# EDGAR Filing Document

**Accession Number:** 0001480207
**File Stem:** 0001193125-25-296896
**Filing Date:** 2025-11
**Character Count:** 330409
**Document Hash:** 806f07bfc6559bbda48e63e9c9e9316d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-25-296896.hdr.sgml**: 20251125

**ACCESSION NUMBER**: 0001193125-25-296896

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251125

**DATE AS OF CHANGE**: 20251125

**PERIOD START**: 20260331

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22378
- **FILM NUMBER:** 251520242

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Tampa

  - **State:** FL

  - **Foreign country:** US

  - **Zip / Postal Code:** 33602

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

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

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

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

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

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $3517497279.71

**Total Liabilities:** $39728643.36

**Net Assets:** $3477768636.35

**Delayed Delivery Securities:** $17109666.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 3567.000000000000 | **1-Year:** 159208.000000000000 | **5-Year:** 344899.000000000000 | **10-Year:** 34783.000000000000 | **30-Year:** 0.000000000000

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

- **3-Month:** 911.000000000000 | **1-Year:** 18326.000000000000 | **5-Year:** 56861.000000000000 | **10-Year:** 13098.000000000000 | **30-Year:** 3.000000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000132287 | -0.96%               | 3.48%                | 0.35%                |
| Class ID C000132288 | -1.05%               | 3.46%                | 0.39%                |
| Class ID C000213587 | -1.02%               | 3.48%                | 0.35%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-305498.85              | $-3734268.36                               |
| Month 2  | $451988.80               | $18752354.65                               |
| Month 3  | $54073.97                | $-595390.63                                |

**Designated Index Information**

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

- **Index Identifier:** BXIICSTU

### Schedule of Portfolio Investments

| Name                           | Title                                                                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ACHV ABS TRUST                 | ACHV ABS TRUST 2024-2PL                                                          | CUSIP: 00092HAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1919309 | PA      | $1937818.34   | 0.06%             | 2031-10-27      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST                 | ACHV ABS Trust 2024-3AL                                                          | CUSIP: 00092KAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2538018 | PA      | $2562487.35   | 0.07%             | 2031-12-26      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Acres PLC                      | ACRES 2025-FL3 LLC                                                               | CUSIP: 00501DAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6380000 | PA      | $6419868.62   | 0.18%             | 2040-08-18      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Allegro CLO Ltd                | Allegro CLO V-S Ltd                                                              | CUSIP: 01750RAC4<br>LEI: 2138003E5WTFBR7NV267 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10058969.00  | 0.29%             | 2037-07-24      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2006-32CB                                                 | CUSIP: 02147XAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1391786 | PA      | $731566.29    | 0.02%             | 2036-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP            | American Tower Corp                                                              | CUSIP: 03027XCN8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   8173000 | PA      | $8337924.44   | 0.24%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC         | AngloGold Ashanti Holdings PLC                                                   | CUSIP: 03512TAF8<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | ZA        |    200000 | PA      | $193576.51    | 0.01%             | 2028-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Commercial Real E | Arbor Realty Commercial Real Estate Notes 2025-FL1 LLC                           | CUSIP: 03881KAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4200000 | PA      | $4212784.80   | 0.12%             | 2043-01-20      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Avant Credit Card Master Trust | Avant Credit Card Master Trust 2025-1                                            | CUSIP: 05351KAQ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8500000 | PA      | $8487573.85   | 0.24%             | 2031-04-15      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Avant Loans Funding Trust      | Avant Loans Funding Trust 2025-REV1                                              | CUSIP: 05352BAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4038530.00   | 0.12%             | 2034-05-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD       | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | IE        |   2217000 | PA      | $2313226.18   | 0.07%             | 2028-05-04      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                        | BDS 2025-FL15 LLC                                                                | CUSIP: 05556EAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4150000 | PA      | $4165620.60   | 0.12%             | 2043-03-19      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor | Banc of America Funding 2006-7 Trust                                             | CUSIP: 05951KAX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    848121 | PA      | $770928.36    | 0.02%             | 2036-10-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                   | Broadcom Inc                                                                     | CUSIP: 11135FCW9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1513000 | PA      | $1510803.23   | 0.04%             | 2030-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING        | Corebridge Global Funding                                                        | CUSIP: 00138CAU2<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   3529000 | PA      | $3571915.39   | 0.10%             | 2026-07-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust            | Affirm Master Trust                                                              | CUSIP: 00833BAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4500000 | PA      | $4535328.60   | 0.13%             | 2033-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Commercial Mortgage Trust 2025-BCAT                                           | CUSIP: 12433HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3028180 | PA      | $3035371.10   | 0.09%             | 2042-08-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| CBAM CLO Management            | CBAM 2020-13 Ltd                                                                 | CUSIP: 12511AAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $3008452.20   | 0.09%             | 2034-01-20      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE / IRELAND DAC        | Aircastle Ltd / Aircastle Ireland DAC                                            | CUSIP: 00929JAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2239000 | PA      | $2285117.65   | 0.07%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALEN 2021-ACEN Mortgage Trust  | Alen 2021-ACEN Mortgage Trust                                                    | CUSIP: 01449NAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1885562.60   | 0.05%             | 2034-04-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| CEDR Trust                     | CEDR Commercial Mortgage Trust 2022-SNAI                                         | CUSIP: 12524AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3790000 | PA      | $3736642.86   | 0.11%             | 2039-02-15      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trus | CFCRE Commercial Mortgage Trust 2016-C4                                          | CUSIP: 12531YAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12445026 | PA      | $42509.72     | 0.00%             | 2058-05-10      | Variable      | 1.69%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust          | Arroyo Mortgage Trust 2019-2                                                     | CUSIP: 042858AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    330851 | PA      | $322133.48    | 0.01%             | 2049-04-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust          | Arroyo Mortgage Trust 2019-3                                                     | CUSIP: 04285AAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2591217 | PA      | $2496267.91   | 0.07%             | 2048-10-25      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP         | Aviation Capital Group LLC                                                       | CUSIP: 05369AAT8<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   5541000 | PA      | $5538294.27   | 0.16%             | 2030-10-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                        | BDS 2021-FL9 Ltd                                                                 | CUSIP: 05493NAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    668930 | PA      | $669578.64    | 0.02%             | 2038-11-16      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC           | BAT International Finance PLC                                                    | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   1892000 | PA      | $1869383.66   | 0.05%             | 2026-03-25      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Trust 2021-C10                                                             | CUSIP: 05551VBL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  29456500 | PA      | $1470813.12   | 0.04%             | 2054-07-15      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor | Banc of America Funding 2015-R2 Trust                                            | CUSIP: 05990TAK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8481027 | PA      | $7175782.63   | 0.21%             | 2036-09-29      | Floating      | 2.96%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL               | Bank of Montreal                                                                 | CUSIP: 06368L8L3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   3147000 | PA      | $3191747.19   | 0.09%             | 2030-09-10      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2006-20                                          | CUSIP: 12544AAT2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8989898 | PA      | $3206231.74   | 0.09%             | 2037-02-25      | Floating      | 4.92%                 | 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        |   3697163 | PA      | $3344396.58   | 0.10%             | 2066-11-26      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust   | CSMC 2014-USA OA LLC                                                             | CUSIP: 12649AAE9<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   9873828 | PA      | $185.63       | 0.00%             | 2037-09-15      | Variable      | 0.69%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2005-10                                          | CUSIP: 12669GYM7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    630019 | PA      | $523469.79    | 0.02%             | 2035-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi | CARLYLE US CLO 2022-2 LTD                                                        | CUSIP: 143119AL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10040721.00  | 0.29%             | 2038-01-20      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC            | Cheniere Energy Inc                                                              | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |   3221000 | PA      | $3211821.28   | 0.09%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD              | Battalion CLO XXIII Ltd                                                          | CUSIP: 07135LAL0<br>LEI: 54930050XKM90CCQIQ92 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10042591.00  | 0.29%             | 2037-10-15      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP         | Boardwalk Pipelines LP                                                           | CUSIP: 096630AF5<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |   1527000 | PA      | $1530539.05   | 0.04%             | 2027-07-15      | Fixed         | 4.45%                 | 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        |  12858128 | PA      | $397.32       | 0.00%             | 2049-02-10      | Variable      | 1.34%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2017-P7                                      | CUSIP: 17325HBU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10605998 | PA      | $116154.76    | 0.00%             | 2050-04-14      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                                    | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   5775000 | PA      | $5803876.50   | 0.17%             | 2030-09-19      | Variable      | 4.54%                 | 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        |   2031983 | PA      | $1850054.61   | 0.05%             | 2065-05-25      | Variable      | 0.86%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mor | Credit Suisse First Boston Mortgage Securities Corp                              | CUSIP: 2254W0PJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     45015 | PA      | $32621.35     | 0.00%             | 2035-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EDWARDS LIFESCIENCES COR       | Edwards Lifesciences Corp                                                        | CUSIP: 28176EAD0<br>LEI: YA13X31F3V31L8TMPR58 | Long             | DBT              | CORP              | US        |   3094000 | PA      | $3105583.97   | 0.09%             | 2028-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CBAM CLO Management            | CBAM 2017-2 Ltd                                                                  | CUSIP: 12481KAS7<br>LEI: 254900JYLIAZT0YFW632 | Long             | ABS-CBDO         | CORP              | US        |   4500000 | PA      | $4510642.95   | 0.13%             | 2034-07-17      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| CFIP CLO LTD                   | CFIP CLO 2017-1 Ltd                                                              | CUSIP: 12528JAN6<br>LEI: 635400N9HTJKJSK1AS88 | Long             | ABS-CBDO         | CORP              | US        |  10350000 | PA      | $10377075.60  | 0.30%             | 2034-10-18      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC               | COLT 2020-3 Mortgage Loan Trust                                                  | CUSIP: 12597QAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     26395 | PA      | $26114.62     | 0.00%             | 2065-04-27      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2005-28CB                                                 | CUSIP: 12667GWV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    856068 | PA      | $734041.80    | 0.02%             | 2035-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2016-P3                                      | CUSIP: 29429CAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9937008 | PA      | $33833.53     | 0.00%             | 2049-04-15      | Variable      | 1.81%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2016-P4                                      | CUSIP: 29429EAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11708908 | PA      | $71016.87     | 0.00%             | 2049-07-10      | Variable      | 2.04%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2005-62                                                   | CUSIP: 12668ATN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6527549 | PA      | $4998814.82   | 0.14%             | 2035-12-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2005-61                                                   | CUSIP: 12668AVM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1313993 | PA      | $1208743.47   | 0.03%             | 2035-12-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY       | Canadian Pacific Railway Co                                                      | CUSIP: 13645RBJ2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   5448000 | PA      | $5581323.78   | 0.16%             | 2030-03-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi | Carlyle US CLO 2023-3 Ltd                                                        | CUSIP: 14318FAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5000000.00   | 0.14%             | 2038-10-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL          | Evergy Kansas Central Inc                                                        | CUSIP: 30036FAE1<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |   4636000 | PA      | $4695415.12   | 0.14%             | 2028-03-13      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables  | Exeter Automobile Receivables Trust 2024-5                                       | CUSIP: 30165BAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5111749 | PA      | $5114033.39   | 0.15%             | 2028-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                               | CUSIP: 29273VAS9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2422000 | PA      | $2550621.57   | 0.07%             | 2028-12-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                    | Equifax Inc                                                                      | CUSIP: 294429AX3<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |   3072000 | PA      | $3123286.00   | 0.09%             | 2029-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                                | CUSIP: 3136ARSE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1435688 | PA      | $1412429.49   | 0.04%             | 2046-03-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                                | CUSIP: 3136B55J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2507858 | PA      | $2442170.19   | 0.07%             | 2049-09-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                                               | CUSIP: 3137FPCW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1558231 | PA      | $1521125.27   | 0.04%             | 2049-10-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                                               | CUSIP: 3137HHDJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4140574 | PA      | $4146936.69   | 0.12%             | 2054-11-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                                               | CUSIP: 3137HHKF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3877396 | PA      | $3895529.94   | 0.11%             | 2054-03-25      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| FISERV INC                     | Fiserv Inc                                                                       | CUSIP: 337738BM9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   3926000 | PA      | $3984758.13   | 0.11%             | 2030-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables  | Exeter Automobile Receivables Trust 2021-2                                       | CUSIP: 30166RAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8657139 | PA      | $8649111.25   | 0.25%             | 2028-02-15      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                 | CUSIP: 3132DUSC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2909909 | PA      | $2982529.35   | 0.09%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                 | Fannie Mae-Aces                                                                  | CUSIP: 3136BCC73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10912850 | PA      | $10199170.61  | 0.29%             | 2030-11-25      | Variable      | 1.30%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                 | Fannie Mae-Aces                                                                  | CUSIP: 3136BP3J8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2608029 | PA      | $2591372.50   | 0.07%             | 2032-09-25      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                                | CUSIP: 3136BWKS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3795021 | PA      | $3818540.22   | 0.11%             | 2055-06-25      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                                               | CUSIP: 3137HKVA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4588436 | PA      | $4569221.07   | 0.13%             | 2055-04-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 3140J74E2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    446756 | PA      | $464571.47    | 0.01%             | 2045-05-01      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 3140XPPG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4936687 | PA      | $5027268.97   | 0.14%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC           | Freeport-McMoRan Inc                                                             | CUSIP: 35671DCE3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | ID        |   1300000 | PA      | $1292716.46   | 0.04%             | 2028-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor | JP Morgan Chase Commercial Mortgage Securities Trust 2015-JP1                    | CUSIP: 46590KAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8127601 | PA      | $4665.24      | 0.00%             | 2049-01-15      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 31418AKN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    111422 | PA      | $107727.59    | 0.00%             | 2032-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                 | CUSIP: 31427MG96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5119587 | PA      | $5208610.63   | 0.15%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Jack in the Box Funding, LLC   | Jack in the Box Funding LLC                                                      | CUSIP: 466365AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4311825 | PA      | $4276320.14   | 0.12%             | 2049-08-25      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu | JPMBB Commercial Mortgage Securities Trust 2015-C30                              | CUSIP: 46644UBC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2845285 | PA      | $28.45        | 0.00%             | 2048-07-15      | Variable      | 0.12%                 | No            |                  2 | On Loan: No      |
| GCAT                           | GCAT 2020-NQM2 Trust                                                             | CUSIP: 36166RAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2072052 | PA      | $1997796.91   | 0.06%             | 2065-04-25      | Variable      | 2.56%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust               | Great Wolf Trust 2024-WOLF                                                       | CUSIP: 39152MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4250000 | PA      | $4262954.85   | 0.12%             | 2039-03-15      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                                | CUSIP: 404280DQ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $200478.41    | 0.01%             | 2026-11-03      | Variable      | 7.34%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Alternative Loan T | JP Morgan Alternative Loan Trust 2007-S1                                         | CUSIP: 466275AB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2600934 | PA      | $2513178.12   | 0.07%             | 2047-04-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd              | Magnetite Xlii Ltd                                                               | CUSIP: 55955XAA4<br>LEI: 5299008QF7XUGQ5EZC63 | Long             | ABS-CBDO         | CORP              | US        |  20000000 | PA      | $20088490.00  | 0.58%             | 2038-01-25      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC         | Mosaic Solar Loans 2017-1 LLC                                                    | CUSIP: 61946EAA6<br>LEI: 549300ZLA8SW2SVJMN33 | Long             | ABS-O            | CORP              | US        |    436471 | PA      | $423302.51    | 0.01%             | 2042-06-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC         | Mosaic Solar Loan Trust 2020-2                                                   | CUSIP: 61946PAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3834894 | PA      | $3167821.48   | 0.09%             | 2046-08-20      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| COLOSSUS ACQUIRECO LLC         | Colossus Acquireco LLC                                                           | CUSIP: 19682LAB4<br>LEI: 2549009FT92RXWA46910 | Long             | LON              | CORP              | US        |   2155000 | PA      | $2144225.00   | 0.06%             | 2032-07-30      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu | JPMBB Commercial Mortgage Securities Trust 2015-C33                              | CUSIP: 46645JAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5380000 | PA      | $5351421.98   | 0.15%             | 2048-12-15      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor | JPMCC Commercial Mortgage Securities Trust 2019-COR4                             | CUSIP: 48128YAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3553631 | PA      | $3538823.94   | 0.10%             | 2052-03-10      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| KREF 2021-FL2 Ltd              | KREF 2021-FL2 Ltd                                                                | CUSIP: 48275RAE7<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | US        |   7942000 | PA      | $7907674.68   | 0.23%             | 2039-02-15      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC              | Kinder Morgan Inc                                                                | CUSIP: 494553AD2<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   2482000 | PA      | $2538724.27   | 0.07%             | 2029-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER        | Laboratory Corp of America Holdings                                              | CUSIP: 50540RAZ5<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |   3321000 | PA      | $3322786.00   | 0.10%             | 2030-04-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust  | Lendbuzz Securitization Trust 2024-3                                             | CUSIP: 52609YAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2157567 | PA      | $2159996.07   | 0.06%             | 2029-10-15      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Nassau 2018-I Ltd.             | Nassau 2018-I Ltd                                                                | CUSIP: 63170MAA1<br>LEI: 5493003RNMF4L18JF715 | Long             | ABS-CBDO         | CORP              | US        |   3609279 | PA      | $3611923.57   | 0.10%             | 2031-07-15      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC              | NatWest Group PLC                                                                | CUSIP: 639057AS7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   3424000 | PA      | $3488398.97   | 0.10%             | 2030-08-15      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC             | Dominican Republic International Bond                                            | CUSIP: BU6194684<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   1200000 | PA      | $1227300.00   | 0.04%             | 2029-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EMPRESA ELECTRICA ANGAMO       | Empresa Electrica Angamos SA                                                     | CUSIP: EK6194873<br>LEI: 529900PQ7VWZL30RZ733 | Long             | DBT              | CORP              | CL        |    454878 | PA      | $414159.14    | 0.01%             | 2029-05-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| INRETAIL SHOPPIN               | InRetail Shopping Malls                                                          | CUSIP: AR9465592<br>LEI: 254900340JT2D5SHMA49 | Long             | DBT              | CORP              | PE        |   1100000 | PA      | $1104545.20   | 0.03%             | 2028-04-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                            | BXIICS2E INDEX SWAP 072326                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $717678.58    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BXIICS2E INDEX SWAP 100225                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $5272836.24   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BXIICS2E INDEX SWAP 020326                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $4892758.28   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL         | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   5288000 | PA      | $5346526.26   | 0.15%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                   | NiSource Inc                                                                     | CUSIP: 65473PAS4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   1093000 | PA      | $1127845.09   | 0.03%             | 2029-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| JSW INFRASTRUCTURE             | JSW Infrastructure Ltd                                                           | CUSIP: BT5111013<br>LEI: 3358003E3YFK92C9WX80 | Long             | DBT              | CORP              | IN        |    700000 | PA      | $703473.57    | 0.02%             | 2029-01-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2025-NQM7 Trust                                                              | CUSIP: 67121DAA2<br>LEI: 2549008GB179CC65SK60 | Long             | ABS-MBS          | CORP              | US        |   4099131 | PA      | $4141423.67   | 0.12%             | 2055-05-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                      | ONEOK Inc                                                                        | CUSIP: 682680CC5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   2526000 | PA      | $2525302.60   | 0.07%             | 2029-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GF II             | Pacific Life Global Funding II                                                   | CUSIP: 6944PL2G3<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |    314000 | PA      | $314890.78    | 0.01%             | 2026-06-04      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE       | Petrobras Global Finance BV                                                      | CUSIP: 71647NAY5<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | BR        |    950000 | PA      | $969414.32    | 0.03%             | 2028-01-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS       | Public Service Enterprise Group Inc                                              | CUSIP: 744573AV8<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |   2343000 | PA      | $2426472.30   | 0.07%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS       | Public Service Enterprise Group Inc                                              | CUSIP: 744573AW6<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |   2654000 | PA      | $2782321.94   | 0.08%             | 2028-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securities C | RASC Series 2004-KS7 Trust                                                       | CUSIP: 76110WB88<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3525866 | PA      | $3462512.92   | 0.10%             | 2034-08-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Residential Mortgage Loan Trus | Residential Mortgage Loan Trust 2019-2                                           | CUSIP: 76119DAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2885121 | PA      | $2872039.10   | 0.08%             | 2059-05-25      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| Retained Vantage Data Centers  | Retained Vantage Data Centers Issuer LLC                                         | CUSIP: 76134KAA2<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5009575.50   | 0.14%             | 2048-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC         | Roper Technologies Inc                                                           | CUSIP: 776696AK2<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    716000 | PA      | $719525.15    | 0.02%             | 2028-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO            | Sherwin-Williams Co/The                                                          | CUSIP: 824348BS4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |   1302000 | PA      | $1315068.92   | 0.04%             | 2028-03-01      | Fixed         | 4.55%                 | 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        |    943603 | PA      | $930856.77    | 0.03%             | 2030-05-25      | Variable      | 9.72%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD            | Sound Point CLO XXVI Ltd                                                         | CUSIP: 83614XAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  20000000 | PA      | $20039716.00  | 0.58%             | 2034-07-20      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Start Ltd.                     | Start Ltd/Bermuda                                                                | CUSIP: 85572RAA7<br>LEI: 549300VIQYFIDJQCKZ43 | Long             | ABS-O            | CORP              | US        |   1424199 | PA      | $1427443.64   | 0.04%             | 2043-05-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mor | Structured Adjustable Rate Mortgage Loan Trust                                   | CUSIP: 863579G51<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    901236 | PA      | $837778.71    | 0.02%             | 2035-12-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPER LP        | Sun Communities Operating LP                                                     | CUSIP: 866677AF4<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |   1263000 | PA      | $1194557.74   | 0.03%             | 2028-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION              | Sysco Corp                                                                       | CUSIP: 871829BU0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   2525000 | PA      | $2604666.50   | 0.07%             | 2030-09-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS       | Targa Resources Partners LP / Targa Resources Partners Finance Corp              | CUSIP: 87612BBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3997000 | PA      | $4071876.60   | 0.12%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Thunderbolt Aircraft Lease Lim | Thunderbolt II Aircraft Lease Ltd                                                | CUSIP: 886065AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3859569 | PA      | $3867037.34   | 0.11%             | 2038-09-15      | Variable      | 5.96%                 | 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        |  15217195 | PA      | $15009635.50  | 0.43%             | 2027-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2016-NXS6                                  | CUSIP: 95000KBE4<br>LEI: 549300CFP9NBBMZH1008 | Long             | ABS-MBS          | CORP              | US        |  19849446 | PA      | $99937.99     | 0.00%             | 2049-11-15      | Variable      | 1.68%                 | No            |                  2 | On Loan: No      |
| GRUPO INVERSIONES SURAME       | Grupo de Inversiones Suramericana SA                                             | CUSIP: JK9340882<br>LEI: 549300AC1Q176TZL0305 | Long             | DBT              | CORP              | CO        |    254000 | PA      | $254678.18    | 0.01%             | 2026-04-29      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ARAMARK SERVICES INC           | Aramark Services Inc                                                             | CUSIP: 03852JAV3<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |    315176 | PA      | $316291.35    | 0.01%             | 2030-06-24      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINME          | Six Flags Entertainment Corp                                                     | CUSIP: 15018LAN1<br>LEI: 529900AS2CYWYFHRS781 | Long             | LON              | CORP              | US        |   1574100 | PA      | $1566229.50   | 0.05%             | 2031-05-01      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| BURLINGTON COAT FACTORY        | Burlington Coat Factory Warehouse Corp                                           | CUSIP: 121575AL8<br>LEI: 549300SIFDMGE3Y2SW49 | Long             | LON              | CORP              | US        |   2520837 | PA      | $2527139.44   | 0.07%             | 2031-09-19      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| SOLSTICE ADVANCED MATERI       | Solstice Advanced Materials Inc                                                  | CUSIP: N/A<br>LEI: 2138004GZ4H9TW6HK435       | Long             | LON              | CORP              | US        |    905000 | PA      | $907267.03    | 0.03%             | 2032-09-16      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| FENIX POWER PERU SA            | Fenix Power Peru SA                                                              | CUSIP: AP1549645<br>LEI: 549300VBTI7WLU4G4642 | Long             | DBT              | CORP              | PE        |    218824 | PA      | $217429.75    | 0.01%             | 2027-09-20      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| INRETAIL CONSUMER              | InRetail Consumer                                                                | CUSIP: BO5432337<br>LEI: 254900BI1YXHZ31NSP51 | Long             | DBT              | CORP              | PE        |    600000 | PA      | $583946.22    | 0.02%             | 2028-03-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INTERCORP FIN SER INC          | Intercorp Financial Services Inc                                                 | CUSIP: AP5716067<br>LEI: 5299004181WFTEWB1398 | Long             | DBT              | CORP              | PE        |    750000 | PA      | $746436.23    | 0.02%             | 2027-10-19      | Fixed         | 4.12%                 | 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        |   1215779 | PA      | $1241459.90   | 0.04%             | 2031-12-31      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                            | BXIICS2E INDEX SWAP 040926                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $3121220.27   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| ACREC LLC                      | Acrec 2025 Fl 3 LLC                                                              | CUSIP: 00112HAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4800000 | PA      | $4816776.00   | 0.14%             | 2042-08-18      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD       | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | IE        |   2518000 | PA      | $2583969.38   | 0.07%             | 2030-05-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Trust 2025-ROIC                                                               | CUSIP: 05593VAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2251220 | PA      | $2249100.83   | 0.06%             | 2030-03-15      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus | BRAVO Residential Funding Trust 2021-NQM2                                        | CUSIP: 10569EAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    990245 | PA      | $968496.34    | 0.03%             | 2060-03-25      | Variable      | 1.44%                 | No            |                  2 | On Loan: No      |
| Bridge Street CLO Ltd          | Bridge Street CLO I Ltd                                                          | CUSIP: 10805YAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6000000 | PA      | $6032418.60   | 0.17%             | 2037-07-20      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                   | Broadcom Inc                                                                     | CUSIP: 11135FBB6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1420000 | PA      | $1417872.68   | 0.04%             | 2025-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Trust 2021-RISE                                                               | CUSIP: 12434EAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4835282 | PA      | $4831172.93   | 0.14%             | 2036-11-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust   | CD 2017-CD3 Mortgage Trust                                                       | CUSIP: 12515GAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  40461814 | PA      | $361898.56    | 0.01%             | 2050-02-10      | Variable      | 1.08%                 | No            |                  2 | On Loan: No      |
| Carval CLO LTD                 | Carval Clo X-C Ltd                                                               | CUSIP: 146918AA5<br>LEI: 254900DAR7W0XP2CHD65 | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $4020671.60   | 0.12%             | 2037-07-20      | Floating      | 5.79%                 | 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      | $10044540.00  | 0.29%             | 2038-01-20      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| CHILE ELEC PEC SPA             | Chile Electricity PEC SpA                                                        | CUSIP: 168831AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |   2364411 | PA      | $2136836.68   | 0.06%             | 2028-01-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issu | GreenSky Home Improvement Issuer Trust 2025-2                                    | CUSIP: 39571VAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2097172 | PA      | $2111715.90   | 0.06%             | 2060-06-25      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2024-NQM16 Trust                                                             | CUSIP: 67120GAA6<br>LEI: 254900AIRPH5Q5COT575 | Long             | ABS-MBS          | CORP              | US        |  12496802 | PA      | $12597526.04  | 0.36%             | 2064-10-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2020-EXP2 Trust                                                              | CUSIP: 67448VAM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    342865 | PA      | $287681.21    | 0.01%             | 2060-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC               | Ryder System Inc                                                                 | CUSIP: 78355HLC1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    731000 | PA      | $748859.57    | 0.02%             | 2029-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co  | Sierra Timeshare 2021-2 Receivables Funding LLC                                  | CUSIP: 82652RAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    557767 | PA      | $550317.58    | 0.02%             | 2038-09-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2025-5                                                | CUSIP: 92540XAA9<br>LEI: 213800Z7TIVJRAYLRV98 | Long             | ABS-MBS          | CORP              | US        |   6753177 | PA      | $6809166.21   | 0.20%             | 2070-06-25      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Wellington Management CLO      | Wellington Management Clo 4 Ltd                                                  | CUSIP: 94957LAA7<br>LEI: 213800VJVBC3KZIDZU56 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10012630.00  | 0.29%             | 2038-04-18      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2022-ONL                                   | CUSIP: 95003WAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5250000 | PA      | $5062704.68   | 0.15%             | 2039-12-15      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| BPRL INTERNATIONAL SINGA       | BPRL International Singapore Pte Ltd                                             | CUSIP: AM0189861<br>LEI: 875500AQ853IMLV4TX18 | Long             | DBT              | CORP              | IN        |    700000 | PA      | $699875.68    | 0.02%             | 2027-01-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                 | NRG Energy Inc                                                                   | CUSIP: 62937NBC0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | LON              | CORP              | US        |   3696669 | PA      | $3701179.12   | 0.11%             | 2031-04-16      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| API GROUP DE INC               | APi Group DE Inc                                                                 | CUSIP: 00186XAN3<br>LEI: 549300XP4G7B4QYA0G83 | Long             | LON              | CORP              | US        |   2947114 | PA      | $2948336.97   | 0.08%             | 2029-01-03      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| VERTIV GROUP CORP              | Vertiv Group Corp                                                                | CUSIP: 92537EAG3<br>LEI: 549300ZT8RQ5VK10E643 | Long             | LON              | CORP              | US        |   1775000 | PA      | $1779135.75   | 0.05%             | 2032-08-12      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                | Cemex SAB de CV                                                                  | CUSIP: BP9277479<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |   1400000 | PA      | $1395190.44   | 0.04%             | 2026-06-08      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| MANUF & TRADERS TRUST CO       | Manufacturers & Traders Trust Co                                                 | CUSIP: 55279HAV2<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250214.90    | 0.01%             | 2026-01-27      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investo | Merrill Lynch Mortgage Investors Trust Series 2006-AF1                           | CUSIP: 59023RAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1160302 | PA      | $435010.76    | 0.01%             | 2036-08-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MINERVA LUXEMBOURG SA          | Minerva Luxembourg SA                                                            | CUSIP: AQ3244920<br>LEI: 222100NM3G3RCPGZ2Z17 | Long             | DBT              | CORP              | BR        |    900000 | PA      | $901134.00    | 0.03%             | 2028-01-19      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MASTR Adjustable Rate Mortgage | MASTR Adjustable Rate Mortgages Trust 2006-OA2                                   | CUSIP: 55275NAM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1003975 | PA      | $957223.16    | 0.03%             | 2046-12-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga | MF1 2025-FL17 LLC                                                                | CUSIP: 55287HAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7220000 | PA      | $7235905.66   | 0.21%             | 2040-02-18      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust      | MSBAM Commercial Mortgage Securities Trust 2012-CKSV                             | CUSIP: 553514AQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9169042 | PA      | $5898444.78   | 0.17%             | 2030-10-15      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL         | Marriott International Inc/MD                                                    | CUSIP: 571903BR3<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   3076000 | PA      | $3134173.40   | 0.09%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Alternative Note | Merrill Lynch Alternative Note Asset Trust Series 2007-F1                        | CUSIP: 59023YAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    330579 | PA      | $105886.30    | 0.00%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2019-PLND                                         | CUSIP: 61691XAQ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1331000 | PA      | $102719.93    | 0.00%             | 2036-05-15      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust      | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C28                      | CUSIP: 61766LBT5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13004090 | PA      | $11626.96     | 0.00%             | 2049-01-15      | Variable      | 1.28%                 | No            |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I  | RFMSI Series 2007-S1 Trust                                                       | CUSIP: 749581AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3276658 | PA      | $2457182.94   | 0.07%             | 2037-01-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In | RALI Series 2007-QS9 Trust                                                       | CUSIP: 75116FBH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    585780 | PA      | $484211.47    | 0.01%             | 2037-07-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REYNOLDS CONSUMER PRODUC       | Reynolds Consumer Products LLC                                                   | CUSIP: 76171JAE1<br>LEI: 549300DWNZYMOSR1X343 | Long             | LON              | CORP              | US        |   2083987 | PA      | $2092062.36   | 0.06%             | 2032-03-04      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC            | Resideo Funding Inc                                                              | CUSIP: 76090LAM6<br>LEI: 5493000IFJ6XJKH66598 | Long             | LON              | CORP              | US        |   1015000 | PA      | $1016588.48   | 0.03%             | 2032-08-13      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| MONG DUONG FIN HLDGS BV        | Mong Duong Finance Holdings BV                                                   | CUSIP: AZ8065700<br>LEI: 549300995KGQFMWSV879 | Long             | DBT              | CORP              | VN        |    508200 | PA      | $503272.53    | 0.01%             | 2029-05-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                            | BXIICS2E INDEX SWAP 071626                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $790582.65    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBC8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1374000 | PA      | $1423988.88   | 0.04%             | 2028-06-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC       | Agilent Technologies Inc                                                         | CUSIP: 00846UAQ4<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    306000 | PA      | $306429.20    | 0.01%             | 2027-09-09      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2007-8CB                                                  | CUSIP: 02150FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3992449 | PA      | $1968092.40   | 0.06%             | 2037-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                            | BXIICS2E INDEX SWAP 021826                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $1129407.69   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BXIICS2E INDEX SWAP 061726                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $1522037.21   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2007-12T1                                                 | CUSIP: 02150LAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9652930 | PA      | $4256313.92   | 0.12%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO            | American Express Co                                                              | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   3764000 | PA      | $3824658.67   | 0.11%             | 2029-04-25      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| N/A                            | BXIICS2E INDEX SWAP 082726                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $434506.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BXIICS2E INDEX SWAP 090226                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $153867.10    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American Home Mortgage Investm | American Home Mortgage Investment Trust 2004-2                                   | CUSIP: 02660TBF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1806465 | PA      | $1718420.10   | 0.05%             | 2044-02-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL         | American International Group Inc                                                 | CUSIP: 026874DW4<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1279554.16   | 0.04%             | 2030-05-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| arbor multifamily mortgage sec | Arbor Multifamily Mortgage Securities Trust 2021-MF2                             | CUSIP: 03881VBA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 111577928 | PA      | $5252731.78   | 0.15%             | 2054-06-15      | Variable      | 1.21%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC          | Arrow Electronics Inc                                                            | CUSIP: 04273WAF8<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |   3347000 | PA      | $3427593.75   | 0.10%             | 2029-08-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING          | Athene Global Funding                                                            | CUSIP: 04685A4C2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1679000 | PA      | $1693635.91   | 0.05%             | 2029-10-08      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| ATLASSIAN CORPORATION          | Atlassian Corp                                                                   | CUSIP: 049468AA9<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |   2480000 | PA      | $2550485.84   | 0.07%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AVERY DENNISON CORP            | Avery Dennison Corp                                                              | CUSIP: 053611AJ8<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |    565000 | PA      | $574773.34    | 0.02%             | 2028-12-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC           | BAT International Finance PLC                                                    | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   2221000 | PA      | $2333625.31   | 0.07%             | 2029-02-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BCAP LLC Trust                 | BCAP LLC 2012-RR1 Trust                                                          | CUSIP: 05534DAR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1149757 | PA      | $749168.73    | 0.02%             | 2035-10-26      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Commercial Mortgage Trust 2021-ACNT                                           | CUSIP: 05609QAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2301475 | PA      | $2301308.01   | 0.07%             | 2038-11-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO DEL PER       | Banco de Credito del Peru S.A.                                                   | CUSIP: 05971V2D6<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |    200000 | PA      | $196816.40    | 0.01%             | 2031-09-30      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                             | CUSIP: 06051GMK2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5055000 | PA      | $5149348.64   | 0.15%             | 2029-01-24      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                   | Broadcom Inc                                                                     | CUSIP: 11135FCB5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1441000 | PA      | $1448555.60   | 0.04%             | 2030-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2005-23CB                                                 | CUSIP: 12667GMY6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    243063 | PA      | $197452.10    | 0.01%             | 2035-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC             | Coterra Energy Inc                                                               | CUSIP: 127097AG8<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    344000 | PA      | $341905.92    | 0.01%             | 2027-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| College Ave Student Loans      | College Avenue Student Loans LLC                                                 | CUSIP: 194204AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    482934 | PA      | $471574.49    | 0.01%             | 2046-11-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA             | Credit Agricole SA                                                               | CUSIP: 22535WAP2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   3114000 | PA      | $3174353.59   | 0.09%             | 2029-01-09      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mor | CSFB Mortgage-Backed Pass-Through Certificates Series 2004-8                     | CUSIP: 22541SX29<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2447 | PA      | $1706.51      | 0.00%             | 2019-12-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA         | Daimler Truck Finance North America LLC                                          | CUSIP: 233853BG4<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | DE        |   2137000 | PA      | $2142925.32   | 0.06%             | 2027-08-12      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-A Securities INC  | Deutsche Alt-A Securities Mortgage Loan Trust Series 2006-AR4                    | CUSIP: 25150PAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6261057 | PA      | $2149963.63   | 0.06%             | 2036-12-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-A Securities INC  | Deutsche Alt-A Securities Mortgage Loan Trust Series 2006-AR4                    | CUSIP: 25150PAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4154600 | PA      | $1314361.26   | 0.04%             | 2036-12-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Eldridge CLO Ltd               | Eldridge CLO 2025-1 Ltd                                                          | CUSIP: 284913AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7500000 | PA      | $7500000.00   | 0.22%             | 2038-10-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT       | Element Fleet Management Corp                                                    | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   2585000 | PA      | $2638171.18   | 0.08%             | 2030-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV           | Enel Finance International NV                                                    | CUSIP: 29278GBD9<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | IT        |   2478000 | PA      | $2539305.99   | 0.07%             | 2029-06-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP         | Extra Space Storage LP                                                           | CUSIP: 30225VAK3<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   4842000 | PA      | $5050705.89   | 0.15%             | 2030-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                                | CUSIP: 3136BTJ20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2900501 | PA      | $2926490.25   | 0.08%             | 2054-12-25      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                                | CUSIP: 3136BTXB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1778604 | PA      | $1796473.91   | 0.05%             | 2054-12-25      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 3140XMXN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3982116 | PA      | $4113505.04   | 0.12%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust           | FREMF 2016-KF18 Mortgage Trust                                                   | CUSIP: 30294VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2433468 | PA      | $2424949.12   | 0.07%             | 2026-05-25      | Floating      | 9.97%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust           | FREMF 2017-K67 Mortgage Trust                                                    | CUSIP: 30300YAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 124762277 | PA      | $207292.52    | 0.01%             | 2049-09-25      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust           | FREMF 2019-KF69 Mortgage Trust                                                   | CUSIP: 30313LAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    878676 | PA      | $846027.66    | 0.02%             | 2029-08-25      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 31418EUL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3538563 | PA      | $3594473.06   | 0.10%             | 2043-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust | HarborView Mortgage Loan Trust 2006-1                                            | CUSIP: 41161PA86<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1884206 | PA      | $1745343.91   | 0.05%             | 2036-03-19      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| GCAT                           | GCAT 2025-NQM1 Trust                                                             | CUSIP: 36171GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  21798353 | PA      | $21940862.33  | 0.63%             | 2069-11-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC            | Global Payments Inc                                                              | CUSIP: 37940XAN2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1304292.91   | 0.04%             | 2029-08-15      | Fixed         | 5.30%                 | 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        |   2244976 | PA      | $2153633.66   | 0.06%             | 2040-10-17      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| FRONERI US INC                 | Froneri US Inc                                                                   | CUSIP: G3679YAK8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    441415 | PA      | $438749.23    | 0.01%             | 2031-09-30      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust             | HERO Funding Trust 2016-1                                                        | CUSIP: 42770VAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    547242 | PA      | $529972.61    | 0.02%             | 2041-09-20      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Tru | IndyMac INDX Mortgage Loan Trust 2006-AR5                                        | CUSIP: 45661ECM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    535605 | PA      | $518070.46    | 0.01%             | 2036-05-25      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| DBS GROUP HOLDINGS LTD         | DBS Group Holdings Ltd                                                           | CUSIP: BO3306350<br>LEI: 5493007FKT78NKPM5V55 | Long             | DBT              | CORP              | SG        |   1600000 | PA      | $1581630.53   | 0.05%             | 2031-03-10      | Variable      | 1.82%                 | No            |                  2 | On Loan: No      |
| ADANI INTERNATIONAL CONT       | Adani International Container Terminal Pvt Ltd                                   | CUSIP: BN0450864<br>LEI: 335800J4SLERP6S94P28 | Long             | DBT              | CORP              | IN        |    400000 | PA      | $368315.84    | 0.01%             | 2031-02-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ANTOFAGASTA PLC                | Antofagasta PLC                                                                  | CUSIP: ZO8608382<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | CL        |    600000 | PA      | $544254.00    | 0.02%             | 2030-10-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| GUARA NORTE SARL               | Guara Norte Sarl                                                                 | CUSIP: BN9870989<br>LEI: 549300U2I4L03BBA3485 | Long             | DBT              | CORP              | BR        |    998777 | PA      | $979054.04    | 0.03%             | 2034-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                 | 1011778 BC ULC                                                                   | CUSIP: C6901LAM9<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |   3713457 | PA      | $3705714.16   | 0.11%             | 2030-09-23      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| DYNASTY ACQUISITION CO I       | Dynasty Acquisition Co Inc                                                       | CUSIP: 26812CAN6<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |    691989 | PA      | $693037.69    | 0.02%             | 2031-10-31      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| DYNASTY ACQUISITION CO I       | Dynasty Acquisition Co Inc                                                       | CUSIP: 26812CAP1<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |    263211 | PA      | $263609.43    | 0.01%             | 2031-10-31      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| BANCO INDUSTRIAL SA            | Banco Industrial SA/Guatemala                                                    | CUSIP: BN7034463<br>LEI: 529900GF99QF67JEQU85 | Long             | DBT              | CORP              | GT        |   1500000 | PA      | $1497750.00   | 0.04%             | 2031-01-29      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS         | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX     | CUSIP: ZR4850809<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |   1800000 | PA      | $1805059.80   | 0.05%             | 2034-09-13      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| INVEPAR A-1 EQUITY LINKED NOTE | INVEPAR A-1 EQUITY LINKED NOTE                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | BR        |     35034 | PA      | $0.00         | 0.00%             | 2028-12-30      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| BANK NEGARA INDONESIA          | Bank Negara Indonesia Persero Tbk PT                                             | CUSIP: BO7338565<br>LEI: 549300HZ8J3MLVXQ8F85 | Long             | DBT              | CORP              | ID        |   1600000 | PA      | $1589065.33   | 0.05%             | 2026-03-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                        | BDS 2022-FL11 LLC                                                                | CUSIP: 054980AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1397651 | PA      | $1399603.74   | 0.04%             | 2039-03-19      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO DEL PER       | Banco de Credito del Peru S.A.                                                   | CUSIP: 05971U2D8<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |   1500000 | PA      | $1476123.00   | 0.04%             | 2031-09-30      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL         | Banque Federative du Credit Mutuel SA                                            | CUSIP: 06675DCR1<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   4057000 | PA      | $4095483.36   | 0.12%             | 2028-10-16      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                        | BDS 2021-FL10 Ltd                                                                | CUSIP: 07335YAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4585952 | PA      | $4602654.46   | 0.13%             | 2036-12-16      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2025-C32                                                    | CUSIP: 07337AAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  55544703 | PA      | $4673309.16   | 0.13%             | 2062-02-15      | Variable      | 1.36%                 | No            |                  2 | On Loan: No      |
| BANCO NACIONAL COM EXT         | Banco Nacional de Comercio Exterior SNC/Cayman Islands                           | CUSIP: BQ7269484<br>LEI: 4469000001BL6VG3DH44 | Long             | DBT              | CORP              | MX        |   1300000 | PA      | $1271790.13   | 0.04%             | 2031-08-11      | Variable      | 2.72%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP               | BAT Capital Corp                                                                 | CUSIP: 05526DBN4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | GB        |    139000 | PA      | $141748.99    | 0.00%             | 2030-04-02      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| BCAP LLC Trust                 | BCAP LLC 2009-RR4 Trust                                                          | CUSIP: 05531RAR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6611571 | PA      | $2167554.00   | 0.06%             | 2037-03-26      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Banc of America Mortgage Secur | Banc of America Mortgage 2005-I Trust                                            | CUSIP: 05949CHU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    824710 | PA      | $779701.52    | 0.02%             | 2035-10-25      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor | Banc of America Funding 2015-R2 Trust                                            | CUSIP: 05990TBE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1654621 | PA      | $1547213.38   | 0.04%             | 2036-03-27      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| Citimortgage Alternative Loan  | CitiMortgage Alternative Loan Trust Series 2007-A5                               | CUSIP: 12566WAK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    494239 | PA      | $445333.53    | 0.01%             | 2037-05-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust            | COMM 2015-LC21 Mortgage Trust                                                    | CUSIP: 12593FBG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    204280 | PA      | $202799.29    | 0.01%             | 2048-07-10      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus | CSAIL 2016-C6 Commercial Mortgage Trust                                          | CUSIP: 12636MAG3<br>LEI: 549300C2HE5FJAWYZL57 | Long             | ABS-MBS          | CORP              | US        |   2458834 | PA      | $2157.87      | 0.00%             | 2049-01-15      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                    | Citibank NA                                                                      | CUSIP: 17325FBN7<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   4816000 | PA      | $4860938.29   | 0.14%             | 2027-05-29      | Fixed         | 4.58%                 | 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        |   2899807 | PA      | $2900886.99   | 0.08%             | 2044-01-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortg | DBJPM 16-C1 Mortgage Trust                                                       | CUSIP: 23312LAW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15210922 | PA      | $2775.99      | 0.00%             | 2049-05-10      | Variable      | 1.55%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer LLC            | DataBank Issuer                                                                  | CUSIP: 23802WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $3952051.20   | 0.11%             | 2051-02-27      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| DIGICEL GROUP HOLDINGS         | Digicel Group Holdings Ltd                                                       | CUSIP: 25381HAR9<br>LEI: N/A                  | Long             | DBT              | CORP              | JM        |    198552 | PA      | $1281.40      | 0.00%             | 2030-12-31      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Dividend Solar Loans LLC       | Dividend Solar Loans 2018-2 LLC                                                  | CUSIP: 255387AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1871981 | PA      | $1724238.33   | 0.05%             | 2038-12-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                                | CUSIP: 3136AJEU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1727185 | PA      | $1707858.21   | 0.05%             | 2044-03-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                                | CUSIP: 3136BTFZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3500040 | PA      | $3504456.00   | 0.10%             | 2054-11-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                                               | CUSIP: 3137HL5C2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5401699 | PA      | $5415027.09   | 0.16%             | 2054-05-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 3138EKJ97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    713314 | PA      | $739308.16    | 0.02%             | 2042-11-01      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                 | CUSIP: 31427MS28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4747844 | PA      | $4825997.51   | 0.14%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Trust 2016-GS3                                            | CUSIP: 36251PAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  22411301 | PA      | $113900.96    | 0.00%             | 2049-10-10      | Variable      | 1.28%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Corp Trust 2018-TWR                                       | CUSIP: 36251SAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $417375.00    | 0.01%             | 2031-07-15      | Floating      | 8.37%                 | No            |                  2 | On Loan: No      |
| Greystone Commercial Real Esta | Greystone CRE Notes 2021-FL3 Ltd                                                 | CUSIP: 39809PAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    215588 | PA      | $216240.69    | 0.01%             | 2039-07-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Greystone Commercial Real Esta | Greystone CRE Notes 2021-FL3 Ltd                                                 | CUSIP: 39809PAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10700000 | PA      | $10648821.90  | 0.31%             | 2039-07-15      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor | J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-NLP                  | CUSIP: 466317AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6153490 | PA      | $6069072.87   | 0.17%             | 2037-04-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC               | LPL Holdings Inc                                                                 | CUSIP: 50212YAC8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   1632000 | PA      | $1629282.31   | 0.05%             | 2027-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY        | Nationwide Building Society                                                      | CUSIP: 63861VAJ6<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    261000 | PA      | $266979.07    | 0.01%             | 2027-10-18      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG       | New York Life Global Funding                                                     | CUSIP: 64952WFF5<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    418000 | PA      | $426093.97    | 0.01%             | 2029-01-29      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                   | NiSource Inc                                                                     | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   1347000 | PA      | $1382844.63   | 0.04%             | 2028-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC              | PRPM 2025-NQM2 Trust                                                             | CUSIP: 693983AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  25154148 | PA      | $25402761.29  | 0.73%             | 2070-04-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In | RALI Series 2007-QS4 Trust                                                       | CUSIP: 74923HAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    998383 | PA      | $863363.31    | 0.02%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In | RALI Series 2007-QS4 Trust                                                       | CUSIP: 74923HAT8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1243232 | PA      | $1075070.24   | 0.03%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Reach Financial LLC            | Reach ABS Trust 2025-1                                                           | CUSIP: 75525PAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2824633 | PA      | $2833101.60   | 0.08%             | 2032-08-16      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO             | Sonoco Products Co                                                               | CUSIP: 835495AQ5<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |   1635000 | PA      | $1637800.54   | 0.05%             | 2026-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| TPG Real Estate Finance        | TRTX 2022-FL5 Issuer Ltd                                                         | CUSIP: 87277JAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5013335.00   | 0.14%             | 2039-02-15      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 912828ZV5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4900000 | PA      | $4642271.47   | 0.13%             | 2027-06-30      | Fixed         | 0.50%                 | 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        |   3474572 | PA      | $3516957.18   | 0.10%             | 2032-06-15      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo | Velocity Commercial Capital Loan Trust 2021-1                                    | CUSIP: 92259TAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2124803 | PA      | $1729672.94   | 0.05%             | 2051-05-25      | Variable      | 2.26%                 | No            |                  2 | On Loan: No      |
| ULTRAPAR INTERNATIONL SA       | Ultrapar International SA                                                        | CUSIP: QZ7451151<br>LEI: 222100CXHWBP3H3SK244 | Long             | DBT              | CORP              | BR        |    600000 | PA      | $598943.62    | 0.02%             | 2026-10-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE                      | CommScope LLC                                                                    | CUSIP: N/A<br>LEI: 549300Z6K4JXMFE8QY54       | Long             | LON              | CORP              | US        |   3285000 | PA      | $3329429.63   | 0.10%             | 2029-12-17      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| GNL QUINTERO SA                | GNL Quintero SA                                                                  | CUSIP: EK4069044<br>LEI: 549300JJJIQXE6E1QY27 | Long             | DBT              | CORP              | CL        |    564960 | PA      | $566192.74    | 0.02%             | 2029-07-31      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| N/A                            | BXIICS2E INDEX SWAP 123025                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-8260.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BXIICS2E INDEX SWAP 111325                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $932437.33    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                                | CUSIP: 3136B4YY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5148726 | PA      | $584123.95    | 0.02%             | 2049-06-25      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                                | CUSIP: 3136BVRC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4591102 | PA      | $4601393.97   | 0.13%             | 2054-06-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                                               | CUSIP: 3137HKQD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4529941 | PA      | $4539883.21   | 0.13%             | 2055-04-25      | Floating      | 5.56%                 | 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        |   5905836 | PA      | $5909290.02   | 0.17%             | 2044-05-25      | Floating      | 5.56%                 | 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        |  17220000 | PA      | $17234108.35  | 0.50%             | 2045-02-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Trust 2015-GS1                                            | CUSIP: 36252AAE6<br>LEI: 549300WZ62L3Y22NOZ64 | Long             | ABS-MBS          | CORP              | US        |   1250190 | PA      | $16.50        | 0.00%             | 2048-11-10      | Variable      | 0.64%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Trust 2016-GS2                                            | CUSIP: 36252TAT2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12684801 | PA      | $16024.71     | 0.00%             | 2049-05-10      | Variable      | 1.86%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issu | GreenSky Home Improvement Issuer Trust 2024-2                                    | CUSIP: 39571XAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6200000 | PA      | $6265289.72   | 0.18%             | 2059-10-27      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO               | Hewlett Packard Enterprise Co                                                    | CUSIP: 42824CBT5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   3338000 | PA      | $3357023.80   | 0.10%             | 2029-10-15      | Fixed         | 4.55%                 | 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        |  58255354 | PA      | $450412.92    | 0.01%             | 2050-03-10      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC         | Marvell Technology Inc                                                           | CUSIP: 573874AR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1879000 | PA      | $1904123.23   | 0.05%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MERCK SHARP & DOHME CORP       | Merck Sharp & Dohme Corp                                                         | CUSIP: 589331AE7<br>LEI: MZK1AT00SJV4XB7WNL71 | Long             | DBT              | CORP              | US        |   3473000 | PA      | $3684160.52   | 0.11%             | 2028-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investo | Merrill Lynch Mortgage Investors Trust Series 2007-HE2                           | CUSIP: 59024LAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4206355 | PA      | $1185860.62   | 0.03%             | 2037-02-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX          | Chile Electricity Lux MPC Sarl                                                   | CUSIP: ZI3801118<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |    805500 | PA      | $847406.63    | 0.02%             | 2033-01-20      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR         | Millicom International Cellular SA                                               | CUSIP: AP0969109<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | GT        |   1890000 | PA      | $1885033.65   | 0.05%             | 2028-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FRONERI US INC                 | Froneri US Inc                                                                   | CUSIP: G3679YAK8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    850403 | PA      | $845266.23    | 0.02%             | 2031-09-30      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| FLEETCOR TECHNOLOGIES INC      | Corpay Technologies Operating Co LLC                                             | CUSIP: 33903RAZ2<br>LEI: 549300FKKKZCXLK48427 | Long             | LON              | CORP              | US        |   2742940 | PA      | $2741664.17   | 0.08%             | 2028-04-28      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPERATING CO LLC      | Go Daddy Operating Co LLC                                                        | CUSIP: 38017BAX4<br>LEI: 5493005GJOH8HLL11157 | Long             | LON              | CORP              | US        |   3697706 | PA      | $3697225.44   | 0.11%             | 2029-11-13      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC        | Essential Utilities Inc                                                          | CUSIP: 03836WAB9<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    139000 | PA      | $135362.29    | 0.00%             | 2029-05-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC            | Dominion Energy Inc                                                              | CUSIP: 25746UDW6<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   2724000 | PA      | $2794427.52   | 0.08%             | 2030-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                   | Enbridge Inc                                                                     | CUSIP: 29250NBX2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1223000 | PA      | $1287027.78   | 0.04%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC        | Essential Utilities Inc                                                          | CUSIP: 29670GAJ1<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |   1163000 | PA      | $1176535.32   | 0.03%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DRB PRIME STUDENT LOAN TRUST   | Laurel Road Prime Student Loan Trust 2017-B                                      | CUSIP: 518887AD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    228713 | PA      | $227995.61    | 0.01%             | 2042-08-25      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| ENERGUATE TRUST                | Energuate Trust                                                                  | CUSIP: AN3844965<br>LEI: 549300RVM37LH8GY7E41 | Long             | DBT              | CORP              | KY        |    600000 | PA      | $600000.00    | 0.02%             | 2027-05-03      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                     | AbbVie Inc                                                                       | CUSIP: 00287YDZ9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1869000 | PA      | $1924518.96   | 0.06%             | 2030-03-15      | Fixed         | 4.88%                 | 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        |   3085000 | PA      | $3183134.10   | 0.09%             | 2027-04-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                     | Affirm Asset Securitization Trust 2024-A                                         | CUSIP: 00834BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3750000 | PA      | $3767587.50   | 0.11%             | 2029-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                     | Affirm Asset Securitization Trust 2025-X1                                        | CUSIP: 00834MAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4156614 | PA      | $4165672.34   | 0.12%             | 2030-04-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                     | Affirm Asset Securitization Trust 2024-B                                         | CUSIP: 00835AAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5100000 | PA      | $5117290.02   | 0.15%             | 2029-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust       | Ajax Mortgage Loan Trust 2021-C                                                  | CUSIP: 009733AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2557449 | PA      | $2558803.02   | 0.07%             | 2061-01-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                    | Aker BP ASA                                                                      | CUSIP: 00973RAL7<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    835000 | PA      | $861529.12    | 0.02%             | 2028-06-13      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Aligned Data Centers Issuer LL | Aligned Data Centers Issuer LLC                                                  | CUSIP: 01627AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6000000 | PA      | $5857826.40   | 0.17%             | 2046-08-15      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC               | Altria Group Inc                                                                 | CUSIP: 02209SBQ5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    854000 | PA      | $902621.35    | 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        |   1397000 | PA      | $1402971.56   | 0.04%             | 2030-08-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Commercial Mortgage Trust 2021-XL2                                            | CUSIP: 05609KAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2026500 | PA      | $2025499.11   | 0.06%             | 2038-10-15      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust             | BMO 2025-C11 Mortgage Trust                                                      | CUSIP: 05613XAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  44296510 | PA      | $3552668.70   | 0.10%             | 2058-02-15      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| BANCO CONTINENTAL S.A.E.       | Banco Continental SAECA                                                          | CUSIP: 059490AB8<br>LEI: 8945005Q0D60A6FCEM55 | Long             | DBT              | CORP              | PY        |   1700000 | PA      | $1694644.58   | 0.05%             | 2025-12-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Banc of America Mortgage Secur | Banc of America Mortgage 2007-3 Trust                                            | CUSIP: 05954CAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1824170 | PA      | $1508059.75   | 0.04%             | 2037-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                             | CUSIP: 06051GHT9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1806000 | PA      | $1799089.85   | 0.05%             | 2027-04-23      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK         | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607PVQ4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   2297000 | PA      | $2372825.97   | 0.07%             | 2031-01-13      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS       | Cheniere Energy Partners LP                                                      | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   2347000 | PA      | $2340151.64   | 0.07%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust        | GSR Mortgage Loan Trust 2006-2F                                                  | CUSIP: 362334DL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    318223 | PA      | $136102.78    | 0.00%             | 2036-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Trust 2018-GS10                                           | CUSIP: 36250SBM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2893000 | PA      | $244464.29    | 0.01%             | 2033-03-10      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Corp Trust 2018-TWR                                       | CUSIP: 36251SAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $522375.00    | 0.02%             | 2031-07-15      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Trust 2014-GC24                                           | CUSIP: 36253GAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    248430 | PA      | $3.11         | 0.00%             | 2047-09-10      | Variable      | 0.39%                 | No            |                  2 | On Loan: No      |
| GPMT Ltd.                      | GPMT 2021-FL4 Ltd                                                                | CUSIP: 36262TAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3423431 | PA      | $3432986.24   | 0.10%             | 2036-12-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA         | Goldman Sachs Bank USA/New York NY                                               | CUSIP: 38151LAE0<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |   2237000 | PA      | $2242352.67   | 0.06%             | 2027-03-18      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Government National Mortgage Association                                         | CUSIP: 38384JM76<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2390997 | PA      | $2248281.54   | 0.06%             | 2049-02-20      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO               | Hewlett Packard Enterprise Co                                                    | CUSIP: 42824CCB3<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   4075000 | PA      | $4068741.29   | 0.12%             | 2027-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA        | Hyundai Capital America                                                          | CUSIP: 44891ADG9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   3008000 | PA      | $3015298.43   | 0.09%             | 2029-09-26      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                   | Illumina Inc                                                                     | CUSIP: 452327AQ2<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |   2068000 | PA      | $2078182.13   | 0.06%             | 2026-09-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust Series 2025-NQM1                                        | CUSIP: 46593QAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4136669 | PA      | $4169251.52   | 0.12%             | 2065-06-25      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                              | CUSIP: 46647PEF9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2751000 | PA      | $2767128.37   | 0.08%             | 2028-04-22      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                              | CUSIP: 46647PEU6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5070000 | PA      | $5162186.49   | 0.15%             | 2029-01-24      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor | JP Morgan Chase Commercial Mortgage Securities Trust 2019-ICON UES               | CUSIP: 46651CAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5775000 | PA      | $5318861.63   | 0.15%             | 2032-05-05      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL       | Jackson National Life Global Funding                                             | CUSIP: 46849LVB4<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   6350000 | PA      | $6408405.97   | 0.18%             | 2029-10-01      | Fixed         | 4.60%                 | 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        |  19472153 | NS      | $19472152.94  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| LCM Ltd Partnership            | LCM XVII LP                                                                      | CUSIP: 50190AAP7<br>LEI: 549300K6S4MWQOINB710 | Long             | ABS-CBDO         | CORP              | US        |   2369591 | PA      | $2373226.27   | 0.07%             | 2031-10-15      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| LSTAR Commercial Mortgage Trus | Lstar Commercial Mortgage Trust 2016-4                                           | CUSIP: 50219QAY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2421694 | PA      | $919.27       | 0.00%             | 2049-03-10      | Variable      | 1.61%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust | Long Beach Mortgage Loan Trust 2006-11                                           | CUSIP: 542512AC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15327103 | PA      | $5253588.25   | 0.15%             | 2036-12-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust | Long Beach Mortgage Loan Trust 2006-2                                            | CUSIP: 542514TT1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9258016 | PA      | $3289068.64   | 0.09%             | 2046-03-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga | MF1 2021-FL6 Ltd                                                                 | CUSIP: 55283TAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     89758 | PA      | $89875.58     | 0.00%             | 2036-07-16      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                     | MFA 2021-NQM2 Trust                                                              | CUSIP: 55283WAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3611679 | PA      | $3228988.61   | 0.09%             | 2064-11-25      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga | MF1 2022-FL8 Ltd                                                                 | CUSIP: 55284JAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12550000 | PA      | $12564081.10  | 0.36%             | 2037-02-19      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Marble Point CLO LTD           | Marble Point CLO XVII Ltd                                                        | CUSIP: 56606CAL7<br>LEI: 2549003LUS5LG1CTZP23 | Long             | ABS-CBDO         | CORP              | US        |  29500000 | PA      | $29647160.75  | 0.85%             | 2037-07-20      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| MARS INC                       | Mars Inc                                                                         | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   5443000 | PA      | $5547197.20   | 0.16%             | 2030-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MASTEC INC                     | MasTec Inc                                                                       | CUSIP: 576323AP4<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |   4787000 | PA      | $4777987.80   | 0.14%             | 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        |   7200000 | PA      | $7246720.80   | 0.21%             | 2041-08-18      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP            | Meritage Homes Corp                                                              | CUSIP: 59001ABA9<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |   2515000 | PA      | $2537715.98   | 0.07%             | 2027-06-06      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investo | Merrill Lynch Mortgage Investors Trust Series 2006-RM2                           | CUSIP: 590216AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  33659930 | PA      | $9404554.20   | 0.27%             | 2037-05-25      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC       | Microchip Technology Inc                                                         | CUSIP: 595017BE3<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    555000 | PA      | $567450.70    | 0.02%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan T | Morgan Stanley Mortgage Loan Trust 2006-2                                        | CUSIP: 61748HVY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    214851 | PA      | $119223.04    | 0.00%             | 2036-02-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust      | Morgan Stanley Bank of America Merrill Lynch Trust 2025-5C1                      | CUSIP: 61778GAK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  22958545 | PA      | $1039372.35   | 0.03%             | 2058-03-15      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA         | NXP BV / NXP Funding LLC / NXP USA Inc                                           | CUSIP: 62954HBF4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1747000 | PA      | $1749900.07   | 0.05%             | 2028-08-19      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO           | National Fuel Gas Co                                                             | CUSIP: 636180BT7<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |   2296000 | PA      | $2374594.88   | 0.07%             | 2030-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                    | Nutrien Ltd                                                                      | CUSIP: 67077MBA5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |   2570000 | PA      | $2616049.65   | 0.08%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2021-NQM2 Trust                                                              | CUSIP: 670857AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2630035 | PA      | $2221993.55   | 0.06%             | 2061-05-25      | Variable      | 1.56%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                    | OCP CLO 2017-14 Ltd                                                              | CUSIP: 67097QAN5<br>LEI: 25490025Q5WQX513IQ05 | Long             | ABS-CBDO         | CORP              | US        |  20000000 | PA      | $20073606.00  | 0.58%             | 2037-07-20      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                    | OCP CLO 2020-18 Ltd                                                              | CUSIP: 671078AW3<br>LEI: 254900MN6N176YEZLX15 | Long             | ABS-CBDO         | CORP              | US        |   9000000 | PA      | $9033141.60   | 0.26%             | 2037-07-20      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2024-NQM10 Trust                                                             | CUSIP: 67119MAA6<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |   7085997 | PA      | $7182591.12   | 0.21%             | 2064-05-25      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2024-NQM18 Trust                                                             | CUSIP: 673913AA7<br>LEI: 254900NK9PNLY9I00149 | Long             | ABS-MBS          | CORP              | US        |   7338399 | PA      | $7386971.58   | 0.21%             | 2064-10-25      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD            | Sound Point CLO XXIX Ltd                                                         | CUSIP: 83614VAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5006470.00   | 0.14%             | 2034-04-25      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| TIF Funding II LLC             | TIF Funding II LLC                                                               | CUSIP: 872480AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2399833 | PA      | $2192732.99   | 0.06%             | 2046-02-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP          | Truist Financial Corp                                                            | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   4188000 | PA      | $4537083.79   | 0.13%             | 2029-10-30      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2025-5YR14                                                                 | CUSIP: 06604MAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  21131069 | PA      | $841198.27    | 0.02%             | 2058-04-15      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust             | BMO 2025-5C9 Mortgage Trust                                                      | CUSIP: 096933AE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  38791335 | PA      | $1099226.19   | 0.03%             | 2058-04-15      | Variable      | 0.92%                 | 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        |  10412415 | PA      | $10600141.58  | 0.30%             | 2027-01-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo | Velocity Commercial Capital Loan Trust 2024-2                                    | CUSIP: 92259QAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4050333 | PA      | $4122304.00   | 0.12%             | 2054-06-25      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP                   | Veralto Corp                                                                     | CUSIP: 92338CAD5<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1435121.68   | 0.04%             | 2028-09-18      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer | WaMu Mortgage Pass-Through Certificates Series 2006-AR18 Trust                   | CUSIP: 933637AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8551332 | PA      | $7431401.63   | 0.21%             | 2037-01-25      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Asset-Backed | Washington Mutural Asset-Backed Certificates WMABS Series 2006-HE5 Trust         | CUSIP: 93934XAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2166947 | PA      | $763252.99    | 0.02%             | 2036-10-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS         | Galaxy Pipeline Assets Bidco Ltd                                                 | CUSIP: BO0130308<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | AE        |    147430 | PA      | $134205.76    | 0.00%             | 2034-03-31      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                   | Calpine Corp                                                                     | CUSIP: 13134MBW2<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | LON              | CORP              | US        |   2480886 | PA      | $2481158.46   | 0.07%             | 2031-01-31      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| TRANS UNION LLC                | Trans Union LLC                                                                  | CUSIP: 89334GBF0<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |    719032 | PA      | $719258.36    | 0.02%             | 2031-06-24      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| TRANS UNION LLC                | Trans Union LLC                                                                  | CUSIP: 89334GBG8<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |   2980025 | PA      | $2981127.61   | 0.09%             | 2031-06-24      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| MV24 CAPITAL BV                | MV24 Capital BV                                                                  | CUSIP: AZ9204969<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |   1391408 | PA      | $1382305.27   | 0.04%             | 2034-06-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| INTEROCEANICA IV FINANCE       | Interoceanica IV Finance Ltd                                                     | CUSIP: EG3966884<br>LEI: 5493001ZIZ6W7IU0RP65 | Long             | DBT              | CORP              | PE        |     57070 | PA      | $56213.74     | 0.00%             | 2025-11-30      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| TELFON CELUAR DEL PARAGU       | Telefonica Celular del Paraguay SA                                               | CUSIP: AX9193928<br>LEI: 254900R8A8IKGF4THL54 | Long             | DBT              | CORP              | PY        |    571000 | PA      | $569281.29    | 0.02%             | 2027-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                            | BXIICS2E INDEX SWAP 081126                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $1510944.07   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BXIICS2E INDEX SWAP 040226                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $1724974.28   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BXIICS2E INDEX SWAP 052626                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $4901081.69   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| CAL Funding IV Ltd             | CAL Funding IV Ltd                                                               | CUSIP: 12807CAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4150625 | PA      | $3962056.30   | 0.11%             | 2045-09-25      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust | Carvana Auto Receivables Trust 2024-P1                                           | CUSIP: 14688NAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25009 | PA      | $25016.42     | 0.00%             | 2027-08-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP        | Dell International LLC / EMC Corp                                                | CUSIP: 24703DBP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5233000 | PA      | $5217881.44   | 0.15%             | 2030-02-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                    | Paychex Inc                                                                      | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |   1358000 | PA      | $1397958.99   | 0.04%             | 2030-04-15      | Fixed         | 5.10%                 | 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        |   4896000 | PA      | $5052301.18   | 0.15%             | 2030-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS         | Zimmer Biomet Holdings Inc                                                       | CUSIP: 98956PBB7<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |   2931000 | PA      | $3015049.77   | 0.09%             | 2030-02-19      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd           | FS RIALTO                                                                        | CUSIP: 30319YAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4555057 | PA      | $4559229.43   | 0.13%             | 2038-05-16      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd           | FS Rialto 2021-FL3                                                               | CUSIP: 30323CAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4575211 | PA      | $4585834.17   | 0.13%             | 2036-11-16      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                                | CUSIP: 3136BTQ22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4478682 | PA      | $4514882.39   | 0.13%             | 2054-12-25      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                                | CUSIP: 3136BVLD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4870117 | PA      | $4887520.25   | 0.14%             | 2055-04-25      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 3140W1TA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6317849 | PA      | $6387686.87   | 0.18%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 31418EVE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3579286 | PA      | $3585975.63   | 0.10%             | 2043-08-01      | Fixed         | 5.00%                 | 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        |   6392050 | PA      | $6398253.69   | 0.18%             | 2044-08-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| GATX CORP                      | GATX Corp                                                                        | CUSIP: 361448BE2<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |   2536000 | PA      | $2569163.35   | 0.07%             | 2029-04-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GATX CORP                      | GATX Corp                                                                        | CUSIP: 361448BF9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    164000 | PA      | $161373.29    | 0.00%             | 2030-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GCAT                           | GCAT 2021-NQM4 Trust                                                             | CUSIP: 36168HAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5707462 | PA      | $4855813.06   | 0.14%             | 2066-08-25      | Variable      | 1.56%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust         | GSAA Home Equity Trust 2006-19                                                   | CUSIP: 362244AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4896301 | PA      | $1664339.23   | 0.05%             | 2036-12-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO               | Genuine Parts Co                                                                 | CUSIP: 372460AF2<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |   2244000 | PA      | $2284476.73   | 0.07%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Government National Mortgage Association                                         | CUSIP: 38385G2E8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2151743 | PA      | $2167512.20   | 0.06%             | 2055-05-20      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issu | GreenSky Home Improvement Issuer Trust 2025-1                                    | CUSIP: 39571NAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2289248 | PA      | $2321467.41   | 0.07%             | 2060-03-25      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| KREF 2022-Fl3 Ltd              | KREF 2022-FL3 Ltd                                                                | CUSIP: 48275EAA4<br>LEI: 549300DG0FGL1EU1CT79 | Long             | ABS-CBDO         | CORP              | US        |   4745397 | PA      | $4752818.67   | 0.14%             | 2039-02-17      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust  | Lendbuzz Securitization Trust 2022-1                                             | CUSIP: 52607KAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1017078 | PA      | $1015735.29   | 0.03%             | 2027-05-17      | Fixed         | 4.22%                 | 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        |   2593250 | PA      | $2603540.06   | 0.07%             | 2038-11-15      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Loanpal Solar Loan Ltd.        | Loanpal Solar Loan 2021-1 Ltd                                                    | CUSIP: 53948PAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3509674 | PA      | $2947915.18   | 0.08%             | 2048-01-20      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL        | Adani Ports & Special Economic Zone Ltd                                          | CUSIP: AO0809829<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |   1000000 | PA      | $983256.30    | 0.03%             | 2027-07-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investo | Merrill Lynch Mortgage Investors Trust Series 2007-HE2                           | CUSIP: 59024LAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6504271 | PA      | $1833615.07   | 0.05%             | 2037-02-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2019-NUGS                                         | CUSIP: 61692AAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    711000 | PA      | $5339.61      | 0.00%             | 2036-12-15      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| NGPL PIPECO LLC                | NGPL PipeCo LLC                                                                  | CUSIP: 62912XAF1<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |   3082000 | PA      | $3090088.86   | 0.09%             | 2027-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC          | Rio Tinto Finance USA PLC                                                        | CUSIP: 76720AAS5<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | AU        |   3270000 | PA      | $3351798.59   | 0.10%             | 2030-03-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA           | Royal Bank of Canada                                                             | CUSIP: 78017FZU0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   5039000 | PA      | $5056065.88   | 0.15%             | 2028-10-18      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO            | Sherwin-Williams Co/The                                                          | CUSIP: 824348BU9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |   2378000 | PA      | $2390605.59   | 0.07%             | 2028-08-15      | Fixed         | 4.30%                 | 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        |   9474712 | PA      | $9507807.51   | 0.27%             | 2039-02-15      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| Trimaran CAVU Ltd              | Trimaran Cavu 2021-3 Ltd                                                         | CUSIP: 89624GAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  20000000 | PA      | $20039420.00  | 0.58%             | 2035-01-18      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 91282CBC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 101450000 | PA      | $100541921.05 | 2.89%             | 2025-12-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC           | Verisk Analytics Inc                                                             | CUSIP: 92345YAM8<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |   1281000 | PA      | $1285402.41   | 0.04%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Tra | VOLT CII LLC                                                                     | CUSIP: 92873HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1888046 | PA      | $1888920.10   | 0.05%             | 2051-08-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| WAMU Asset-Backed Certificates | WaMu Asset-Backed Certificates WaMu Series 2007-HE4 Trust                        | CUSIP: 93363XAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1479816 | PA      | $855830.74    | 0.02%             | 2047-07-25      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| Wellfleet CLO Ltd              | Wellfleet CLO 2022-1 Ltd                                                         | CUSIP: 94950TAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10036358.00  | 0.29%             | 2037-07-15      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2025-C64                                   | CUSIP: 95004BAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  48468406 | PA      | $3569169.76   | 0.10%             | 2058-02-15      | Variable      | 1.24%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable | Westlake Automobile Receivables Trust 2025-2                                     | CUSIP: 96041KAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1008988.20   | 0.03%             | 2031-05-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Willis Engine Securitization T | Willis Engine Structured Trust V                                                 | CUSIP: 97064FAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5382292 | PA      | $5187705.81   | 0.15%             | 2045-03-15      | Fixed         | 3.23%                 | 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        |   1285324 | PA      | $1327676.98   | 0.04%             | 2034-07-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Gen Digital Inc                | Gen Digital Inc, Senior Secured First Lien Term Loan                             | CUSIP: 66877AAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1230000 | PA      | $1226310.00   | 0.04%             | 2032-04-16      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY           | Paraguay Government International Bond                                           | CUSIP: AM9786683<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    143000 | PA      | $144419.99    | 0.00%             | 2027-03-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| N/A                            | BXIICS2E INDEX SWAP 100826                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $914622.24    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2006-34                                                   | CUSIP: 02148AAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2255846 | PA      | $994519.32    | 0.03%             | 2046-11-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                            | BXIICS2E INDEX SWAP 073026                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $31178.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BXIICS2E INDEX SWAP 093026                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $185841.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BXIICS2E INDEX SWAP 101525                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $5117254.94   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| RELIANCE INDUSTRIES LTD        | Reliance Industries Ltd                                                          | CUSIP: AQ1070327<br>LEI: 5493003UOETFYRONLG31 | Long             | DBT              | CORP              | IN        |    500000 | PA      | $494618.36    | 0.01%             | 2027-11-30      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2007-9T1                                                  | CUSIP: 02150JAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10563292 | PA      | $4843375.20   | 0.14%             | 2037-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2007-12T1                                                 | CUSIP: 02150LAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10759376 | PA      | $4744184.34   | 0.14%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2007-15CB                                                 | CUSIP: 02151CAR7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    272012 | PA      | $159674.31    | 0.00%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP        | American National Group Inc                                                      | CUSIP: 025676AN7<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |   1317000 | PA      | $1363186.77   | 0.04%             | 2029-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust       | Angel Oak Mortgage Trust 2020-6                                                  | CUSIP: 03465AAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    319890 | PA      | $295643.91    | 0.01%             | 2065-05-25      | Variable      | 1.77%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.             | BSPRT 2022-FL8 Issuer Ltd                                                        | CUSIP: 055983AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2902914 | PA      | $2915053.88   | 0.08%             | 2037-02-15      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Commercial Mortgage Trust 2021-XL2                                            | CUSIP: 05609KAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2095310 | PA      | $2094882.58   | 0.06%             | 2038-10-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                     | Biogen Inc                                                                       | CUSIP: 09062XAN3<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |   2303000 | PA      | $2368658.23   | 0.07%             | 2031-01-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC              | Brown & Brown Inc                                                                | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    744000 | PA      | $751504.48    | 0.02%             | 2028-06-23      | Fixed         | 4.70%                 | 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        |  50193631 | PA      | $643321.73    | 0.02%             | 2050-05-10      | Variable      | 1.37%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2006-21                                          | CUSIP: 12543PAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1550322 | PA      | $645401.02    | 0.02%             | 2037-02-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2007-14                                          | CUSIP: 12544DAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    520758 | PA      | $276867.54    | 0.01%             | 2037-09-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP             | CNA Financial Corp                                                               | CUSIP: 126117AV2<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    850000 | PA      | $839633.41    | 0.02%             | 2029-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust            | COMM 2015-DC1 Mortgage Trust                                                     | CUSIP: 12629NAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    791393 | PA      | $12.11        | 0.00%             | 2048-02-10      | Variable      | 0.71%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust            | COMM 2015-CCRE27 Mortgage Trust                                                  | CUSIP: 12635QBH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1218812 | PA      | $7.31         | 0.00%             | 2048-10-10      | Variable      | 0.69%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust   | CSMC Series 2009-8R                                                              | CUSIP: 12641RDG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8451868 | PA      | $2770881.38   | 0.08%             | 2037-03-26      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                   | CaixaBank SA                                                                     | CUSIP: 12803RAA2<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   2840000 | PA      | $2954306.48   | 0.08%             | 2029-01-18      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC            | Cardinal Health Inc                                                              | CUSIP: 14149YBN7<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |   2461000 | PA      | $2532245.51   | 0.07%             | 2029-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd              | Cedar Funding IX CLO Ltd                                                         | CUSIP: 15033EAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10035669.00  | 0.29%             | 2037-07-20      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                                    | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2703000 | PA      | $2738312.83   | 0.08%             | 2029-03-04      | Variable      | 4.79%                 | 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        |   1064095 | PA      | $1000934.82   | 0.03%             | 2060-05-25      | Variable      | 1.80%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mor | Credit Suisse First Boston Mortgage Securities Corp                              | CUSIP: 2254W0NF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    948606 | PA      | $627462.32    | 0.02%             | 2035-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust           | Cross 2024-H5 Mortgage Trust                                                     | CUSIP: 22757HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9270751 | PA      | $9375721.51   | 0.27%             | 2069-08-26      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus | CSAIL 2021-C20 Commercial Mortgage Trust                                         | CUSIP: 22945EAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 121469912 | PA      | $4853123.84   | 0.14%             | 2054-03-15      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2006-J4                                                   | CUSIP: 23242WAR0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1300424 | PA      | $734126.39    | 0.02%             | 2036-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2006-OA21                                                 | CUSIP: 23245QAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3160358 | PA      | $2744709.84   | 0.08%             | 2047-03-20      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING        | DCP Midstream Operating LP                                                       | CUSIP: 23311VAH0<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    751000 | PA      | $768247.92    | 0.02%             | 2029-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DARDEN RESTAURANTS INC         | Darden Restaurants Inc                                                           | CUSIP: 237194AP0<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |   1502000 | PA      | $1508406.98   | 0.04%             | 2027-10-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC            | Delta Air Lines Inc                                                              | CUSIP: 247361A24<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   4724000 | PA      | $4782592.20   | 0.14%             | 2028-07-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-A Securities INC  | Deutsche Alt-A Securities Mortgage Loan Trust Series 2007-OA2                    | CUSIP: 25150UAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    176959 | PA      | $160375.92    | 0.00%             | 2047-04-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-A Securities INC  | Deutsche Alt-B Securities Mortgage Loan Trust Series 2006-AB4                    | CUSIP: 251513AQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    319174 | PA      | $279548.71    | 0.01%             | 2036-10-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Mortgage and Asset Re | Deutsche Mortgage & Asset Receiving Corp                                         | CUSIP: 25160HAC9<br>LEI: 529900JBPP7HAVCM8C23 | Long             | ABS-MBS          | CORP              | US        |    275196 | PA      | $233747.90    | 0.01%             | 2037-07-27      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| DIAGEO INVESTMENT CORP         | Diageo Investment Corp                                                           | CUSIP: 25245BAC1<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | GB        |   1011000 | PA      | $1047959.15   | 0.03%             | 2030-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2016-P3                                      | CUSIP: 29429CAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3096000 | PA      | $3071075.96   | 0.09%             | 2049-04-15      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2016-P4                                      | CUSIP: 29429EAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2519000 | PA      | $2390310.34   | 0.07%             | 2049-07-10      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust           | FREMF 2017-KF30 Mortgage Trust                                                   | CUSIP: 30296EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2481119 | PA      | $2461971.13   | 0.07%             | 2027-03-25      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd           | FS Rialto 2025-FL10 Issuer LLC                                                   | CUSIP: 30340KAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5740000 | PA      | $5747439.04   | 0.17%             | 2042-08-19      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                 | CUSIP: 3132DSYQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4077542 | PA      | $4213078.54   | 0.12%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                                | CUSIP: 3136BAHX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3320065 | PA      | $3223814.13   | 0.09%             | 2050-06-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                                | CUSIP: 3136BVPV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4844140 | PA      | $4852424.45   | 0.14%             | 2055-04-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                                               | CUSIP: 31396FLP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1831551 | PA      | $1827310.41   | 0.05%             | 2035-11-15      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 3140QWDD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4803602 | PA      | $5002248.50   | 0.14%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION       | FirstEnergy Transmission LLC                                                     | CUSIP: 33767BAG4<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    995000 | PA      | $1002058.91   | 0.03%             | 2030-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC          | Foundry JV Holdco LLC                                                            | CUSIP: 350930AB9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1862000 | PA      | $1964595.83   | 0.06%             | 2030-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| GPMT Ltd.                      | GPMT 2021-FL3 Ltd                                                                | CUSIP: 36264BAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    919172 | PA      | $921078.20    | 0.03%             | 2035-07-16      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC         | GE HealthCare Technologies Inc                                                   | CUSIP: 36266GAA5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   3126000 | PA      | $3189641.05   | 0.09%             | 2029-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Government National Mortgage Association                                         | CUSIP: 38380AZB6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1704200 | PA      | $1664690.27   | 0.05%             | 2046-09-20      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitizati | Residential Asset Securitization Trust 2006-A2                                   | CUSIP: 45661EBX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    690313 | PA      | $249444.86    | 0.01%             | 2046-01-25      | Fixed         | 6.00%                 | 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        |   7774471 | PA      | $208.36       | 0.00%             | 2048-11-15      | Variable      | 1.21%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu | JPMBB Commercial Mortgage Securities Trust 2015-C31                              | CUSIP: 46644YAX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    518965 | PA      | $6.07         | 0.00%             | 2048-08-15      | Variable      | 0.60%                 | No            |                  2 | On Loan: No      |
| KREF 2021-FL2 Ltd              | KREF 2021-FL2 Ltd                                                                | CUSIP: 48275RAA5<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | US        |   1331416 | PA      | $1334967.34   | 0.04%             | 2039-02-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC           | Kyndryl Holdings Inc                                                             | CUSIP: 50155QAJ9<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |   2069000 | PA      | $2021424.15   | 0.06%             | 2026-10-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| LFT CRE LLC                    | LFT CRE 2021-FL1 Ltd                                                             | CUSIP: 50203JAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3592380 | PA      | $3600797.26   | 0.10%             | 2039-06-15      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust          | Lehman Mortgage Trust 2006-1                                                     | CUSIP: 52520MEZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    180963 | PA      | $82110.74     | 0.00%             | 2036-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust | Mariner Finance Issuance Trust 2025-A                                            | CUSIP: 567920AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1522745.70   | 0.04%             | 2038-05-20      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| MASTR Adjustable Rate Mortgage | MASTR Adjustable Rate Mortgages Trust 2006-2                                     | CUSIP: 576438AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     67831 | PA      | $31406.34     | 0.00%             | 2036-04-25      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP       | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 63743HFZ0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   2428000 | PA      | $2435377.21   | 0.07%             | 2028-08-25      | Fixed         | 4.15%                 | 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        |   5287779 | PA      | $4832891.35   | 0.14%             | 2070-07-15      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER           | Niagara Mohawk Power Corp                                                        | CUSIP: 653522DT6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |   4764000 | PA      | $4788726.73   | 0.14%             | 2030-10-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)         | Pertamina Persero PT                                                             | CUSIP: 69370RAK3<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |   1646000 | PA      | $1627045.57   | 0.05%             | 2026-02-09      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION       | Devon Energy Corp                                                                | CUSIP: 25179MBD4<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    814000 | PA      | $814070.81    | 0.02%             | 2027-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                               | CUSIP: 29273VAR1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3260647.07   | 0.09%             | 2026-12-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT          | Freeport Indonesia PT                                                            | CUSIP: 69377FAA4<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |    950000 | PA      | $956726.00    | 0.03%             | 2027-04-14      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC          | Republic Services Inc                                                            | CUSIP: 760759BL3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |   4634000 | PA      | $4750004.03   | 0.14%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SoFi Alternative Trust Consume | Sofi Alternative Consumer Loan Program 2021-2                                    | CUSIP: 78472QAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    661951 | PA      | $658347.62    | 0.02%             | 2030-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SoFi Alternative Trust Consume | SOFI Alternative Trust                                                           | CUSIP: 83407QAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1910674 | PA      | $1893896.40   | 0.05%             | 2030-11-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV           | Enel Finance International NV                                                    | CUSIP: 29278GBG2<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | IT        |   2415000 | PA      | $2399384.59   | 0.07%             | 2030-09-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                    | Exelon Corp                                                                      | CUSIP: 30161NBM2<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   1631000 | PA      | $1678452.04   | 0.05%             | 2029-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 91282CBJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 210000000 | PA      | $196669922.40 | 5.66%             | 2028-01-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust   | Upstart Securitization Trust 2025-3                                              | CUSIP: 91684FAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5500000 | PA      | $5506018.10   | 0.16%             | 2035-09-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 3140QWCK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5095416 | PA      | $5190716.89   | 0.15%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Corp Trust 2018-TWR                                       | CUSIP: 36251SAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $469875.00    | 0.01%             | 2031-07-15      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Tra | VOLT XCVII LLC                                                                   | CUSIP: 91835EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    152019 | PA      | $152106.97    | 0.00%             | 2051-04-25      | Variable      | 6.24%                 | 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        |   8958132 | PA      | $9012427.36   | 0.26%             | 2054-10-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Government National Mortgage Association                                         | CUSIP: 38383Y3M2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2318480 | PA      | $2327302.70   | 0.07%             | 2047-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Impac Secured Assets Corp.     | Impac Secured Assets Trust 2006-5                                                | CUSIP: 45257EAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    605882 | PA      | $559136.99    | 0.02%             | 2037-02-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Alternative Loan T | Wells Fargo Alternative Loan 2007-PA5 Trust                                      | CUSIP: 949922AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    414717 | PA      | $374440.51    | 0.01%             | 2037-11-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2016-C33                                   | CUSIP: 95000LBC6<br>LEI: 549300JPCJUA5JJLRW54 | Long             | ABS-MBS          | CORP              | US        |   8622849 | PA      | $13250.73     | 0.00%             | 2059-03-15      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitizati | Residential Asset Securitization Trust 2006-A6                                   | CUSIP: 76113FAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2103574 | PA      | $492813.52    | 0.01%             | 2036-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SFO Commerical Mortgage Trust  | SFO Commercial Mortgage Trust 2021-555                                           | CUSIP: 78432WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2540000 | PA      | $2523789.97   | 0.07%             | 2038-05-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Starwood Commercial Mortgage T | STWD 2021-FL2 Ltd                                                                | CUSIP: 78486BAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2866069 | PA      | $2870494.58   | 0.08%             | 2038-04-18      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| SLAM LLC                       | Slam Ltd                                                                         | CUSIP: 83100AAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6018551 | PA      | $6096376.73   | 0.18%             | 2049-09-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD       | United Overseas Bank Ltd                                                         | CUSIP: ZO3818671<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |   1500000 | PA      | $1481976.66   | 0.04%             | 2031-03-16      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| TNB GLOBAL VENTURES CAP        | TNB Global Ventures Capital Bhd                                                  | CUSIP: QZ6982289<br>LEI: 5493004U8XEGPFWIBZ14 | Long             | DBT              | CORP              | MY        |   1200000 | PA      | $1186770.48   | 0.03%             | 2026-10-19      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL        | Southern Co Gas Capital Corp                                                     | CUSIP: 8426EPAJ7<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    789000 | PA      | $788424.39    | 0.02%             | 2028-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| TPG Real Estate Finance        | TRTX 2025-FL6 Issuer Ltd                                                         | CUSIP: 897764AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5110000 | PA      | $5129136.95   | 0.15%             | 2042-09-18      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| EMPRESA ELECTRICA COCHRA       | Empresa Electrica Cochrane SpA                                                   | CUSIP: ZQ3807125<br>LEI: 5493000S11JF8TJHYT07 | Long             | DBT              | CORP              | CL        |   1055020 | PA      | $1045471.96   | 0.03%             | 2027-05-14      | Fixed         | 5.50%                 | 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        |    233711 | PA      | $226345.57    | 0.01%             | 2036-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC       | Vistra Operations Co LLC                                                         | CUSIP: 88233FAK6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | LON              | CORP              | US        |   2141965 | PA      | $2147394.70   | 0.06%             | 2030-12-20      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC              | Iron Mountain Inc                                                                | CUSIP: 46284NAV1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | LON              | CORP              | US        |   2148968 | PA      | $2152997.13   | 0.06%             | 2031-01-31      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS       | Wyndham Hotels & Resorts Inc                                                     | CUSIP: 98310CAF9<br>LEI: 549300FE3MQ4RVXXC673 | Long             | LON              | CORP              | US        |   2138270 | PA      | $2147817.40   | 0.06%             | 2030-05-28      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| FRONERI US INC                 | Froneri US Inc                                                                   | CUSIP: G3679YAK8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1659815 | PA      | $1649789.58   | 0.05%             | 2031-09-30      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| DELTA 2 LUX SARL               | Delta 2 Lux Sarl                                                                 | CUSIP: L2465BAX4<br>LEI: 549300BBG8Z3D6QSYP53 | Long             | LON              | CORP              | LU        |    400000 | PA      | $400814.00    | 0.01%             | 2031-09-19      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| FLUTTER FINANCING BV           | Flutter Financing BV                                                             | CUSIP: N3313EAG5<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |   2132517 | PA      | $2129318.38   | 0.06%             | 2030-11-29      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| PRIME SECURITY SERVICES BOR    | Prime Security Services Borrower LLC                                             | CUSIP: 03765VAQ3<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |   4280000 | PA      | $4246230.80   | 0.12%             | 2032-03-08      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC         | Energizer Holdings Inc                                                           | CUSIP: 29267YAW2<br>LEI: 5493000D6NN0V57UME20 | Long             | LON              | CORP              | US        |   2744254 | PA      | $2753392.36   | 0.08%             | 2032-03-19      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| CENCOSUD SA                    | Cencosud SA                                                                      | CUSIP: AO3440754<br>LEI: 549300NLTGCFV7482429 | Long             | DBT              | CORP              | CL        |    300000 | PA      | $300555.90    | 0.01%             | 2027-07-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY           | Paraguay Government International Bond                                           | CUSIP: JK5851023<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    600000 | PA      | $602562.00    | 0.02%             | 2026-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                            | BXIICS2E INDEX SWAP 062526                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $3432485.76   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BXIICS2E INDEX SWAP 121125                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-690441.99   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BXIICS2E INDEX SWAP 102825                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $4326764.43   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BXIICS2E INDEX SWAP 051326                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $3695907.94   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BXIICS2E INDEX SWAP 120225                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $1083414.31   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BXIICS2E INDEX SWAP 102325                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $3007423.43   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BXIICS2E INDEX SWAP 061126                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $2894956.35   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BXIICS2E INDEX SWAP 050526                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $13610104.15  | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| WIPRO IT SERVICE               | Wipro IT Services LLC                                                            | CUSIP: BQ1012856<br>LEI: 549300S6XZZ65F0EJS98 | Long             | DBT              | CORP              | IN        |    500000 | PA      | $489918.23    | 0.01%             | 2026-06-23      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust          | Arroyo Mortgage Trust 2019-1                                                     | CUSIP: 042859AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    570905 | PA      | $557954.16    | 0.02%             | 2049-01-25      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                   | Broadcom Inc                                                                     | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1378000 | PA      | $1419767.87   | 0.04%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus | CSAIL 2015-C1 Commercial Mortgage Trust                                          | CUSIP: 126281BB9<br>LEI: 549300UFJ8EKD81Y8R30 | Long             | ABS-MBS          | CORP              | US        |   1619661 | PA      | $1.62         | 0.00%             | 2050-04-15      | Variable      | 0.17%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mor | CSFB Mortgage-Backed Pass-Through Certificates Series 2005-9                     | CUSIP: 2254586G8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    429723 | PA      | $211745.13    | 0.01%             | 2035-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                   | CubeSmart LP                                                                     | CUSIP: 22966RAE6<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |   1661000 | PA      | $1663006.17   | 0.05%             | 2029-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC          | Amrize Finance US LLC                                                            | CUSIP: 43475RAB2<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |   2646000 | PA      | $2678017.05   | 0.08%             | 2028-04-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust     | Navient Private Education Refi Loan Trust 2018-A                                 | CUSIP: 63940PAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1984819 | PA      | $1958330.68   | 0.06%             | 2042-02-18      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| Nomura Resecuritization Trust  | Nomura Resecuritization Trust 2015-8R                                            | CUSIP: 65541AAP1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3064934 | PA      | $2656086.66   | 0.08%             | 2047-11-25      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust  | NYC Commercial Mortgage Trust 2025-3BP                                           | CUSIP: 67120UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4990000 | PA      | $4979708.62   | 0.14%             | 2042-02-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS XX | OCTAGON INVESTMENT PARTNERS 20-R LTD                                             | CUSIP: 67576WBA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  27500000 | PA      | $27606719.25  | 0.79%             | 2037-08-12      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS       | Omega Healthcare Investors Inc                                                   | CUSIP: 681936BK5<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |   1393000 | PA      | $1405684.98   | 0.04%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                      | ONEOK Inc                                                                        | CUSIP: 682680CQ4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   2219000 | PA      | $2286100.63   | 0.07%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                    | Oracle Corp                                                                      | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1385000 | PA      | $1384639.24   | 0.04%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR       | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | CUSIP: 71568QAC1<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |    700000 | PA      | $697976.16    | 0.02%             | 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        |     50000 | PA      | $49479.50     | 0.00%             | 2030-09-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partne | PRET 2021-RN2 LLC                                                                | CUSIP: 74143FAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3415366 | PA      | $3415054.02   | 0.10%             | 2051-07-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In | RALI Series 2007-QS8 Trust                                                       | CUSIP: 74922UAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    935501 | PA      | $693310.92    | 0.02%             | 2037-06-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| RBSSP Resecuritization Trust   | RBSSP Resecuritization Trust 2009-2                                              | CUSIP: 74928EAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    431899 | PA      | $404505.57    | 0.01%             | 2035-04-26      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                     | ROCK Trust 2024-CNTR                                                             | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3730000 | PA      | $3846264.47   | 0.11%             | 2041-11-13      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| ReadyCap Commercial Mortgage T | Ready Capital Mortgage Financing 2021-FL7 LLC                                    | CUSIP: 75575WAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3310117 | PA      | $3321798.38   | 0.10%             | 2036-11-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Research-Driven Pagaya Motor A | Research-Driven Pagaya Motor Asset Trust 2025-1                                  | CUSIP: 76089YAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12147364 | PA      | $12216282.47  | 0.35%             | 2033-06-27      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC               | Ryder System Inc                                                                 | CUSIP: 78355HKW8<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    184000 | PA      | $189077.62    | 0.01%             | 2028-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                   | SK Hynix Inc                                                                     | CUSIP: 78392BAJ6<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |   6311000 | PA      | $6310007.09   | 0.18%             | 2028-09-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Sapphire Aviation Finance I Li | SAPPHIRE AVIATION FINANCE II LTD                                                 | CUSIP: 80307AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11074101 | PA      | $10689896.58  | 0.31%             | 2040-03-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                 | Solventum Corp                                                                   | CUSIP: 83444MAN1<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    961000 | PA      | $977002.68    | 0.03%             | 2027-02-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Brant Point CLO Ltd            | Brant Point CLO 2024-5 Ltd                                                       | CUSIP: 83617CAA2<br>LEI: 2549006N6CIHZ26VQC36 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10039824.00  | 0.29%             | 2037-10-20      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential  | Starwood Mortgage Residential Trust 2020-2                                       | CUSIP: 85573DCA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7385958 | PA      | $7261023.29   | 0.21%             | 2060-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TAL Advantage VII LLC          | TAL Advantage VII LLC                                                            | CUSIP: 87407RAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2185000 | PA      | $2078815.99   | 0.06%             | 2045-09-20      | Fixed         | 2.05%                 | 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        |  10438033 | PA      | $10521566.54  | 0.30%             | 2050-06-21      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 91282CAV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 225000000 | PA      | $195125976.00 | 5.61%             | 2030-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 91282CCP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  80400000 | PA      | $78347394.43  | 2.25%             | 2026-07-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP                   | Veralto Corp                                                                     | CUSIP: 92338CAB9<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |   1612000 | PA      | $1632081.96   | 0.05%             | 2026-09-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2021-R1                                               | CUSIP: 92538BAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    822392 | PA      | $794534.31    | 0.02%             | 2063-10-25      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2024-3                                                | CUSIP: 92540MAA3<br>LEI: 2138005NRONUFED1TZ38 | Long             | ABS-MBS          | CORP              | US        |   4947728 | PA      | $5020323.37   | 0.14%             | 2069-04-25      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE         | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3232000 | PA      | $3220708.98   | 0.09%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Tra | VOLT CI LLC                                                                      | CUSIP: 92873EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    318852 | PA      | $318951.33    | 0.01%             | 2051-05-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2019-C52                                   | CUSIP: 95002MAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  19820043 | PA      | $932618.23    | 0.03%             | 2052-08-15      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| CPI HOLDCO B LLC               | CPI Holdco B LLC                                                                 | CUSIP: 1261MAAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    292788 | PA      | $292787.50    | 0.01%             | 2031-05-19      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| N/A                            | BXIICS2E INDEX SWAP 060226                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $3382131.13   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Ace Securities Corp.           | ACE Securities Corp Home Equity Loan Trust Series 2007-WM1                       | CUSIP: 004424AC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6723050 | PA      | $2767325.85   | 0.08%             | 2036-11-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| Allegro CLO Ltd                | Allegro CLO XV Ltd                                                               | CUSIP: 01749WAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5009962.00   | 0.14%             | 2038-04-20      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2006-36T2                                                 | CUSIP: 02146XAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5651474 | PA      | $2104261.78   | 0.06%             | 2036-12-25      | Fixed         | 5.75%                 | 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        |   6031888 | PA      | $5274073.00   | 0.15%             | 2066-10-25      | Variable      | 1.98%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                  | AppLovin Corp                                                                    | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |   2945000 | PA      | $3013492.04   | 0.09%             | 2029-12-01      | Fixed         | 5.12%                 | 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        |   4946654 | PA      | $4954236.72   | 0.14%             | 2037-01-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                        | BDS 2024-FL13 LLC                                                                | CUSIP: 05555MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7500000 | PA      | $7543327.50   | 0.22%             | 2039-09-19      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| BPCE SA                        | BPCE SA                                                                          | CUSIP: 05571AAZ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   3110000 | PA      | $3248985.99   | 0.09%             | 2031-01-14      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust             | BMO 2024-5C5 Mortgage Trust                                                      | CUSIP: 05593RAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  93254460 | PA      | $3582938.92   | 0.10%             | 2057-02-15      | Variable      | 1.39%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt | Benefit Street Partners Clo XXXVII Ltd                                           | CUSIP: 08182TAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6500000 | PA      | $6523270.00   | 0.19%             | 2038-01-25      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP               | Black Hills Corp                                                                 | CUSIP: 092113AY5<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |   1938000 | PA      | $1939161.97   | 0.06%             | 2031-01-31      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus | BRAVO Residential Funding Trust 2025-NQM6                                        | CUSIP: 10570MAD2<br>LEI: 254900U9H6FFPW4O4S55 | Long             | ABS-MBS          | CORP              | US        |   2823092 | PA      | $2835659.93   | 0.08%             | 2065-06-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC       | Comision Federal de Electricidad                                                 | CUSIP: 200447AN0<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |   1300000 | PA      | $1320475.00   | 0.04%             | 2030-01-24      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                   | UBS Group AG                                                                     | CUSIP: 225401BC1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    910000 | PA      | $932943.43    | 0.03%             | 2027-12-22      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| ELP 2021-ELP                   | ELP Commercial Mortgage Trust 2021-ELP                                           | CUSIP: 26863LAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2897854 | PA      | $2895444.97   | 0.08%             | 2038-11-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| NATIONAL SECS CLEARING         | National Securities Clearing Corp                                                | CUSIP: 637639AQ8<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |   3116000 | PA      | $3185530.86   | 0.09%             | 2030-05-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2024-NQM13 Trust                                                             | CUSIP: 67119PAP6<br>LEI: 254900W2SY2Z6X7UAX78 | Long             | ABS-MBS          | CORP              | US        |   6673048 | PA      | $6689376.94   | 0.19%             | 2064-06-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Grantor Trust 2024-10                                             | CUSIP: 69544MAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4437617 | PA      | $4470697.66   | 0.13%             | 2032-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Selection Trust 2021-5                                            | CUSIP: 69547EAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2521331 | PA      | $2489752.04   | 0.07%             | 2029-08-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC            | PayPal Holdings Inc                                                              | CUSIP: 70450YAS2<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |   1630000 | PA      | $1648100.17   | 0.05%             | 2028-03-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL          | Pinnacle West Capital Corp                                                       | CUSIP: 723484AM3<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    649000 | PA      | $659666.59    | 0.02%             | 2028-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC            | Quanta Services Inc                                                              | CUSIP: 74762EAK8<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |   3119000 | PA      | $3156025.24   | 0.09%             | 2027-08-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Securitized Asset Backed Recei | Securitized Asset Backed Receivables LLC Trust 2006-WM3                          | CUSIP: 81377EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5534547 | PA      | $1849778.48   | 0.05%             | 2036-10-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO              | Southern Power Co                                                                | CUSIP: 843646AX8<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |   1941000 | PA      | $1930259.42   | 0.06%             | 2030-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SREIT Trust                    | SREIT Trust 2021-MFP2                                                            | CUSIP: 85236WCE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3240000 | PA      | $3238850.77   | 0.09%             | 2036-11-15      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust  | UBS Commercial Mortgage Trust 2018-C13                                           | CUSIP: 90353KAZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  62468166 | PA      | $1133291.21   | 0.03%             | 2051-10-15      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC          | Uber Technologies Inc                                                            | CUSIP: 90353TAT7<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   1259000 | PA      | $1248288.68   | 0.04%             | 2031-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 91282CBT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 136700000 | PA      | $134631504.81 | 3.87%             | 2026-03-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust | Upgrade Master Pass-Thru Trust                                                   | CUSIP: 91531XAD6<br>LEI: 54930089533DCF1JSH22 | Long             | ABS-O            | CORP              | US        |    227986 | PA      | $217324.41    | 0.01%             | 2027-07-15      | Variable      | 17.04%                | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust | Upgrade Master Pass-Thru Trust Series 2025-ST4                                   | CUSIP: 91533MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2320412 | PA      | $2331402.90   | 0.07%             | 2032-08-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se | Wells Fargo Mortgage Backed Securities 2007-AR6 Trust                            | CUSIP: 949794AB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4506486 | PA      | $4433193.64   | 0.13%             | 2037-10-25      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2017-C38                                   | CUSIP: 95001MAH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  63456118 | PA      | $673897.62    | 0.02%             | 2050-07-15      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT       | Western Midstream Operating LP                                                   | CUSIP: 958667AF4<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    391000 | PA      | $411491.68    | 0.01%             | 2029-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ONGC VIDESH VANKORNEFT         | ONGC Videsh Vankorneft Pte Ltd                                                   | CUSIP: LW9384923<br>LEI: 254900FXH0X0S4UIS503 | Long             | DBT              | CORP              | IN        |   1000000 | PA      | $995005.80    | 0.03%             | 2026-07-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BIOCEANICO SOVEREIGN           | Bioceanico Sovereign Certificate Ltd                                             | CUSIP: ZS5584637<br>LEI: N/A                  | Long             | DBT              | CORP              | PY        |   1553854 | PA      | $1274548.78   | 0.04%             | 2034-06-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ARAMARK SERVICES INC           | Aramark Services Inc                                                             | CUSIP: 03852JAV3<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |    816486 | PA      | $819376.02    | 0.02%             | 2030-06-24      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| TEMPUR SEALY INTL INC          | Somnigroup International Inc                                                     | CUSIP: 88025BAP6<br>LEI: 549300HFEKVR3US71V91 | Long             | LON              | CORP              | US        |   2149999 | PA      | $2165672.74   | 0.06%             | 2031-10-24      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| COMETA ENERGIA SA              | Cometa Energia SA de CV                                                          | CUSIP: AS3189436<br>LEI: 5493007L8UH7TYXKI505 | Long             | DBT              | CORP              | MX        |    151600 | PA      | $158561.93    | 0.00%             | 2035-04-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA          | Guatemala Government Bond                                                        | CUSIP: JK9639853<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    600000 | PA      | $598500.00    | 0.02%             | 2026-05-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA          | Guatemala Government Bond                                                        | CUSIP: BY2577850<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |   1200000 | PA      | $1212900.00   | 0.03%             | 2029-08-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                            | BXIICS2E INDEX SWAP 042126                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $2423685.98   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BXIICS2E INDEX SWAP 080526                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $1365115.89   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BXIICS2E INDEX SWAP 100925                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $5420522.57   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BXIICS2E INDEX SWAP 110525                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $5334609.78   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO       | OCP SA                                                                           | CUSIP: YP8442608<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    600000 | PA      | $629272.79    | 0.02%             | 2030-04-30      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ADANI TRANS STEP-ONE LTD       | Adani Transmission Step-One Ltd                                                  | CUSIP: QZ0784251<br>LEI: 335800Z8CGS7O7D72N41 | Long             | DBT              | CORP              | IN        |    600000 | PA      | $594845.83    | 0.02%             | 2026-08-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                | AREIT 2025-CRE10 Ltd                                                             | CUSIP: 00193DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7220000 | PA      | $7258302.10   | 0.21%             | 2029-12-17      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER        | American Electric Power Co Inc                                                   | CUSIP: 025537AY7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   5024000 | PA      | $5182250.22   | 0.15%             | 2029-01-15      | Fixed         | 5.20%                 | 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        |    895323 | PA      | $898466.26    | 0.03%             | 2036-11-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING          | Athene Global Funding                                                            | CUSIP: 04685A4R9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   2664000 | PA      | $2707955.68   | 0.08%             | 2030-07-17      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trus | CFCRE Commercial Mortgage Trust 2016-C7                                          | CUSIP: 12532BAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2475000 | PA      | $2449012.01   | 0.07%             | 2054-12-10      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trus | CFCRE Commercial Mortgage Trust 2017-C8                                          | CUSIP: 12532CBF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16201000 | PA      | $203189.70    | 0.01%             | 2050-06-15      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust   | Csmc 2022-Nqm1 Trust                                                             | CUSIP: 126416AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15021762 | PA      | $13778475.14  | 0.40%             | 2066-11-25      | Variable      | 2.27%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2005-49CB                                                 | CUSIP: 12668AML6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3576514 | PA      | $2258390.97   | 0.06%             | 2035-11-25      | Fixed         | 5.50%                 | 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      | $8043982.40   | 0.23%             | 2030-09-10      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitiza | Castlelake Aircraft Structured Trust 2019-1                                      | CUSIP: 14855MAA6<br>LEI: 549300MHTIBONNXM3R82 | Long             | ABS-O            | CORP              | US        |   1507231 | PA      | $1500297.72   | 0.04%             | 2039-04-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC         | CenterPoint Energy Inc                                                           | CUSIP: 15189TBG1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   1556000 | PA      | $1610709.36   | 0.05%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust            | COMM 2018-HCLV Mortgage Trust                                                    | CUSIP: 20048KAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11396000 | PA      | $3589740.00   | 0.10%             | 2033-09-15      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                                               | CUSIP: 3137FUY81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5320324 | PA      | $5133061.08   | 0.15%             | 2050-05-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                                               | CUSIP: 3137HHFS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4277472 | PA      | $4296703.09   | 0.12%             | 2054-11-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                                               | CUSIP: 31397RK96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    189350 | PA      | $19922.50     | 0.00%             | 2038-02-15      | Floating      | 1.79%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                 | CUSIP: 31427N3W7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2924695 | PA      | $3002293.87   | 0.09%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| First American Government Obli | First American Government Obligations Fund                                       | CUSIP: 31846V211<br>LEI: 549300R5MYM6VZF1RM44 | Long             | STIV             | RF                | US        |  19472153 | NS      | $19472152.93  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac - STACR            | Freddie Mac STACR REMIC Trust 2025-DNA1                                          | CUSIP: 35564NFZ1<br>LEI: 529900WZAMS87JCAOC53 | Long             | ABS-MBS          | CORP              | US        |   2939533 | PA      | $2939544.95   | 0.08%             | 2045-01-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DAC       | Icon Investments Six DAC                                                         | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | US        |   1913000 | PA      | $1952797.98   | 0.06%             | 2027-05-08      | Fixed         | 5.81%                 | 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        |   5782049 | PA      | $5835275.75   | 0.17%             | 2065-09-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor | JP Morgan Chase Commercial Mortgage Securities Trust 2021-MHC                    | CUSIP: 466330AG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1815000 | PA      | $1815389.68   | 0.05%             | 2038-04-15      | Floating      | 5.57%                 | 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        |  29885385 | PA      | $115414.37    | 0.00%             | 2049-12-15      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor | JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT                    | CUSIP: 46645WBC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    336000 | PA      | $233520.00    | 0.01%             | 2033-07-05      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION           | M&T Bank Corp                                                                    | CUSIP: 55261FAU8<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |   1323000 | PA      | $1339657.60   | 0.04%             | 2029-01-16      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| MOLEX ELECTRONICS TECH         | Molex Electronic Technologies LLC                                                | CUSIP: 60856BAE4<br>LEI: 549300WTBVUFUPSIWI20 | Long             | DBT              | CORP              | US        |   3491000 | PA      | $3526796.61   | 0.10%             | 2028-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MSILF Government Portfolio     | MSILF Government Portfolio                                                       | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |  19472153 | NS      | $19472152.94  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL RURAL UTIL COOP       | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 63743HFW7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   1765000 | PA      | $1791485.17   | 0.05%             | 2028-02-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG       | New York Life Global Funding                                                     | CUSIP: 64952WEE9<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    339000 | PA      | $339604.60    | 0.01%             | 2026-06-09      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP          | Northrop Grumman Corp                                                            | CUSIP: 666807CN0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   2571000 | PA      | $2616320.92   | 0.08%             | 2030-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC        | O'Reilly Automotive Inc                                                          | CUSIP: 67103HAM9<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |   1519000 | PA      | $1545674.60   | 0.04%             | 2026-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2022-NQM1 Trust                                                              | CUSIP: 67114VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5190226 | PA      | $4712066.85   | 0.14%             | 2061-11-25      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP            | Charles Schwab Corp/The                                                          | CUSIP: 808513BZ7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   1373000 | PA      | $1385629.17   | 0.04%             | 2027-03-03      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD               | Trestles CLO VI Ltd                                                              | CUSIP: 894940AQ8<br>LEI: 254900837GHK5VH7YU15 | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5009933.50   | 0.14%             | 2038-04-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Asset-Backed | Washington Mutural Asset-Backed Certificates WMABS Series 2006-HE5 Trust         | CUSIP: 93934XAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5900503 | PA      | $2075301.42   | 0.06%             | 2036-10-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2015-NXS2                                  | CUSIP: 94989MAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1573627 | PA      | $15.74        | 0.00%             | 2058-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                                 | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2382000 | PA      | $2523451.40   | 0.07%             | 2029-10-23      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| GOLD FIELDS OROGEN HOLD        | Gold Fields Orogen Holdings BVI Ltd                                              | CUSIP: ZS5391108<br>LEI: 213800CLGJ2E9KGU2F20 | Long             | DBT              | CORP              | ZA        |    500000 | PA      | $524411.07    | 0.02%             | 2029-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| COSAN LUXEMBOURG SA            | Cosan Luxembourg SA                                                              | CUSIP: AZ7914288<br>LEI: 222100ZY943WERK7RZ38 | Long             | DBT              | CORP              | BR        |   1200000 | PA      | $1185288.24   | 0.03%             | 2029-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CYBORG OLDCO DC HOLDINGS       | Cyborg Oldco DC Holdings Inc                                                     | CUSIP: 19633FAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    320815 | PA      | $0.00         | 0.00%             | 2024-05-01      | Floating      | 7.30%                 | No            |                  3 | On Loan: No      |
| DELTA 2 LUX SARL               | Delta 2 Lux Sarl                                                                 | CUSIP: L2465BAW6<br>LEI: 549300BBG8Z3D6QSYP53 | Long             | LON              | CORP              | LU        |    800000 | PA      | $801628.00    | 0.02%             | 2031-09-19      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| N/A                            | BXIICS2E INDEX SWAP 122325                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $3824503.62   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BXIICS2E INDEX SWAP 030326                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $1816003.60   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BXIICS2E INDEX SWAP 091026                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $29735.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BXIICS2E INDEX SWAP 012726                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-48591.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BXIICS2E INDEX SWAP 012026                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $5914737.61   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| NBM US HOLDINGS INC            | NBM US Holdings Inc                                                              | CUSIP: ZS4645314<br>LEI: 5493008K1QMSP0J8UC24 | Long             | DBT              | CORP              | BR        |   1000000 | PA      | $999177.10    | 0.03%             | 2026-05-14      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NBM US HOLDINGS INC            | NBM US Holdings Inc                                                              | CUSIP: AZ8757330<br>LEI: 5493008K1QMSP0J8UC24 | Long             | DBT              | CORP              | BR        |    800000 | PA      | $811570.18    | 0.02%             | 2029-08-06      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| JSW HYDRO ENERGY LTD           | JSW Hydro Energy Ltd                                                             | CUSIP: BP4638287<br>LEI: 3358006ZP5KO7VUH2790 | Long             | DBT              | CORP              | IN        |    923000 | PA      | $875087.07    | 0.03%             | 2031-05-18      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| OVERSEA-CHINESE BANKING        | Oversea-Chinese Banking Corp Ltd                                                 | CUSIP: BX0660676<br>LEI: 5493007O3QFXCPOGWK22 | Long             | DBT              | CORP              | SG        |   1100000 | PA      | $1104300.71   | 0.03%             | 2032-06-15      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| Ace Securities Corp.           | ACE Securities Corp Home Equity Loan Trust Series 2006-CW1                       | CUSIP: 00441QAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4209006 | PA      | $3496159.69   | 0.10%             | 2036-07-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust            | Affirm Master Trust                                                              | CUSIP: 00833BAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4500000 | PA      | $4531713.75   | 0.13%             | 2033-02-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Arbor Multifamily Mortgage Sec | Arbor Multifamily Mortgage Securities Trust 2020-MF1                             | CUSIP: 03881BBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  40902000 | PA      | $885565.11    | 0.03%             | 2053-05-15      | Variable      | 0.59%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC            | Ashtead Capital Inc                                                              | CUSIP: 045054AL7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | GB        |   2508000 | PA      | $2474561.76   | 0.07%             | 2029-11-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Atlas Senior Loan Fund LTD     | Atlas Senior Loan Fund XI Ltd                                                    | CUSIP: 04941YAJ8<br>LEI: 635400RPGP64VI1SZW03 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2003760.00   | 0.06%             | 2031-07-26      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| Avant Loans Funding Trust      | Avant Loans Funding Trust 2025-REV1                                              | CUSIP: 05352BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9500000 | PA      | $9558100.10   | 0.27%             | 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        |   7250000 | PA      | $7346049.45   | 0.21%             | 2033-10-15      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS 2019-BWAY Mortgage Trust                                                   | CUSIP: 05492NAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11001000 | PA      | $115510.50    | 0.00%             | 2034-11-15      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                | BAE Systems PLC                                                                  | CUSIP: 05523RAD9<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |   4872000 | PA      | $4697532.66   | 0.14%             | 2030-04-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Trust 2021-C10                                                             | CUSIP: 05551VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  21205000 | PA      | $1660709.86   | 0.05%             | 2054-07-15      | Variable      | 1.80%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                     | BFLD 2024-VICT Mortgage Trust                                                    | CUSIP: 05555VAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3012000 | PA      | $3026047.67   | 0.09%             | 2041-07-15      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| BrightSpire Capital, Inc       | BRSP 2021-FL1 Ltd                                                                | CUSIP: 05591XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4098525 | PA      | $4094287.02   | 0.12%             | 2038-08-19      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| BrightSpire Capital, Inc       | BRSP 2021-FL1 Ltd                                                                | CUSIP: 05591XAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13968000 | PA      | $13926906.14  | 0.40%             | 2038-08-19      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2023-5YR2                                                                  | CUSIP: 06211CAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6433000 | PA      | $6788618.17   | 0.20%             | 2056-07-15      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2024-5YR10                                                                 | CUSIP: 06604AAM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5022000 | PA      | $5146827.33   | 0.15%             | 2057-10-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD              | Battalion CLO XX Ltd                                                             | CUSIP: 07134UAS6<br>LEI: 549300CDYR56PY734566 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10014720.00  | 0.29%             | 2038-04-15      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2025-5C34                                                   | CUSIP: 07337BAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  53053049 | PA      | $2534360.08   | 0.07%             | 2058-05-15      | Variable      | 1.39%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2020-IG1 Mortgage Trust                                                | CUSIP: 08162LAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 157277074 | PA      | $2613787.69   | 0.08%             | 2043-09-15      | Variable      | 0.61%                 | 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        |   6987514 | PA      | $6424031.46   | 0.18%             | 2061-09-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| THE CAMPBELLS COMPANY          | Campbell's Company/The                                                           | CUSIP: 134429BM0<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |   1302000 | PA      | $1322827.33   | 0.04%             | 2027-03-19      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Adjustable Rate Mortgage Trust | Adjustable Rate Mortgage Trust 2006-1                                            | CUSIP: 225470B93<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4256076 | PA      | $2517605.17   | 0.07%             | 2036-03-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Trust 2018-GS10                                           | CUSIP: 36250SBK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2314000 | PA      | $213760.38    | 0.01%             | 2033-03-10      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| HSBC USA INC                   | HSBC USA Inc                                                                     | CUSIP: 40428HA51<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201213.24    | 0.01%             | 2027-03-04      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Halcyon Loan Advisors Funding  | Halcyon Loan Advisors Funding 2013-2 Ltd                                         | CUSIP: 40537YAN3<br>LEI: 5493007BSG4LRQVLD578 | Long             | ABS-CBDO         | CORP              | US        |     13423 | PA      | $13426.56     | 0.00%             | 2025-08-01      | Floating      | 8.36%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga | MF1 2022-FL8 Ltd                                                                 | CUSIP: 55284JAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2796010 | PA      | $2800187.61   | 0.08%             | 2037-02-19      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP            | Meritage Homes Corp                                                              | CUSIP: 59001ABD3<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |    333000 | PA      | $324296.40    | 0.01%             | 2029-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2019-PLND                                         | CUSIP: 61691XAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13327000 | PA      | $1168444.73   | 0.03%             | 2036-05-15      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Grantor Trust 2025-1                                              | CUSIP: 69544NAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4999573 | PA      | $5057506.65   | 0.15%             | 2032-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Selection Trust 2021-2                                            | CUSIP: 69546LAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    170977 | PA      | $170301.11    | 0.00%             | 2029-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC            | Quanta Services Inc                                                              | CUSIP: 74762EAN2<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |   2290000 | PA      | $2289718.10   | 0.07%             | 2031-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC          | Quest Diagnostics Inc                                                            | CUSIP: 74834LBA7<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |   3272000 | PA      | $3278243.37   | 0.09%             | 2029-06-30      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In | RALI Series 2006-QS12 Trust                                                      | CUSIP: 751151AG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    417306 | PA      | $339036.60    | 0.01%             | 2036-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RENTOKIL TERMINIX LLC          | Rentokil Terminix Funding LLC                                                    | CUSIP: 760130AA2<br>LEI: 984500D5BAA7560EKJ44 | Long             | DBT              | CORP              | US        |   2304000 | PA      | $2348612.35   | 0.07%             | 2030-04-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA           | Royal Bank of Canada                                                             | CUSIP: 78016EZP5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1391000 | PA      | $1392589.01   | 0.04%             | 2026-01-20      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| SLG Office Trust               | SLG Office Trust 2021-OVA                                                        | CUSIP: 78449RAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 168062650 | PA      | $1991559.21   | 0.06%             | 2041-07-15      | Variable      | 0.26%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA         | Santander Holdings USA Inc                                                       | CUSIP: 80282KBN5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   2981000 | PA      | $3039092.30   | 0.09%             | 2029-03-20      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRU | SoFi Consumer Loan Program 2025-1 Trust                                          | CUSIP: 83406YAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9700000 | PA      | $9817575.64   | 0.28%             | 2034-02-27      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Soundview Home Equity Loan Tru | Soundview Home Loan Trust 2007-OPT3                                              | CUSIP: 83612KAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    442416 | PA      | $439723.06    | 0.01%             | 2037-08-25      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD            | Sound Point CLO XXIII                                                            | CUSIP: 83614BAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  25000000 | PA      | $25050000.00  | 0.72%             | 2034-07-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS       | Targa Resources Partners LP / Targa Resources Partners Finance Corp              | CUSIP: 87612BBQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4065000 | PA      | $4135829.49   | 0.12%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 91282CBH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  80500000 | PA      | $79548371.67  | 2.29%             | 2026-01-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| VEGAS Trust                    | VEGAS Trust 2024-TI                                                              | CUSIP: 92254AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2508000 | PA      | $2546779.45   | 0.07%             | 2039-11-10      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo | Velocity Commercial Capital Loan Trust 2021-2                                    | CUSIP: 92259MAH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1583688 | PA      | $1314007.52   | 0.04%             | 2051-08-25      | Variable      | 2.20%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2021-7                                                | CUSIP: 92538QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12140159 | PA      | $11114764.42  | 0.32%             | 2066-10-25      | Variable      | 1.83%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer | WaMu Mortgage Pass-Through Certificates Series 2005-AR4 Trust                    | CUSIP: 92922FG77<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1737858 | PA      | $1687770.10   | 0.05%             | 2035-04-25      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| Warwick Capital CLO Ltd        | Warwick Capital CLO 1 Ltd                                                        | CUSIP: 936919AN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5000000.00   | 0.14%             | 2038-10-20      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se | Wells Fargo Mortgage Backed Securities 2007-15 Trust                             | CUSIP: 949797AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    974548 | PA      | $953422.61    | 0.03%             | 2037-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BRF GMBH                       | BRF GmbH                                                                         | CUSIP: QZ6601293<br>LEI: 5299002S6DY5RA2IOQ11 | Long             | DBT              | CORP              | BR        |    600000 | PA      | $595783.08    | 0.02%             | 2026-09-29      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AI CANDELARIA -SPAIN- SA       | AI Candelaria -spain- SA                                                         | CUSIP: AV1352799<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | CO        |   1137495 | PA      | $1157406.86   | 0.03%             | 2028-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC        | Standard Industries Inc/NY                                                       | CUSIP: 85350EAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1490892 | PA      | $1495416.52   | 0.04%             | 2028-09-22      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| WALKER & DUNLOP INC            | Walker & Dunlop Inc                                                              | CUSIP: 93148QAK6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    349125 | PA      | $349561.41    | 0.01%             | 2032-03-15      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| BANCO DE BOGOTA SA             | Banco de Bogota SA                                                               | CUSIP: LW0752441<br>LEI: 549300LYHE7LWSKDZT53 | Long             | DBT              | CORP              | CO        |   1600000 | PA      | $1620636.80   | 0.05%             | 2026-05-12      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER MEXICO         | Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand | CUSIP: AU6232683<br>LEI: SCRYQ25DTVRHYYMM6P89 | Long             | DBT              | CORP              | MX        |    400000 | PA      | $430405.20    | 0.01%             | 2028-10-01      | Variable      | 7.53%                 | No            |                  2 | On Loan: No      |
| N/A                            | BXIICS2E INDEX SWAP 021126                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $2178290.11   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BXIICS2E INDEX SWAP 051926                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $4924562.20   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BXIICS2E INDEX SWAP 010826                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $3630899.11   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT       | Western Midstream Operating LP                                                   | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   2939000 | PA      | $2869734.94   | 0.08%             | 2030-02-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC         | Williams Cos Inc/The                                                             | CUSIP: 969457CL2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   3076000 | PA      | $3133542.49   | 0.09%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2006-16CB                                                 | CUSIP: 021460AE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7133283 | PA      | $3717695.10   | 0.11%             | 2036-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT          | American Homes 4 Rent LP                                                         | CUSIP: 02666TAA5<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |   1631000 | PA      | $1627408.99   | 0.05%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust       | Angel Oak Mortgage Trust 2020-2                                                  | CUSIP: 03464XAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1682054 | PA      | $1602324.33   | 0.05%             | 2065-01-26      | Variable      | 2.53%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                | AREIT 2022-CRE6 Trust                                                            | CUSIP: 04002VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1685642 | PA      | $1692406.84   | 0.05%             | 2037-01-20      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING          | Athene Global Funding                                                            | CUSIP: 04685A3W9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   4017000 | PA      | $4028598.69   | 0.12%             | 2026-05-08      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP         | Aviation Capital Group LLC                                                       | CUSIP: 05369AAN1<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    665000 | PA      | $693711.33    | 0.02%             | 2028-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.             | BSPRT 2023-FL10 Issuer Ltd                                                       | CUSIP: 05610VAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7450000 | PA      | $7494282.80   | 0.22%             | 2035-09-15      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| BrightSpire Capital, Inc       | BRSP 2024-FL2 Ltd                                                                | CUSIP: 05613BAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6702000 | PA      | $6726154.01   | 0.19%             | 2037-08-19      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP          | Bank of Ireland Group PLC                                                        | CUSIP: 06279JAD1<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |   1130000 | PA      | $1172323.36   | 0.03%             | 2030-03-20      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2025-V14 Mortgage Trust                                                | CUSIP: 08164BAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 147424604 | PA      | $4519080.11   | 0.13%             | 2057-04-15      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2025-V17 Mortgage Trust                                                | CUSIP: 081934AS0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  64317000 | PA      | $4173279.29   | 0.12%             | 2058-09-15      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust             | BMO 2025-5C12 Mortgage Trust                                                     | CUSIP: 09663VAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  42103000 | PA      | $2655495.15   | 0.08%             | 2058-10-15      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| Bridge Street CLO Ltd          | Bridge Street CLO II Ltd                                                         | CUSIP: 10806JAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10500000 | PA      | $10522333.50  | 0.30%             | 2034-07-20      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC              | Brown & Brown Inc                                                                | CUSIP: 115236AB7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    867000 | PA      | $869561.60    | 0.03%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP         | Bunge Ltd Finance Corp                                                           | CUSIP: 120568BE9<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   2589000 | PA      | $2581365.01   | 0.07%             | 2029-09-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust            | COMM 2013-CCRE12 Mortgage Trust                                                  | CUSIP: 12591KAF2<br>LEI: 549300MGZ5FI5VFL1177 | Long             | ABS-MBS          | CORP              | US        |   1721713 | PA      | $31.85        | 0.00%             | 2046-10-10      | Variable      | 0.66%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust            | COMM 2016-DC2 Mortgage Trust                                                     | CUSIP: 12594CBG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8676737 | PA      | $190.89       | 0.00%             | 2049-02-10      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust   | CSMC Series 2011-12R                                                             | CUSIP: 12645VCA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     98776 | PA      | $98931.44     | 0.00%             | 2036-07-27      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| CRH SMW FINANCE DAC            | CRH SMW Finance DAC                                                              | CUSIP: 12704PAB4<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | US        |   3044000 | PA      | $3134664.17   | 0.09%             | 2030-01-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC             | Coterra Energy Inc                                                               | CUSIP: 127097AK9<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    222000 | PA      | $221624.88    | 0.01%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC               | COLT 2022-2 Mortgage Loan Trust                                                  | CUSIP: 19685EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4839389 | PA      | $4640869.35   | 0.13%             | 2067-02-25      | Variable      | 2.99%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II, | Compass Datacenters Issuer II LLC                                                | CUSIP: 20469AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5425000 | PA      | $5467221.69   | 0.16%             | 2049-02-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2006-OA12                                                 | CUSIP: 23243AAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1324981 | PA      | $1367673.02   | 0.04%             | 2046-09-20      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2006-J6                                                   | CUSIP: 23244EAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1444847 | PA      | $654528.52    | 0.02%             | 2036-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                  | DTE Energy Co                                                                    | CUSIP: 233331BN6<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   2918000 | PA      | $3007989.22   | 0.09%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DIGICEL GROUP HOLDINGS         | Digicel Group Holdings Ltd                                                       | CUSIP: 25381HAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | JM        |    255680 | PA      | $11580.30     | 0.00%             | 2030-12-31      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT       | Element Fleet Management Corp                                                    | CUSIP: 286181AK8<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   3121000 | PA      | $3306858.89   | 0.10%             | 2028-12-04      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| GSCG Trust                     | GSCG Trust 2019-600C                                                             | CUSIP: 36260TAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14505000 | PA      | $610885.33    | 0.02%             | 2034-09-06      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                                | CUSIP: 404280EK1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $200986.59    | 0.01%             | 2028-11-19      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Horizon Aircraft Finance       | Horizon Aircraft Finance III Ltd                                                 | CUSIP: 44040JAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10373965 | PA      | $10025150.68  | 0.29%             | 2039-11-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC        | Imperial Brands Finance PLC                                                      | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   3068000 | PA      | $3088570.30   | 0.09%             | 2028-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ITAU UNIBANCO HLDG SA/KY       | Itau Unibanco Holding SA/Cayman Island                                           | CUSIP: 46556M2A9<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | DBT              | CORP              | BR        |    200000 | PA      | $198219.84    | 0.01%             | 2031-04-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust Series 2025-NQM1                                        | CUSIP: 46593QAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4320521 | PA      | $4357797.16   | 0.13%             | 2065-06-25      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Alternative Loan T | JP Morgan Alternative Loan Trust 2005-S1                                         | CUSIP: 46627MAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  32244037 | PA      | $9621662.62   | 0.28%             | 2035-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Acquisition | JP Morgan Mortgage Acquisition Trust 2006-WMC2                                   | CUSIP: 46628TAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10410309 | PA      | $4829410.11   | 0.14%             | 2036-07-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| JP Morgan ReRemic              | JP Morgan Resecuritization Trust Series 2014-4                                   | CUSIP: 46642RAB3<br>LEI: 549300WXN40VSKU6F732 | Long             | ABS-MBS          | CORP              | US        |   5513631 | PA      | $1492677.48   | 0.04%             | 2036-01-26      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu | JPMBB Commercial Mortgage Securities Trust 2014-C25                              | CUSIP: 46643PBG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3218164 | PA      | $38.62        | 0.00%             | 2047-11-15      | Variable      | 0.61%                 | No            |                  2 | On Loan: No      |
| Jimmy John's Funding LLC       | Jimmy Johns Funding LLC                                                          | CUSIP: 47760QAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11049000 | PA      | $11012669.78  | 0.32%             | 2047-07-30      | Fixed         | 4.85%                 | 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        |   2268852 | PA      | $2270705.15   | 0.07%             | 2066-10-25      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| Lehman XS Trust                | Lehman XS Trust Series 2007-15N                                                  | CUSIP: 52524VAM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8336252 | PA      | $7015792.71   | 0.20%             | 2047-08-25      | Floating      | 4.52%                 | 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        |   4483074 | PA      | $4499155.20   | 0.13%             | 2037-01-17      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| LoanCore Issuer, Ltd.          | LoanCore 2025 2025-CRE8 Issuer LLC                                               | CUSIP: 53947FAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7220000 | PA      | $7246280.80   | 0.21%             | 2042-08-17      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| LoanCore 2021-CRE5 Issuer, Ltd | LoanCore 2021-CRE5 Issuer Ltd                                                    | CUSIP: 53947XAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    580211 | PA      | $581129.19    | 0.02%             | 2036-07-15      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Loanpal Solar Loan 2020-3 Ltd  | Loanpal Solar Loan Ltd                                                           | CUSIP: 53948NAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5650079 | PA      | $4788258.18   | 0.14%             | 2047-12-20      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga | MF1 2022-FL9 LLC                                                                 | CUSIP: 55285AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5861453 | PA      | $5876041.71   | 0.17%             | 2037-06-19      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| MPLX LP                        | MPLX LP                                                                          | CUSIP: 55336VAS9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   2491000 | PA      | $2527591.89   | 0.07%             | 2029-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Marble Point CLO XXI Ltd.      | Marble Point CLO XXI Ltd                                                         | CUSIP: 56606KAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  23000000 | PA      | $23051819.00  | 0.66%             | 2034-10-17      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC         | Marvell Technology Inc                                                           | CUSIP: 573874AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2405000 | PA      | $2509849.75   | 0.07%             | 2029-02-15      | Fixed         | 5.75%                 | 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        |   3618126 | PA      | $3563620.55   | 0.10%             | 2057-09-24      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM7                         | CUSIP: 61779KAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7700000 | PA      | $7712062.05   | 0.22%             | 2070-09-25      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| MTN Commercial Mortgage Trust  | MTN Commercial Mortgage Trust 2022-LPFL                                          | CUSIP: 62475WAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $1200216.84   | 0.03%             | 2039-03-15      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| MP Clo VIII, LTD               | MP CLO VIII Ltd                                                                  | CUSIP: 62481WAL1<br>LEI: 549300D60LKSR31DKI65 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10023187.00  | 0.29%             | 2034-04-28      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| 280 Park Avenue Mortgage Trust | 280 Park Avenue 2017-280P Mortgage Trust                                         | CUSIP: 90205FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4830000 | PA      | $4795965.89   | 0.14%             | 2034-09-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES          | Mexico Government International Bond                                             | CUSIP: 91087BAY6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $203968.00    | 0.01%             | 2029-05-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 912828ZE3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  96350000 | PA      | $92136569.22  | 2.65%             | 2027-03-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 91282CCF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  86800000 | PA      | $85064453.96  | 2.45%             | 2026-05-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 91282CCZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  93100000 | PA      | $90536228.96  | 2.60%             | 2026-09-30      | Fixed         | 0.88%                 | 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        |   7742834 | PA      | $7868594.89   | 0.23%             | 2027-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo | Velocity Commercial Capital Loan Trust 2020-1                                    | CUSIP: 92259LAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2085358 | PA      | $1677190.93   | 0.05%             | 2050-02-25      | Variable      | 2.98%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-8 Trust   | CUSIP: 93934FCQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    758109 | PA      | $721869.83    | 0.02%             | 2035-10-25      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                                 | CUSIP: 95000U3M3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4891000 | PA      | $4923345.41   | 0.14%             | 2028-04-22      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2021-C59                                   | CUSIP: 95003CBU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  61513503 | PA      | $3624812.37   | 0.10%             | 2054-04-15      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2025-C64                                   | CUSIP: 95004BAS0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1503972 | PA      | $1520339.75   | 0.04%             | 2058-02-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS         | Zimmer Biomet Holdings Inc                                                       | CUSIP: 98956PBA9<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |   1997000 | PA      | $2012056.98   | 0.06%             | 2027-02-19      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ULTRAPAR INTERNATIONL SA       | Ultrapar International SA                                                        | CUSIP: ZS9300451<br>LEI: 222100CXHWBP3H3SK244 | Long             | DBT              | CORP              | BR        |    200000 | PA      | $200671.76    | 0.01%             | 2029-06-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VESTIS CORP                    | Vestis Corp                                                                      | CUSIP: 92550HAE3<br>LEI: 254900QDW0TA2TMFAP59 | Long             | LON              | CORP              | US        |    939312 | PA      | $887650.31    | 0.03%             | 2031-02-24      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| WMG ACQUISITION CORP           | WMG Acquisition Corp                                                             | CUSIP: 92929LBA5<br>LEI: 549300NAS11NXI33CP80 | Long             | LON              | CORP              | US        |   2160000 | PA      | $2166760.80   | 0.06%             | 2031-01-24      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC       | Comision Federal de Electricidad                                                 | CUSIP: BU3620418<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $197205.14    | 0.01%             | 2029-05-15      | Fixed         | 4.69%                 | 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        |   1700629 | PA      | $1737903.39   | 0.05%             | 2032-12-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                            | BXIICS2E INDEX SWAP 011426                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $6514197.67   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BXIICS2E INDEX SWAP 123025                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-812699.26   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BXIICS2E INDEX SWAP 042826                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $4415803.62   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BXIICS2E INDEX SWAP 031026                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $358319.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BXIICS2E INDEX SWAP 070726                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $2006696.23   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BXIICS2E INDEX SWAP 031726                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $659239.14    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO             | Morocco Government International Bond                                            | CUSIP: BM9763095<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    600000 | PA      | $575567.77    | 0.02%             | 2027-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** DoubleLine Funds Trust

**Signature:** /s/ Ana Alcantara

**Name of Signer:** DoubleLine Funds Trust

**Title:** Vice President