | CORP              | CL        |   1287600 | PA      | $1288554.88   | 0.02%             | 2027-05-14      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA          | Guatemala Government Bond                                                        | CUSIP: BY2577850<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |   3200000 | PA      | $3207200.00   | 0.05%             | 2029-08-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OVERSEA-CHINESE BANKING        | Oversea-Chinese Banking Corp Ltd                                                 | CUSIP: BX0660676<br>LEI: 5493007O3QFXCPOGWK22 | Long             | DBT              | CORP              | SG        |   9700000 | PA      | $9712119.18   | 0.15%             | 2032-06-15      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust  | UBS Commercial Mortgage Trust 2018-C13                                           | CUSIP: 90353KAX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    294424 | PA      | $292032.41    | 0.00%             | 2051-10-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES          | Mexico Government International Bond                                             | CUSIP: 91087BAY6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   3000000 | PA      | $3025500.00   | 0.05%             | 2029-05-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 912810PS1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16934820 | PA      | $17233197.98  | 0.27%             | 2027-01-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 912828ZV5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 258600000 | PA      | $248276201.83 | 3.85%             | 2027-06-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 91282CBJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 270000000 | PA      | $255418944.30 | 3.96%             | 2028-01-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Tra | VOLT C LLC                                                                       | CUSIP: 91835DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    962206 | PA      | $962834.70    | 0.01%             | 2051-05-25      | Variable      | 5.99%                 | 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        |   1055019 | PA      | $1025041.68   | 0.02%             | 2049-07-25      | Variable      | 3.13%                 | 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        |   3260979 | PA      | $2681305.78   | 0.04%             | 2051-08-25      | Variable      | 1.82%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC           | Verisk Analytics Inc                                                             | CUSIP: 92345YAP1<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |   1630000 | PA      | $1603749.60   | 0.02%             | 2031-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2026-R1                                               | CUSIP: 924932AG1<br>LEI: 213800IRNLDELLG4XV07 | Long             | ABS-MBS          | CORP              | US        |   3135700 | PA      | $3110698.46   | 0.05%             | 2067-10-25      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2024-3                                                | CUSIP: 92540MAA3<br>LEI: 2138005NRONUFED1TZ38 | Long             | ABS-MBS          | CORP              | US        |  10085215 | PA      | $10174951.26  | 0.16%             | 2069-04-25      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Tra | VOLT CII LLC                                                                     | CUSIP: 92873HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1727028 | PA      | $1728189.32   | 0.03%             | 2051-08-25      | Variable      | 5.87%                 | 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        |    971567 | PA      | $924350.53    | 0.01%             | 2060-05-25      | Variable      | 1.80%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY        | Cooperatieve Rabobank UA/NY                                                      | CUSIP: 21688ABV3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   6000000 | PA      | $6016227.90   | 0.09%             | 2029-04-01      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| DT Auto Owner Trust            | DT Auto Owner Trust 2022-1                                                       | CUSIP: 23345YAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1999058.20   | 0.03%             | 2029-03-15      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| DARDEN RESTAURANTS INC         | Darden Restaurants Inc                                                           | CUSIP: 237194AP0<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |   3378000 | PA      | $3371425.53   | 0.05%             | 2027-10-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION       | Devon Energy Corp                                                                | CUSIP: 25179MBD4<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |   1590000 | PA      | $1590629.23   | 0.02%             | 2027-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DIGICEL GROUP HOLDINGS         | Digicel Group Holdings Ltd                                                       | CUSIP: 25381HAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | JM        |    597011 | PA      | $28991.52     | 0.00%             | 2030-12-31      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Dominos Pizza Master Issuer LL | Domino's Pizza Master Issuer LLC                                                 | CUSIP: 25755TAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1488000 | PA      | $1431533.52   | 0.02%             | 2049-10-25      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT       | Element Fleet Management Corp                                                    | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   5809000 | PA      | $5867501.45   | 0.09%             | 2030-03-25      | Fixed         | 5.04%                 | 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        |  13806829 | PA      | $11927215.89  | 0.19%             | 2051-08-25      | Variable      | 1.52%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo | Velocity Commercial Capital Loan Trust 2025-4                                    | CUSIP: 92262JAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  19418594 | PA      | $19231408.25  | 0.30%             | 2055-09-25      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd           | FS Rialto 2026-FL11 Issuer LLC                                                   | CUSIP: 30343TAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  14140000 | PA      | $14163825.90  | 0.22%             | 2044-01-19      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                                               | CUSIP: 3137FTQU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3049253 | PA      | $3001596.67   | 0.05%             | 2050-06-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                                               | CUSIP: 3137HHDJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6204411 | PA      | $6231093.88   | 0.10%             | 2054-11-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                                               | CUSIP: 3137HNYT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9038250 | PA      | $9032748.41   | 0.14%             | 2055-11-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                 | CUSIP: 31427MDK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6695554 | PA      | $6640608.35   | 0.10%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | 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        |   1577943 | PA      | $320852.60    | 0.00%             | 2037-08-25      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| FISERV INC                     | Fiserv Inc                                                                       | CUSIP: 337738BM9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   7710000 | PA      | $7643685.13   | 0.12%             | 2030-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR            | Freddie Mac STACR REMIC Trust 2024-HQA2                                          | CUSIP: 35564NDZ3<br>LEI: 5299002OYNAPMJKK2A73 | Long             | ABS-MBS          | CORP              | US        |   8435142 | PA      | $8440785.04   | 0.13%             | 2044-08-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC        | O'Reilly Automotive Inc                                                          | CUSIP: 67103HAM9<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |   3412000 | PA      | $3440940.14   | 0.05%             | 2026-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2025-NQM14 Trust                                                             | CUSIP: 673924AE6<br>LEI: 254900T4WKE0IYMYAI09 | Long             | ABS-MBS          | CORP              | US        |  16581016 | PA      | $16604365.89  | 0.26%             | 2065-07-25      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag | PRPM 2024-NQM4 Trust                                                             | CUSIP: 69381UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11017931 | PA      | $11065018.31  | 0.17%             | 2069-12-26      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Grantor Trust 2025-1                                              | CUSIP: 69544NAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7737693 | PA      | $7751761.36   | 0.12%             | 2032-07-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Grantor Trust 2025-8                                              | CUSIP: 69549TAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    831746 | PA      | $831561.32    | 0.01%             | 2026-12-15      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE       | Petrobras Global Finance BV                                                      | CUSIP: 71647NAS8<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | BR        |   1600000 | PA      | $1627620.80   | 0.03%             | 2027-01-17      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| RCKT Trust                     | RCKTL 2025-2                                                                     | CUSIP: 74939HAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    850000 | PA      | $848548.20    | 0.01%             | 2034-11-27      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SCG Hotel Issuer Inc           | SCG Trust 2025-SNIP                                                              | CUSIP: 78398JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2230000 | PA      | $2233307.98   | 0.03%             | 2042-09-15      | Floating      | 5.17%                 | 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        |   3272547 | PA      | $3193283.89   | 0.05%             | 2039-06-15      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA          | Guatemala Government Bond                                                        | CUSIP: JK9639853<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |   6000000 | PA      | $6018000.00   | 0.09%             | 2026-05-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RELIANCE INDUSTRIES LTD        | Reliance Industries Ltd                                                          | CUSIP: AQ1070327<br>LEI: 5493003UOETFYRONLG31 | Long             | DBT              | CORP              | IN        |   1907000 | PA      | $1881165.47   | 0.03%             | 2027-11-30      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2024-6                                                | CUSIP: 92540JAA0<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |   2875427 | PA      | $2893346.98   | 0.04%             | 2069-07-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| BIOCEANICO SOVEREIGN           | Bioceanico Sovereign Certificate Ltd                                             | CUSIP: ZS5584637<br>LEI: N/A                  | Long             | DBT              | CORP              | PY        |  10042893 | PA      | $8201829.74   | 0.13%             | 2034-06-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                    | Corp Nacional del Cobre de Chile                                                 | CUSIP: ZR7485918<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |   4430000 | PA      | $4160291.41   | 0.06%             | 2029-09-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ACREC LLC                      | Acrec 2025 Fl 3 LLC                                                              | CUSIP: 00112HAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9630000 | PA      | $9641998.98   | 0.15%             | 2042-08-18      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Acres PLC                      | ACRES 2025-FL3 LLC                                                               | CUSIP: 00501DAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11260000 | PA      | $11288611.66  | 0.18%             | 2040-08-18      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBG9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   6616000 | PA      | $6742090.84   | 0.10%             | 2027-04-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| AGREE LP                       | Agree LP                                                                         | CUSIP: 008513AA1<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |   2789000 | PA      | $2577186.19   | 0.04%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Lo | Arbor Realty Commercial Real Estate Notes 2022-FL1 Ltd                           | CUSIP: 03880XAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5801086 | PA      | $5808448.05   | 0.09%             | 2037-01-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL                  | ArcelorMittal SA                                                                 | CUSIP: 03938LBC7<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |  11704000 | PA      | $11668497.79  | 0.18%             | 2029-07-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust          | Arroyo Mortgage Trust 2019-3                                                     | CUSIP: 04285AAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1533118 | PA      | $1476212.76   | 0.02%             | 2048-10-25      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| AUGUSTA SPINCO CORPORATI       | Augusta SpinCo Corp                                                              | CUSIP: 051473AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3540000 | PA      | $3530798.27   | 0.05%             | 2029-03-23      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Avant Credit Card Master Trust | Avant Credit Card Master Trust 2025-1                                            | CUSIP: 05351KAQ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5100000 | PA      | $5065840.71   | 0.08%             | 2031-04-15      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| AVERY DENNISON CORP            | Avery Dennison Corp                                                              | CUSIP: 053611AJ8<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |   1245000 | PA      | $1257623.34   | 0.02%             | 2028-12-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AVILEASE CAPITAL LTD           | Avilease Capital Ltd                                                             | CUSIP: 05370HAA1<br>LEI: 635400SXOPVAVBWNE366 | Long             | DBT              | CORP              | SA        |   5025000 | PA      | $4895053.75   | 0.08%             | 2030-11-12      | Fixed         | 4.75%                 | 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        |    198467 | PA      | $180279.24    | 0.00%             | 2035-06-25      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL         | Brazilian Government International Bond                                          | CUSIP: 105756CA6<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   2500000 | PA      | $2485375.00   | 0.04%             | 2029-05-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS               | Connecticut Avenue Securities Trust 2023-R08                                     | CUSIP: 20755CAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2086785 | PA      | $2087925.36   | 0.03%             | 2043-10-25      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                            | CUSIP: 31281LCS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     75872 | PA      | $76908.06     | 0.00%             | 2038-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Non Gold Pool                                                        | CUSIP: 31347AVZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    328733 | PA      | $341483.94    | 0.01%             | 2045-05-01      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                                | CUSIP: 3136G5MJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9750000 | PA      | $9740609.78   | 0.15%             | 2056-04-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR            | Freddie Mac STACR REMIC Trust 2026-DNA2                                          | CUSIP: 35564UDQ7<br>LEI: 529900S8M5IMFAIV8785 | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3998740.00   | 0.06%             | 2046-03-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                  | AIB Group PLC                                                                    | CUSIP: 00135TAF1<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |  11218000 | PA      | $11424467.63  | 0.18%             | 2031-05-15      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                | AREIT 2025-CRE10 Ltd                                                             | CUSIP: 00193DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  14630000 | PA      | $14651125.72  | 0.23%             | 2029-12-17      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| ALA Trust                      | ALA Trust 2025-OANA                                                              | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4510000 | PA      | $4528342.17   | 0.07%             | 2040-06-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER        | American Electric Power Co Inc                                                   | CUSIP: 025537AY7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |  11295000 | PA      | $11528875.96  | 0.18%             | 2029-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GF           | American National Global Funding                                                 | CUSIP: 02771D2E3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5474000 | PA      | $5362204.72   | 0.08%             | 2031-01-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receiva | AmeriCredit Automobile Receivables Trust 2026-1                                  | CUSIP: 03066CAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15000000 | PA      | $14995485.00  | 0.23%             | 2029-04-18      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                      | Amgen Inc                                                                        | CUSIP: 031162DV9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |  11771000 | PA      | $11612633.20  | 0.18%             | 2031-02-19      | Fixed         | 4.20%                 | 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        |  11656915 | PA      | $10142886.87  | 0.16%             | 2066-10-25      | Variable      | 1.98%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                     | Apidos CLO XXXIX Ltd                                                             | CUSIP: 03766HAQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10002386.00  | 0.16%             | 2038-10-21      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                  | AppLovin Corp                                                                    | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |   5952000 | PA      | $5987903.12   | 0.09%             | 2029-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| arbor multifamily mortgage sec | Arbor Multifamily Mortgage Securities Trust 2021-MF3                             | CUSIP: 03882KAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     29049 | PA      | $28828.57     | 0.00%             | 2054-10-15      | Fixed         | 1.07%                 | No            |                  2 | On Loan: No      |
| BXP Trust                      | BXP Trust 2017-GM                                                                | CUSIP: 056083AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7375000 | PA      | $7252034.41   | 0.11%             | 2039-06-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Trust 2021-LBA                                                                | CUSIP: 05609BBB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1281112 | PA      | $1281207.91   | 0.02%             | 2036-02-15      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Trust 2021-BXMF                                                               | CUSIP: 05609RAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    848728 | PA      | $847777.69    | 0.01%             | 2026-10-15      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                   | Broadcom Inc                                                                     | CUSIP: 11135FCW9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2929000 | PA      | $2895946.44   | 0.04%             | 2030-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Trust 2021-SDMF                                                               | CUSIP: 12434CAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3349066 | PA      | $3346275.71   | 0.05%             | 2034-09-15      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Trust 2021-LGCY                                                               | CUSIP: 12434DAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9310000 | PA      | $9302683.27   | 0.14%             | 2036-10-15      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Trust 2021-RISE                                                               | CUSIP: 12434EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9108421 | PA      | $9105996.38   | 0.14%             | 2036-11-15      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| BXMT Ltd                       | BXMT 2020-FL2 LTD                                                                | CUSIP: 12434LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     42167 | PA      | $42189.68     | 0.00%             | 2038-02-15      | Floating      | 4.94%                 | 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        |    104788 | PA      | $104735.49    | 0.00%             | 2035-02-20      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                   | CaixaBank SA                                                                     | CUSIP: 12803RAA2<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   5919000 | PA      | $6080891.28   | 0.09%             | 2029-01-18      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| CAL Funding IV Ltd             | CAL Funding IV Ltd                                                               | CUSIP: 12807CAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5684062 | PA      | $5459233.96   | 0.08%             | 2045-09-25      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY       | Canadian Pacific Railway Co                                                      | CUSIP: 13645RBJ2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |  12248000 | PA      | $12408952.07  | 0.19%             | 2030-03-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust        | CarMax Auto Owner Trust 2026-1                                                   | CUSIP: 14320XAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11725000 | PA      | $11708386.85  | 0.18%             | 2029-04-16      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| GATX CORP                      | GATX Corp                                                                        | CUSIP: 361448BE2<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |   5699000 | PA      | $5713065.13   | 0.09%             | 2029-04-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC         | GE HealthCare Technologies Inc                                                   | CUSIP: 36266GAA5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   7025000 | PA      | $7090050.38   | 0.11%             | 2029-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Tr | GLS Auto Select Receivables Trust 2024-4                                         | CUSIP: 36271BAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4892387 | PA      | $4903361.27   | 0.08%             | 2029-12-17      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities  | GS Mortgage-Backed Securities Trust 2025-NQM5                                    | CUSIP: 36273GAC2<br>LEI: 254900MQ3DUBXKU1DC81 | Long             | ABS-MBS          | CORP              | US        |   5247212 | PA      | $5239500.69   | 0.08%             | 2065-07-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust | Carvana Auto Receivables Trust 2024-P3                                           | CUSIP: 146919AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8000000 | PA      | $7992906.40   | 0.12%             | 2030-09-10      | Fixed         | 4.31%                 | 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        |    625534 | PA      | $562496.65    | 0.01%             | 2050-08-25      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC            | Global Payments Inc                                                              | CUSIP: 37940XAW2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   4583000 | PA      | $4502999.34   | 0.07%             | 2030-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Home Owner Mortgage Enhanced S | HOMES 2023-NQM2 Trust                                                            | CUSIP: 43761KAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8897086 | PA      | $8886214.26   | 0.14%             | 2068-02-25      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust Series 2025-NQM1                                        | CUSIP: 46593QAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6071704 | PA      | $6100896.63   | 0.09%             | 2065-06-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2025-VIS3                                               | CUSIP: 46594EAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7209808 | PA      | $7200145.05   | 0.11%             | 2066-02-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                               | CUSIP: 29273VAR1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   7194000 | PA      | $7261539.72   | 0.11%             | 2026-12-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC        | Essential Utilities Inc                                                          | CUSIP: 29670GAJ1<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |   2669000 | PA      | $2679882.50   | 0.04%             | 2027-08-15      | Fixed         | 4.80%                 | 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        |  34510434 | NS      | $34510433.74  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Loanpal Solar Loan 2020-3 Ltd  | Loanpal Solar Loan Ltd                                                           | CUSIP: 53948NAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6589720 | PA      | $5483510.29   | 0.09%             | 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        |    914392 | PA      | $816518.79    | 0.01%             | 2064-11-25      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd              | Magnetite XXXV Ltd                                                               | CUSIP: 55954TBA3<br>LEI: 549300WIDF28MGY5Q843 | Long             | ABS-CBDO         | CORP              | US        |  30000000 | PA      | $29971500.00  | 0.47%             | 2039-01-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 3140W4NM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11785694 | PA      | $11969265.62  | 0.19%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 31418ERJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2380378 | PA      | $2404007.03   | 0.04%             | 2043-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FCCU Auto Receivables Trust    | FCCU Auto Receivables Trust 2025-1                                               | CUSIP: 31424YAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1967830 | PA      | $1972441.33   | 0.03%             | 2029-01-16      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION       | FirstEnergy Transmission LLC                                                     | CUSIP: 33767BAG4<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |   2198000 | PA      | $2196606.05   | 0.03%             | 2030-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust Series 2025-NQM2                                        | CUSIP: 46590SAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7545522 | PA      | $7580964.14   | 0.12%             | 2065-09-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor | JPMCC Commercial Mortgage Securities Trust 2019-COR5                             | CUSIP: 46591EAU1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2069331 | PA      | $2034415.11   | 0.03%             | 2052-06-13      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust | Mariner Finance issuance Trust 2024-B                                            | CUSIP: 56847GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4150000 | PA      | $4167925.93   | 0.06%             | 2038-11-20      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust         | Marlette Funding Trust 2025-1                                                    | CUSIP: 570920AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1896857 | PA      | $1898634.10   | 0.03%             | 2035-07-16      | Fixed         | 4.75%                 | 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        |   1729688 | PA      | $766710.32    | 0.01%             | 2036-04-25      | Variable      | 6.54%                 | 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      | $15010618.50  | 0.23%             | 2034-04-28      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust     | Navient Private Education Refi Loan Trust 2022-A                                 | CUSIP: 63942MAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7508468 | PA      | $6826102.92   | 0.11%             | 2070-07-15      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP          | Northrop Grumman Corp                                                            | CUSIP: 666807CN0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   5740000 | PA      | $5775055.90   | 0.09%             | 2030-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2024-NQM11 Trust                                                             | CUSIP: 67119EAA4<br>LEI: 254900F5LT8CA1U6PK21 | Long             | ABS-MBS          | CORP              | US        |  11875492 | PA      | $11972076.46  | 0.19%             | 2064-06-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners       | OHA Credit Funding 16-R Ltd                                                      | CUSIP: 67122KAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15000000 | PA      | $14996263.50  | 0.23%             | 2038-10-20      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO              | Southern Power Co                                                                | CUSIP: 843646AX8<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |   4279000 | PA      | $4225529.62   | 0.07%             | 2030-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SPGN TFLM Mortgage Trust       | SPGN Trust 2026-TFLM                                                             | CUSIP: 847946AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7380000 | PA      | $7349674.10   | 0.11%             | 2041-02-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| 3650R Commercial Mortgage Trus | 3650R 2021-PF1 Commercial Mortgage Trust                                         | CUSIP: 88581EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     34339 | PA      | $33996.17     | 0.00%             | 2054-11-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD               | Trestles CLO VI Ltd                                                              | CUSIP: 894940AQ8<br>LEI: 254900837GHK5VH7YU15 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $9987049.00   | 0.15%             | 2038-04-25      | Floating      | 4.85%                 | 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      | $10006356.00  | 0.16%             | 2035-01-18      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER               | Triton Container International Ltd                                               | CUSIP: 89680YAC9<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |  12712000 | PA      | $11503750.21  | 0.18%             | 2031-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| 280 Park Avenue Mortgage Trust | 280 Park Avenue 2017-280P Mortgage Trust                                         | CUSIP: 90205FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9530000 | PA      | $9484745.84   | 0.15%             | 2034-09-15      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES          | Mexico Government International Bond                                             | CUSIP: 91087BAF7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1800000 | PA      | $1788714.00   | 0.03%             | 2029-04-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust   | Upstart Securitization Trust 2025-3                                              | CUSIP: 91684FAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5510152 | PA      | $5511785.69   | 0.09%             | 2035-09-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP                   | Veralto Corp                                                                     | CUSIP: 92338CAD5<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |   3123000 | PA      | $3192228.82   | 0.05%             | 2028-09-18      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2025-9                                                | CUSIP: 92490EAJ2<br>LEI: 2138002AFCEWDDRL8N22 | Long             | ABS-MBS          | CORP              | US        |  18976501 | PA      | $18898968.69  | 0.29%             | 2070-10-27      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2025-10                                               | CUSIP: 92541FAD1<br>LEI: 213800OGLOX4BB4D6N90 | Long             | ABS-MBS          | CORP              | US        |   4904591 | PA      | $4895013.70   | 0.08%             | 2070-06-25      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Wellington Management CLO      | Wellington Management Clo 4 Ltd                                                  | CUSIP: 94957LAA7<br>LEI: 213800VJVBC3KZIDZU56 | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $3990020.40   | 0.06%             | 2038-04-18      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2024-5C2                                   | CUSIP: 95003UAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2140797 | PA      | $2148726.12   | 0.03%             | 2057-11-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2025-5C3                                   | CUSIP: 95004JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2634416 | PA      | $2651157.59   | 0.04%             | 2058-01-15      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT       | Western Midstream Operating LP                                                   | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   6605000 | PA      | $6416069.92   | 0.10%             | 2030-02-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| GOLD FIELDS OROGEN HOLD        | Gold Fields Orogen Holdings BVI Ltd                                              | CUSIP: ZS5391108<br>LEI: 213800CLGJ2E9KGU2F20 | Long             | DBT              | CORP              | ZA        |   5200000 | PA      | $5303008.88   | 0.08%             | 2029-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| INDOFOOD CBP SUKSES MAKM       | Indofood CBP Sukses Makmur Tbk PT                                                | CUSIP: BP8908371<br>LEI: 254900YKZW9GRKZZN285 | Long             | DBT              | CORP              | ID        |   4000000 | PA      | $3679166.12   | 0.06%             | 2031-06-09      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR         | Millicom International Cellular SA                                               | CUSIP: AX6986878<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | GT        |   2391300 | PA      | $2383972.10   | 0.04%             | 2029-03-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NEXA RESOURCES SA              | Nexa Resources SA                                                                | CUSIP: BK0814248<br>LEI: 549300QRMRHM7GAU7L47 | Long             | DBT              | CORP              | PE        |    547000 | PA      | $556913.03    | 0.01%             | 2028-01-18      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MINEJESA CAPITAL BV            | Minejesa Capital BV                                                              | CUSIP: AO6253790<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | ID        |   4870745 | PA      | $4822137.40   | 0.07%             | 2030-08-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BANCO NACIONAL COM EXT         | Banco Nacional de Comercio Exterior SNC/Cayman Islands                           | CUSIP: YO1283119<br>LEI: 4469000001BL6VG3DH44 | Long             | DBT              | CORP              | MX        |   2200000 | PA      | $2254340.00   | 0.03%             | 2030-05-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER MEXICO         | Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand | CUSIP: AU6232683<br>LEI: SCRYQ25DTVRHYYMM6P89 | Long             | DBT              | CORP              | MX        |   5650000 | PA      | $5996960.85   | 0.09%             | 2028-10-01      | Variable      | 7.53%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER MEXICO         | Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand | CUSIP: YT7580970<br>LEI: SCRYQ25DTVRHYYMM6P89 | Long             | DBT              | CORP              | MX        |   2500000 | PA      | $2561750.00   | 0.04%             | 2029-12-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| OLEODUCTO CENTRAL SA           | Oleoducto Central SA                                                             | CUSIP: BK4596429<br>LEI: 254900W4CPYCQFVH5E92 | Long             | DBT              | CORP              | CO        |   6100000 | PA      | $6023355.33   | 0.09%             | 2027-07-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JSW INFRASTRUCTURE             | JSW Infrastructure Ltd                                                           | CUSIP: BT5111013<br>LEI: 3358003E3YFK92C9WX80 | Long             | DBT              | CORP              | IN        |   4000000 | PA      | $3899076.44   | 0.06%             | 2029-01-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| LoanCore 2022-CRE7 Issuer Ltd. | LoanCore 2022-CRE7 Issuer Ltd                                                    | CUSIP: 53946PAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1812250 | PA      | $1814622.73   | 0.03%             | 2037-01-17      | Floating      | 5.22%                 | 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        |  43109917 | PA      | $170439.37    | 0.00%             | 2050-03-10      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU               | Peruvian Government International Bond                                           | CUSIP: 715638DA7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   8450000 | PA      | $7869907.50   | 0.12%             | 2030-06-20      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD               | Trestles Clo IV Ltd                                                              | CUSIP: 89532WAN9<br>LEI: 254900EO5I6CR0IOWS98 | Long             | ABS-CBDO         | CORP              | US        |  20000000 | PA      | $20004644.00  | 0.31%             | 2038-10-30      | Floating      | 5.07%                 | 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        |  43305024 | PA      | $395309.91    | 0.01%             | 2050-06-15      | Variable      | 1.45%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CFR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12516972 | PA      | $12715236.96  | 0.20%             | 2027-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 91282CPE5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 100000000 | PA      | $99480469.00  | 1.54%             | 2027-10-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust   | Upstart Securitization Trust 2023-3                                              | CUSIP: 91684MAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     58030 | PA      | $58086.51     | 0.00%             | 2033-10-20      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2025-8                                                | CUSIP: 924930AG5<br>LEI: 213800K8E68XJS6Z1D09 | Long             | ABS-MBS          | CORP              | US        |   2479256 | PA      | $2463825.29   | 0.04%             | 2070-09-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2021-7                                                | CUSIP: 92538QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5746391 | PA      | $5275741.10   | 0.08%             | 2066-10-25      | Variable      | 2.83%                 | 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        |     28545 | PA      | $28490.68     | 0.00%             | 2033-07-25      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2024-9                                                | CUSIP: 92540RAD6<br>LEI: 213800LFRCPWSTP6LX39 | Long             | ABS-MBS          | CORP              | US        |   4943618 | PA      | $4960503.63   | 0.08%             | 2069-11-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2025-AGLN                                  | CUSIP: 94990HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $999119.00    | 0.02%             | 2037-07-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                                 | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5352000 | PA      | $5574826.88   | 0.09%             | 2029-10-23      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                                 | CUSIP: 95000U3M3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  10996000 | PA      | $11037806.68  | 0.17%             | 2028-04-22      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer, LLC         | Switch ABS Issuer LLC                                                            | CUSIP: 871044AS2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4410000 | PA      | $4314671.68   | 0.07%             | 2055-10-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION              | Sysco Corp                                                                       | CUSIP: 871829BU0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   5675000 | PA      | $5721635.67   | 0.09%             | 2030-09-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                                 | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4903000 | PA      | $4987678.78   | 0.08%             | 2031-04-23      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT       | Western Midstream Operating LP                                                   | CUSIP: 958667AF4<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    990000 | PA      | $1031147.88   | 0.02%             | 2029-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Tesla Sustainable Energy Trust | Tesla Sustainable Energy Trust 2024-1                                            | CUSIP: 88164AAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14806342 | PA      | $14815751.55  | 0.23%             | 2050-06-21      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC         | Williams Cos Inc/The                                                             | CUSIP: 969457CL2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   6916000 | PA      | $6980475.10   | 0.11%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UPCL 2023-1 A                  | UPCL 2023-1 A                                                                    | CUSIP: 91533*AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3607714 | PA      | $3647399.24   | 0.06%             | 2030-04-22      | Fixed         | 7.65%                 | No            |                  3 | On Loan: No      |
| AI CANDELARIA -SPAIN- SA       | AI Candelaria -spain- SA                                                         | CUSIP: AV1352799<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | CO        |   4881222 | PA      | $4979041.56   | 0.08%             | 2028-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE              | Chile Government International Bond                                              | CUSIP: 168863EF1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   4800000 | PA      | $4712160.00   | 0.07%             | 2031-04-13      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga | MF1 2025-FL17 LLC                                                                | CUSIP: 55287HAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9928000 | PA      | $9954537.54   | 0.15%             | 2040-02-18      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga | MF1 2026-FL21 LLC                                                                | CUSIP: 55287NAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  14850000 | PA      | $14894208.45  | 0.23%             | 2041-02-18      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                     | Affirm Asset Securitization Trust 2025-X2                                        | CUSIP: 00835DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14810150 | PA      | $14822727.09  | 0.23%             | 2030-10-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                     | MFA 2026-NQM1 Trust                                                              | CUSIP: 55287YAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $10012760.00  | 0.16%             | 2071-02-25      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2020-HR8                                          | CUSIP: 61692BBH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3490651 | PA      | $3284671.11   | 0.05%             | 2053-07-15      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| Allegro CLO Ltd                | Allegro CLO XV Ltd                                                               | CUSIP: 01749WAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7000000 | PA      | $6991031.60   | 0.11%             | 2038-04-20      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receiva | AmeriCredit Automobile Receivables Trust 2026-1                                  | CUSIP: 03066CAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  17225000 | PA      | $17226536.47  | 0.27%             | 2027-03-18      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust       | Angel Oak Mortgage Trust 2025-7                                                  | CUSIP: 03466TAA5<br>LEI: 254900QTRHHMG5RQ9X60 | Long             | ABS-MBS          | CORP              | US        |   3609580 | PA      | $3624288.06   | 0.06%             | 2070-06-25      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| APA CORP                       | APA Corp                                                                         | CUSIP: 03743QAZ1<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |  11839000 | PA      | $11655670.60  | 0.18%             | 2030-01-15      | Fixed         | 4.25%                 | No            |                  2 | 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        |     32771 | PA      | $0.33         | 0.00%             | 2041-11-12      | Variable      | 0.73%                 | No            |                  2 | On Loan: No      |
| NGPL PIPECO LLC                | NGPL PipeCo LLC                                                                  | CUSIP: 62912XAF1<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |   6928000 | PA      | $6943521.21   | 0.11%             | 2027-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit | Bain Capital Credit CLO 2024-6 Ltd                                               | CUSIP: 05685XAA6<br>LEI: 254900HQYGN91X5XN386 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10005000.00  | 0.16%             | 2038-01-21      | Floating      | 5.00%                 | 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        |   8972367 | PA      | $89.72        | 0.00%             | 2049-07-15      | Variable      | 1.74%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2017-BNK5                                                                   | CUSIP: 06541WAY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  62840616 | PA      | $529331.64    | 0.01%             | 2060-06-15      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2024-5YR8                                                                  | CUSIP: 065923AS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2294575 | PA      | $2317335.12   | 0.04%             | 2057-08-15      | Fixed         | 5.19%                 | 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        |  70038293 | PA      | $391212.89    | 0.01%             | 2050-02-15      | Variable      | 1.44%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust   | Csmc 2022-Nqm1 Trust                                                             | CUSIP: 126416AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14294516 | PA      | $12964643.16  | 0.20%             | 2066-11-25      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| CRH SMW FINANCE DAC            | CRH SMW Finance DAC                                                              | CUSIP: 12704PAB4<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | US        |   6130000 | PA      | $6237804.33   | 0.10%             | 2030-01-09      | Fixed         | 5.12%                 | 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        |    647395 | PA      | $611845.13    | 0.01%             | 2042-09-25      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust           | Cross 2025-H3 Mortgage Trust                                                     | CUSIP: 22757EAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5663620 | PA      | $5714098.24   | 0.09%             | 2070-04-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortg | DBJPM 2016-C3 Mortgage Trust                                                     | CUSIP: 23312VAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    788908 | PA      | $787275.90    | 0.01%             | 2049-08-10      | Fixed         | 2.63%                 | 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      | $14247208.73  | 0.22%             | 2054-06-15      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| ATLASSIAN CORPORATION          | Atlassian Corp                                                                   | CUSIP: 049468AA9<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |   4870000 | PA      | $4900416.32   | 0.08%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA         | Daimler Truck Finance North America LLC                                          | CUSIP: 233853BK5<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | DE        |   3139000 | PA      | $3096312.24   | 0.05%             | 2029-01-12      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Del Amo Fashion Center Trust   | Del Amo Fashion Center Trust 2017-AMO                                            | CUSIP: 24500EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6850000 | PA      | $6665333.59   | 0.10%             | 2035-06-05      | Variable      | 3.64%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT       | Element Fleet Management Corp                                                    | CUSIP: 286181AK8<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   7015000 | PA      | $7317255.52   | 0.11%             | 2028-12-04      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| Imprint Payments Credit Card M | Imprint Payments Credit Card Master Trust                                        | CUSIP: 45333GAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5002238.00   | 0.08%             | 2029-09-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| BPRL INTERNATIONAL SINGA       | BPRL International Singapore Pte Ltd                                             | CUSIP: AM0189861<br>LEI: 875500AQ853IMLV4TX18 | Long             | DBT              | CORP              | IN        |   4000000 | PA      | $3991127.92   | 0.06%             | 2027-01-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC              | NatWest Group PLC                                                                | CUSIP: 639057AS7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   6895000 | PA      | $6957835.45   | 0.11%             | 2030-08-15      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG       | New York Life Global Funding                                                     | CUSIP: 64952WEE9<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    653000 | PA      | $653193.04    | 0.01%             | 2026-06-09      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                   | NiSource Inc                                                                     | CUSIP: 65473PAS4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   2413000 | PA      | $2461609.26   | 0.04%             | 2029-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners       | OHA Credit Funding 7 Ltd                                                         | CUSIP: 67098WAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9000000 | PA      | $9004374.00   | 0.14%             | 2038-07-19      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2020-BNK26                                                                  | CUSIP: 06540JBM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 182510425 | PA      | $6223422.99   | 0.10%             | 2063-03-15      | Variable      | 1.19%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC          | Amrize Finance US LLC                                                            | CUSIP: 43475RAQ9<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |   5779000 | PA      | $5816180.99   | 0.09%             | 2028-04-07      | Fixed         | 4.70%                 | 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        |   2311631 | PA      | $2178152.86   | 0.03%             | 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        |    262717 | PA      | $261415.49    | 0.00%             | 2048-02-25      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO             | Sonoco Products Co                                                               | CUSIP: 835495AQ5<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |   3693000 | PA      | $3695503.96   | 0.06%             | 2026-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL        | Southern Co Gas Capital Corp                                                     | CUSIP: 8426EPAJ7<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |   1765000 | PA      | $1752368.44   | 0.03%             | 2028-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC              | Store Capital LLC                                                                | CUSIP: 862123AC0<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |   5033000 | PA      | $4991612.79   | 0.08%             | 2031-02-11      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Texas Debt Capital CLO, Ltd    | Texas Debt Capital CLO 2023-I Ltd                                                | CUSIP: 88238CAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10500000 | PA      | $10510580.85  | 0.16%             | 2038-07-20      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| TPG Real Estate Finance        | TRTX 2025-FL6 Issuer Ltd                                                         | CUSIP: 897764AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10080000 | PA      | $10114634.88  | 0.16%             | 2042-09-18      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| 1211 Avenue of the Americas Tr | 1211 Avenue of the Americas Trust 2015-1211                                      | CUSIP: 90117PAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6760000 | PA      | $6480305.00   | 0.10%             | 2035-08-10      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ADANI INTERNATIONAL CONT       | Adani International Container Terminal Pvt Ltd                                   | CUSIP: BN0450864<br>LEI: 335800J4SLERP6S94P28 | Long             | DBT              | CORP              | IN        |   2142000 | PA      | $1955382.60   | 0.03%             | 2031-02-16      | Fixed         | 3.00%                 | 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        |   5486000 | PA      | $5399113.28   | 0.08%             | 2031-08-11      | Variable      | 2.72%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2026-NQM1 Trust                                                              | CUSIP: 67123HAK9<br>LEI: 25490068H0VHV68K7086 | Long             | ABS-MBS          | CORP              | US        |  14650133 | PA      | $14538135.38  | 0.23%             | 2065-11-25      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2024-NQM12 Trust                                                             | CUSIP: 67448PAA1<br>LEI: 254900MY906NOBBPOA44 | Long             | ABS-MBS          | CORP              | US        |   7821301 | PA      | $7857317.62   | 0.12%             | 2064-07-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Octagon 75 Ltd                 | Octagon 75 Ltd                                                                   | CUSIP: 67579EAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $9994841.00   | 0.16%             | 2038-01-22      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Grantor Trust 2024-11                                             | CUSIP: 69544AAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4980326 | PA      | $4997433.79   | 0.08%             | 2032-07-15      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Grantor Trust 2025-5                                              | CUSIP: 69548WAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5749778 | PA      | $5762391.12   | 0.09%             | 2033-03-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR       | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | CUSIP: 71568QAC1<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |   9500000 | PA      | $9437499.50   | 0.15%             | 2027-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE       | Petrobras Global Finance BV                                                      | CUSIP: 71647NBM0<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | BR        |    400000 | PA      | $392440.00    | 0.01%             | 2030-09-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PRM Trust                      | PRM Trust 2025-PRM6                                                              | CUSIP: 74277DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6250000 | PA      | $6204805.63   | 0.10%             | 2033-07-05      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Reach Financial LLC            | Reach ABS Trust 2025-2                                                           | CUSIP: 75525QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1178909 | PA      | $1183900.54   | 0.02%             | 2032-08-18      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Romark CLO Ltd                 | Romark WM-R Ltd                                                                  | CUSIP: 77587AAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    277793 | PA      | $277846.36    | 0.00%             | 2031-04-20      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC         | Roper Technologies Inc                                                           | CUSIP: 776696AK2<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |   1443000 | PA      | $1434171.16   | 0.02%             | 2028-09-15      | Fixed         | 4.25%                 | 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        |   3144737 | PA      | $2953639.64   | 0.05%             | 2036-03-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| SoFi Alternative Trust Consume | SOFI Alternative Trust                                                           | CUSIP: 83407QAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    523806 | PA      | $522320.45    | 0.01%             | 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        |   4306851 | PA      | $4309004.31   | 0.07%             | 2031-10-20      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| SREIT Trust                    | SREIT Trust 2021-MFP2                                                            | CUSIP: 85236WCG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8764000 | PA      | $8760378.72   | 0.14%             | 2036-11-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS       | Targa Resources Partners LP / Targa Resources Partners Finance Corp              | CUSIP: 87612BBQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9140000 | PA      | $9228127.70   | 0.14%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC           | BAT International Finance PLC                                                    | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   4991000 | PA      | $5178402.47   | 0.08%             | 2029-02-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.             | BSPRT 2023-FL10 Issuer Ltd                                                       | CUSIP: 05610VAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8461046 | PA      | $8482604.78   | 0.13%             | 2035-09-15      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2020-B16 Mortgage Trust                                                | CUSIP: 08161NAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 168684454 | PA      | $4447989.76   | 0.07%             | 2053-02-15      | Variable      | 1.03%                 | 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      | $186244.08    | 0.00%             | 2043-09-15      | Variable      | 0.13%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2021-B24 Mortgage Trust                                                | CUSIP: 08163CBD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4030790 | PA      | $3832213.07   | 0.06%             | 2054-03-15      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt | Benefit Street Partners CLO XXXII Ltd                                            | CUSIP: 08181FAL4<br>LEI: 2549003NV71H6I4TDQ63 | Long             | ABS-CBDO         | CORP              | US        |  25000000 | PA      | $24997002.50  | 0.39%             | 2038-10-25      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2023-B39 Mortgage Trust                                                | CUSIP: 081925AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    977131 | PA      | $985114.75    | 0.02%             | 2056-07-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP               | Black Hills Corp                                                                 | CUSIP: 092113AY5<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |  10257000 | PA      | $10152078.17  | 0.16%             | 2031-01-31      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP         | Boardwalk Pipelines LP                                                           | CUSIP: 096630AF5<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |   3431000 | PA      | $3428790.57   | 0.05%             | 2027-07-15      | Fixed         | 4.45%                 | 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        |   5410235 | PA      | $4948154.77   | 0.08%             | 2061-09-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Bridge Street CLO              | Bridge Street CLO V Ltd                                                          | CUSIP: 107921AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6000000 | PA      | $5997052.80   | 0.09%             | 2038-04-20      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC              | Brown & Brown Inc                                                                | CUSIP: 115236AB7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   1913000 | PA      | $1904881.46   | 0.03%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd               | CIFC Funding 2021-V Ltd                                                          | CUSIP: 12565EAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10002612.00  | 0.16%             | 2038-01-15      | Floating      | 4.93%                 | 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        |   4523200 | PA      | $45.23        | 0.00%             | 2049-04-15      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR            | Freddie Mac STACR REMIC Trust 2025-DNA1                                          | CUSIP: 35564NFZ1<br>LEI: 529900WZAMS87JCAOC53 | Long             | ABS-MBS          | CORP              | US        |  10120197 | PA      | $10102926.80  | 0.16%             | 2045-01-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR            | Freddie Mac Stacr Remic Trust 2025-Hqa1                                          | CUSIP: 35564NGY3<br>LEI: 529900MBUPRSJMB6GN48 | Long             | ABS-MBS          | CORP              | US        |  15920000 | PA      | $15926646.60  | 0.25%             | 2045-02-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities  | GS Mortgage-Backed Securities Trust 2025-NQM4                                    | CUSIP: 36272UAC2<br>LEI: 25490076N7JFR2Y3CU63 | Long             | ABS-MBS          | CORP              | US        |   5253787 | PA      | $5252562.51   | 0.08%             | 2065-10-25      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities  | GS Mortgage-Backed Securities Trust 2025-NQM3                                    | CUSIP: 36274TAC3<br>LEI: 2549007JKCA9H9HUGZ71 | Long             | ABS-MBS          | CORP              | US        |   7158577 | PA      | $7170774.03   | 0.11%             | 2065-11-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| Greenacre Park CLO LLC         | Greenacre Park CLO LLC                                                           | CUSIP: 39355WAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5240000 | PA      | $5246554.72   | 0.08%             | 2037-07-20      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP            | Charles Schwab Corp/The                                                          | CUSIP: 808513BZ7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   3063000 | PA      | $3075947.06   | 0.05%             | 2027-03-03      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP            | Charles Schwab Corp/The                                                          | CUSIP: 808513CK9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |  11624000 | PA      | $11499995.05  | 0.18%             | 2031-11-14      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CEJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  24767140 | PA      | $24629185.54  | 0.38%             | 2027-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| TNB GLOBAL VENTURES CAP        | TNB Global Ventures Capital Bhd                                                  | CUSIP: QZ6982289<br>LEI: 5493004U8XEGPFWIBZ14 | Long             | DBT              | CORP              | MY        |   6900000 | PA      | $6857811.33   | 0.11%             | 2026-10-19      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| ONGC VIDESH VANKORNEFT         | ONGC Videsh Vankorneft Pte Ltd                                                   | CUSIP: LW9384923<br>LEI: 254900FXH0X0S4UIS503 | Long             | DBT              | CORP              | IN        |   6600000 | PA      | $6581389.06   | 0.10%             | 2026-07-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TELFON CELUAR DEL PARAGU       | Telefonica Celular del Paraguay SA                                               | CUSIP: AX9193928<br>LEI: 254900R8A8IKGF4THL54 | Long             | DBT              | CORP              | PY        |   1814000 | PA      | $1812113.44   | 0.03%             | 2027-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GRUPO INVERSIONES SURAME       | Grupo de Inversiones Suramericana SA                                             | CUSIP: JK9340882<br>LEI: 549300AC1Q176TZL0305 | Long             | DBT              | CORP              | CO        |    918000 | PA      | $919996.65    | 0.01%             | 2026-04-29      | Fixed         | 5.50%                 | 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        |    181639 | PA      | $178627.14    | 0.00%             | 2065-04-25      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC               | T-Mobile USA Inc                                                                 | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |  10613000 | PA      | $10041037.84  | 0.16%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Toyota Lease Owner Trust       | Toyota Lease Owner Trust 2024-B                                                  | CUSIP: 891943AE2<br>LEI: 254900R64DFTI1MWY364 | Long             | ABS-O            | CORP              | US        |  17150000 | PA      | $17178328.37  | 0.27%             | 2029-01-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP          | Truist Financial Corp                                                            | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   9414000 | PA      | $10009193.75  | 0.16%             | 2029-10-30      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED          | Vale Overseas Ltd                                                                | CUSIP: 91911TAQ6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | BR        |  12130000 | PA      | $11559477.58  | 0.18%             | 2030-07-08      | Fixed         | 3.75%                 | 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        |   3738082 | PA      | $3115138.33   | 0.05%             | 2051-05-25      | Variable      | 1.79%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2023-4                                                | CUSIP: 92539TAA1<br>LEI: 2138008DC17PCNG48R87 | Long             | ABS-MBS          | CORP              | US        |   9456916 | PA      | $9441291.41   | 0.15%             | 2068-05-25      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2025-1                                                | CUSIP: 92540TAA8<br>LEI: 213800JOKZMXZECMAB50 | Long             | ABS-MBS          | CORP              | US        |   3886591 | PA      | $3909217.42   | 0.06%             | 2070-01-25      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Vibrant CLO Ltd                | Vibrant CLO IV-R Ltd                                                             | CUSIP: 92558RAC7<br>LEI: 25490092S34X2G9JOV44 | Long             | ABS-CBDO         | CORP              | US        |  20000000 | PA      | $20013462.00  | 0.31%             | 2037-10-20      | Floating      | 5.10%                 | 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        | 152253508 | PA      | $5064499.77   | 0.08%             | 2052-06-15      | Variable      | 1.26%                 | 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        |  10431818 | PA      | $10346403.31  | 0.16%             | 2054-08-15      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2025-5C5                                   | CUSIP: 95004MAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     86850 | PA      | $87192.30     | 0.00%             | 2058-07-15      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE         | Westinghouse Air Brake Technologies Corp                                         | CUSIP: 960386AS9<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |  11347000 | PA      | $11474847.33  | 0.18%             | 2030-05-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd           | FS Rialto 2021-FL3                                                               | CUSIP: 30323CAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3890225 | PA      | $3898507.69   | 0.06%             | 2036-11-16      | Floating      | 5.04%                 | 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        | 102309984 | PA      | $797301.71    | 0.01%             | 2050-05-10      | Variable      | 0.99%                 | 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        | 131505410 | PA      | $1236348.11   | 0.02%             | 2050-11-10      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO               | Hewlett Packard Enterprise Co                                                    | CUSIP: 42824CCB3<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   8010000 | PA      | $7960922.01   | 0.12%             | 2027-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Hilton USA Trust               | Hilton USA Trust 2016-HHV                                                        | CUSIP: 43300LAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2300000 | PA      | $2288303.12   | 0.04%             | 2038-11-05      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC        | Imperial Brands Finance PLC                                                      | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   6201000 | PA      | $6206412.79   | 0.10%             | 2028-06-30      | Fixed         | 4.50%                 | 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        |     10244 | PA      | $11799.64     | 0.00%             | 2036-12-25      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| LEX Trust                      | LEX Trust 2026-450                                                               | CUSIP: 501970AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4950000 | PA      | $4936119.21   | 0.08%             | 2043-03-15      | Floating      | 5.02%                 | 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        |  14528213 | PA      | $14543729.18  | 0.23%             | 2061-07-25      | Variable      | 5.75%                 | 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        |  18204858 | PA      | $18229815.23  | 0.28%             | 2060-11-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| LoanCore 2018-CRE1 Issuer, Ltd | LoanCore 2025 2025-CRE8 Issuer LLC                                               | CUSIP: 53947FAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  14630000 | PA      | $14650072.36  | 0.23%             | 2042-08-17      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC         | Marvell Technology Inc                                                           | CUSIP: 573874AR5<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |   3796000 | PA      | $3810354.42   | 0.06%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MASTEC INC                     | MasTec Inc                                                                       | CUSIP: 576323AP4<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |   9676000 | PA      | $9573983.51   | 0.15%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga | MF1 2024-FL15                                                                    | CUSIP: 58003MAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8290000 | PA      | $8316088.63   | 0.13%             | 2041-08-18      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust   | CSMC 2021-NQM1                                                                   | CUSIP: 126407AB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1197176 | PA      | $1076755.77   | 0.02%             | 2065-05-25      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS       | Cheniere Energy Partners LP                                                      | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   5275000 | PA      | $5253575.64   | 0.08%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2017-P7                                      | CUSIP: 17325HBN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5809469 | PA      | $5768752.43   | 0.09%             | 2050-04-14      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP            | Meritage Homes Corp                                                              | CUSIP: 59001ABA9<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |   4938000 | PA      | $4952630.36   | 0.08%             | 2027-06-06      | Fixed         | 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        |  53030564 | PA      | $551252.71    | 0.01%             | 2050-06-15      | Variable      | 1.27%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT          | Freeport Indonesia PT                                                            | CUSIP: 69377FAA4<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |    950000 | PA      | $952686.32    | 0.01%             | 2027-04-14      | Fixed         | 4.76%                 | 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        |   6346639 | PA      | $6362581.94   | 0.10%             | 2032-12-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                                    | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  12985000 | PA      | $12942656.56  | 0.20%             | 2030-09-19      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC       | Constellation Energy Generation LLC                                              | CUSIP: 210385AP5<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   4396000 | PA      | $4362732.70   | 0.07%             | 2028-01-08      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Crown City CLO                 | Crown City CLO III                                                               | CUSIP: 22824DAC3<br>LEI: 5493000O0QFX9SMPY639 | Long             | ABS-CBDO         | CORP              | US        |  18000000 | PA      | $18011203.20  | 0.28%             | 2034-07-20      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| DBGS Mortgage Trust            | DBGS 2021-W52 Mortgage Trust                                                     | CUSIP: 23308LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4060000 | PA      | $4051954.70   | 0.06%             | 2039-10-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY ARPT TRUST         | Mexico City Airport Trust                                                        | CUSIP: AP1359938<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |   5100000 | PA      | $5004985.47   | 0.08%             | 2028-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING        | DCP Midstream Operating LP                                                       | CUSIP: 23311VAH0<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |   2030000 | PA      | $2066093.12   | 0.03%             | 2029-05-15      | Fixed         | 5.12%                 | 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      | $696909.22    | 0.01%             | 2049-08-10      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP        | Dell International LLC / EMC Corp                                                | CUSIP: 24703DBS9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6647000 | PA      | $6570945.09   | 0.10%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DIGICEL GROUP HOLDINGS         | Digicel Group Holdings Ltd                                                       | CUSIP: 25381HAR9<br>LEI: N/A                  | Long             | DBT              | CORP              | JM        |    191724 | PA      | $1326.63      | 0.00%             | 2030-12-31      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| ENEL FINANCE INTL NV           | ENEL Finance International NV                                                    | CUSIP: 29278GBG2<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | IT        |   5013000 | PA      | $4925531.87   | 0.08%             | 2030-09-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                     | Evergy Inc                                                                       | CUSIP: 30034WAF3<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |    892000 | PA      | $885421.13    | 0.01%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables  | Exeter Automobile Receivables Trust 2021-4                                       | CUSIP: 30165JAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    796746 | PA      | $795220.92    | 0.01%             | 2028-01-17      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                                               | CUSIP: 3137HNTT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10847661 | PA      | $10870928.89  | 0.17%             | 2055-11-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                                               | CUSIP: 3137HRCT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8500000 | PA      | $8448883.55   | 0.13%             | 2055-06-25      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                                | CUSIP: 31397UG52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28630 | PA      | $28029.71     | 0.00%             | 2041-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 3140W1TA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10750499 | PA      | $10820315.87  | 0.17%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 3140XPPG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8858501 | PA      | $9025004.01   | 0.14%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 31418ENT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4072711 | PA      | $4118176.30   | 0.06%             | 2043-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust       | Foundation Finance Trust 2025-3                                                  | CUSIP: 35042TAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8731589 | PA      | $8670326.57   | 0.13%             | 2052-08-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR            | Freddie Mac STACR REMIC Trust 2024-DNA2                                          | CUSIP: 35564NCX9<br>LEI: 529900GRKKKHILZX4347 | Long             | ABS-MBS          | CORP              | US        |   4411105 | PA      | $4410768.52   | 0.07%             | 2044-05-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | STRU BA-6980 F140                                                                | CUSIP: BCCJ76LX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12500000 | PA      | $12515625.00  | 0.19%             | 2056-03-26      | Floating      | 5.10%                 | No            |                  3 | On Loan: No      |
| CHILE ELECTRICITY LUX          | Chile Electricity Lux MPC Sarl                                                   | CUSIP: ZI3801118<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |   8433160 | PA      | $8722923.38   | 0.14%             | 2033-01-20      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| WIPRO IT SERVICE               | Wipro IT Services LLC                                                            | CUSIP: BQ1012856<br>LEI: 549300S6XZZ65F0EJS98 | Long             | DBT              | CORP              | IN        |   5100000 | PA      | $5066282.17   | 0.08%             | 2026-06-23      | Fixed         | 1.50%                 | 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        |  84750733 | PA      | $598018.12    | 0.01%             | 2050-06-15      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust           | Cross 2024-H5 Mortgage Trust                                                     | CUSIP: 22757HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9603213 | PA      | $9681652.90   | 0.15%             | 2069-08-26      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                   | CubeSmart LP                                                                     | CUSIP: 22966RAE6<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |   5044000 | PA      | $5013010.42   | 0.08%             | 2029-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I | CyrusOne Data Centers Issuer I LLC                                               | CUSIP: 23284BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4180000 | PA      | $4105995.19   | 0.06%             | 2048-04-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| KREF 2022-Fl3 Ltd              | KREF 2022-FL3 Ltd                                                                | CUSIP: 48275EAA4<br>LEI: 549300DG0FGL1EU1CT79 | Long             | ABS-CBDO         | CORP              | US        |   6807656 | PA      | $6816342.95   | 0.11%             | 2039-02-17      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust | Mariner Finance Issuance Trust 2025-A                                            | CUSIP: 567920AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13000000 | PA      | $13106132.00  | 0.20%             | 2038-05-20      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag | PRPM 2025-NQM5 Trust                                                             | CUSIP: 69383FAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14562403 | PA      | $14528696.99  | 0.23%             | 2070-10-25      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL       | Penske Truck Leasing Co Lp / PTL Finance Corp                                    | CUSIP: 709599CB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11006000 | PA      | $11175740.04  | 0.17%             | 2030-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE       | Petrobras Global Finance BV                                                      | CUSIP: 71647NAY5<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | BR        |   5500000 | PA      | $5620515.18   | 0.09%             | 2028-01-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST                 | ACHV ABS TRUST 2024-2PL                                                          | CUSIP: 00092HAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1764321 | PA      | $1770950.28   | 0.03%             | 2031-10-27      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                     | AbbVie Inc                                                                       | CUSIP: 00287YDZ9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   4200000 | PA      | $4284797.87   | 0.07%             | 2030-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Commercial Mortgage Trust 2021-CIP                                            | CUSIP: 12434FAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1608952 | PA      | $1607864.49   | 0.02%             | 2038-12-15      | Floating      | 5.06%                 | 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        |    207683 | PA      | $210866.54    | 0.00%             | 2036-03-25      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities  | GS Mortgage-Backed Securities Trust 2026-NQM2                                    | CUSIP: 362972AG6<br>LEI: 254900E217SI2DTJ2F03 | Long             | ABS-MBS          | CORP              | US        |   8345865 | PA      | $8289617.65   | 0.13%             | 2061-11-25      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA        | Hyundai Capital America                                                          | CUSIP: 44891ADD6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   9837000 | PA      | $10011109.88  | 0.16%             | 2031-06-24      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                   | Illumina Inc                                                                     | CUSIP: 452327AQ2<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |   4180000 | PA      | $4180999.40   | 0.06%             | 2026-09-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL       | Jackson National Life Global Funding                                             | CUSIP: 46849LVB4<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |  12750000 | PA      | $12639387.25  | 0.20%             | 2029-10-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Commercial Mort | LCCM 2017-LC26                                                                   | CUSIP: 50190DAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    714153 | PA      | $705253.96    | 0.01%             | 2050-07-12      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| LoanCore 2018-CRE1 Issuer, Ltd | LoanCore 2025-CRE9 Issuer LLC                                                    | CUSIP: 538912AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  14000000 | PA      | $14021434.00  | 0.22%             | 2042-08-18      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| LoanCore 2021-CRE6 Issuer, Ltd | LoanCore 2021-CRE6 Issuer Ltd                                                    | CUSIP: 53948HAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    943924 | PA      | $946319.94    | 0.01%             | 2038-11-15      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION           | M&T Bank Corp                                                                    | CUSIP: 55261FAU8<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |   2973000 | PA      | $2988719.20   | 0.05%             | 2029-01-16      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| Merit                          | MHP 2022-MHIL                                                                    | CUSIP: 55293DAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2440000 | PA      | $2439824.32   | 0.04%             | 2039-01-15      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| MPLX LP                        | MPLX LP                                                                          | CUSIP: 55336VAS9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   5598000 | PA      | $5645682.20   | 0.09%             | 2029-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust | Mariner Finance Issuance Trust 2021-A                                            | CUSIP: 56848DAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1660000 | PA      | $1605180.99   | 0.02%             | 2036-03-20      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| MARS INC                       | Mars Inc                                                                         | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |  12236000 | PA      | $12367132.84  | 0.19%             | 2030-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL         | Marriott International Inc/MD                                                    | CUSIP: 571903BR3<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   6916000 | PA      | $6981380.54   | 0.11%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MOLEX ELECTRONICS TECH         | Molex Electronic Technologies LLC                                                | CUSIP: 60856BAE4<br>LEI: 549300WTBVUFUPSIWI20 | Long             | DBT              | CORP              | US        |   7057000 | PA      | $7088110.36   | 0.11%             | 2028-04-30      | Fixed         | 4.75%                 | 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        |   9750987 | PA      | $9625204.48   | 0.15%             | 2054-06-15      | Variable      | 2.13%                 | No            |                  2 | On Loan: No      |
| MSILF Government Portfolio     | MSILF Government Portfolio                                                       | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |  34510434 | NS      | $34510433.75  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| MTN Commercial Mortgage Trust  | MTN Commercial Mortgage Trust 2022-LPFL                                          | CUSIP: 62475WAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1250000 | PA      | $1249640.88   | 0.02%             | 2039-03-15      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust | Upgrade Master Pass-Thru Trust Series 2025-ST7                                   | CUSIP: 91533RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9937015 | PA      | $9940277.58   | 0.15%             | 2032-11-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| LIMA METRO LINE 2 FIN LT       | Lima Metro Line 2 Finance Ltd                                                    | CUSIP: AZ7194543<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | CORP              | PE        |   1425509 | PA      | $1356031.46   | 0.02%             | 2036-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CENCOSUD SA                    | Cencosud SA                                                                      | CUSIP: AO3440754<br>LEI: 549300NLTGCFV7482429 | Long             | DBT              | CORP              | CL        |   3500000 | PA      | $3486142.80   | 0.05%             | 2027-07-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                    | Corp Nacional del Cobre de Chile                                                 | CUSIP: AO5022774<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |   3900000 | PA      | $3855085.65   | 0.06%             | 2027-08-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| INTERCORP FIN SER INC          | Intercorp Financial Services Inc                                                 | CUSIP: AP5716067<br>LEI: 5299004181WFTEWB1398 | Long             | DBT              | CORP              | PE        |   2668000 | PA      | $2644467.44   | 0.04%             | 2027-10-19      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO             | Morocco Government International Bond                                            | CUSIP: BM9763095<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |   6200000 | PA      | $5954929.25   | 0.09%             | 2027-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MISC CAPITAL TWO LABUAN        | MISC Capital Two Labuan Ltd                                                      | CUSIP: BV5958574<br>LEI: 9845000ED8376T875113 | Long             | DBT              | CORP              | MY        |   5400000 | PA      | $5352960.71   | 0.08%             | 2027-04-06      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Rec | American Credit Acceptance Receivables Trust 2024-4                              | CUSIP: 024945AC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4420750 | PA      | $4422754.02   | 0.07%             | 2028-11-13      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP            | American Tower Corp                                                              | CUSIP: 03027XCN8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |  16522000 | PA      | $16677016.01  | 0.26%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ARDN 2025-ARCP Mortgage Trust  | ARDN 2025-ARCP Mortgage Trust                                                    | CUSIP: 039961AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7260000 | PA      | $7243034.83   | 0.11%             | 2035-06-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                | AREIT 2022-CRE6 Trust                                                            | CUSIP: 04002VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3238554 | PA      | $3243457.66   | 0.05%             | 2037-01-20      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC          | Arrow Electronics Inc                                                            | CUSIP: 04273WAF8<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |   6763000 | PA      | $6839022.34   | 0.11%             | 2029-08-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER CHILE          | Banco Santander Chile                                                            | CUSIP: 05973N2A8<br>LEI: 3YJP8HORPAEXJ80D6368 | Long             | DBT              | CORP              | CL        |   3900000 | PA      | $3853707.00   | 0.06%             | 2030-11-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC         | CNH Industrial Capital LLC                                                       | CUSIP: 12592BAV6<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |  11533000 | PA      | $11389779.63  | 0.18%             | 2030-10-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust            | COMM 2016-COR1 Mortgage Trust                                                    | CUSIP: 12594MBC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $496677.95    | 0.01%             | 2049-10-10      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust            | COMM 2024-277P Mortgage Trust                                                    | CUSIP: 12654FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    891000 | PA      | $929525.41    | 0.01%             | 2044-08-10      | Fixed         | 6.34%                 | 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        |   3284222 | PA      | $3000922.28   | 0.05%             | 2065-05-25      | Variable      | 0.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS               | Connecticut Avenue Securities Trust 2024-R01                                     | CUSIP: 20753UAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4998988 | PA      | $4998986.02   | 0.08%             | 2044-01-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS               | Connecticut Avenue Securities Trust 2024-R02                                     | CUSIP: 20754GAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4469349 | PA      | $4467484.00   | 0.07%             | 2044-02-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| DIAGEO INVESTMENT CORP         | Diageo Investment Corp                                                           | CUSIP: 25245BAC1<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | GB        |   1715000 | PA      | $1751583.57   | 0.03%             | 2030-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T | EFMT 2026-NQM1                                                                   | CUSIP: 26846GAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9871920 | PA      | $9777821.65   | 0.15%             | 2071-02-25      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV           | ENEL Finance International NV                                                    | CUSIP: 29278GBD9<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | IT        |   5164000 | PA      | $5238608.65   | 0.08%             | 2029-06-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| EQUINIX EU 2 FINANCING C       | Equinix Europe 2 Financing Corp LLC                                              | CUSIP: 29390XAG9<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |   2619000 | PA      | $2595736.16   | 0.04%             | 2030-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL          | Evergy Kansas Central Inc                                                        | CUSIP: 30036FAE1<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |  10420000 | PA      | $10473736.04  | 0.16%             | 2028-03-13      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                                | CUSIP: 3136B0PZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1364521 | PA      | $1335501.75   | 0.02%             | 2048-01-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                 | Fannie Mae-Aces                                                                  | CUSIP: 3136BFQY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11380668 | PA      | $10951505.41  | 0.17%             | 2031-03-25      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                                | CUSIP: 3136BVPV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12059595 | PA      | $12124502.31  | 0.19%             | 2055-04-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                                | CUSIP: 3136BVRC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6733583 | PA      | $6768969.47   | 0.11%             | 2054-06-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                                               | CUSIP: 3137HKVA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6658626 | PA      | $6683986.05   | 0.10%             | 2055-04-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                                               | CUSIP: 3137HL5C2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8188891 | PA      | $8231614.56   | 0.13%             | 2054-05-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                                               | CUSIP: 3137HRCW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  22850000 | PA      | $22782757.02  | 0.35%             | 2055-06-25      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 31418FJZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2764659 | PA      | $2804882.41   | 0.04%             | 2045-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                 | CUSIP: 31427MG96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9216962 | PA      | $9385699.76   | 0.15%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FERGUSON ENTERPRISES INC       | Ferguson Enterprises Inc                                                         | CUSIP: 31488VAB3<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |  11565000 | PA      | $11382972.68  | 0.18%             | 2031-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| FONDO MIVIVIENDA SA            | Fondo MIVIVIENDA SA                                                              | CUSIP: 344593AG3<br>LEI: 549300X41PNOK11PZ670 | Long             | DBT              | CORP              | PE        |    450000 | PA      | $450562.50    | 0.01%             | 2031-03-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR            | Freddie Mac STACR REMIC Trust 2024-DNA1                                          | CUSIP: 35564NAX1<br>LEI: 529900N6M839KA246662 | Long             | ABS-MBS          | CORP              | US        |   8348483 | PA      | $8348482.35   | 0.13%             | 2044-02-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust               | GWT 2024-WLF2                                                                    | CUSIP: 362414AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4500000 | PA      | $4505422.95   | 0.07%             | 2041-05-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Trust 2020-GC45                                           | CUSIP: 36258YBH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7458144 | PA      | $7264744.72   | 0.11%             | 2053-02-13      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities  | GS Mortgage-Backed Securities Trust 2026-NQM2                                    | CUSIP: 362972AF8<br>LEI: 254900E217SI2DTJ2F03 | Long             | ABS-MBS          | CORP              | US        |  10451028 | PA      | $10380462.18  | 0.16%             | 2061-11-25      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Government National Mortgage Association                                         | CUSIP: 38385KRD4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  15206761 | PA      | $15195676.50  | 0.24%             | 2055-12-20      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust               | Great Wolf Trust 2024-WOLF                                                       | CUSIP: 39152MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8950000 | PA      | $8956895.98   | 0.14%             | 2039-03-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                                | CUSIP: 404280EK1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    320000 | PA      | $321041.28    | 0.00%             | 2028-11-19      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| HSBC USA INC                   | HSBC USA Inc                                                                     | CUSIP: 40428HA51<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301182.54    | 0.00%             | 2027-03-04      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Home Owner Mortgage Enhanced S | HOMES 2025-NQM3 Trust                                                            | CUSIP: 40446GAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8342336 | PA      | $8389616.92   | 0.13%             | 2070-02-25      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO               | Hewlett Packard Enterprise Co                                                    | CUSIP: 42824CBT5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   6556000 | PA      | $6525086.69   | 0.10%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC        | Imperial Brands Finance PLC                                                      | CUSIP: 45262BAG8<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   3308000 | PA      | $3395514.53   | 0.05%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                     | MFA 2021-NQM2 Trust                                                              | CUSIP: 55283WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7044232 | PA      | $6252051.74   | 0.10%             | 2064-11-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga | MF1 2021-FL7 Ltd                                                                 | CUSIP: 55284AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    717602 | PA      | $718373.70    | 0.01%             | 2036-10-16      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga | MF1 2021-FL7 Ltd                                                                 | CUSIP: 55284AAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12643000 | PA      | $12662432.29  | 0.20%             | 2036-10-16      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga | MF1 2022-FL8 Ltd                                                                 | CUSIP: 55284JAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9674531 | PA      | $9686575.97   | 0.15%             | 2037-02-19      | Floating      | 5.03%                 | 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        |    140070 | PA      | $137108.62    | 0.00%             | 2035-11-25      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2024-NSTB                                         | CUSIP: 61690BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6197597 | PA      | $6119495.78   | 0.09%             | 2057-09-24      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I 2017-HR2                                                | CUSIP: 61691NAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    742458 | PA      | $729708.23    | 0.01%             | 2050-12-15      | Fixed         | 3.33%                 | 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      | $5008.33      | 0.00%             | 2033-11-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust      | Morgan Stanley Bank of America Merrill Lynch Trust 2025-C35                      | CUSIP: 61779CAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    296163 | PA      | $295786.97    | 0.00%             | 2058-08-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM8                         | CUSIP: 61779QAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4728670 | PA      | $4720115.14   | 0.07%             | 2070-09-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust  | NYC Commercial Mortgage Trust 2026-1PARK                                         | CUSIP: 62979QAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7430000 | PA      | $7410520.03   | 0.11%             | 2043-02-15      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO           | National Fuel Gas Co                                                             | CUSIP: 636180BT7<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |   5159000 | PA      | $5279281.88   | 0.08%             | 2030-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL SECS CLEARING         | National Securities Clearing Corp                                                | CUSIP: 637639AQ8<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |   6109000 | PA      | $6170799.50   | 0.10%             | 2030-05-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY        | Nationwide Building Society                                                      | CUSIP: 63861VAJ6<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    460000 | PA      | $465239.20    | 0.01%             | 2027-10-18      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                    | Nutrien Ltd                                                                      | CUSIP: 67077MBA5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |   5776000 | PA      | $5826953.33   | 0.09%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2024-NQM4 Trust                                                              | CUSIP: 67118TAA2<br>LEI: 254900LSNFNEGAD7J679 | Long             | ABS-MBS          | CORP              | US        |   6030743 | PA      | $6066972.51   | 0.09%             | 2064-01-25      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2024-NQM10 Trust                                                             | CUSIP: 67119MAA6<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |  13773767 | PA      | $13916501.77  | 0.22%             | 2064-05-25      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2024-NQM5 Trust                                                              | CUSIP: 67448NAA6<br>LEI: 254900RDM4XSF0B1E373 | Long             | ABS-MBS          | CORP              | US        |   6495616 | PA      | $6534624.52   | 0.10%             | 2064-01-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                    | OCP CLO 2024-31 Ltd                                                              | CUSIP: 67570AAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11000000 | PA      | $10984356.90  | 0.17%             | 2039-04-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                    | OCP CLO 2024-32 Ltd                                                              | CUSIP: 67570CAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  28000000 | PA      | $28018281.20  | 0.43%             | 2037-04-23      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS       | Omega Healthcare Investors Inc                                                   | CUSIP: 681936BK5<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |   3129000 | PA      | $3127553.87   | 0.05%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag | PRPM 2025-NQM6 Trust                                                             | CUSIP: 69383RAK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5531574 | PA      | $5503188.89   | 0.09%             | 2070-12-25      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                    | Paychex Inc                                                                      | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |   4449000 | PA      | $4490759.52   | 0.07%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| RCKT Trust                     | RCKTL 2025-2                                                                     | CUSIP: 74939HAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2411278 | PA      | $2411881.73   | 0.04%             | 2034-11-27      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Retained Vantage Data Centers  | Retained Vantage Data Centers Issuer LLC                                         | CUSIP: 76134KAA2<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-O            | CORP              | US        |   6400000 | PA      | $6386755.84   | 0.10%             | 2048-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR         | Millicom International Cellular SA                                               | CUSIP: AP0969109<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | GT        |   5130000 | PA      | $5084295.29   | 0.08%             | 2028-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BANCO INTERNAC DEL PERU        | Banco Internacional del Peru SAA Interbank                                       | CUSIP: YR0121685<br>LEI: 5493001TRCGXJLRLHN14 | Long             | DBT              | CORP              | PE        |   9100000 | PA      | $9226945.00   | 0.14%             | 2035-04-30      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC             | Dominican Republic International Bond                                            | CUSIP: AM2175637<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   1900000 | PA      | $1914535.00   | 0.03%             | 2027-01-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY           | Paraguay Government International Bond                                           | CUSIP: BJ0956497<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |   1092000 | PA      | $1090635.00   | 0.02%             | 2031-04-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PRUMO PARTICIPACOES E IN       | Prumo Participacoes e Investimentos S/A                                          | CUSIP: ZQ2487259<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |   3778494 | PA      | $3811457.12   | 0.06%             | 2031-12-31      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NBM US HOLDINGS INC            | NBM US Holdings Inc                                                              | CUSIP: AZ8757330<br>LEI: 5493008K1QMSP0J8UC24 | Long             | DBT              | CORP              | BR        |   4800000 | PA      | $4806840.00   | 0.07%             | 2029-08-06      | Fixed         | 6.62%                 | 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        |   1435692 | PA      | $1356982.88   | 0.02%             | 2069-07-15      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                   | NiSource Inc                                                                     | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   3024000 | PA      | $3072783.62   | 0.05%             | 2028-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                    | OCP CLO 2020-20 Ltd                                                              | CUSIP: 670859AK3<br>LEI: 25490028U8Y2XMZWXO46 | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $3002275.80   | 0.05%             | 2037-04-18      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2025-R1 Trust                                                                | CUSIP: 67123GAE5<br>LEI: 254900UIO03AL696QM79 | Long             | ABS-MBS          | CORP              | US        |   8637915 | PA      | $8579061.11   | 0.13%             | 2062-09-25      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2024-NQM18 Trust                                                             | CUSIP: 673913AA7<br>LEI: 254900NK9PNLY9I00149 | Long             | ABS-MBS          | CORP              | US        |  16024996 | PA      | $16074909.26  | 0.25%             | 2064-10-25      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2025-NQM8 Trust                                                              | CUSIP: 67449AAA3<br>LEI: 2549006UJL1L84XG2C80 | Long             | ABS-MBS          | CORP              | US        |  13492321 | PA      | $13548875.76  | 0.21%             | 2065-03-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRU | SoFi Consumer Loan Program 2025-4 Trust                                          | CUSIP: 83405UAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7155434 | PA      | $7145415.30   | 0.11%             | 2035-08-25      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Storm King Park CLO, Ltd       | Storm King Park CLO LTD                                                          | CUSIP: 86217RAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9000000 | PA      | $9007740.00   | 0.14%             | 2037-10-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH            | Suzano Austria GmbH                                                              | CUSIP: 86964WAJ1<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | BR        |  12362000 | PA      | $11498394.14  | 0.18%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TPG Real Estate Finance        | TRTX 2022-FL5 Issuer Ltd                                                         | CUSIP: 87277JAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4255112 | PA      | $4260409.17   | 0.07%             | 2039-02-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| TAL Advantage VII LLC          | TAL Advantage VII LLC                                                            | CUSIP: 87407RAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2112500 | PA      | $2026674.62   | 0.03%             | 2045-09-20      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP           | Targa Resources Corp                                                             | CUSIP: 87612GAT8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |  12092000 | PA      | $11841240.82  | 0.18%             | 2031-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Terwin Mortgage Trust          | Terwin Mortgage Trust Series TMTS 2003-4HE                                       | CUSIP: 881561BV5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    215175 | PA      | $257526.60    | 0.00%             | 2034-09-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Textainer Marine Containers Li | Textainer Marine Containers VII Ltd                                              | CUSIP: 88315LAS7<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | US        |    633333 | PA      | $563479.07    | 0.01%             | 2046-08-20      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                    | Textron Inc                                                                      | CUSIP: 883203CA7<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |   2320000 | PA      | $2273304.46   | 0.04%             | 2029-09-17      | Fixed         | 3.90%                 | 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        |  78926066 | PA      | $706072.59    | 0.01%             | 2050-08-15      | Variable      | 1.07%                 | 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        |  91423855 | PA      | $1116093.27   | 0.02%             | 2051-02-15      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust  | UBS Commercial Mortgage Trust 2018-C11                                           | CUSIP: 90276XAS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    857219 | PA      | $853345.76    | 0.01%             | 2051-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust   | Upstart Securitization Trust 2025-4                                              | CUSIP: 91684AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1616847 | PA      | $1616989.23   | 0.03%             | 2026-11-20      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| ACORE Issuer, LLC              | Acore 2026-FL1 Issuer LLC                                                        | CUSIP: 00485EAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12700000 | PA      | $12715824.20  | 0.20%             | 2043-08-20      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                   | UBS Group AG                                                                     | CUSIP: 225401BC1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1570000 | PA      | $1591016.59   | 0.02%             | 2027-12-22      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Grantor Trust 2025-2                                              | CUSIP: 69545GAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6249344 | PA      | $6254229.28   | 0.10%             | 2032-10-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Grantor Trust 2025-2                                              | CUSIP: 69545GAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7999160 | PA      | $8015676.40   | 0.12%             | 2032-10-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| TPG Real Estate Finance        | TRTX 2022-FL5 Issuer Ltd                                                         | CUSIP: 87277JAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12289000 | PA      | $12304287.52  | 0.19%             | 2039-02-15      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| TPG Real Estate Finance        | TRTX 2025-FL7 Issuer Ltd                                                         | CUSIP: 87277LAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12710000 | PA      | $12728848.93  | 0.20%             | 2043-06-18      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust  | UBS Commercial Mortgage Trust 2017-C2                                            | CUSIP: 90276CAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    118148 | PA      | $116823.45    | 0.00%             | 2050-08-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC          | Uber Technologies Inc                                                            | CUSIP: 90353TAT7<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   2832000 | PA      | $2770939.22   | 0.04%             | 2031-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 91282CAV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 240000000 | PA      | $209231251.20 | 3.25%             | 2030-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust   | UPSTART Securitization Trust 2026-1                                              | CUSIP: 91681BAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6300000 | PA      | $6300855.54   | 0.10%             | 2027-02-22      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust   | Upstart Securitization Trust 2025-4                                              | CUSIP: 91684AAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1455000 | PA      | $1455671.34   | 0.02%             | 2035-11-20      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo | Velocity Commercial Capital Loan Trust 2024-5                                    | CUSIP: 92261ABA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10101927 | PA      | $10060963.73  | 0.16%             | 2054-10-25      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2025-5                                                | CUSIP: 92540XAA9<br>LEI: 213800Z7TIVJRAYLRV98 | Long             | ABS-MBS          | CORP              | US        |  15843897 | PA      | $15906405.87  | 0.25%             | 2070-06-25      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2025-6                                                | CUSIP: 92540YAA7<br>LEI: 213800KZO2G8SSFFDH61 | Long             | ABS-MBS          | CORP              | US        |  10388136 | PA      | $10431252.83  | 0.16%             | 2070-07-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Vibrant CLO Ltd                | Vibrant CLO XIII Ltd                                                             | CUSIP: 92557DAN5<br>LEI: 5493000EYXBYKZ0XIT83 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10013195.00  | 0.16%             | 2038-01-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE         | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6533000 | PA      | $6516249.00   | 0.10%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                   | Voya CLO 2023-1 Ltd                                                              | CUSIP: 92920FAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3500000 | PA      | $3499701.10   | 0.05%             | 2039-01-20      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2024-C63                                   | CUSIP: 94990FAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    684620 | PA      | $688446.15    | 0.01%             | 2057-08-15      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| WENDYS FUNDING LLC             | Wendy's Funding LLC                                                              | CUSIP: 95058XAE8<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |   4608904 | PA      | $4526268.22   | 0.07%             | 2048-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ULTRAPAR INTERNATIONL SA       | Ultrapar International SA                                                        | CUSIP: ZS9300451<br>LEI: 222100CXHWBP3H3SK244 | Long             | DBT              | CORP              | BR        |    200000 | PA      | $199408.25    | 0.00%             | 2029-06-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** DoubleLine Funds Trust

**Signature:** /s/ Ana Alcantara

**Name of Signer:** DoubleLine Funds Trust

**Title:** Vice President